{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260624", "trade_date": "20260625", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [] }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45" }, "quote_source": "public_http_tencent:93/93", "quote_stale_lock": false, "generated_at": "2026-06-25T09:47:46", "signals": [ { "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 78.59, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 78.59, "max_chase_pct": 3.0, "base_exec_high": 78.59, "dynamic_exec_high": null, "entry_zone_low": 75.16, "entry_zone_high": 77.44, "entry_risk_pct": null, "intraday_vwap": 74.7333, "price_vs_vwap_pct": 0.8921, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 5.8049, "prev_amount_yi": 1.7746, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2711, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 75.01, "high": 75.09, "low": 75.01, "close": 75.09, "amount_yi": 1.4881 }, { "time": "09:46", "open": 75.07, "high": 75.14, "low": 75.07, "close": 75.14, "amount_yi": 1.5239 }, { "time": "09:47", "open": 75.4, "high": 75.4, "low": 75.4, "close": 75.4, "amount_yi": 2.7929 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.4, "ts": "2026-06-25T09:47:45", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.47, "bid1": 75.42, "ask1": 75.43, "bid_qty1": 3, "ask_qty1": 38 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.23, "exec_low": 52.23, "exec_high": 53.8, "invalid_price": 50.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 53.8, "max_chase_pct": 3.0, "base_exec_high": 53.8, "dynamic_exec_high": null, "entry_zone_low": 51.45, "entry_zone_high": 53.01, "entry_risk_pct": null, "intraday_vwap": 51.0104, "price_vs_vwap_pct": 0.7638, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.8347, "prev_amount_yi": 0.783, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 51.32, "high": 51.42, "low": 51.32, "close": 51.42, "amount_yi": 0.4116 }, { "time": "09:46", "open": 51.35, "high": 51.35, "low": 51.28, "close": 51.28, "amount_yi": 0.6621 }, { "time": "09:47", "open": 51.3, "high": 51.4, "low": 51.3, "close": 51.4, "amount_yi": 0.761 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.4, "ts": "2026-06-25T09:47:45", "prev_close": 51.76, "open": 51.26, "high": 52.49, "low": 49.8, "bid1": 51.4, "ask1": 51.43, "bid_qty1": 31, "ask_qty1": 212 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002156:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002156:BREAK_PREV_HIGH", "symbol": "SZSE.002156", "name": "通富微电", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.84, "exec_low": 74.84, "exec_high": 77.09, "invalid_price": 72.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 77.09, "max_chase_pct": 3.0, "base_exec_high": 77.09, "dynamic_exec_high": null, "entry_zone_low": 73.72, "entry_zone_high": 75.96, "entry_risk_pct": 5.8007, "intraday_vwap": 76.2516, "price_vs_vwap_pct": 0.929, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 4.3018, "prev_amount_yi": 1.3876, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 76.95, "high": 77.07, "low": 76.95, "close": 77.07, "amount_yi": 1.4643 }, { "time": "09:46", "open": 77.08, "high": 77.19, "low": 77.08, "close": 77.19, "amount_yi": 1.1758 }, { "time": "09:47", "open": 77.14, "high": 77.14, "low": 76.96, "close": 76.96, "amount_yi": 1.6617 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.96, "ts": "2026-06-25T09:47:45", "prev_close": 74.64, "open": 76.67, "high": 77.54, "low": 74.0, "bid1": 76.96, "ask1": 77.06, "bid_qty1": 34, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603629:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603629:BREAK_PREV_HIGH", "symbol": "SHSE.603629", "name": "利通电子", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 222.12, "exec_low": 222.12, "exec_high": 228.78, "invalid_price": 215.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 228.78, "max_chase_pct": 3.0, "base_exec_high": 228.78, "dynamic_exec_high": null, "entry_zone_low": 218.79, "entry_zone_high": 225.45, "entry_risk_pct": null, "intraday_vwap": 217.7132, "price_vs_vwap_pct": -1.6137, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.5355, "prev_amount_yi": 0.8154, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 4.3359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 217.45, "high": 217.45, "low": 216.0, "close": 216.0, "amount_yi": 0.7996 }, { "time": "09:46", "open": 215.45, "high": 215.45, "low": 213.8, "close": 213.8, "amount_yi": 1.1927 }, { "time": "09:47", "open": 213.23, "high": 214.2, "low": 213.23, "close": 214.2, "amount_yi": 1.5432 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 214.2, "ts": "2026-06-25T09:47:43", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 213.1, "bid1": 214.19, "ask1": 214.2, "bid_qty1": 1, "ask_qty1": 13 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603186:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603186:BREAK_PREV_HIGH", "symbol": "SHSE.603186", "name": "华正新材", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 254.76, "exec_low": 254.76, "exec_high": 262.4, "invalid_price": 247.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 262.4, "max_chase_pct": 3.0, "base_exec_high": 262.4, "dynamic_exec_high": null, "entry_zone_low": 250.94, "entry_zone_high": 258.58, "entry_risk_pct": 3.3631, "intraday_vwap": 251.5687, "price_vs_vwap_pct": 1.5269, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.375, "prev_amount_yi": 0.452, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 257.01, "high": 258.5, "low": 257.01, "close": 258.5, "amount_yi": 0.5675 }, { "time": "09:46", "open": 258.31, "high": 258.75, "low": 258.31, "close": 258.75, "amount_yi": 0.4584 }, { "time": "09:47", "open": 257.12, "high": 257.12, "low": 255.41, "close": 255.41, "amount_yi": 0.3491 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 60000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 255.41, "ts": "2026-06-25T09:47:43", "prev_close": 250.44, "open": 250.5, "high": 259.4, "low": 241.92, "bid1": 255.42, "ask1": 255.72, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600460:BREAK_PREV_HIGH", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "P5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.8, "exec_low": 50.8, "exec_high": 52.32, "invalid_price": 49.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 52.32, "max_chase_pct": 3.0, "base_exec_high": 52.32, "dynamic_exec_high": null, "entry_zone_low": 50.04, "entry_zone_high": 51.56, "entry_risk_pct": null, "intraday_vwap": 49.0013, "price_vs_vwap_pct": 1.732, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.9738, "prev_amount_yi": 0.9301, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 49.76, "high": 50.05, "low": 49.76, "close": 50.05, "amount_yi": 0.8082 }, { "time": "09:46", "open": 49.96, "high": 50.02, "low": 49.96, "close": 50.02, "amount_yi": 1.4752 }, { "time": "09:47", "open": 49.93, "high": 49.93, "low": 49.85, "close": 49.85, "amount_yi": 0.6904 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.85, "ts": "2026-06-25T09:47:42", "prev_close": 50.01, "open": 48.8, "high": 50.13, "low": 48.11, "bid1": 49.85, "ask1": 49.87, "bid_qty1": 15, "ask_qty1": 512 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301013:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301013:BREAK_PREV_HIGH", "symbol": "SZSE.301013", "name": "利和兴", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.95, "exec_low": 76.95, "exec_high": 79.26, "invalid_price": 74.64, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 79.26, "max_chase_pct": 3.0, "base_exec_high": 79.26, "dynamic_exec_high": null, "entry_zone_low": 75.8, "entry_zone_high": 78.1, "entry_risk_pct": null, "intraday_vwap": 72.611, "price_vs_vwap_pct": 1.2932, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1507, "prev_amount_yi": 0.3972, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 73.5, "high": 73.5, "low": 73.15, "close": 73.15, "amount_yi": 0.3811 }, { "time": "09:46", "open": 73.12, "high": 73.23, "low": 73.12, "close": 73.23, "amount_yi": 0.4976 }, { "time": "09:47", "open": 73.6, "high": 73.6, "low": 73.55, "close": 73.55, "amount_yi": 0.272 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.55, "ts": "2026-06-25T09:47:42", "prev_close": 74.95, "open": 74.63, "high": 75.0, "low": 69.0, "bid1": 73.51, "ask1": 73.55, "bid_qty1": 1, "ask_qty1": 29 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002371:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002371:BREAK_PREV_HIGH", "symbol": "SZSE.002371", "name": "北方华创", "side": "BUY", "priority": "P7", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 774.5, "exec_low": 774.5, "exec_high": 797.74, "invalid_price": 751.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 797.74, "max_chase_pct": 3.0, "base_exec_high": 797.74, "dynamic_exec_high": null, "entry_zone_low": 762.88, "entry_zone_high": 786.12, "entry_risk_pct": 5.8394, "intraday_vwap": 789.2494, "price_vs_vwap_pct": 0.9744, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.5744, "prev_amount_yi": 0.9357, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.82, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 795.39, "high": 797.95, "low": 795.39, "close": 797.95, "amount_yi": 1.2181 }, { "time": "09:46", "open": 798.52, "high": 798.59, "low": 798.52, "close": 798.59, "amount_yi": 1.3974 }, { "time": "09:47", "open": 799.65, "high": 799.65, "low": 796.94, "close": 796.94, "amount_yi": 0.9589 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 796.94, "ts": "2026-06-25T09:47:45", "prev_close": 770.07, "open": 778.0, "high": 799.88, "low": 775.0, "bid1": 796.94, "ask1": 797.85, "bid_qty1": 1, "ask_qty1": 11 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.15, "exec_low": 7.15, "exec_high": 7.36, "invalid_price": 6.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 7.36, "max_chase_pct": 3.0, "base_exec_high": 7.36, "dynamic_exec_high": null, "entry_zone_low": 7.04, "entry_zone_high": 7.26, "entry_risk_pct": null, "intraday_vwap": 7.3974, "price_vs_vwap_pct": 2.6036, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 11.0893, "prev_amount_yi": 4.6341, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.393, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 7.52, "high": 7.52, "low": 7.51, "close": 7.51, "amount_yi": 3.7306 }, { "time": "09:46", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 2.8034 }, { "time": "09:47", "open": 7.54, "high": 7.59, "low": 7.54, "close": 7.59, "amount_yi": 4.5553 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.59, "ts": "2026-06-25T09:47:45", "prev_close": 7.07, "open": 7.33, "high": 7.59, "low": 7.14, "bid1": 7.58, "ask1": 7.59, "bid_qty1": 17561, "ask_qty1": 29671 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603501:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603501:BREAK_PREV_HIGH", "symbol": "SHSE.603501", "name": "豪威集团", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 91.59, "exec_low": 91.59, "exec_high": 94.34, "invalid_price": 88.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 94.34, "max_chase_pct": 3.0, "base_exec_high": 94.34, "dynamic_exec_high": null, "entry_zone_low": 90.22, "entry_zone_high": 92.96, "entry_risk_pct": 3.3718, "intraday_vwap": 91.127, "price_vs_vwap_pct": 0.8483, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9264, "prev_amount_yi": 0.4163, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2253, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 92.07, "high": 92.2, "low": 92.07, "close": 92.2, "amount_yi": 0.3757 }, { "time": "09:46", "open": 92.36, "high": 92.36, "low": 92.3, "close": 92.3, "amount_yi": 0.3321 }, { "time": "09:47", "open": 92.17, "high": 92.17, "low": 91.9, "close": 91.9, "amount_yi": 0.2186 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 60000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.9, "ts": "2026-06-25T09:47:42", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 90.01, "bid1": 91.9, "ask1": 91.94, "bid_qty1": 10, "ask_qty1": 88 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301021:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301021:BREAK_PREV_HIGH", "symbol": "SZSE.301021", "name": "英诺激光", "side": "BUY", "priority": "P10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 134.94, "exec_low": 134.94, "exec_high": 138.99, "invalid_price": 130.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": null, "intraday_vwap": 132.2333, "price_vs_vwap_pct": 0.421, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2254, "prev_amount_yi": 0.0281, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 8.0214, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 130.87, "high": 130.94, "low": 130.87, "close": 130.94, "amount_yi": 0.0735 }, { "time": "09:46", "open": 131.51, "high": 131.51, "low": 131.51, "close": 131.51, "amount_yi": 0.0847 }, { "time": "09:47", "open": 132.09, "high": 132.79, "low": 132.09, "close": 132.79, "amount_yi": 0.0672 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 132.79, "ts": "2026-06-25T09:47:42", "prev_close": 128.7, "open": 132.99, "high": 135.13, "low": 128.3, "bid1": 132.79, "ask1": 132.93, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH", "symbol": "SZSE.301308", "name": "江波龙", "side": "BUY", "priority": "P11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 619.99, "exec_low": 619.99, "exec_high": 638.59, "invalid_price": 601.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / 存储模组", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 638.59, "max_chase_pct": 3.0, "base_exec_high": 638.59, "dynamic_exec_high": null, "entry_zone_low": 610.69, "entry_zone_high": 629.29, "entry_risk_pct": null, "intraday_vwap": 660.8065, "price_vs_vwap_pct": 2.9046, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 6.2914, "prev_amount_yi": 1.1126, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 5.6547, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 671.3, "high": 674.0, "low": 671.3, "close": 674.0, "amount_yi": 1.9622 }, { "time": "09:46", "open": 676.08, "high": 678.28, "low": 676.08, "close": 678.28, "amount_yi": 2.1039 }, { "time": "09:47", "open": 680.6, "high": 680.6, "low": 680.0, "close": 680.0, "amount_yi": 2.2253 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 680.0, "ts": "2026-06-25T09:47:42", "prev_close": 619.98, "open": 655.0, "high": 681.9, "low": 640.0, "bid1": 680.0, "ask1": 680.13, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 4.4755, "prev_amount_yi": 0.7642, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 5.8565, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:45", "open": 155.2, "high": 155.41, "low": 155.2, "close": 155.41, "amount_yi": 1.2539 }, { "time": "09:46", "open": 155.2, "high": 155.2, "low": 154.7, "close": 154.7, "amount_yi": 1.4661 }, { "time": "09:47", "open": 155.01, "high": 155.37, "low": 155.01, "close": 155.37, "amount_yi": 1.7555 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 120000.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 155.37, "ts": "2026-06-25T09:47:44", "prev_close": 151.53, "open": 152.0, "high": 156.0, "low": 151.0, "bid1": 155.36, "ask1": 155.37, "bid_qty1": 59, "ask_qty1": 18 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 27.68, "max_chase_pct": 1.5, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.47, "entry_zone_high": 27.27, "entry_risk_pct": null, "intraday_vwap": 24.9515, "price_vs_vwap_pct": -0.0862, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.797, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 24.62, "high": 24.67, "low": 24.62, "close": 24.67, "amount_yi": 0.242 }, { "time": "09:45", "open": 24.73, "high": 24.76, "low": 24.73, "close": 24.76, "amount_yi": 0.2036 }, { "time": "09:46", "open": 24.79, "high": 24.82, "low": 24.79, "close": 24.82, "amount_yi": 0.1858 }, { "time": "09:47", "open": 24.87, "high": 24.93, "low": 24.87, "close": 24.93, "amount_yi": 0.1656 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.93, "ts": "2026-06-25T09:47:43", "prev_close": 25.51, "open": 25.63, "high": 26.04, "low": 24.42, "bid1": 24.92, "ask1": 24.93, "bid_qty1": 18, "ask_qty1": 65 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002068:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002068:BREAK_PREV_HIGH", "symbol": "SZSE.002068", "name": "黑猫股份", "side": "BUY", "priority": "W1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 13.69, "exec_low": 13.69, "exec_high": 13.9, "invalid_price": 13.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": null, "theme": "PVDF / 氟化工材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.1, "max_chase_pct": 1.5, "base_exec_high": 13.9, "dynamic_exec_high": null, "entry_zone_low": 13.48, "entry_zone_high": 13.9, "entry_risk_pct": null, "intraday_vwap": 14.5875, "price_vs_vwap_pct": 1.6624, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.0746, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0074 }, { "time": "09:45", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0051 }, { "time": "09:46", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0493 }, { "time": "09:47", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.83, "ts": "2026-06-25T09:47:45", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 119328, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002297:BREAK_PREV_HIGH", "symbol": "SZSE.002297", "name": "博云新材", "side": "BUY", "priority": "W2", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.33, "exec_low": 34.33, "exec_high": 34.84, "invalid_price": 33.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "军工材料 / 碳基复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.36, "max_chase_pct": 1.5, "base_exec_high": 34.84, "dynamic_exec_high": null, "entry_zone_low": 33.82, "entry_zone_high": 34.84, "entry_risk_pct": null, "intraday_vwap": 34.5695, "price_vs_vwap_pct": -1.1267, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.8189, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 34.51, "high": 34.57, "low": 34.51, "close": 34.57, "amount_yi": 0.2245 }, { "time": "09:45", "open": 34.33, "high": 34.43, "low": 34.33, "close": 34.43, "amount_yi": 0.2173 }, { "time": "09:46", "open": 34.5, "high": 34.5, "low": 34.36, "close": 34.36, "amount_yi": 0.1842 }, { "time": "09:47", "open": 34.33, "high": 34.33, "low": 34.18, "close": 34.18, "amount_yi": 0.1929 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.18, "ts": "2026-06-25T09:47:45", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 33.19, "bid1": 34.16, "ask1": 34.18, "bid_qty1": 143, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603773:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603773:BREAK_PREV_HIGH", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W3", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 172.99, "exec_low": 172.99, "exec_high": 175.58, "invalid_price": 167.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 178.18, "max_chase_pct": 1.5, "base_exec_high": 175.58, "dynamic_exec_high": null, "entry_zone_low": 170.4, "entry_zone_high": 175.58, "entry_risk_pct": null, "intraday_vwap": 169.9167, "price_vs_vwap_pct": 1.3261, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.5632, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 170.0, "high": 170.0, "low": 169.24, "close": 169.24, "amount_yi": 0.5699 }, { "time": "09:45", "open": 170.08, "high": 171.71, "low": 170.08, "close": 171.71, "amount_yi": 0.6315 }, { "time": "09:46", "open": 171.23, "high": 172.28, "low": 171.23, "close": 172.28, "amount_yi": 0.7157 }, { "time": "09:47", "open": 171.23, "high": 172.17, "low": 171.23, "close": 172.17, "amount_yi": 0.6461 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.17, "ts": "2026-06-25T09:47:44", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 164.5, "bid1": 171.99, "ask1": 172.2, "bid_qty1": 1, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002281:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002281:BREAK_PREV_HIGH", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.44, "exec_low": 272.44, "exec_high": 276.53, "invalid_price": 264.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.61, "max_chase_pct": 1.5, "base_exec_high": 276.53, "dynamic_exec_high": null, "entry_zone_low": 268.35, "entry_zone_high": 276.53, "entry_risk_pct": null, "intraday_vwap": 263.6688, "price_vs_vwap_pct": 2.2874, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 5.2747, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 268.0, "high": 268.0, "low": 267.82, "close": 267.82, "amount_yi": 1.3493 }, { "time": "09:45", "open": 268.83, "high": 268.83, "low": 268.5, "close": 268.5, "amount_yi": 1.4189 }, { "time": "09:46", "open": 268.43, "high": 268.87, "low": 268.43, "close": 268.87, "amount_yi": 0.9233 }, { "time": "09:47", "open": 269.81, "high": 269.81, "low": 269.7, "close": 269.7, "amount_yi": 1.5832 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 269.7, "ts": "2026-06-25T09:47:45", "prev_close": 266.36, "open": 266.5, "high": 270.1, "low": 257.45, "bid1": 269.69, "ask1": 269.75, "bid_qty1": 11, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W5", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1344.88, "exec_low": 1344.88, "exec_high": 1365.05, "invalid_price": 1304.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1385.23, "max_chase_pct": 1.5, "base_exec_high": 1365.05, "dynamic_exec_high": null, "entry_zone_low": 1324.71, "entry_zone_high": 1365.05, "entry_risk_pct": null, "intraday_vwap": 1331.3274, "price_vs_vwap_pct": 0.5861, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 13.328, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 1339.03, "high": 1339.03, "low": 1337.81, "close": 1337.81, "amount_yi": 2.4541 }, { "time": "09:45", "open": 1336.03, "high": 1340.87, "low": 1336.03, "close": 1340.87, "amount_yi": 2.9325 }, { "time": "09:46", "open": 1343.0, "high": 1343.67, "low": 1343.0, "close": 1343.67, "amount_yi": 3.7657 }, { "time": "09:47", "open": 1344.4, "high": 1344.4, "low": 1339.13, "close": 1339.13, "amount_yi": 4.1757 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1339.13, "ts": "2026-06-25T09:47:42", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1308.01, "bid1": 1339.13, "ask1": 1340.0, "bid_qty1": 3, "ask_qty1": 195 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "W6", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 574.48, "exec_low": 574.48, "exec_high": 583.1, "invalid_price": 557.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 591.71, "max_chase_pct": 1.5, "base_exec_high": 583.1, "dynamic_exec_high": null, "entry_zone_low": 565.86, "entry_zone_high": 583.1, "entry_risk_pct": 3.3525, "intraday_vwap": 569.9648, "price_vs_vwap_pct": 1.1694, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 10.7925, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 576.15, "high": 576.15, "low": 574.22, "close": 574.22, "amount_yi": 2.4197 }, { "time": "09:45", "open": 576.47, "high": 576.47, "low": 575.41, "close": 575.41, "amount_yi": 2.5738 }, { "time": "09:46", "open": 578.8, "high": 578.8, "low": 578.6, "close": 578.6, "amount_yi": 2.3636 }, { "time": "09:47", "open": 578.47, "high": 578.47, "low": 576.63, "close": 576.63, "amount_yi": 3.4354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 576.63, "ts": "2026-06-25T09:47:42", "prev_close": 555.3, "open": 560.0, "high": 580.0, "low": 550.06, "bid1": 576.46, "ask1": 576.58, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600353:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600353:BREAK_PREV_HIGH", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "W7", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.68, "exec_low": 53.68, "exec_high": 54.49, "invalid_price": 52.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.29, "max_chase_pct": 1.5, "base_exec_high": 54.49, "dynamic_exec_high": null, "entry_zone_low": 52.87, "entry_zone_high": 54.49, "entry_risk_pct": null, "intraday_vwap": 49.6537, "price_vs_vwap_pct": -0.813, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.5814, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 49.95, "high": 49.95, "low": 49.73, "close": 49.73, "amount_yi": 0.4656 }, { "time": "09:45", "open": 49.65, "high": 49.65, "low": 49.61, "close": 49.61, "amount_yi": 0.2849 }, { "time": "09:46", "open": 49.48, "high": 49.48, "low": 49.3, "close": 49.3, "amount_yi": 0.3475 }, { "time": "09:47", "open": 49.21, "high": 49.25, "low": 49.21, "close": 49.25, "amount_yi": 0.4834 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.25, "ts": "2026-06-25T09:47:44", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.66, "bid1": 49.25, "ask1": 49.28, "bid_qty1": 16, "ask_qty1": 47 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000811:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000811:BREAK_PREV_HIGH", "symbol": "SZSE.000811", "name": "冰轮环境", "side": "BUY", "priority": "W8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 49.47, "exec_low": 49.47, "exec_high": 50.21, "invalid_price": 47.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "工业制冷 / 冷链设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 50.95, "max_chase_pct": 1.5, "base_exec_high": 50.21, "dynamic_exec_high": null, "entry_zone_low": 48.73, "entry_zone_high": 50.21, "entry_risk_pct": null, "intraday_vwap": 52.6902, "price_vs_vwap_pct": 0.6259, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.1128, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 52.83, "high": 52.83, "low": 52.62, "close": 52.62, "amount_yi": 0.2728 }, { "time": "09:45", "open": 52.99, "high": 53.31, "low": 52.99, "close": 53.31, "amount_yi": 0.3356 }, { "time": "09:46", "open": 53.48, "high": 53.48, "low": 52.95, "close": 52.95, "amount_yi": 1.2351 }, { "time": "09:47", "open": 53.39, "high": 53.39, "low": 53.02, "close": 53.02, "amount_yi": 0.2693 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.02, "ts": "2026-06-25T09:47:45", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.0, "ask1": 53.02, "bid_qty1": 120, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300327:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300327:BREAK_PREV_HIGH", "symbol": "SZSE.300327", "name": "中颖电子", "side": "BUY", "priority": "W9", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.79, "exec_low": 31.79, "exec_high": 32.27, "invalid_price": 30.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.74, "max_chase_pct": 1.5, "base_exec_high": 32.27, "dynamic_exec_high": null, "entry_zone_low": 31.31, "entry_zone_high": 32.27, "entry_risk_pct": null, "intraday_vwap": 30.8817, "price_vs_vwap_pct": -0.2646, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2486, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 30.9, "high": 30.9, "low": 30.85, "close": 30.85, "amount_yi": 0.0476 }, { "time": "09:45", "open": 30.87, "high": 30.95, "low": 30.87, "close": 30.95, "amount_yi": 0.0424 }, { "time": "09:46", "open": 30.94, "high": 30.94, "low": 30.9, "close": 30.9, "amount_yi": 0.0618 }, { "time": "09:47", "open": 30.79, "high": 30.8, "low": 30.79, "close": 30.8, "amount_yi": 0.0968 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.8, "ts": "2026-06-25T09:47:42", "prev_close": 31.5, "open": 31.48, "high": 31.49, "low": 30.61, "bid1": 30.8, "ask1": 30.83, "bid_qty1": 18, "ask_qty1": 27 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002975:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002975:BREAK_PREV_HIGH", "symbol": "SZSE.002975", "name": "博杰股份", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 152.7, "exec_low": 152.7, "exec_high": 154.99, "invalid_price": 148.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 157.28, "max_chase_pct": 1.5, "base_exec_high": 154.99, "dynamic_exec_high": null, "entry_zone_low": 150.41, "entry_zone_high": 154.99, "entry_risk_pct": null, "intraday_vwap": 148.2629, "price_vs_vwap_pct": 0.2948, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.6861, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 149.55, "high": 149.62, "low": 149.55, "close": 149.62, "amount_yi": 0.1419 }, { "time": "09:45", "open": 150.0, "high": 150.0, "low": 149.83, "close": 149.83, "amount_yi": 0.1775 }, { "time": "09:46", "open": 149.69, "high": 149.69, "low": 149.2, "close": 149.2, "amount_yi": 0.1775 }, { "time": "09:47", "open": 149.0, "high": 149.0, "low": 148.7, "close": 148.7, "amount_yi": 0.1892 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 148.7, "ts": "2026-06-25T09:47:42", "prev_close": 151.32, "open": 150.0, "high": 151.31, "low": 145.6, "bid1": 148.64, "ask1": 148.7, "bid_qty1": 3, "ask_qty1": 19 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300522:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300522:BREAK_PREV_HIGH", "symbol": "SZSE.300522", "name": "世名科技", "side": "BUY", "priority": "W11", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.6, "exec_low": 25.6, "exec_high": 25.98, "invalid_price": 24.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.37, "max_chase_pct": 1.5, "base_exec_high": 25.98, "dynamic_exec_high": null, "entry_zone_low": 25.22, "entry_zone_high": 25.98, "entry_risk_pct": null, "intraday_vwap": 23.8616, "price_vs_vwap_pct": 1.7954, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2929, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 24.19, "high": 24.2, "low": 24.19, "close": 24.2, "amount_yi": 0.069 }, { "time": "09:45", "open": 24.18, "high": 24.18, "low": 24.18, "close": 24.18, "amount_yi": 0.0807 }, { "time": "09:46", "open": 24.1, "high": 24.1, "low": 24.02, "close": 24.02, "amount_yi": 0.0392 }, { "time": "09:47", "open": 24.05, "high": 24.29, "low": 24.05, "close": 24.29, "amount_yi": 0.104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.29, "ts": "2026-06-25T09:47:42", "prev_close": 25.04, "open": 24.79, "high": 24.99, "low": 23.07, "bid1": 24.24, "ask1": 24.29, "bid_qty1": 31, "ask_qty1": 96 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600961:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600961:BREAK_PREV_HIGH", "symbol": "SHSE.600961", "name": "株冶集团", "side": "BUY", "priority": "W12", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 35.75, "exec_low": 35.75, "exec_high": 36.29, "invalid_price": 34.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 铅锌", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 36.82, "max_chase_pct": 1.5, "base_exec_high": 36.29, "dynamic_exec_high": null, "entry_zone_low": 35.21, "entry_zone_high": 36.29, "entry_risk_pct": null, "intraday_vwap": 35.935, "price_vs_vwap_pct": 1.2383, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.3327, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 36.72, "high": 36.72, "low": 36.47, "close": 36.47, "amount_yi": 0.3411 }, { "time": "09:45", "open": 36.42, "high": 36.43, "low": 36.42, "close": 36.43, "amount_yi": 0.3308 }, { "time": "09:46", "open": 36.2, "high": 36.2, "low": 36.02, "close": 36.02, "amount_yi": 0.348 }, { "time": "09:47", "open": 36.2, "high": 36.38, "low": 36.2, "close": 36.38, "amount_yi": 0.3128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.38, "ts": "2026-06-25T09:47:45", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 36.37, "ask1": 36.39, "bid_qty1": 89, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600552:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600552:BREAK_PREV_HIGH", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "W13", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.97, "exec_low": 27.97, "exec_high": 28.39, "invalid_price": 27.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.81, "max_chase_pct": 1.5, "base_exec_high": 28.39, "dynamic_exec_high": null, "entry_zone_low": 27.55, "entry_zone_high": 28.39, "entry_risk_pct": null, "intraday_vwap": 28.6202, "price_vs_vwap_pct": -0.2453, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.2406, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 28.63, "high": 28.63, "low": 28.52, "close": 28.52, "amount_yi": 0.291 }, { "time": "09:45", "open": 28.65, "high": 28.71, "low": 28.65, "close": 28.71, "amount_yi": 0.2886 }, { "time": "09:46", "open": 28.53, "high": 28.53, "low": 28.53, "close": 28.53, "amount_yi": 0.4141 }, { "time": "09:47", "open": 28.52, "high": 28.55, "low": 28.52, "close": 28.55, "amount_yi": 0.2469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.55, "ts": "2026-06-25T09:47:42", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 27.77, "bid1": 28.55, "ask1": 28.56, "bid_qty1": 1, "ask_qty1": 82 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300373:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300373:BREAK_PREV_HIGH", "symbol": "SZSE.300373", "name": "扬杰科技", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 142.72, "exec_low": 142.72, "exec_high": 144.86, "invalid_price": 138.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "第三代半导体 / 碳化硅", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 147.0, "max_chase_pct": 1.5, "base_exec_high": 144.86, "dynamic_exec_high": null, "entry_zone_low": 140.58, "entry_zone_high": 144.86, "entry_risk_pct": null, "intraday_vwap": 131.6584, "price_vs_vwap_pct": 2.5457, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.6629, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 134.49, "high": 134.73, "low": 134.49, "close": 134.73, "amount_yi": 0.6692 }, { "time": "09:45", "open": 134.83, "high": 134.83, "low": 134.5, "close": 134.5, "amount_yi": 0.7296 }, { "time": "09:46", "open": 135.06, "high": 135.99, "low": 135.06, "close": 135.99, "amount_yi": 0.5981 }, { "time": "09:47", "open": 135.31, "high": 135.31, "low": 135.01, "close": 135.01, "amount_yi": 0.666 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.01, "ts": "2026-06-25T09:47:42", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 135.01, "ask1": 135.06, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300285:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300285:BREAK_PREV_HIGH", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 94.62, "exec_low": 94.62, "exec_high": 96.04, "invalid_price": 91.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": null, "intraday_vwap": 92.9497, "price_vs_vwap_pct": 5.7561, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 9.5027, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 95.8, "high": 97.0, "low": 95.8, "close": 97.0, "amount_yi": 2.3005 }, { "time": "09:45", "open": 97.0, "high": 97.85, "low": 97.0, "close": 97.85, "amount_yi": 2.8994 }, { "time": "09:46", "open": 97.99, "high": 98.7, "low": 97.99, "close": 98.7, "amount_yi": 2.1292 }, { "time": "09:47", "open": 98.46, "high": 98.46, "low": 98.3, "close": 98.3, "amount_yi": 2.1736 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 98.3, "ts": "2026-06-25T09:47:42", "prev_close": 91.72, "open": 93.5, "high": 98.88, "low": 87.0, "bid1": 98.29, "ask1": 98.3, "bid_qty1": 2, "ask_qty1": 33 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002141:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002141:BREAK_PREV_HIGH", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 5.04, "exec_low": 5.04, "exec_high": 5.12, "invalid_price": 4.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 100, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.19, "max_chase_pct": 1.5, "base_exec_high": 5.12, "dynamic_exec_high": null, "entry_zone_low": 4.96, "entry_zone_high": 5.12, "entry_risk_pct": null, "intraday_vwap": 4.6092, "price_vs_vwap_pct": -0.8505, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.1918, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 4.58, "high": 4.6, "low": 4.58, "close": 4.6, "amount_yi": 0.0464 }, { "time": "09:45", "open": 4.59, "high": 4.59, "low": 4.59, "close": 4.59, "amount_yi": 0.0483 }, { "time": "09:46", "open": 4.59, "high": 4.59, "low": 4.58, "close": 4.58, "amount_yi": 0.0346 }, { "time": "09:47", "open": 4.59, "high": 4.59, "low": 4.57, "close": 4.57, "amount_yi": 0.0625 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.57, "ts": "2026-06-25T09:47:45", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.51, "bid1": 4.57, "ask1": 4.58, "bid_qty1": 830, "ask_qty1": 796 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300497:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300497:BREAK_PREV_HIGH", "symbol": "SZSE.300497", "name": "富祥股份", "side": "BUY", "priority": "W17", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.92, "exec_low": 23.92, "exec_high": 24.28, "invalid_price": 23.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "未归入强势板块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.64, "max_chase_pct": 1.5, "base_exec_high": 24.28, "dynamic_exec_high": null, "entry_zone_low": 23.56, "entry_zone_high": 24.28, "entry_risk_pct": null, "intraday_vwap": 22.244, "price_vs_vwap_pct": 1.2857, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.7313, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 22.73, "high": 22.79, "low": 22.73, "close": 22.79, "amount_yi": 0.1855 }, { "time": "09:45", "open": 22.65, "high": 22.65, "low": 22.52, "close": 22.52, "amount_yi": 0.2196 }, { "time": "09:46", "open": 22.35, "high": 22.43, "low": 22.35, "close": 22.43, "amount_yi": 0.1809 }, { "time": "09:47", "open": 22.44, "high": 22.53, "low": 22.44, "close": 22.53, "amount_yi": 0.1453 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.53, "ts": "2026-06-25T09:47:42", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.51, "ask1": 22.53, "bid_qty1": 93, "ask_qty1": 67 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301580:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301580:BREAK_PREV_HIGH", "symbol": "SZSE.301580", "name": "爱迪特", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.69, "exec_low": 83.69, "exec_high": 84.95, "invalid_price": 81.18, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "口腔医疗 / 齿科材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 86.2, "max_chase_pct": 1.5, "base_exec_high": 84.95, "dynamic_exec_high": null, "entry_zone_low": 82.43, "entry_zone_high": 84.95, "entry_risk_pct": null, "intraday_vwap": 79.5932, "price_vs_vwap_pct": 0.6619, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.3423, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 81.34, "high": 81.34, "low": 80.69, "close": 80.69, "amount_yi": 0.118 }, { "time": "09:45", "open": 80.7, "high": 80.7, "low": 80.49, "close": 80.49, "amount_yi": 0.0649 }, { "time": "09:46", "open": 80.31, "high": 80.31, "low": 80.09, "close": 80.09, "amount_yi": 0.1012 }, { "time": "09:47", "open": 79.83, "high": 80.12, "low": 79.83, "close": 80.12, "amount_yi": 0.0582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.12, "ts": "2026-06-25T09:47:42", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 77.05, "bid1": 80.12, "ask1": 80.15, "bid_qty1": 10, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603306:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603306:BREAK_PREV_HIGH", "symbol": "SHSE.603306", "name": "华懋科技", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 117.45, "exec_low": 117.45, "exec_high": 119.21, "invalid_price": 113.93, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.97, "max_chase_pct": 1.5, "base_exec_high": 119.21, "dynamic_exec_high": null, "entry_zone_low": 115.69, "entry_zone_high": 119.21, "entry_risk_pct": null, "intraday_vwap": 115.2001, "price_vs_vwap_pct": 0.5989, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.5751, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 115.51, "high": 115.51, "low": 115.44, "close": 115.44, "amount_yi": 0.1826 }, { "time": "09:45", "open": 115.22, "high": 115.22, "low": 114.8, "close": 114.8, "amount_yi": 0.1491 }, { "time": "09:46", "open": 115.18, "high": 115.27, "low": 115.18, "close": 115.27, "amount_yi": 0.0589 }, { "time": "09:47", "open": 115.6, "high": 115.89, "low": 115.6, "close": 115.89, "amount_yi": 0.1845 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.89, "ts": "2026-06-25T09:47:43", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.38, "bid1": 115.91, "ask1": 115.97, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300655:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300655:BREAK_PREV_HIGH", "symbol": "SZSE.300655", "name": "晶瑞电材", "side": "BUY", "priority": "W20", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.28, "exec_low": 18.28, "exec_high": 18.55, "invalid_price": 17.73, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.83, "max_chase_pct": 1.5, "base_exec_high": 18.55, "dynamic_exec_high": null, "entry_zone_low": 18.01, "entry_zone_high": 18.55, "entry_risk_pct": null, "intraday_vwap": 17.9577, "price_vs_vwap_pct": -0.3213, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.719, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 17.93, "high": 17.94, "low": 17.93, "close": 17.94, "amount_yi": 0.2355 }, { "time": "09:45", "open": 17.94, "high": 17.96, "low": 17.94, "close": 17.96, "amount_yi": 0.1817 }, { "time": "09:46", "open": 17.97, "high": 17.97, "low": 17.94, "close": 17.94, "amount_yi": 0.1387 }, { "time": "09:47", "open": 17.94, "high": 17.94, "low": 17.9, "close": 17.9, "amount_yi": 0.1631 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.9, "ts": "2026-06-25T09:47:42", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.67, "bid1": 17.92, "ask1": 17.93, "bid_qty1": 20, "ask_qty1": 62 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301269:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301269:BREAK_PREV_HIGH", "symbol": "SZSE.301269", "name": "华大九天", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 109.08, "exec_low": 109.08, "exec_high": 110.72, "invalid_price": 105.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.35, "max_chase_pct": 1.5, "base_exec_high": 110.72, "dynamic_exec_high": null, "entry_zone_low": 107.44, "entry_zone_high": 110.72, "entry_risk_pct": 3.5372, "intraday_vwap": 108.3753, "price_vs_vwap_pct": 1.2131, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.6819, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 108.73, "high": 108.86, "low": 108.73, "close": 108.86, "amount_yi": 0.1202 }, { "time": "09:45", "open": 109.49, "high": 109.55, "low": 109.49, "close": 109.55, "amount_yi": 0.2232 }, { "time": "09:46", "open": 109.59, "high": 109.59, "low": 109.3, "close": 109.3, "amount_yi": 0.1974 }, { "time": "09:47", "open": 109.5, "high": 109.69, "low": 109.5, "close": 109.69, "amount_yi": 0.1411 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 109.69, "ts": "2026-06-25T09:47:42", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 107.0, "bid1": 109.61, "ask1": 109.69, "bid_qty1": 1, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300302:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300302:BREAK_PREV_HIGH", "symbol": "SZSE.300302", "name": "同有科技", "side": "BUY", "priority": "W22", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 60.11, "exec_low": 60.11, "exec_high": 61.01, "invalid_price": 58.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 61.91, "max_chase_pct": 1.5, "base_exec_high": 61.01, "dynamic_exec_high": null, "entry_zone_low": 59.21, "entry_zone_high": 61.01, "entry_risk_pct": 3.3483, "intraday_vwap": 60.2626, "price_vs_vwap_pct": 0.1118, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.2648, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 59.63, "high": 59.63, "low": 59.55, "close": 59.55, "amount_yi": 0.4997 }, { "time": "09:45", "open": 59.83, "high": 60.2, "low": 59.83, "close": 60.2, "amount_yi": 0.3905 }, { "time": "09:46", "open": 60.43, "high": 60.69, "low": 60.43, "close": 60.69, "amount_yi": 0.5857 }, { "time": "09:47", "open": 60.4, "high": 60.4, "low": 60.33, "close": 60.33, "amount_yi": 0.7889 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.33, "ts": "2026-06-25T09:47:42", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 58.33, "bid1": 60.32, "ask1": 60.33, "bid_qty1": 2, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300835:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300835:BREAK_PREV_HIGH", "symbol": "SZSE.300835", "name": "龙磁科技", "side": "BUY", "priority": "W23", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 250.0, "exec_low": 250.0, "exec_high": 253.75, "invalid_price": 242.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "稀土永磁 / 磁性材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 257.5, "max_chase_pct": 1.5, "base_exec_high": 253.75, "dynamic_exec_high": null, "entry_zone_low": 246.25, "entry_zone_high": 253.75, "entry_risk_pct": null, "intraday_vwap": 234.417, "price_vs_vwap_pct": -1.4619, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.1664, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 232.54, "high": 232.54, "low": 231.88, "close": 231.88, "amount_yi": 0.2444 }, { "time": "09:45", "open": 231.2, "high": 231.2, "low": 231.16, "close": 231.16, "amount_yi": 0.2375 }, { "time": "09:46", "open": 231.0, "high": 231.0, "low": 230.02, "close": 230.02, "amount_yi": 0.2203 }, { "time": "09:47", "open": 231.65, "high": 231.65, "low": 230.99, "close": 230.99, "amount_yi": 0.4642 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 230.99, "ts": "2026-06-25T09:47:42", "prev_close": 248.33, "open": 238.36, "high": 240.99, "low": 230.0, "bid1": 230.46, "ask1": 231.0, "bid_qty1": 2, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301629:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.301629:WATCH_CONFIRM", "symbol": "SZSE.301629", "name": "矽电股份", "side": "BUY", "priority": "W24", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 384.55, "exec_low": 384.55, "exec_high": 390.32, "invalid_price": 373.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体设备 / 前道&封装设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 396.09, "max_chase_pct": 1.5, "base_exec_high": 390.32, "dynamic_exec_high": null, "entry_zone_low": 378.78, "entry_zone_high": 390.32, "entry_risk_pct": null, "intraday_vwap": 407.1503, "price_vs_vwap_pct": 2.5543, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.4982, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:44", "open": 417.99, "high": 417.99, "low": 416.7, "close": 416.7, "amount_yi": 0.1662 }, { "time": "09:45", "open": 420.13, "high": 420.13, "low": 419.5, "close": 419.5, "amount_yi": 0.1807 }, { "time": "09:46", "open": 419.02, "high": 419.02, "low": 418.0, "close": 418.0, "amount_yi": 0.0898 }, { "time": "09:47", "open": 418.96, "high": 418.96, "low": 417.55, "close": 417.55, "amount_yi": 0.0615 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 417.55, "ts": "2026-06-25T09:47:42", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 417.05, "ask1": 417.91, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300613:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300613:WATCH_CONFIRM", "symbol": "SZSE.300613", "name": "富瀚微", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 69.14, "exec_low": 69.14, "exec_high": 70.18, "invalid_price": 67.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 71.21, "max_chase_pct": 1.5, "base_exec_high": 70.18, "dynamic_exec_high": null, "entry_zone_low": 68.1, "entry_zone_high": 70.18, "entry_risk_pct": null, "intraday_vwap": 80.567, "price_vs_vwap_pct": 1.2325, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.5288, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:44", "open": 83.0, "high": 83.0, "low": 82.4, "close": 82.4, "amount_yi": 0.1601 }, { "time": "09:45", "open": 81.87, "high": 82.12, "low": 81.87, "close": 82.12, "amount_yi": 0.1663 }, { "time": "09:46", "open": 82.02, "high": 82.02, "low": 81.92, "close": 81.92, "amount_yi": 0.0895 }, { "time": "09:47", "open": 81.71, "high": 81.71, "low": 81.56, "close": 81.56, "amount_yi": 0.1129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 81.56, "ts": "2026-06-25T09:47:42", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 81.52, "ask1": 81.56, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300054:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300054:BREAK_PREV_HIGH", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W26", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.65, "exec_low": 97.65, "exec_high": 99.11, "invalid_price": 94.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.58, "max_chase_pct": 1.5, "base_exec_high": 99.11, "dynamic_exec_high": null, "entry_zone_low": 96.19, "entry_zone_high": 99.11, "entry_risk_pct": null, "intraday_vwap": 95.8427, "price_vs_vwap_pct": 0.1641, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.6445, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 96.11, "high": 96.45, "low": 96.11, "close": 96.45, "amount_yi": 0.325 }, { "time": "09:45", "open": 96.42, "high": 96.42, "low": 96.34, "close": 96.34, "amount_yi": 0.4205 }, { "time": "09:46", "open": 96.04, "high": 96.36, "low": 96.04, "close": 96.36, "amount_yi": 0.4627 }, { "time": "09:47", "open": 96.38, "high": 96.38, "low": 96.0, "close": 96.0, "amount_yi": 0.4363 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.0, "ts": "2026-06-25T09:47:42", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 94.4, "bid1": 95.88, "ask1": 96.01, "bid_qty1": 54, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603823:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603823:BREAK_PREV_HIGH", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.66, "exec_low": 56.66, "exec_high": 57.51, "invalid_price": 54.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.36, "max_chase_pct": 1.5, "base_exec_high": 57.51, "dynamic_exec_high": null, "entry_zone_low": 55.81, "entry_zone_high": 57.51, "entry_risk_pct": null, "intraday_vwap": 53.6721, "price_vs_vwap_pct": -1.215, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.0012, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 52.51, "high": 52.51, "low": 52.01, "close": 52.01, "amount_yi": 0.2487 }, { "time": "09:45", "open": 52.21, "high": 52.21, "low": 51.71, "close": 51.71, "amount_yi": 0.2923 }, { "time": "09:46", "open": 52.0, "high": 52.7, "low": 52.0, "close": 52.7, "amount_yi": 0.2523 }, { "time": "09:47", "open": 52.68, "high": 53.02, "low": 52.68, "close": 53.02, "amount_yi": 0.2079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.02, "ts": "2026-06-25T09:47:44", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 52.91, "ask1": 53.02, "bid_qty1": 52, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002460:BREAK_PREV_HIGH", "symbol": "SZSE.002460", "name": "赣锋锂业", "side": "BUY", "priority": "W28", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 72.3, "exec_low": 72.3, "exec_high": 73.38, "invalid_price": 70.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 74.47, "max_chase_pct": 1.5, "base_exec_high": 73.38, "dynamic_exec_high": null, "entry_zone_low": 71.22, "entry_zone_high": 73.38, "entry_risk_pct": null, "intraday_vwap": 71.1775, "price_vs_vwap_pct": -0.2494, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.2692, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 70.99, "high": 70.99, "low": 70.94, "close": 70.94, "amount_yi": 0.2515 }, { "time": "09:45", "open": 70.74, "high": 70.86, "low": 70.74, "close": 70.86, "amount_yi": 0.4415 }, { "time": "09:46", "open": 70.7, "high": 70.78, "low": 70.7, "close": 70.78, "amount_yi": 0.3228 }, { "time": "09:47", "open": 70.86, "high": 71.0, "low": 70.86, "close": 71.0, "amount_yi": 0.2534 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.0, "ts": "2026-06-25T09:47:45", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 70.4, "bid1": 70.97, "ask1": 70.99, "bid_qty1": 26, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.02, "max_chase_pct": 1.5, "base_exec_high": 51.26, "dynamic_exec_high": null, "entry_zone_low": 49.74, "entry_zone_high": 51.26, "entry_risk_pct": 4.2611, "intraday_vwap": 50.1669, "price_vs_vwap_pct": 1.9397, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.8905, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 51.3, "high": 51.38, "low": 51.3, "close": 51.38, "amount_yi": 0.8764 }, { "time": "09:45", "open": 51.18, "high": 51.18, "low": 51.12, "close": 51.12, "amount_yi": 0.8804 }, { "time": "09:46", "open": 51.11, "high": 51.25, "low": 51.11, "close": 51.25, "amount_yi": 0.5046 }, { "time": "09:47", "open": 51.2, "high": 51.2, "low": 51.14, "close": 51.14, "amount_yi": 0.6291 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.14, "ts": "2026-06-25T09:47:43", "prev_close": 49.63, "open": 50.65, "high": 51.47, "low": 48.65, "bid1": 51.14, "ask1": 51.16, "bid_qty1": 3, "ask_qty1": 45 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.98, "exec_low": 18.98, "exec_high": 19.26, "invalid_price": 18.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.55, "max_chase_pct": 1.5, "base_exec_high": 19.26, "dynamic_exec_high": null, "entry_zone_low": 18.7, "entry_zone_high": 19.26, "entry_risk_pct": 3.7637, "intraday_vwap": 18.8899, "price_vs_vwap_pct": 1.2181, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.5159, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 19.05, "high": 19.05, "low": 19.02, "close": 19.02, "amount_yi": 0.2298 }, { "time": "09:45", "open": 19.04, "high": 19.08, "low": 19.04, "close": 19.08, "amount_yi": 0.0739 }, { "time": "09:46", "open": 19.1, "high": 19.11, "low": 19.1, "close": 19.11, "amount_yi": 0.1137 }, { "time": "09:47", "open": 19.12, "high": 19.12, "low": 19.12, "close": 19.12, "amount_yi": 0.0985 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.12, "ts": "2026-06-25T09:47:45", "prev_close": 18.95, "open": 18.81, "high": 19.14, "low": 18.69, "bid1": 19.12, "ask1": 19.13, "bid_qty1": 32, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300458:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300458:BREAK_PREV_HIGH", "symbol": "SZSE.300458", "name": "全志科技", "side": "BUY", "priority": "W31", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 37.68, "exec_low": 37.68, "exec_high": 38.25, "invalid_price": 36.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 38.81, "max_chase_pct": 1.5, "base_exec_high": 38.25, "dynamic_exec_high": null, "entry_zone_low": 37.11, "entry_zone_high": 38.25, "entry_risk_pct": null, "intraday_vwap": 39.4707, "price_vs_vwap_pct": 1.5183, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.2896, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 39.75, "high": 39.95, "low": 39.75, "close": 39.95, "amount_yi": 0.2757 }, { "time": "09:45", "open": 39.8, "high": 39.88, "low": 39.8, "close": 39.88, "amount_yi": 0.48 }, { "time": "09:46", "open": 40.45, "high": 40.45, "low": 40.15, "close": 40.15, "amount_yi": 1.3018 }, { "time": "09:47", "open": 40.09, "high": 40.09, "low": 40.07, "close": 40.07, "amount_yi": 0.2321 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.07, "ts": "2026-06-25T09:47:42", "prev_close": 37.54, "open": 37.54, "high": 40.49, "low": 37.27, "bid1": 40.05, "ask1": 40.07, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300429:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300429:BREAK_PREV_HIGH", "symbol": "SZSE.300429", "name": "强力新材", "side": "BUY", "priority": "W32", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 17.15, "exec_low": 17.15, "exec_high": 17.41, "invalid_price": 16.64, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.66, "max_chase_pct": 1.5, "base_exec_high": 17.41, "dynamic_exec_high": null, "entry_zone_low": 16.89, "entry_zone_high": 17.41, "entry_risk_pct": null, "intraday_vwap": 16.8011, "price_vs_vwap_pct": -0.3637, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.1746, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 16.85, "high": 16.86, "low": 16.85, "close": 16.86, "amount_yi": 0.039 }, { "time": "09:45", "open": 16.82, "high": 16.83, "low": 16.82, "close": 16.83, "amount_yi": 0.0466 }, { "time": "09:46", "open": 16.78, "high": 16.78, "low": 16.75, "close": 16.75, "amount_yi": 0.0556 }, { "time": "09:47", "open": 16.77, "high": 16.77, "low": 16.74, "close": 16.74, "amount_yi": 0.0334 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.74, "ts": "2026-06-25T09:47:42", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.56, "bid1": 16.73, "ask1": 16.74, "bid_qty1": 81, "ask_qty1": 174 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002241:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002241:BREAK_PREV_HIGH", "symbol": "SZSE.002241", "name": "歌尔股份", "side": "BUY", "priority": "W33", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.16, "exec_low": 24.16, "exec_high": 24.52, "invalid_price": 23.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "消费电子 / ARVR", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.88, "max_chase_pct": 1.5, "base_exec_high": 24.52, "dynamic_exec_high": null, "entry_zone_low": 23.8, "entry_zone_high": 24.52, "entry_risk_pct": 3.5788, "intraday_vwap": 23.9497, "price_vs_vwap_pct": 1.4626, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 2.4589, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 24.06, "high": 24.1, "low": 24.06, "close": 24.1, "amount_yi": 0.4629 }, { "time": "09:45", "open": 24.14, "high": 24.17, "low": 24.14, "close": 24.17, "amount_yi": 0.4831 }, { "time": "09:46", "open": 24.28, "high": 24.38, "low": 24.28, "close": 24.38, "amount_yi": 0.9394 }, { "time": "09:47", "open": 24.38, "high": 24.38, "low": 24.3, "close": 24.3, "amount_yi": 0.5735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.3, "ts": "2026-06-25T09:47:45", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 24.3, "ask1": 24.31, "bid_qty1": 11, "ask_qty1": 504 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002008:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002008:BREAK_PREV_HIGH", "symbol": "SZSE.002008", "name": "大族激光", "side": "BUY", "priority": "W34", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 157.74, "exec_low": 157.74, "exec_high": 160.11, "invalid_price": 153.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 162.47, "max_chase_pct": 1.5, "base_exec_high": 160.11, "dynamic_exec_high": null, "entry_zone_low": 155.37, "entry_zone_high": 160.11, "entry_risk_pct": null, "intraday_vwap": 152.0596, "price_vs_vwap_pct": 0.4869, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 3.8307, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 152.9, "high": 152.95, "low": 152.9, "close": 152.95, "amount_yi": 1.2063 }, { "time": "09:45", "open": 153.0, "high": 153.52, "low": 153.0, "close": 153.52, "amount_yi": 0.8659 }, { "time": "09:46", "open": 152.75, "high": 152.95, "low": 152.75, "close": 152.95, "amount_yi": 1.0074 }, { "time": "09:47", "open": 153.05, "high": 153.05, "low": 152.8, "close": 152.8, "amount_yi": 0.7511 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.8, "ts": "2026-06-25T09:47:45", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 148.9, "bid1": 152.78, "ask1": 152.96, "bid_qty1": 16, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301348:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301348:BREAK_PREV_HIGH", "symbol": "SZSE.301348", "name": "蓝箭电子", "side": "BUY", "priority": "W35", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.2, "exec_low": 31.2, "exec_high": 31.67, "invalid_price": 30.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.14, "max_chase_pct": 1.5, "base_exec_high": 31.67, "dynamic_exec_high": null, "entry_zone_low": 30.73, "entry_zone_high": 31.67, "entry_risk_pct": null, "intraday_vwap": 30.023, "price_vs_vwap_pct": 0.9559, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.259, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 30.12, "high": 30.23, "low": 30.12, "close": 30.23, "amount_yi": 0.0504 }, { "time": "09:45", "open": 30.38, "high": 30.38, "low": 30.33, "close": 30.33, "amount_yi": 0.0702 }, { "time": "09:46", "open": 30.34, "high": 30.4, "low": 30.34, "close": 30.4, "amount_yi": 0.052 }, { "time": "09:47", "open": 30.35, "high": 30.35, "low": 30.31, "close": 30.31, "amount_yi": 0.0864 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.31, "ts": "2026-06-25T09:47:42", "prev_close": 30.78, "open": 30.48, "high": 30.48, "low": 29.68, "bid1": 30.31, "ask1": 30.33, "bid_qty1": 33, "ask_qty1": 36 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000962:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000962:BREAK_PREV_HIGH", "symbol": "SZSE.000962", "name": "东方钽业", "side": "BUY", "priority": "W36", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.68, "exec_low": 76.68, "exec_high": 77.83, "invalid_price": 74.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.98, "max_chase_pct": 1.5, "base_exec_high": 77.83, "dynamic_exec_high": null, "entry_zone_low": 75.53, "entry_zone_high": 77.83, "entry_risk_pct": null, "intraday_vwap": 80.5967, "price_vs_vwap_pct": 3.168, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.5752, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 82.8, "high": 82.8, "low": 82.6, "close": 82.6, "amount_yi": 0.3346 }, { "time": "09:45", "open": 82.51, "high": 82.79, "low": 82.51, "close": 82.79, "amount_yi": 0.6635 }, { "time": "09:46", "open": 82.94, "high": 82.94, "low": 82.8, "close": 82.8, "amount_yi": 0.1799 }, { "time": "09:47", "open": 83.31, "high": 83.31, "low": 83.15, "close": 83.15, "amount_yi": 0.3972 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.15, "ts": "2026-06-25T09:47:45", "prev_close": 76.38, "open": 74.58, "high": 83.48, "low": 74.58, "bid1": 83.15, "ask1": 83.17, "bid_qty1": 8, "ask_qty1": 80 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600895:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600895:BREAK_PREV_HIGH", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W37", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.99, "exec_low": 33.99, "exec_high": 34.5, "invalid_price": 32.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.01, "max_chase_pct": 1.5, "base_exec_high": 34.5, "dynamic_exec_high": null, "entry_zone_low": 33.48, "entry_zone_high": 34.5, "entry_risk_pct": null, "intraday_vwap": 33.0803, "price_vs_vwap_pct": 0.5735, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2484, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 33.45, "high": 33.45, "low": 33.44, "close": 33.44, "amount_yi": 0.0802 }, { "time": "09:45", "open": 33.47, "high": 33.48, "low": 33.47, "close": 33.48, "amount_yi": 0.0383 }, { "time": "09:46", "open": 33.41, "high": 33.41, "low": 33.33, "close": 33.33, "amount_yi": 0.0605 }, { "time": "09:47", "open": 33.32, "high": 33.32, "low": 33.27, "close": 33.27, "amount_yi": 0.0694 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.27, "ts": "2026-06-25T09:47:42", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 33.27, "ask1": 33.29, "bid_qty1": 26, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603893:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603893:BREAK_PREV_HIGH", "symbol": "SHSE.603893", "name": "瑞芯微", "side": "BUY", "priority": "W38", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 186.86, "exec_low": 186.86, "exec_high": 189.66, "invalid_price": 181.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 192.47, "max_chase_pct": 1.5, "base_exec_high": 189.66, "dynamic_exec_high": null, "entry_zone_low": 184.06, "entry_zone_high": 189.66, "entry_risk_pct": null, "intraday_vwap": 185.2485, "price_vs_vwap_pct": 0.492, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.7946, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 186.0, "high": 186.15, "low": 186.0, "close": 186.15, "amount_yi": 0.1695 }, { "time": "09:45", "open": 186.44, "high": 186.52, "low": 186.44, "close": 186.52, "amount_yi": 0.1856 }, { "time": "09:46", "open": 186.77, "high": 186.77, "low": 186.09, "close": 186.09, "amount_yi": 0.3011 }, { "time": "09:47", "open": 186.26, "high": 186.26, "low": 186.16, "close": 186.16, "amount_yi": 0.1384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 186.16, "ts": "2026-06-25T09:47:44", "prev_close": 185.39, "open": 186.8, "high": 186.85, "low": 183.21, "bid1": 186.07, "ask1": 186.17, "bid_qty1": 20, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002831:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002831:BREAK_PREV_HIGH", "symbol": "SZSE.002831", "name": "裕同科技", "side": "BUY", "priority": "W39", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.46, "exec_low": 38.46, "exec_high": 39.04, "invalid_price": 37.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "包装印刷 / 消费电子包装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.61, "max_chase_pct": 1.5, "base_exec_high": 39.04, "dynamic_exec_high": null, "entry_zone_low": 37.88, "entry_zone_high": 39.04, "entry_risk_pct": null, "intraday_vwap": 37.5146, "price_vs_vwap_pct": 0.2276, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2365, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 37.35, "high": 37.62, "low": 37.35, "close": 37.62, "amount_yi": 0.0321 }, { "time": "09:45", "open": 37.65, "high": 37.75, "low": 37.65, "close": 37.75, "amount_yi": 0.0977 }, { "time": "09:46", "open": 37.66, "high": 37.66, "low": 37.5, "close": 37.5, "amount_yi": 0.0544 }, { "time": "09:47", "open": 37.6, "high": 37.6, "low": 37.6, "close": 37.6, "amount_yi": 0.0523 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.6, "ts": "2026-06-25T09:47:42", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 37.0, "bid1": 37.55, "ask1": 37.61, "bid_qty1": 201, "ask_qty1": 2399 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603618:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603618:BREAK_PREV_HIGH", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W40", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 55.38, "exec_low": 55.38, "exec_high": 56.21, "invalid_price": 53.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 57.04, "max_chase_pct": 1.5, "base_exec_high": 56.21, "dynamic_exec_high": null, "entry_zone_low": 54.55, "entry_zone_high": 56.21, "entry_risk_pct": null, "intraday_vwap": 53.9364, "price_vs_vwap_pct": 1.0449, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.9228, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 54.02, "high": 54.09, "low": 54.02, "close": 54.09, "amount_yi": 0.2254 }, { "time": "09:45", "open": 54.56, "high": 54.56, "low": 54.2, "close": 54.2, "amount_yi": 0.255 }, { "time": "09:46", "open": 54.38, "high": 54.6, "low": 54.38, "close": 54.6, "amount_yi": 0.1819 }, { "time": "09:47", "open": 54.41, "high": 54.5, "low": 54.41, "close": 54.5, "amount_yi": 0.2605 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.5, "ts": "2026-06-25T09:47:42", "prev_close": 54.48, "open": 55.35, "high": 56.0, "low": 53.01, "bid1": 54.52, "ask1": 54.54, "bid_qty1": 10, "ask_qty1": 53 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300303:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300303:BREAK_PREV_HIGH", "symbol": "SZSE.300303", "name": "聚飞光电", "side": "BUY", "priority": "W41", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.95, "exec_low": 9.95, "exec_high": 10.1, "invalid_price": 9.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 100, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.25, "max_chase_pct": 1.5, "base_exec_high": 10.1, "dynamic_exec_high": null, "entry_zone_low": 9.8, "entry_zone_high": 10.1, "entry_risk_pct": null, "intraday_vwap": 9.8915, "price_vs_vwap_pct": 0.3892, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.3083, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 9.94, "high": 9.94, "low": 9.93, "close": 9.93, "amount_yi": 0.0954 }, { "time": "09:45", "open": 9.94, "high": 9.95, "low": 9.94, "close": 9.95, "amount_yi": 0.064 }, { "time": "09:46", "open": 9.95, "high": 9.95, "low": 9.94, "close": 9.94, "amount_yi": 0.1053 }, { "time": "09:47", "open": 9.93, "high": 9.93, "low": 9.93, "close": 9.93, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.93, "ts": "2026-06-25T09:47:42", "prev_close": 9.95, "open": 9.91, "high": 10.08, "low": 9.76, "bid1": 9.93, "ask1": 9.94, "bid_qty1": 58, "ask_qty1": 1574 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603663:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603663:BREAK_PREV_HIGH", "symbol": "SHSE.603663", "name": "三祥新材", "side": "BUY", "priority": "W42", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 105.85, "exec_low": 105.85, "exec_high": 107.44, "invalid_price": 102.67, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锆材料 / 固态电池材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.03, "max_chase_pct": 1.5, "base_exec_high": 107.44, "dynamic_exec_high": null, "entry_zone_low": 104.26, "entry_zone_high": 107.44, "entry_risk_pct": null, "intraday_vwap": 101.9407, "price_vs_vwap_pct": -0.4323, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.7019, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 102.31, "high": 102.31, "low": 101.8, "close": 101.8, "amount_yi": 0.1812 }, { "time": "09:45", "open": 102.18, "high": 102.2, "low": 102.18, "close": 102.2, "amount_yi": 0.157 }, { "time": "09:46", "open": 102.0, "high": 102.0, "low": 101.65, "close": 101.65, "amount_yi": 0.1516 }, { "time": "09:47", "open": 101.67, "high": 101.67, "low": 101.5, "close": 101.5, "amount_yi": 0.2121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.5, "ts": "2026-06-25T09:47:45", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 98.08, "bid1": 101.49, "ask1": 101.63, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600641:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600641:BREAK_PREV_HIGH", "symbol": "SHSE.600641", "name": "先导基电", "side": "BUY", "priority": "W43", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.45, "exec_low": 38.45, "exec_high": 39.03, "invalid_price": 37.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.6, "max_chase_pct": 1.5, "base_exec_high": 39.03, "dynamic_exec_high": null, "entry_zone_low": 37.87, "entry_zone_high": 39.03, "entry_risk_pct": 3.866, "intraday_vwap": 38.282, "price_vs_vwap_pct": 1.3531, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.6489, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 38.64, "high": 38.64, "low": 38.5, "close": 38.5, "amount_yi": 0.2592 }, { "time": "09:45", "open": 38.65, "high": 38.65, "low": 38.52, "close": 38.52, "amount_yi": 0.311 }, { "time": "09:46", "open": 38.56, "high": 38.66, "low": 38.56, "close": 38.66, "amount_yi": 0.7286 }, { "time": "09:47", "open": 38.72, "high": 38.8, "low": 38.72, "close": 38.8, "amount_yi": 0.3501 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.8, "ts": "2026-06-25T09:47:44", "prev_close": 37.76, "open": 38.0, "high": 38.88, "low": 37.07, "bid1": 38.78, "ask1": 38.8, "bid_qty1": 117, "ask_qty1": 277 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603259:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603259:BREAK_PREV_HIGH", "symbol": "SHSE.603259", "name": "药明康德", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 116.94, "exec_low": 116.94, "exec_high": 118.69, "invalid_price": 113.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "医药研发服务 / CXO", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.45, "max_chase_pct": 1.5, "base_exec_high": 118.69, "dynamic_exec_high": null, "entry_zone_low": 115.19, "entry_zone_high": 118.69, "entry_risk_pct": null, "intraday_vwap": 115.3467, "price_vs_vwap_pct": -0.8988, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 3.9175, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 114.3, "high": 114.3, "low": 114.05, "close": 114.05, "amount_yi": 1.301 }, { "time": "09:45", "open": 114.15, "high": 114.15, "low": 113.8, "close": 113.8, "amount_yi": 1.2031 }, { "time": "09:46", "open": 113.89, "high": 113.97, "low": 113.89, "close": 113.97, "amount_yi": 0.9235 }, { "time": "09:47", "open": 114.34, "high": 114.34, "low": 114.31, "close": 114.31, "amount_yi": 0.4899 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.31, "ts": "2026-06-25T09:47:43", "prev_close": 115.4, "open": 114.0, "high": 117.0, "low": 113.23, "bid1": 114.3, "ask1": 114.33, "bid_qty1": 11, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603757:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603757:BREAK_PREV_HIGH", "symbol": "SHSE.603757", "name": "大元泵业", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.51, "exec_low": 74.51, "exec_high": 75.63, "invalid_price": 72.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "水泵设备 / 热管理", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 76.75, "max_chase_pct": 1.5, "base_exec_high": 75.63, "dynamic_exec_high": null, "entry_zone_low": 73.39, "entry_zone_high": 75.63, "entry_risk_pct": 4.3415, "intraday_vwap": 74.0634, "price_vs_vwap_pct": 2.0072, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.8424, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 74.69, "high": 74.69, "low": 74.36, "close": 74.36, "amount_yi": 0.1174 }, { "time": "09:45", "open": 74.98, "high": 74.98, "low": 74.78, "close": 74.78, "amount_yi": 0.2676 }, { "time": "09:46", "open": 75.16, "high": 75.16, "low": 75.11, "close": 75.11, "amount_yi": 0.266 }, { "time": "09:47", "open": 75.29, "high": 75.55, "low": 75.29, "close": 75.55, "amount_yi": 0.1914 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.55, "ts": "2026-06-25T09:47:44", "prev_close": 73.7, "open": 72.73, "high": 75.63, "low": 72.73, "bid1": 75.45, "ask1": 75.55, "bid_qty1": 4, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003031:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003031:BREAK_PREV_HIGH", "symbol": "SZSE.003031", "name": "中瓷电子", "side": "BUY", "priority": "W46", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 194.9, "exec_low": 194.9, "exec_high": 197.82, "invalid_price": 189.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 200.75, "max_chase_pct": 1.5, "base_exec_high": 197.82, "dynamic_exec_high": null, "entry_zone_low": 191.98, "entry_zone_high": 197.82, "entry_risk_pct": null, "intraday_vwap": 192.7705, "price_vs_vwap_pct": 1.0476, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.12, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 194.32, "high": 194.94, "low": 194.32, "close": 194.94, "amount_yi": 0.2723 }, { "time": "09:45", "open": 195.24, "high": 195.93, "low": 195.24, "close": 195.93, "amount_yi": 0.2025 }, { "time": "09:46", "open": 195.62, "high": 195.62, "low": 194.97, "close": 194.97, "amount_yi": 0.4377 }, { "time": "09:47", "open": 195.16, "high": 195.16, "low": 194.79, "close": 194.79, "amount_yi": 0.2075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 194.79, "ts": "2026-06-25T09:47:42", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 190.0, "bid1": 194.6, "ask1": 194.79, "bid_qty1": 15, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300304:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300304:BREAK_PREV_HIGH", "symbol": "SZSE.300304", "name": "云意电气", "side": "BUY", "priority": "W47", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 20.66, "exec_low": 20.66, "exec_high": 20.97, "invalid_price": 20.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "汽车电子 / 整流器", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.28, "max_chase_pct": 1.5, "base_exec_high": 20.97, "dynamic_exec_high": null, "entry_zone_low": 20.35, "entry_zone_high": 20.97, "entry_risk_pct": null, "intraday_vwap": 19.681, "price_vs_vwap_pct": -0.818, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2835, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 19.63, "high": 19.63, "low": 19.61, "close": 19.61, "amount_yi": 0.1053 }, { "time": "09:45", "open": 19.61, "high": 19.61, "low": 19.61, "close": 19.61, "amount_yi": 0.0431 }, { "time": "09:46", "open": 19.59, "high": 19.59, "low": 19.54, "close": 19.54, "amount_yi": 0.0563 }, { "time": "09:47", "open": 19.53, "high": 19.53, "low": 19.52, "close": 19.52, "amount_yi": 0.0788 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.52, "ts": "2026-06-25T09:47:42", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 19.41, "bid1": 19.52, "ask1": 19.53, "bid_qty1": 29, "ask_qty1": 379 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002201:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002201:BREAK_PREV_HIGH", "symbol": "SZSE.002201", "name": "九鼎新材", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 13.65, "exec_low": 13.65, "exec_high": 13.85, "invalid_price": 13.24, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 100, "prev_close": null, "theme": "玻纤制造 / 复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.06, "max_chase_pct": 1.5, "base_exec_high": 13.85, "dynamic_exec_high": null, "entry_zone_low": 13.45, "entry_zone_high": 13.85, "entry_risk_pct": null, "intraday_vwap": 12.9236, "price_vs_vwap_pct": 0.4364, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2848, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 12.88, "high": 12.95, "low": 12.88, "close": 12.95, "amount_yi": 0.0832 }, { "time": "09:45", "open": 12.99, "high": 12.99, "low": 12.96, "close": 12.96, "amount_yi": 0.0826 }, { "time": "09:46", "open": 12.92, "high": 12.92, "low": 12.92, "close": 12.92, "amount_yi": 0.0489 }, { "time": "09:47", "open": 12.92, "high": 12.98, "low": 12.92, "close": 12.98, "amount_yi": 0.0701 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.98, "ts": "2026-06-25T09:47:45", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.75, "bid1": 12.97, "ask1": 12.99, "bid_qty1": 130, "ask_qty1": 1311 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002415:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002415:BREAK_PREV_HIGH", "symbol": "SZSE.002415", "name": "海康威视", "side": "BUY", "priority": "W49", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.5, "exec_low": 34.97, "exec_high": 35.13, "invalid_price": 33.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.54, "max_chase_pct": 1.5, "base_exec_high": 35.02, "dynamic_exec_high": 35.13, "entry_zone_low": 33.98, "entry_zone_high": 35.02, "entry_risk_pct": 4.6995, "intraday_vwap": 34.9739, "price_vs_vwap_pct": 0.3891, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.8822, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 34.99, "high": 34.99, "low": 34.93, "close": 34.93, "amount_yi": 0.4872 }, { "time": "09:45", "open": 35.01, "high": 35.06, "low": 35.01, "close": 35.06, "amount_yi": 0.4211 }, { "time": "09:46", "open": 35.05, "high": 35.05, "low": 35.0, "close": 35.0, "amount_yi": 0.446 }, { "time": "09:47", "open": 35.08, "high": 35.11, "low": 35.08, "close": 35.11, "amount_yi": 0.5279 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.11, "ts": "2026-06-25T09:47:45", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 35.1, "ask1": 35.11, "bid_qty1": 397, "ask_qty1": 114 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002756:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002756:BREAK_PREV_HIGH", "symbol": "SZSE.002756", "name": "永兴材料", "side": "BUY", "priority": "W50", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 65.03, "exec_low": 65.03, "exec_high": 66.01, "invalid_price": 63.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 66.98, "max_chase_pct": 1.5, "base_exec_high": 66.01, "dynamic_exec_high": null, "entry_zone_low": 64.05, "entry_zone_high": 66.01, "entry_risk_pct": null, "intraday_vwap": 63.6723, "price_vs_vwap_pct": -0.7104, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.3963, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 63.21, "high": 63.21, "low": 63.2, "close": 63.2, "amount_yi": 0.1218 }, { "time": "09:45", "open": 63.03, "high": 63.11, "low": 63.03, "close": 63.11, "amount_yi": 0.1407 }, { "time": "09:46", "open": 63.08, "high": 63.26, "low": 63.08, "close": 63.26, "amount_yi": 0.0635 }, { "time": "09:47", "open": 63.22, "high": 63.22, "low": 63.22, "close": 63.22, "amount_yi": 0.0703 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.22, "ts": "2026-06-25T09:47:45", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 62.88, "bid1": 63.22, "ask1": 63.24, "bid_qty1": 26, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W51", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.77, "exec_low": 22.77, "exec_high": 23.11, "invalid_price": 22.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "玻纤制造 / 复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.45, "max_chase_pct": 1.5, "base_exec_high": 23.11, "dynamic_exec_high": null, "entry_zone_low": 22.43, "entry_zone_high": 23.11, "entry_risk_pct": null, "intraday_vwap": 22.3241, "price_vs_vwap_pct": 0.2056, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.666, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 21.95, "high": 22.09, "low": 21.95, "close": 22.09, "amount_yi": 0.2408 }, { "time": "09:45", "open": 22.02, "high": 22.02, "low": 22.02, "close": 22.02, "amount_yi": 0.1353 }, { "time": "09:46", "open": 22.06, "high": 22.09, "low": 22.06, "close": 22.09, "amount_yi": 0.1071 }, { "time": "09:47", "open": 22.23, "high": 22.37, "low": 22.23, "close": 22.37, "amount_yi": 0.1828 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.37, "ts": "2026-06-25T09:47:45", "prev_close": 22.42, "open": 21.6, "high": 23.24, "low": 21.6, "bid1": 22.37, "ask1": 22.38, "bid_qty1": 18, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000762:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000762:BREAK_PREV_HIGH", "symbol": "SZSE.000762", "name": "西藏矿业", "side": "BUY", "priority": "W52", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 30.13, "exec_low": 30.13, "exec_high": 30.58, "invalid_price": 29.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 31.03, "max_chase_pct": 1.5, "base_exec_high": 30.58, "dynamic_exec_high": null, "entry_zone_low": 29.68, "entry_zone_high": 30.58, "entry_risk_pct": null, "intraday_vwap": 29.4597, "price_vs_vwap_pct": -0.5082, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2092, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 29.41, "high": 29.41, "low": 29.35, "close": 29.35, "amount_yi": 0.0701 }, { "time": "09:45", "open": 29.3, "high": 29.32, "low": 29.3, "close": 29.32, "amount_yi": 0.0731 }, { "time": "09:46", "open": 29.32, "high": 29.32, "low": 29.31, "close": 29.31, "amount_yi": 0.0282 }, { "time": "09:47", "open": 29.32, "high": 29.32, "low": 29.31, "close": 29.31, "amount_yi": 0.0378 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.31, "ts": "2026-06-25T09:47:45", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 29.19, "bid1": 29.31, "ask1": 29.32, "bid_qty1": 13, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300236:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300236:BREAK_PREV_HIGH", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "W53", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 115.2, "exec_low": 115.2, "exec_high": 116.93, "invalid_price": 111.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 118.66, "max_chase_pct": 1.5, "base_exec_high": 116.93, "dynamic_exec_high": null, "entry_zone_low": 113.47, "entry_zone_high": 116.93, "entry_risk_pct": null, "intraday_vwap": 113.9717, "price_vs_vwap_pct": 0.2003, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.6269, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 114.55, "high": 114.7, "low": 114.55, "close": 114.7, "amount_yi": 0.1144 }, { "time": "09:45", "open": 114.63, "high": 114.63, "low": 114.61, "close": 114.61, "amount_yi": 0.1772 }, { "time": "09:46", "open": 114.74, "high": 114.74, "low": 114.4, "close": 114.4, "amount_yi": 0.2107 }, { "time": "09:47", "open": 114.54, "high": 114.54, "low": 114.2, "close": 114.2, "amount_yi": 0.1246 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.2, "ts": "2026-06-25T09:47:42", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 112.02, "bid1": 114.2, "ask1": 114.29, "bid_qty1": 26, "ask_qty1": 8 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301687:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301687:BREAK_PREV_HIGH", "symbol": "SZSE.301687", "name": "新广益", "side": "BUY", "priority": "W54", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 91.88, "exec_low": 91.88, "exec_high": 93.26, "invalid_price": 89.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 94.64, "max_chase_pct": 1.5, "base_exec_high": 93.26, "dynamic_exec_high": null, "entry_zone_low": 90.5, "entry_zone_high": 93.26, "entry_risk_pct": null, "intraday_vwap": 92.7977, "price_vs_vwap_pct": 0.649, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.195, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 93.88, "high": 93.88, "low": 93.87, "close": 93.87, "amount_yi": 0.0325 }, { "time": "09:45", "open": 93.07, "high": 93.41, "low": 93.07, "close": 93.41, "amount_yi": 0.0812 }, { "time": "09:46", "open": 93.13, "high": 93.89, "low": 93.13, "close": 93.89, "amount_yi": 0.0412 }, { "time": "09:47", "open": 93.67, "high": 93.67, "low": 93.4, "close": 93.4, "amount_yi": 0.0401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.4, "ts": "2026-06-25T09:47:42", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 93.37, "ask1": 93.4, "bid_qty1": 6, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300346:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300346:BREAK_PREV_HIGH", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 78.44, "exec_low": 78.44, "exec_high": 79.62, "invalid_price": 76.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 80.79, "max_chase_pct": 1.5, "base_exec_high": 79.62, "dynamic_exec_high": null, "entry_zone_low": 77.26, "entry_zone_high": 79.62, "entry_risk_pct": null, "intraday_vwap": 76.3636, "price_vs_vwap_pct": -1.0785, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 3.0557, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 75.8, "high": 75.92, "low": 75.8, "close": 75.92, "amount_yi": 0.5554 }, { "time": "09:45", "open": 75.91, "high": 75.91, "low": 75.91, "close": 75.91, "amount_yi": 0.6378 }, { "time": "09:46", "open": 75.8, "high": 75.8, "low": 75.5, "close": 75.5, "amount_yi": 0.7861 }, { "time": "09:47", "open": 75.46, "high": 75.54, "low": 75.46, "close": 75.54, "amount_yi": 1.0764 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.54, "ts": "2026-06-25T09:47:42", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 75.01, "bid1": 75.55, "ask1": 75.65, "bid_qty1": 10, "ask_qty1": 119 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301297:BREAK_PREV_HIGH", "symbol": "SZSE.301297", "name": "富乐德", "side": "BUY", "priority": "W56", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.4, "exec_low": 56.4, "exec_high": 57.25, "invalid_price": 54.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体设备 / 前道&封装设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.09, "max_chase_pct": 1.5, "base_exec_high": 57.25, "dynamic_exec_high": null, "entry_zone_low": 55.55, "entry_zone_high": 57.25, "entry_risk_pct": null, "intraday_vwap": 52.965, "price_vs_vwap_pct": 2.4073, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.5828, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 53.8, "high": 53.9, "low": 53.8, "close": 53.9, "amount_yi": 0.1287 }, { "time": "09:45", "open": 53.94, "high": 54.12, "low": 53.94, "close": 54.12, "amount_yi": 0.1293 }, { "time": "09:46", "open": 53.85, "high": 53.85, "low": 53.72, "close": 53.72, "amount_yi": 0.1094 }, { "time": "09:47", "open": 54.04, "high": 54.24, "low": 54.04, "close": 54.24, "amount_yi": 0.2154 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.24, "ts": "2026-06-25T09:47:42", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 54.24, "ask1": 54.29, "bid_qty1": 28, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300131:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300131:BREAK_PREV_HIGH", "symbol": "SZSE.300131", "name": "英唐智控", "side": "BUY", "priority": "W57", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.46, "exec_low": 22.46, "exec_high": 22.8, "invalid_price": 21.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体产业链 / 分销设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.13, "max_chase_pct": 1.5, "base_exec_high": 22.8, "dynamic_exec_high": null, "entry_zone_low": 22.12, "entry_zone_high": 22.8, "entry_risk_pct": null, "intraday_vwap": 21.2402, "price_vs_vwap_pct": 0.2815, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.9938, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 21.38, "high": 21.45, "low": 21.38, "close": 21.45, "amount_yi": 0.2281 }, { "time": "09:45", "open": 21.4, "high": 21.4, "low": 21.37, "close": 21.37, "amount_yi": 0.1366 }, { "time": "09:46", "open": 21.29, "high": 21.29, "low": 21.24, "close": 21.24, "amount_yi": 0.2923 }, { "time": "09:47", "open": 21.21, "high": 21.3, "low": 21.21, "close": 21.3, "amount_yi": 0.3368 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.3, "ts": "2026-06-25T09:47:42", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.87, "bid1": 21.28, "ask1": 21.3, "bid_qty1": 281, "ask_qty1": 46 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH", "symbol": "SZSE.300442", "name": "润泽科技", "side": "BUY", "priority": "W58", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.86, "exec_low": 85.86, "exec_high": 87.15, "invalid_price": 83.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": 3.8226, "intraday_vwap": 86.0412, "price_vs_vwap_pct": 0.6262, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.2209, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 86.33, "high": 86.45, "low": 86.33, "close": 86.45, "amount_yi": 0.1851 }, { "time": "09:45", "open": 86.48, "high": 86.61, "low": 86.48, "close": 86.61, "amount_yi": 0.3004 }, { "time": "09:46", "open": 86.77, "high": 86.77, "low": 86.64, "close": 86.64, "amount_yi": 0.3846 }, { "time": "09:47", "open": 86.73, "high": 86.73, "low": 86.58, "close": 86.58, "amount_yi": 0.3508 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.58, "ts": "2026-06-25T09:47:42", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 84.61, "bid1": 86.58, "ask1": 86.59, "bid_qty1": 33, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH", "symbol": "SZSE.301095", "name": "广立微", "side": "BUY", "priority": "W59", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 106.01, "exec_low": 106.01, "exec_high": 107.6, "invalid_price": 102.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.19, "max_chase_pct": 1.5, "base_exec_high": 107.6, "dynamic_exec_high": null, "entry_zone_low": 104.42, "entry_zone_high": 107.6, "entry_risk_pct": 3.618, "intraday_vwap": 106.2443, "price_vs_vwap_pct": 0.363, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.434, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 107.71, "high": 107.71, "low": 107.4, "close": 107.4, "amount_yi": 0.1706 }, { "time": "09:45", "open": 107.47, "high": 107.47, "low": 107.15, "close": 107.15, "amount_yi": 0.0913 }, { "time": "09:46", "open": 107.04, "high": 107.04, "low": 106.77, "close": 106.77, "amount_yi": 0.0813 }, { "time": "09:47", "open": 106.97, "high": 106.97, "low": 106.63, "close": 106.63, "amount_yi": 0.0908 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.63, "ts": "2026-06-25T09:47:42", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 104.0, "bid1": 106.63, "ask1": 106.69, "bid_qty1": 15, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603078:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603078:BREAK_PREV_HIGH", "symbol": "SHSE.603078", "name": "江化微", "side": "BUY", "priority": "W60", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 47.18, "exec_low": 47.18, "exec_high": 47.89, "invalid_price": 45.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 48.6, "max_chase_pct": 1.5, "base_exec_high": 47.89, "dynamic_exec_high": null, "entry_zone_low": 46.47, "entry_zone_high": 47.89, "entry_risk_pct": null, "intraday_vwap": 45.6784, "price_vs_vwap_pct": 0.2881, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.3564, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 45.87, "high": 45.92, "low": 45.87, "close": 45.92, "amount_yi": 0.0838 }, { "time": "09:45", "open": 45.86, "high": 45.86, "low": 45.76, "close": 45.76, "amount_yi": 0.0819 }, { "time": "09:46", "open": 45.65, "high": 45.83, "low": 45.65, "close": 45.83, "amount_yi": 0.133 }, { "time": "09:47", "open": 45.86, "high": 45.86, "low": 45.81, "close": 45.81, "amount_yi": 0.0577 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 45.81, "ts": "2026-06-25T09:47:44", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 44.6, "bid1": 45.8, "ask1": 45.81, "bid_qty1": 19, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002185:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002185:BREAK_PREV_HIGH", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "W61", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.22, "exec_low": 21.22, "exec_high": 21.54, "invalid_price": 20.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.86, "max_chase_pct": 1.5, "base_exec_high": 21.54, "dynamic_exec_high": null, "entry_zone_low": 20.9, "entry_zone_high": 21.54, "entry_risk_pct": null, "intraday_vwap": 21.5436, "price_vs_vwap_pct": 2.6291, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 4.2224, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 22.02, "high": 22.16, "low": 22.02, "close": 22.16, "amount_yi": 1.0547 }, { "time": "09:45", "open": 22.18, "high": 22.18, "low": 22.1, "close": 22.1, "amount_yi": 1.2402 }, { "time": "09:46", "open": 22.16, "high": 22.23, "low": 22.16, "close": 22.23, "amount_yi": 1.007 }, { "time": "09:47", "open": 22.18, "high": 22.18, "low": 22.11, "close": 22.11, "amount_yi": 0.9205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.11, "ts": "2026-06-25T09:47:45", "prev_close": 20.98, "open": 21.38, "high": 22.31, "low": 20.73, "bid1": 22.1, "ask1": 22.11, "bid_qty1": 74, "ask_qty1": 89 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300620:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300620:BREAK_PREV_HIGH", "symbol": "SZSE.300620", "name": "光库科技", "side": "BUY", "priority": "W62", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 413.3, "exec_low": 413.3, "exec_high": 419.5, "invalid_price": 400.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 425.7, "max_chase_pct": 1.5, "base_exec_high": 419.5, "dynamic_exec_high": null, "entry_zone_low": 407.1, "entry_zone_high": 419.5, "entry_risk_pct": null, "intraday_vwap": 386.2715, "price_vs_vwap_pct": 2.3218, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 3.13, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 389.84, "high": 390.24, "low": 389.84, "close": 390.24, "amount_yi": 0.8343 }, { "time": "09:45", "open": 393.8, "high": 396.34, "low": 393.8, "close": 396.34, "amount_yi": 0.7451 }, { "time": "09:46", "open": 394.65, "high": 396.07, "low": 394.65, "close": 396.07, "amount_yi": 0.9694 }, { "time": "09:47", "open": 397.49, "high": 397.49, "low": 395.24, "close": 395.24, "amount_yi": 0.5812 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 395.24, "ts": "2026-06-25T09:47:42", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 395.32, "ask1": 395.93, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300990:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300990:WATCH_CONFIRM", "symbol": "SZSE.300990", "name": "同飞股份", "side": "BUY", "priority": "W63", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 101.5, "exec_low": 101.5, "exec_high": 103.02, "invalid_price": 98.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.55, "max_chase_pct": 1.5, "base_exec_high": 103.02, "dynamic_exec_high": null, "entry_zone_low": 99.98, "entry_zone_high": 103.02, "entry_risk_pct": null, "intraday_vwap": 109.7171, "price_vs_vwap_pct": 1.8437, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.3698, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:44", "open": 110.32, "high": 110.85, "low": 110.32, "close": 110.85, "amount_yi": 0.1372 }, { "time": "09:45", "open": 111.19, "high": 111.33, "low": 111.19, "close": 111.33, "amount_yi": 0.0912 }, { "time": "09:46", "open": 111.41, "high": 111.41, "low": 111.38, "close": 111.38, "amount_yi": 0.0654 }, { "time": "09:47", "open": 111.75, "high": 111.75, "low": 111.74, "close": 111.74, "amount_yi": 0.076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 111.74, "ts": "2026-06-25T09:47:42", "prev_close": 111.0, "open": 112.41, "high": 112.41, "low": 107.5, "bid1": 111.74, "ask1": 111.75, "bid_qty1": 4, "ask_qty1": 19 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002745:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002745:BREAK_PREV_HIGH", "symbol": "SZSE.002745", "name": "木林森", "side": "BUY", "priority": "W64", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 12.15, "exec_low": 12.15, "exec_high": 12.33, "invalid_price": 11.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.51, "max_chase_pct": 1.5, "base_exec_high": 12.33, "dynamic_exec_high": null, "entry_zone_low": 11.97, "entry_zone_high": 12.33, "entry_risk_pct": null, "intraday_vwap": 12.595, "price_vs_vwap_pct": 2.8186, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.8624, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 12.71, "high": 12.71, "low": 12.67, "close": 12.67, "amount_yi": 0.1244 }, { "time": "09:45", "open": 12.69, "high": 12.69, "low": 12.68, "close": 12.68, "amount_yi": 0.1583 }, { "time": "09:46", "open": 12.84, "high": 12.92, "low": 12.84, "close": 12.92, "amount_yi": 0.3559 }, { "time": "09:47", "open": 12.95, "high": 12.95, "low": 12.95, "close": 12.95, "amount_yi": 0.2238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.95, "ts": "2026-06-25T09:47:42", "prev_close": 12.04, "open": 12.19, "high": 12.96, "low": 12.06, "bid1": 12.92, "ask1": 12.94, "bid_qty1": 1015, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002049:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002049:BREAK_PREV_HIGH", "symbol": "SZSE.002049", "name": "紫光国微", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.85, "exec_low": 83.85, "exec_high": 85.11, "invalid_price": 81.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 86.37, "max_chase_pct": 1.5, "base_exec_high": 85.11, "dynamic_exec_high": null, "entry_zone_low": 82.59, "entry_zone_high": 85.11, "entry_risk_pct": 4.3176, "intraday_vwap": 84.109, "price_vs_vwap_pct": 1.0356, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.8345, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 84.34, "high": 84.34, "low": 84.27, "close": 84.27, "amount_yi": 0.1971 }, { "time": "09:45", "open": 84.42, "high": 84.63, "low": 84.42, "close": 84.63, "amount_yi": 0.5641 }, { "time": "09:46", "open": 84.71, "high": 84.75, "low": 84.71, "close": 84.75, "amount_yi": 0.4458 }, { "time": "09:47", "open": 84.76, "high": 84.98, "low": 84.76, "close": 84.98, "amount_yi": 0.6275 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.98, "ts": "2026-06-25T09:47:45", "prev_close": 83.64, "open": 84.0, "high": 85.06, "low": 83.2, "bid1": 84.98, "ask1": 85.0, "bid_qty1": 30, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W66", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 816.89, "exec_low": 816.89, "exec_high": 829.14, "invalid_price": 792.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 841.4, "max_chase_pct": 1.5, "base_exec_high": 829.14, "dynamic_exec_high": null, "entry_zone_low": 804.64, "entry_zone_high": 829.14, "entry_risk_pct": null, "intraday_vwap": 860.8271, "price_vs_vwap_pct": 2.6931, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 6.5691, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 868.54, "high": 869.99, "low": 868.54, "close": 869.99, "amount_yi": 1.0023 }, { "time": "09:45", "open": 874.98, "high": 878.88, "low": 874.98, "close": 878.88, "amount_yi": 1.4393 }, { "time": "09:46", "open": 882.9, "high": 882.9, "low": 882.7, "close": 882.7, "amount_yi": 2.4926 }, { "time": "09:47", "open": 885.43, "high": 885.43, "low": 884.01, "close": 884.01, "amount_yi": 1.6349 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 884.01, "ts": "2026-06-25T09:47:45", "prev_close": 810.0, "open": 830.0, "high": 887.0, "low": 829.19, "bid1": 884.01, "ask1": 884.42, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301183:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301183:BREAK_PREV_HIGH", "symbol": "SZSE.301183", "name": "东田微", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 262.88, "exec_low": 262.88, "exec_high": 266.82, "invalid_price": 254.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 270.77, "max_chase_pct": 1.5, "base_exec_high": 266.82, "dynamic_exec_high": null, "entry_zone_low": 258.94, "entry_zone_high": 266.82, "entry_risk_pct": 3.9477, "intraday_vwap": 261.4705, "price_vs_vwap_pct": 1.5985, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.6928, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 268.19, "high": 268.19, "low": 267.0, "close": 267.0, "amount_yi": 0.7369 }, { "time": "09:45", "open": 266.99, "high": 267.5, "low": 266.99, "close": 267.5, "amount_yi": 0.4579 }, { "time": "09:46", "open": 267.45, "high": 267.45, "low": 266.03, "close": 266.03, "amount_yi": 0.2698 }, { "time": "09:47", "open": 265.34, "high": 265.65, "low": 265.34, "close": 265.65, "amount_yi": 0.2282 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 265.65, "ts": "2026-06-25T09:47:42", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 265.4, "ask1": 265.47, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002466:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002466:BREAK_PREV_HIGH", "symbol": "SZSE.002466", "name": "天齐锂业", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.51, "exec_low": 66.51, "exec_high": 67.51, "invalid_price": 64.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 68.51, "max_chase_pct": 1.5, "base_exec_high": 67.51, "dynamic_exec_high": null, "entry_zone_low": 65.51, "entry_zone_high": 67.51, "entry_risk_pct": 3.0945, "intraday_vwap": 66.5558, "price_vs_vwap_pct": 0.0213, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.773, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 66.5, "high": 66.5, "low": 66.45, "close": 66.45, "amount_yi": 0.5021 }, { "time": "09:45", "open": 66.41, "high": 66.56, "low": 66.41, "close": 66.56, "amount_yi": 0.5082 }, { "time": "09:46", "open": 66.44, "high": 66.45, "low": 66.44, "close": 66.45, "amount_yi": 0.3956 }, { "time": "09:47", "open": 66.54, "high": 66.57, "low": 66.54, "close": 66.57, "amount_yi": 0.3671 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.57, "ts": "2026-06-25T09:47:45", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 65.34, "bid1": 66.56, "ask1": 66.57, "bid_qty1": 16, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH", "symbol": "SZSE.000938", "name": "紫光股份", "side": "BUY", "priority": "W69", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.66, "exec_low": 27.66, "exec_high": 28.07, "invalid_price": 26.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.49, "max_chase_pct": 1.5, "base_exec_high": 28.07, "dynamic_exec_high": null, "entry_zone_low": 27.25, "entry_zone_high": 28.07, "entry_risk_pct": null, "intraday_vwap": 27.878, "price_vs_vwap_pct": 0.7963, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.9134, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 28.09, "high": 28.13, "low": 28.09, "close": 28.13, "amount_yi": 0.3643 }, { "time": "09:45", "open": 28.22, "high": 28.22, "low": 28.18, "close": 28.18, "amount_yi": 0.9045 }, { "time": "09:46", "open": 28.13, "high": 28.13, "low": 28.09, "close": 28.09, "amount_yi": 0.3036 }, { "time": "09:47", "open": 28.12, "high": 28.12, "low": 28.1, "close": 28.1, "amount_yi": 0.341 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.1, "ts": "2026-06-25T09:47:45", "prev_close": 27.66, "open": 27.61, "high": 28.25, "low": 27.48, "bid1": 28.09, "ask1": 28.1, "bid_qty1": 99, "ask_qty1": 84 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301338:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301338:BREAK_PREV_HIGH", "symbol": "SZSE.301338", "name": "凯格精机", "side": "BUY", "priority": "W70", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 172.5, "exec_low": 172.5, "exec_high": 175.09, "invalid_price": 167.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 177.68, "max_chase_pct": 1.5, "base_exec_high": 175.09, "dynamic_exec_high": null, "entry_zone_low": 169.91, "entry_zone_high": 175.09, "entry_risk_pct": 4.1531, "intraday_vwap": 171.5569, "price_vs_vwap_pct": 1.7563, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.7438, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 174.62, "high": 175.6, "low": 174.62, "close": 175.6, "amount_yi": 0.2088 }, { "time": "09:45", "open": 175.12, "high": 175.26, "low": 175.12, "close": 175.26, "amount_yi": 0.1665 }, { "time": "09:46", "open": 175.1, "high": 175.1, "low": 174.57, "close": 174.57, "amount_yi": 0.1915 }, { "time": "09:47", "open": 175.35, "high": 175.35, "low": 174.57, "close": 174.57, "amount_yi": 0.177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 174.57, "ts": "2026-06-25T09:47:42", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 174.46, "ask1": 174.57, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603267:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603267:BREAK_PREV_HIGH", "symbol": "SHSE.603267", "name": "鸿远电子", "side": "BUY", "priority": "W71", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.38, "exec_low": 76.38, "exec_high": 77.53, "invalid_price": 74.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.67, "max_chase_pct": 1.5, "base_exec_high": 77.53, "dynamic_exec_high": null, "entry_zone_low": 75.23, "entry_zone_high": 77.53, "entry_risk_pct": null, "intraday_vwap": 79.7735, "price_vs_vwap_pct": 4.5084, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.9754, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 82.04, "high": 82.55, "low": 82.04, "close": 82.55, "amount_yi": 0.1765 }, { "time": "09:45", "open": 82.52, "high": 82.7, "low": 82.52, "close": 82.7, "amount_yi": 0.193 }, { "time": "09:46", "open": 82.7, "high": 82.7, "low": 82.19, "close": 82.19, "amount_yi": 0.2238 }, { "time": "09:47", "open": 82.98, "high": 83.37, "low": 82.98, "close": 83.37, "amount_yi": 0.3821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.37, "ts": "2026-06-25T09:47:45", "prev_close": 76.0, "open": 76.22, "high": 83.4, "low": 76.15, "bid1": 83.25, "ask1": 83.26, "bid_qty1": 6, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603115:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603115:BREAK_PREV_HIGH", "symbol": "SHSE.603115", "name": "海星股份", "side": "BUY", "priority": "W72", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 121.0, "exec_low": 121.0, "exec_high": 122.81, "invalid_price": 117.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / 电容箔材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 124.63, "max_chase_pct": 1.5, "base_exec_high": 122.81, "dynamic_exec_high": null, "entry_zone_low": 119.19, "entry_zone_high": 122.81, "entry_risk_pct": null, "intraday_vwap": 127.5485, "price_vs_vwap_pct": 2.9648, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.1056, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0334 }, { "time": "09:45", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0429 }, { "time": "09:46", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0168 }, { "time": "09:47", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 131.33, "ts": "2026-06-25T09:47:43", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 21785, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300260:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300260:BREAK_PREV_HIGH", "symbol": "SZSE.300260", "name": "新莱应材", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.48, "exec_low": 85.48, "exec_high": 86.76, "invalid_price": 82.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.04, "max_chase_pct": 1.5, "base_exec_high": 86.76, "dynamic_exec_high": null, "entry_zone_low": 84.2, "entry_zone_high": 86.76, "entry_risk_pct": null, "intraday_vwap": 82.2957, "price_vs_vwap_pct": 0.0903, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.8075, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 82.15, "high": 82.2, "low": 82.15, "close": 82.2, "amount_yi": 0.1544 }, { "time": "09:45", "open": 81.96, "high": 82.03, "low": 81.96, "close": 82.03, "amount_yi": 0.1775 }, { "time": "09:46", "open": 81.75, "high": 81.75, "low": 81.6, "close": 81.6, "amount_yi": 0.2197 }, { "time": "09:47", "open": 81.98, "high": 82.37, "low": 81.98, "close": 82.37, "amount_yi": 0.2559 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 82.37, "ts": "2026-06-25T09:47:42", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 81.15, "bid1": 82.35, "ask1": 82.37, "bid_qty1": 26, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300751:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300751:BREAK_PREV_HIGH", "symbol": "SZSE.300751", "name": "迈为股份", "side": "BUY", "priority": "W74", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 228.0, "exec_low": 228.0, "exec_high": 231.42, "invalid_price": 221.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "光伏设备 / HJT电池设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 234.84, "max_chase_pct": 1.5, "base_exec_high": 231.42, "dynamic_exec_high": null, "entry_zone_low": 224.58, "entry_zone_high": 231.42, "entry_risk_pct": null, "intraday_vwap": 229.5179, "price_vs_vwap_pct": -0.8487, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.5531, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 229.73, "high": 229.73, "low": 228.5, "close": 228.5, "amount_yi": 0.1144 }, { "time": "09:45", "open": 228.79, "high": 228.79, "low": 228.48, "close": 228.48, "amount_yi": 0.1694 }, { "time": "09:46", "open": 228.3, "high": 228.32, "low": 228.3, "close": 228.32, "amount_yi": 0.1171 }, { "time": "09:47", "open": 227.97, "high": 227.97, "low": 227.57, "close": 227.57, "amount_yi": 0.1522 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 227.57, "ts": "2026-06-25T09:47:42", "prev_close": 227.75, "open": 227.77, "high": 234.77, "low": 226.57, "bid1": 227.55, "ask1": 227.71, "bid_qty1": 2, "ask_qty1": 15 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301536:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301536:BREAK_PREV_HIGH", "symbol": "SZSE.301536", "name": "星宸科技", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 122.7, "exec_low": 122.7, "exec_high": 124.54, "invalid_price": 119.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 126.38, "max_chase_pct": 1.5, "base_exec_high": 124.54, "dynamic_exec_high": null, "entry_zone_low": 120.86, "entry_zone_high": 124.54, "entry_risk_pct": 3.6275, "intraday_vwap": 122.884, "price_vs_vwap_pct": 0.4362, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.4599, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 123.91, "high": 124.06, "low": 123.91, "close": 124.06, "amount_yi": 0.1591 }, { "time": "09:45", "open": 124.06, "high": 124.2, "low": 124.06, "close": 124.2, "amount_yi": 0.1102 }, { "time": "09:46", "open": 124.2, "high": 124.2, "low": 124.16, "close": 124.16, "amount_yi": 0.0955 }, { "time": "09:47", "open": 123.96, "high": 123.96, "low": 123.42, "close": 123.42, "amount_yi": 0.0951 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 123.42, "ts": "2026-06-25T09:47:42", "prev_close": 121.58, "open": 122.3, "high": 124.97, "low": 120.0, "bid1": 123.42, "ask1": 123.5, "bid_qty1": 2, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003026:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003026:BREAK_PREV_HIGH", "symbol": "SZSE.003026", "name": "中晶科技", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.2, "exec_low": 38.2, "exec_high": 38.77, "invalid_price": 37.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.35, "max_chase_pct": 1.5, "base_exec_high": 38.77, "dynamic_exec_high": null, "entry_zone_low": 37.63, "entry_zone_high": 38.77, "entry_risk_pct": 4.0901, "intraday_vwap": 38.073, "price_vs_vwap_pct": 1.4104, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.3588, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 38.24, "high": 38.34, "low": 38.24, "close": 38.34, "amount_yi": 0.0838 }, { "time": "09:45", "open": 38.4, "high": 38.5, "low": 38.4, "close": 38.5, "amount_yi": 0.0864 }, { "time": "09:46", "open": 38.56, "high": 38.58, "low": 38.56, "close": 38.58, "amount_yi": 0.0958 }, { "time": "09:47", "open": 38.6, "high": 38.61, "low": 38.6, "close": 38.61, "amount_yi": 0.0928 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 400.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.61, "ts": "2026-06-25T09:47:42", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 38.61, "ask1": 38.63, "bid_qty1": 10, "ask_qty1": 60 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.601138:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.601138:BREAK_PREV_HIGH", "symbol": "SHSE.601138", "name": "工业富联", "side": "BUY", "priority": "W77", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.99, "exec_low": 76.99, "exec_high": 78.14, "invalid_price": 74.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.3, "max_chase_pct": 1.5, "base_exec_high": 78.14, "dynamic_exec_high": null, "entry_zone_low": 75.84, "entry_zone_high": 78.14, "entry_risk_pct": null, "intraday_vwap": 76.1575, "price_vs_vwap_pct": 0.6204, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 4.7455, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 76.28, "high": 76.28, "low": 76.15, "close": 76.15, "amount_yi": 0.831 }, { "time": "09:45", "open": 76.11, "high": 76.4, "low": 76.11, "close": 76.4, "amount_yi": 1.3259 }, { "time": "09:46", "open": 76.6, "high": 76.65, "low": 76.6, "close": 76.65, "amount_yi": 1.2852 }, { "time": "09:47", "open": 76.85, "high": 76.85, "low": 76.63, "close": 76.63, "amount_yi": 1.3034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.63, "ts": "2026-06-25T09:47:44", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 75.5, "bid1": 76.6, "ask1": 76.63, "bid_qty1": 346, "ask_qty1": 233 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300806:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300806:BREAK_PREV_HIGH", "symbol": "SZSE.300806", "name": "斯迪克", "side": "BUY", "priority": "W78", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 102.58, "exec_low": 102.58, "exec_high": 104.12, "invalid_price": 99.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 105.66, "max_chase_pct": 1.5, "base_exec_high": 104.12, "dynamic_exec_high": null, "entry_zone_low": 101.04, "entry_zone_high": 104.12, "entry_risk_pct": null, "intraday_vwap": 104.3148, "price_vs_vwap_pct": 3.0439, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 1.2457, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 106.81, "high": 106.81, "low": 106.52, "close": 106.52, "amount_yi": 0.2104 }, { "time": "09:45", "open": 107.32, "high": 107.32, "low": 106.63, "close": 106.63, "amount_yi": 0.513 }, { "time": "09:46", "open": 106.63, "high": 107.09, "low": 106.63, "close": 107.09, "amount_yi": 0.2497 }, { "time": "09:47", "open": 106.99, "high": 107.49, "low": 106.99, "close": 107.49, "amount_yi": 0.2726 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.49, "ts": "2026-06-25T09:47:42", "prev_close": 100.09, "open": 102.0, "high": 107.57, "low": 100.0, "bid1": 107.49, "ask1": 107.55, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301630:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301630:BREAK_PREV_HIGH", "symbol": "SZSE.301630", "name": "同宇新材", "side": "BUY", "priority": "W79", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 406.04, "exec_low": 406.04, "exec_high": 412.13, "invalid_price": 393.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T09:47:46", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 418.22, "max_chase_pct": 1.5, "base_exec_high": 412.13, "dynamic_exec_high": null, "entry_zone_low": 399.95, "entry_zone_high": 412.13, "entry_risk_pct": null, "intraday_vwap": 278.675, "price_vs_vwap_pct": 0.4001, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.2072, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:44", "open": 280.99, "high": 280.99, "low": 280.01, "close": 280.01, "amount_yi": 0.0377 }, { "time": "09:45", "open": 279.01, "high": 279.01, "low": 278.46, "close": 278.46, "amount_yi": 0.0741 }, { "time": "09:46", "open": 279.01, "high": 279.94, "low": 279.01, "close": 279.94, "amount_yi": 0.0595 }, { "time": "09:47", "open": 280.99, "high": 280.99, "low": 279.79, "close": 279.79, "amount_yi": 0.0359 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 800.0, "current_position_value": 0.0, "cash_before_order": 1000000.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 279.79, "ts": "2026-06-25T09:47:42", "prev_close": 283.96, "open": 284.76, "high": 285.01, "low": 272.0, "bid1": 279.0, "ask1": 279.2, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 1000000.0, "market_value": 0, "total_value": 1000000.0, "unrealized_pnl": 0, "unrealized_pnl_pct_of_initial": 0.0, "realized_pnl": 0.0, "realized_pnl_pct_of_initial": 0.0, "total_pnl": 0.0, "total_pnl_pct": 0.0 }, "paper_positions": [], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 93, "active_plan_contracts": 13, "watch_candidate_contracts": 80, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }