{ "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:94/94", "quote_stale_lock": false, "generated_at": "2026-06-25T10:28:41", "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": "2026-06-25T10:28:41", "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": 74.5478, "price_vs_vwap_pct": -0.3995, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.2267, "prev_amount_yi": 1.5613, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4262, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 73.97, "high": 73.97, "low": 73.88, "close": 73.88, "amount_yi": 1.3262 }, { "time": "10:27", "open": 73.94, "high": 74.23, "low": 73.94, "close": 74.23, "amount_yi": 0.4487 }, { "time": "10:28", "open": 74.23, "high": 74.25, "low": 74.23, "close": 74.25, "amount_yi": 0.4518 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.25, "ts": "2026-06-25T10:28:39", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.47, "bid1": 74.25, "ask1": 74.26, "bid_qty1": 8, "ask_qty1": 13 }, "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": "2026-06-25T10:28:41", "sim_reason": "position_sizing_entry_risk_reduced", "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": 4.5771, "intraday_vwap": 51.9009, "price_vs_vwap_pct": 2.2911, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1487, "prev_amount_yi": 1.0138, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 53.38, "high": 53.38, "low": 53.08, "close": 53.08, "amount_yi": 0.3736 }, { "time": "10:27", "open": 53.01, "high": 53.18, "low": 53.01, "close": 53.18, "amount_yi": 0.5702 }, { "time": "10:28", "open": 53.11, "high": 53.11, "low": 53.09, "close": 53.09, "amount_yi": 0.2049 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64380.66, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.09, "ts": "2026-06-25T10:28:39", "prev_close": 51.76, "open": 51.26, "high": 54.2, "low": 49.8, "bid1": 53.06, "ask1": 53.09, "bid_qty1": 3, "ask_qty1": 2 }, "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": "TOUCHED", "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": "2026-06-25T10:28:41", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 77.0812, "price_vs_vwap_pct": 0.7898, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.848, "prev_amount_yi": 2.2461, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 77.45, "high": 77.45, "low": 77.37, "close": 77.37, "amount_yi": 0.6881 }, { "time": "10:27", "open": 77.51, "high": 77.85, "low": 77.51, "close": 77.85, "amount_yi": 0.5073 }, { "time": "10:28", "open": 77.72, "high": 77.72, "low": 77.69, "close": 77.69, "amount_yi": 0.6526 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.69, "ts": "2026-06-25T10:28:39", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 77.69, "ask1": 77.7, "bid_qty1": 346, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T10:28:41", "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": 215.4838, "price_vs_vwap_pct": -0.6654, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4376, "prev_amount_yi": 0.5735, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 213.16, "high": 213.16, "low": 212.88, "close": 212.88, "amount_yi": 0.1025 }, { "time": "10:27", "open": 212.66, "high": 213.1, "low": 212.66, "close": 213.1, "amount_yi": 0.2558 }, { "time": "10:28", "open": 213.97, "high": 214.05, "low": 213.97, "close": 214.05, "amount_yi": 0.0793 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 214.05, "ts": "2026-06-25T10:28:37", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 214.05, "ask1": 214.08, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-25T10:28:41", "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": 3.8369, "intraday_vwap": 252.6511, "price_vs_vwap_pct": 1.7134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4521, "prev_amount_yi": 0.5627, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 255.57, "high": 255.57, "low": 255.41, "close": 255.41, "amount_yi": 0.2206 }, { "time": "10:27", "open": 256.01, "high": 257.7, "low": 256.01, "close": 257.7, "amount_yi": 0.0884 }, { "time": "10:28", "open": 256.76, "high": 256.98, "low": 256.76, "close": 256.98, "amount_yi": 0.1431 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64380.66, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 256.98, "ts": "2026-06-25T10:28:37", "prev_close": 250.44, "open": 250.5, "high": 259.4, "low": 241.92, "bid1": 256.88, "ask1": 256.98, "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.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": "2026-06-25T10:28:41", "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": 49.5387, "price_vs_vwap_pct": 0.7899, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6946, "prev_amount_yi": 0.9548, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 49.95, "high": 49.95, "low": 49.87, "close": 49.87, "amount_yi": 0.2391 }, { "time": "10:27", "open": 50.03, "high": 50.16, "low": 50.03, "close": 50.16, "amount_yi": 0.2893 }, { "time": "10:28", "open": 49.99, "high": 49.99, "low": 49.93, "close": 49.93, "amount_yi": 0.1662 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.93, "ts": "2026-06-25T10:28:36", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.93, "ask1": 49.99, "bid_qty1": 6, "ask_qty1": 11 }, "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "position_sizing_entry_risk_reduced", "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": 4.1849, "intraday_vwap": 74.1698, "price_vs_vwap_pct": 5.0293, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5413, "prev_amount_yi": 0.5803, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9328, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 78.01, "high": 78.01, "low": 77.7, "close": 77.7, "amount_yi": 0.1954 }, { "time": "10:27", "open": 77.66, "high": 78.07, "low": 77.66, "close": 78.07, "amount_yi": 0.1678 }, { "time": "10:28", "open": 77.97, "high": 77.97, "low": 77.9, "close": 77.9, "amount_yi": 0.1781 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64380.66, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.9, "ts": "2026-06-25T10:28:36", "prev_close": 74.95, "open": 74.63, "high": 78.27, "low": 69.0, "bid1": 77.87, "ask1": 77.9, "bid_qty1": 69, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 5.7378, "intraday_vwap": 792.8913, "price_vs_vwap_pct": 0.5056, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9307, "prev_amount_yi": 0.9196, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 793.16, "high": 794.95, "low": 793.16, "close": 794.95, "amount_yi": 0.3815 }, { "time": "10:27", "open": 797.11, "high": 797.99, "low": 797.11, "close": 797.99, "amount_yi": 0.2614 }, { "time": "10:28", "open": 796.84, "high": 796.9, "low": 796.84, "close": 796.9, "amount_yi": 0.2878 } ] }, "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": 796.9, "ts": "2026-06-25T10:28:39", "prev_close": 770.07, "open": 778.0, "high": 805.61, "low": 775.0, "bid1": 796.9, "ask1": 796.99, "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.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": "2026-06-25T10:28:41", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 7.4549, "price_vs_vwap_pct": 1.0074, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.991, "prev_amount_yi": 2.2542, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 7.51, "high": 7.51, "low": 7.48, "close": 7.48, "amount_yi": 1.1166 }, { "time": "10:27", "open": 7.54, "high": 7.54, "low": 7.54, "close": 7.54, "amount_yi": 1.4263 }, { "time": "10:28", "open": 7.54, "high": 7.54, "low": 7.53, "close": 7.53, "amount_yi": 0.4481 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.53, "ts": "2026-06-25T10:28:39", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.53, "ask1": 7.54, "bid_qty1": 10, "ask_qty1": 3004 }, "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": "2026-06-25T10:28:41", "sim_reason": "waiting_trigger", "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": null, "intraday_vwap": 91.0185, "price_vs_vwap_pct": -1.3387, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4608, "prev_amount_yi": 0.6209, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 89.81, "high": 89.81, "low": 89.73, "close": 89.73, "amount_yi": 0.1311 }, { "time": "10:27", "open": 89.67, "high": 89.84, "low": 89.67, "close": 89.84, "amount_yi": 0.2352 }, { "time": "10:28", "open": 89.92, "high": 89.92, "low": 89.8, "close": 89.8, "amount_yi": 0.0945 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.8, "ts": "2026-06-25T10:28:36", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.66, "bid1": 89.77, "ask1": 89.8, "bid_qty1": 8, "ask_qty1": 50 }, "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": "2026-06-25T10:28:41", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.3511, "intraday_vwap": 134.3262, "price_vs_vwap_pct": 2.3628, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3131, "prev_amount_yi": 0.3693, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 136.12, "high": 136.5, "low": 136.12, "close": 136.5, "amount_yi": 0.1484 }, { "time": "10:27", "open": 137.28, "high": 138.92, "low": 137.28, "close": 138.92, "amount_yi": 0.1137 }, { "time": "10:28", "open": 138.28, "high": 138.28, "low": 137.5, "close": 137.5, "amount_yi": 0.051 } ] }, "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": 137.5, "ts": "2026-06-25T10:28:36", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 137.43, "ask1": 138.29, "bid_qty1": 4, "ask_qty1": 3 }, "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": "2026-06-25T10:28:41", "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": 664.7402, "price_vs_vwap_pct": -1.7676, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.316, "prev_amount_yi": 2.3278, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4245, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 659.01, "high": 659.01, "low": 657.1, "close": 657.1, "amount_yi": 0.6909 }, { "time": "10:27", "open": 655.3, "high": 655.3, "low": 653.69, "close": 653.69, "amount_yi": 1.3345 }, { "time": "10:28", "open": 652.5, "high": 652.99, "low": 652.5, "close": 652.99, "amount_yi": 1.2906 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 652.99, "ts": "2026-06-25T10:28:36", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 652.98, "ask1": 652.99, "bid_qty1": 1, "ask_qty1": 30 }, "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": "2026-06-25T10:28:41", "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": 3.6893, "prev_amount_yi": 3.3236, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.11, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:26", "open": 155.0, "high": 155.0, "low": 154.6, "close": 154.6, "amount_yi": 1.7129 }, { "time": "10:27", "open": 154.77, "high": 155.6, "low": 154.77, "close": 155.6, "amount_yi": 1.281 }, { "time": "10:28", "open": 155.35, "high": 155.35, "low": 154.82, "close": 154.82, "amount_yi": 0.6954 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128761.32, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 154.82, "ts": "2026-06-25T10:28:38", "prev_close": 151.53, "open": 152.0, "high": 158.0, "low": 151.0, "bid1": 154.82, "ask1": 154.99, "bid_qty1": 40, "ask_qty1": 2 }, "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": "2026-06-25T10:28:41", "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": 25.004, "price_vs_vwap_pct": -0.3759, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7081, "prev_amount_yi": 0.2187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 24.93, "high": 24.93, "low": 24.88, "close": 24.88, "amount_yi": 0.1196 }, { "time": "10:25", "open": 24.84, "high": 24.84, "low": 24.76, "close": 24.76, "amount_yi": 0.1821 }, { "time": "10:26", "open": 24.77, "high": 24.77, "low": 24.76, "close": 24.76, "amount_yi": 0.1817 }, { "time": "10:27", "open": 24.83, "high": 24.83, "low": 24.83, "close": 24.83, "amount_yi": 0.1137 }, { "time": "10:28", "open": 24.9, "high": 24.91, "low": 24.9, "close": 24.91, "amount_yi": 0.111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.91, "ts": "2026-06-25T10:28:37", "prev_close": 25.51, "open": 25.63, "high": 26.04, "low": 24.42, "bid1": 24.88, "ask1": 24.9, "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.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": "2026-06-25T10:28:41", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 14.6113, "price_vs_vwap_pct": 1.4968, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3351, "prev_amount_yi": 0.0057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 58.7895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0221 }, { "time": "10:25", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0028 }, { "time": "10:26", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0058 }, { "time": "10:27", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0265 }, { "time": "10:28", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.2779 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.83, "ts": "2026-06-25T10:28:39", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 78982, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 33.8305, "price_vs_vwap_pct": -3.1939, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9546, "prev_amount_yi": 0.4717, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 32.5, "high": 32.5, "low": 32.44, "close": 32.44, "amount_yi": 0.2065 }, { "time": "10:25", "open": 32.55, "high": 32.58, "low": 32.55, "close": 32.58, "amount_yi": 0.2743 }, { "time": "10:26", "open": 32.47, "high": 32.47, "low": 32.37, "close": 32.37, "amount_yi": 0.16 }, { "time": "10:27", "open": 32.49, "high": 32.52, "low": 32.49, "close": 32.52, "amount_yi": 0.1511 }, { "time": "10:28", "open": 32.64, "high": 32.75, "low": 32.64, "close": 32.75, "amount_yi": 0.1627 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.75, "ts": "2026-06-25T10:28:39", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.73, "ask1": 32.75, "bid_qty1": 40, "ask_qty1": 48 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 169.9205, "price_vs_vwap_pct": -1.9306, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6409, "prev_amount_yi": 0.277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 167.94, "high": 167.94, "low": 167.87, "close": 167.87, "amount_yi": 0.0806 }, { "time": "10:25", "open": 167.51, "high": 167.51, "low": 167.42, "close": 167.42, "amount_yi": 0.0833 }, { "time": "10:26", "open": 167.4, "high": 167.4, "low": 167.36, "close": 167.36, "amount_yi": 0.1314 }, { "time": "10:27", "open": 167.2, "high": 167.2, "low": 167.01, "close": 167.01, "amount_yi": 0.1239 }, { "time": "10:28", "open": 166.88, "high": 166.88, "low": 166.64, "close": 166.64, "amount_yi": 0.2217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 166.64, "ts": "2026-06-25T10:28:38", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 164.5, "bid1": 166.61, "ask1": 166.65, "bid_qty1": 3, "ask_qty1": 18 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 265.2384, "price_vs_vwap_pct": -1.2247, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.4983, "prev_amount_yi": 1.0185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.4166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 264.0, "high": 264.0, "low": 263.18, "close": 263.18, "amount_yi": 0.6672 }, { "time": "10:25", "open": 263.36, "high": 264.27, "low": 263.36, "close": 264.27, "amount_yi": 1.0914 }, { "time": "10:26", "open": 262.96, "high": 262.96, "low": 261.5, "close": 261.5, "amount_yi": 0.9076 }, { "time": "10:27", "open": 261.87, "high": 262.65, "low": 261.87, "close": 262.65, "amount_yi": 0.8283 }, { "time": "10:28", "open": 262.66, "high": 262.66, "low": 261.99, "close": 261.99, "amount_yi": 1.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.99, "ts": "2026-06-25T10:28:39", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 257.45, "bid1": 261.97, "ask1": 261.99, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 1327.1348, "price_vs_vwap_pct": -1.7907, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 13.5542, "prev_amount_yi": 5.693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 1311.29, "high": 1311.29, "low": 1310.06, "close": 1310.06, "amount_yi": 2.5801 }, { "time": "10:25", "open": 1310.13, "high": 1310.13, "low": 1309.01, "close": 1309.01, "amount_yi": 3.2756 }, { "time": "10:26", "open": 1307.41, "high": 1307.41, "low": 1303.84, "close": 1303.84, "amount_yi": 2.804 }, { "time": "10:27", "open": 1303.0, "high": 1306.0, "low": 1303.0, "close": 1306.0, "amount_yi": 2.4072 }, { "time": "10:28", "open": 1304.0, "high": 1304.0, "low": 1303.37, "close": 1303.37, "amount_yi": 2.4873 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1303.37, "ts": "2026-06-25T10:28:36", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1301.11, "bid1": 1303.59, "ask1": 1303.65, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": null, "intraday_vwap": 572.2434, "price_vs_vwap_pct": -1.278, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.472, "prev_amount_yi": 3.8803, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 566.6, "high": 566.6, "low": 566.51, "close": 566.51, "amount_yi": 1.8855 }, { "time": "10:25", "open": 566.1, "high": 566.75, "low": 566.1, "close": 566.75, "amount_yi": 1.5582 }, { "time": "10:26", "open": 566.0, "high": 566.0, "low": 564.77, "close": 564.77, "amount_yi": 1.8515 }, { "time": "10:27", "open": 565.0, "high": 565.92, "low": 565.0, "close": 565.92, "amount_yi": 1.8222 }, { "time": "10:28", "open": 564.95, "high": 564.95, "low": 564.93, "close": 564.93, "amount_yi": 1.3546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 564.93, "ts": "2026-06-25T10:28:36", "prev_close": 555.3, "open": 560.0, "high": 582.66, "low": 550.06, "bid1": 564.93, "ask1": 565.5, "bid_qty1": 2, "ask_qty1": 7 }, "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": "2026-06-25T10:28:41", "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": 49.5103, "price_vs_vwap_pct": -1.7376, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7064, "prev_amount_yi": 0.3548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 48.96, "high": 48.96, "low": 48.89, "close": 48.89, "amount_yi": 0.1224 }, { "time": "10:25", "open": 48.88, "high": 48.88, "low": 48.85, "close": 48.85, "amount_yi": 0.1522 }, { "time": "10:26", "open": 48.81, "high": 48.81, "low": 48.78, "close": 48.78, "amount_yi": 0.1542 }, { "time": "10:27", "open": 48.68, "high": 48.68, "low": 48.62, "close": 48.62, "amount_yi": 0.1518 }, { "time": "10:28", "open": 48.64, "high": 48.65, "low": 48.64, "close": 48.65, "amount_yi": 0.1258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 155712.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.65, "ts": "2026-06-25T10:28:38", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.66, "bid1": 48.64, "ask1": 48.65, "bid_qty1": 23, "ask_qty1": 12 }, "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": "2026-06-25T10:28:41", "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": 52.8271, "price_vs_vwap_pct": 1.3116, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1011, "prev_amount_yi": 0.0068, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 14.8676, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0032 }, { "time": "10:25", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0607 }, { "time": "10:26", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0098 }, { "time": "10:27", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0159 }, { "time": "10:28", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.52, "ts": "2026-06-25T10:28:39", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.52, "ask1": 0.0, "bid_qty1": 33022, "ask_qty1": 0 }, "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": "2026-06-25T10:28:41", "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": 30.6523, "price_vs_vwap_pct": -1.704, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2613, "prev_amount_yi": 0.0775, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 30.15, "high": 30.15, "low": 30.08, "close": 30.08, "amount_yi": 0.0602 }, { "time": "10:25", "open": 30.14, "high": 30.14, "low": 30.1, "close": 30.1, "amount_yi": 0.038 }, { "time": "10:26", "open": 30.03, "high": 30.03, "low": 30.02, "close": 30.02, "amount_yi": 0.0557 }, { "time": "10:27", "open": 30.03, "high": 30.14, "low": 30.03, "close": 30.14, "amount_yi": 0.0625 }, { "time": "10:28", "open": 30.11, "high": 30.13, "low": 30.11, "close": 30.13, "amount_yi": 0.0449 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.13, "ts": "2026-06-25T10:28:36", "prev_close": 31.5, "open": 31.48, "high": 31.49, "low": 30.0, "bid1": 30.12, "ask1": 30.13, "bid_qty1": 73, "ask_qty1": 48 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 147.7206, "price_vs_vwap_pct": -0.0343, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4525, "prev_amount_yi": 0.3093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 146.89, "high": 146.89, "low": 146.89, "close": 146.89, "amount_yi": 0.0681 }, { "time": "10:25", "open": 147.51, "high": 147.59, "low": 147.51, "close": 147.59, "amount_yi": 0.1064 }, { "time": "10:26", "open": 148.23, "high": 148.23, "low": 147.0, "close": 147.0, "amount_yi": 0.135 }, { "time": "10:27", "open": 147.24, "high": 148.0, "low": 147.24, "close": 148.0, "amount_yi": 0.0639 }, { "time": "10:28", "open": 147.95, "high": 147.95, "low": 147.67, "close": 147.67, "amount_yi": 0.0791 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 147.67, "ts": "2026-06-25T10:28:39", "prev_close": 151.32, "open": 150.0, "high": 151.31, "low": 145.6, "bid1": 147.32, "ask1": 147.67, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 24.0954, "price_vs_vwap_pct": 1.2641, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1387, "prev_amount_yi": 0.0467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.97, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 24.48, "high": 24.48, "low": 24.41, "close": 24.41, "amount_yi": 0.0373 }, { "time": "10:25", "open": 24.43, "high": 24.43, "low": 24.4, "close": 24.4, "amount_yi": 0.0218 }, { "time": "10:26", "open": 24.36, "high": 24.36, "low": 24.31, "close": 24.31, "amount_yi": 0.0134 }, { "time": "10:27", "open": 24.25, "high": 24.3, "low": 24.25, "close": 24.3, "amount_yi": 0.0208 }, { "time": "10:28", "open": 24.31, "high": 24.4, "low": 24.31, "close": 24.4, "amount_yi": 0.0454 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.4, "ts": "2026-06-25T10:28:36", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 24.36, "ask1": 24.4, "bid_qty1": 107, "ask_qty1": 91 }, "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "waiting_trigger", "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": 35.9252, "price_vs_vwap_pct": -1.6289, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6246, "prev_amount_yi": 0.5581, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9109, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 35.66, "high": 35.68, "low": 35.66, "close": 35.68, "amount_yi": 0.3401 }, { "time": "10:25", "open": 35.68, "high": 35.68, "low": 35.58, "close": 35.58, "amount_yi": 0.1826 }, { "time": "10:26", "open": 35.4, "high": 35.4, "low": 35.3, "close": 35.3, "amount_yi": 0.5404 }, { "time": "10:27", "open": 35.19, "high": 35.35, "low": 35.19, "close": 35.35, "amount_yi": 0.3221 }, { "time": "10:28", "open": 35.3, "high": 35.34, "low": 35.3, "close": 35.34, "amount_yi": 0.2394 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.34, "ts": "2026-06-25T10:28:39", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.44, "ask1": 35.46, "bid_qty1": 69, "ask_qty1": 138 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "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": 4.3708, "intraday_vwap": 28.4552, "price_vs_vwap_pct": -0.3346, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8182, "prev_amount_yi": 0.5115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5996, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 28.05, "high": 28.05, "low": 28.01, "close": 28.01, "amount_yi": 0.0883 }, { "time": "10:25", "open": 28.18, "high": 28.37, "low": 28.18, "close": 28.37, "amount_yi": 0.1847 }, { "time": "10:26", "open": 28.28, "high": 28.32, "low": 28.28, "close": 28.32, "amount_yi": 0.1489 }, { "time": "10:27", "open": 28.5, "high": 28.58, "low": 28.5, "close": 28.58, "amount_yi": 0.2772 }, { "time": "10:28", "open": 28.48, "high": 28.48, "low": 28.36, "close": 28.36, "amount_yi": 0.1191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.2, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.36, "ts": "2026-06-25T10:28:39", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 27.77, "bid1": 28.36, "ask1": 28.37, "bid_qty1": 75, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 132.6557, "price_vs_vwap_pct": 0.938, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7228, "prev_amount_yi": 0.4014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 133.98, "high": 133.98, "low": 133.56, "close": 133.56, "amount_yi": 0.1646 }, { "time": "10:25", "open": 133.82, "high": 134.13, "low": 133.82, "close": 134.13, "amount_yi": 0.1897 }, { "time": "10:26", "open": 133.88, "high": 133.96, "low": 133.88, "close": 133.96, "amount_yi": 0.1358 }, { "time": "10:27", "open": 134.09, "high": 134.92, "low": 134.09, "close": 134.92, "amount_yi": 0.1169 }, { "time": "10:28", "open": 134.26, "high": 134.26, "low": 133.9, "close": 133.9, "amount_yi": 0.1158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 133.9, "ts": "2026-06-25T10:28:36", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 133.63, "ask1": 133.9, "bid_qty1": 1, "ask_qty1": 24 }, "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "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": 3.8046, "intraday_vwap": 94.5683, "price_vs_vwap_pct": 0.8795, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.3971, "prev_amount_yi": 1.2179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9682, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 94.98, "high": 95.33, "low": 94.98, "close": 95.33, "amount_yi": 0.5623 }, { "time": "10:25", "open": 95.56, "high": 95.56, "low": 95.48, "close": 95.48, "amount_yi": 0.5497 }, { "time": "10:26", "open": 95.06, "high": 95.69, "low": 95.06, "close": 95.69, "amount_yi": 0.571 }, { "time": "10:27", "open": 95.66, "high": 95.93, "low": 95.66, "close": 95.93, "amount_yi": 0.3899 }, { "time": "10:28", "open": 95.7, "high": 95.7, "low": 95.4, "close": 95.4, "amount_yi": 0.3242 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.2, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.4, "ts": "2026-06-25T10:28:36", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 95.4, "ask1": 95.41, "bid_qty1": 17, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 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": 4.568, "price_vs_vwap_pct": -1.0508, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1109, "prev_amount_yi": 0.0587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8893, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 4.5, "high": 4.5, "low": 4.5, "close": 4.5, "amount_yi": 0.0481 }, { "time": "10:25", "open": 4.5, "high": 4.52, "low": 4.5, "close": 4.52, "amount_yi": 0.0208 }, { "time": "10:26", "open": 4.51, "high": 4.52, "low": 4.51, "close": 4.52, "amount_yi": 0.0196 }, { "time": "10:27", "open": 4.51, "high": 4.52, "low": 4.51, "close": 4.52, "amount_yi": 0.0127 }, { "time": "10:28", "open": 4.51, "high": 4.52, "low": 4.51, "close": 4.52, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.52, "ts": "2026-06-25T10:28:39", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.46, "bid1": 4.52, "ask1": 4.53, "bid_qty1": 419, "ask_qty1": 1122 }, "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": "2026-06-25T10:28:41", "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": 22.2539, "price_vs_vwap_pct": 0.2521, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3008, "prev_amount_yi": 0.1101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7321, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 22.19, "high": 22.19, "low": 22.18, "close": 22.18, "amount_yi": 0.0718 }, { "time": "10:25", "open": 22.26, "high": 22.3, "low": 22.26, "close": 22.3, "amount_yi": 0.0542 }, { "time": "10:26", "open": 22.41, "high": 22.41, "low": 22.4, "close": 22.4, "amount_yi": 0.1017 }, { "time": "10:27", "open": 22.35, "high": 22.35, "low": 22.33, "close": 22.33, "amount_yi": 0.0382 }, { "time": "10:28", "open": 22.35, "high": 22.35, "low": 22.31, "close": 22.31, "amount_yi": 0.0349 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.31, "ts": "2026-06-25T10:28:36", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.31, "ask1": 22.32, "bid_qty1": 81, "ask_qty1": 68 }, "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": "2026-06-25T10:28:41", "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": 79.0708, "price_vs_vwap_pct": -1.3289, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1471, "prev_amount_yi": 0.071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 77.98, "high": 77.98, "low": 77.97, "close": 77.97, "amount_yi": 0.0176 }, { "time": "10:25", "open": 78.0, "high": 78.0, "low": 77.89, "close": 77.89, "amount_yi": 0.0203 }, { "time": "10:26", "open": 77.83, "high": 77.83, "low": 77.63, "close": 77.63, "amount_yi": 0.0529 }, { "time": "10:27", "open": 77.66, "high": 77.76, "low": 77.66, "close": 77.76, "amount_yi": 0.0366 }, { "time": "10:28", "open": 77.88, "high": 78.02, "low": 77.88, "close": 78.02, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.02, "ts": "2026-06-25T10:28:36", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 77.05, "bid1": 78.02, "ask1": 78.04, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-25T10:28:41", "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": 115.3352, "price_vs_vwap_pct": -0.8282, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6471, "prev_amount_yi": 0.1405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.6057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 114.5, "high": 114.74, "low": 114.5, "close": 114.74, "amount_yi": 0.0931 }, { "time": "10:25", "open": 114.8, "high": 114.8, "low": 114.79, "close": 114.79, "amount_yi": 0.0692 }, { "time": "10:26", "open": 114.25, "high": 114.25, "low": 114.01, "close": 114.01, "amount_yi": 0.2525 }, { "time": "10:27", "open": 114.3, "high": 114.54, "low": 114.3, "close": 114.54, "amount_yi": 0.0571 }, { "time": "10:28", "open": 114.17, "high": 114.38, "low": 114.17, "close": 114.38, "amount_yi": 0.1752 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.38, "ts": "2026-06-25T10:28:37", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.38, "bid1": 114.37, "ask1": 114.38, "bid_qty1": 10, "ask_qty1": 135 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 17.8112, "price_vs_vwap_pct": -1.8595, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7978, "prev_amount_yi": 0.2905, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 17.51, "high": 17.51, "low": 17.49, "close": 17.49, "amount_yi": 0.2524 }, { "time": "10:25", "open": 17.53, "high": 17.53, "low": 17.52, "close": 17.52, "amount_yi": 0.1386 }, { "time": "10:26", "open": 17.45, "high": 17.46, "low": 17.45, "close": 17.46, "amount_yi": 0.1896 }, { "time": "10:27", "open": 17.48, "high": 17.5, "low": 17.48, "close": 17.5, "amount_yi": 0.1107 }, { "time": "10:28", "open": 17.45, "high": 17.48, "low": 17.45, "close": 17.48, "amount_yi": 0.1065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.48, "ts": "2026-06-25T10:28:36", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.43, "bid1": 17.48, "ask1": 17.49, "bid_qty1": 39, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": null, "intraday_vwap": 107.895, "price_vs_vwap_pct": -2.0344, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7236, "prev_amount_yi": 0.2439, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9668, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 106.01, "high": 106.01, "low": 106.0, "close": 106.0, "amount_yi": 0.1497 }, { "time": "10:25", "open": 105.87, "high": 105.87, "low": 105.79, "close": 105.79, "amount_yi": 0.1415 }, { "time": "10:26", "open": 105.55, "high": 105.55, "low": 105.32, "close": 105.32, "amount_yi": 0.1655 }, { "time": "10:27", "open": 105.5, "high": 105.68, "low": 105.5, "close": 105.68, "amount_yi": 0.1524 }, { "time": "10:28", "open": 105.7, "high": 105.7, "low": 105.7, "close": 105.7, "amount_yi": 0.1145 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.7, "ts": "2026-06-25T10:28:36", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 105.27, "bid1": 105.7, "ask1": 105.75, "bid_qty1": 10, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": null, "intraday_vwap": 59.607, "price_vs_vwap_pct": -4.1723, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6746, "prev_amount_yi": 0.4821, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4736, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 57.48, "high": 57.48, "low": 57.15, "close": 57.15, "amount_yi": 0.3976 }, { "time": "10:25", "open": 57.36, "high": 57.48, "low": 57.36, "close": 57.48, "amount_yi": 0.4236 }, { "time": "10:26", "open": 57.31, "high": 57.31, "low": 57.02, "close": 57.02, "amount_yi": 0.2479 }, { "time": "10:27", "open": 57.09, "high": 57.36, "low": 57.09, "close": 57.36, "amount_yi": 0.3964 }, { "time": "10:28", "open": 57.3, "high": 57.3, "low": 57.12, "close": 57.12, "amount_yi": 0.2091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.12, "ts": "2026-06-25T10:28:36", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.88, "bid1": 57.13, "ask1": 57.14, "bid_qty1": 2, "ask_qty1": 57 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 231.6239, "price_vs_vwap_pct": -1.3703, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3168, "prev_amount_yi": 0.1489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 226.66, "high": 226.72, "low": 226.66, "close": 226.72, "amount_yi": 0.0664 }, { "time": "10:25", "open": 227.09, "high": 227.46, "low": 227.09, "close": 227.46, "amount_yi": 0.0611 }, { "time": "10:26", "open": 227.16, "high": 227.16, "low": 226.57, "close": 226.57, "amount_yi": 0.091 }, { "time": "10:27", "open": 226.98, "high": 227.47, "low": 226.98, "close": 227.47, "amount_yi": 0.0352 }, { "time": "10:28", "open": 227.88, "high": 228.45, "low": 227.88, "close": 228.45, "amount_yi": 0.0631 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 228.45, "ts": "2026-06-25T10:28:36", "prev_close": 248.33, "open": 238.36, "high": 240.99, "low": 225.88, "bid1": 228.44, "ask1": 228.5, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-25T10:28:41", "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": 411.1888, "price_vs_vwap_pct": -1.2765, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5313, "prev_amount_yi": 0.218, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4372, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:24", "open": 408.56, "high": 408.56, "low": 406.0, "close": 406.0, "amount_yi": 0.1421 }, { "time": "10:25", "open": 406.97, "high": 406.97, "low": 406.95, "close": 406.95, "amount_yi": 0.0715 }, { "time": "10:26", "open": 405.64, "high": 405.64, "low": 405.08, "close": 405.08, "amount_yi": 0.129 }, { "time": "10:27", "open": 404.34, "high": 407.99, "low": 404.34, "close": 407.99, "amount_yi": 0.1248 }, { "time": "10:28", "open": 406.0, "high": 406.0, "low": 405.94, "close": 405.94, "amount_yi": 0.0639 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 405.94, "ts": "2026-06-25T10:28:36", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 405.22, "ask1": 405.94, "bid_qty1": 5, "ask_qty1": 11 }, "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": "2026-06-25T10:28:41", "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": 80.4213, "price_vs_vwap_pct": -2.6377, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3879, "prev_amount_yi": 0.1724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.25, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:24", "open": 78.6, "high": 78.6, "low": 78.41, "close": 78.41, "amount_yi": 0.0484 }, { "time": "10:25", "open": 78.5, "high": 78.5, "low": 78.26, "close": 78.26, "amount_yi": 0.1433 }, { "time": "10:26", "open": 78.1, "high": 78.1, "low": 78.08, "close": 78.08, "amount_yi": 0.1075 }, { "time": "10:27", "open": 78.25, "high": 78.66, "low": 78.25, "close": 78.66, "amount_yi": 0.0513 }, { "time": "10:28", "open": 78.4, "high": 78.4, "low": 78.3, "close": 78.3, "amount_yi": 0.0374 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.3, "ts": "2026-06-25T10:28:36", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 78.27, "ask1": 78.3, "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.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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 95.3977, "price_vs_vwap_pct": -1.4232, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.45, "prev_amount_yi": 0.9935, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 94.4, "high": 94.4, "low": 94.3, "close": 94.3, "amount_yi": 0.2139 }, { "time": "10:25", "open": 94.36, "high": 94.36, "low": 94.26, "close": 94.26, "amount_yi": 0.2351 }, { "time": "10:26", "open": 94.06, "high": 94.06, "low": 94.02, "close": 94.02, "amount_yi": 0.32 }, { "time": "10:27", "open": 94.0, "high": 94.13, "low": 94.0, "close": 94.13, "amount_yi": 0.4948 }, { "time": "10:28", "open": 94.08, "high": 94.08, "low": 94.04, "close": 94.04, "amount_yi": 0.1862 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.04, "ts": "2026-06-25T10:28:36", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 94.0, "bid1": 94.04, "ask1": 94.08, "bid_qty1": 83, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 53.3738, "price_vs_vwap_pct": 0.0491, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1963, "prev_amount_yi": 0.0885, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2181, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 53.69, "high": 53.69, "low": 53.52, "close": 53.52, "amount_yi": 0.0448 }, { "time": "10:25", "open": 53.59, "high": 53.73, "low": 53.59, "close": 53.73, "amount_yi": 0.0507 }, { "time": "10:26", "open": 53.71, "high": 53.71, "low": 53.6, "close": 53.6, "amount_yi": 0.0342 }, { "time": "10:27", "open": 53.52, "high": 53.58, "low": 53.52, "close": 53.58, "amount_yi": 0.0225 }, { "time": "10:28", "open": 53.43, "high": 53.43, "low": 53.4, "close": 53.4, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.4, "ts": "2026-06-25T10:28:38", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.38, "ask1": 53.43, "bid_qty1": 20, "ask_qty1": 10 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 70.1794, "price_vs_vwap_pct": -1.6378, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.702, "prev_amount_yi": 0.3254, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 69.1, "high": 69.2, "low": 69.1, "close": 69.2, "amount_yi": 0.1319 }, { "time": "10:25", "open": 69.2, "high": 69.2, "low": 69.11, "close": 69.11, "amount_yi": 0.1149 }, { "time": "10:26", "open": 68.97, "high": 68.97, "low": 68.92, "close": 68.92, "amount_yi": 0.2157 }, { "time": "10:27", "open": 68.92, "high": 68.95, "low": 68.92, "close": 68.95, "amount_yi": 0.1183 }, { "time": "10:28", "open": 68.93, "high": 69.03, "low": 68.93, "close": 69.03, "amount_yi": 0.1212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.03, "ts": "2026-06-25T10:28:39", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.73, "bid1": 69.01, "ask1": 69.03, "bid_qty1": 89, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 50.4236, "price_vs_vwap_pct": -0.7013, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0468, "prev_amount_yi": 0.9239, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2154, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 50.14, "high": 50.14, "low": 50.1, "close": 50.1, "amount_yi": 0.4237 }, { "time": "10:25", "open": 50.06, "high": 50.18, "low": 50.06, "close": 50.18, "amount_yi": 0.3651 }, { "time": "10:26", "open": 50.18, "high": 50.18, "low": 50.01, "close": 50.01, "amount_yi": 0.4953 }, { "time": "10:27", "open": 49.91, "high": 50.08, "low": 49.91, "close": 50.08, "amount_yi": 0.4661 }, { "time": "10:28", "open": 50.06, "high": 50.07, "low": 50.06, "close": 50.07, "amount_yi": 0.2966 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.07, "ts": "2026-06-25T10:28:37", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 50.05, "ask1": 50.07, "bid_qty1": 16, "ask_qty1": 37 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 18.9559, "price_vs_vwap_pct": -0.4532, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3423, "prev_amount_yi": 0.0952, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.5956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 18.86, "high": 18.86, "low": 18.82, "close": 18.82, "amount_yi": 0.1051 }, { "time": "10:25", "open": 18.85, "high": 18.85, "low": 18.85, "close": 18.85, "amount_yi": 0.0563 }, { "time": "10:26", "open": 18.79, "high": 18.82, "low": 18.79, "close": 18.82, "amount_yi": 0.07 }, { "time": "10:27", "open": 18.89, "high": 18.89, "low": 18.89, "close": 18.89, "amount_yi": 0.0403 }, { "time": "10:28", "open": 18.89, "high": 18.89, "low": 18.87, "close": 18.87, "amount_yi": 0.0706 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.87, "ts": "2026-06-25T10:28:39", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.86, "ask1": 18.88, "bid_qty1": 34, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "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": 39.6988, "price_vs_vwap_pct": -0.803, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7489, "prev_amount_yi": 0.3249, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.305, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 39.68, "high": 39.68, "low": 39.53, "close": 39.53, "amount_yi": 0.1176 }, { "time": "10:25", "open": 39.57, "high": 39.57, "low": 39.43, "close": 39.43, "amount_yi": 0.1416 }, { "time": "10:26", "open": 39.34, "high": 39.38, "low": 39.34, "close": 39.38, "amount_yi": 0.194 }, { "time": "10:27", "open": 39.38, "high": 39.5, "low": 39.38, "close": 39.5, "amount_yi": 0.1162 }, { "time": "10:28", "open": 39.32, "high": 39.38, "low": 39.32, "close": 39.38, "amount_yi": 0.1795 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.38, "ts": "2026-06-25T10:28:36", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.37, "ask1": 39.38, "bid_qty1": 39, "ask_qty1": 35 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 16.6667, "price_vs_vwap_pct": -1.8402, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1564, "prev_amount_yi": 0.0853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 16.41, "high": 16.41, "low": 16.39, "close": 16.39, "amount_yi": 0.0298 }, { "time": "10:25", "open": 16.44, "high": 16.44, "low": 16.43, "close": 16.43, "amount_yi": 0.0259 }, { "time": "10:26", "open": 16.38, "high": 16.39, "low": 16.38, "close": 16.39, "amount_yi": 0.0164 }, { "time": "10:27", "open": 16.39, "high": 16.39, "low": 16.38, "close": 16.38, "amount_yi": 0.068 }, { "time": "10:28", "open": 16.36, "high": 16.36, "low": 16.36, "close": 16.36, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.36, "ts": "2026-06-25T10:28:36", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.37, "ask1": 16.38, "bid_qty1": 2, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 24.0062, "price_vs_vwap_pct": -0.2758, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5914, "prev_amount_yi": 0.2084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 23.89, "high": 23.89, "low": 23.87, "close": 23.87, "amount_yi": 0.1032 }, { "time": "10:25", "open": 23.9, "high": 23.92, "low": 23.9, "close": 23.92, "amount_yi": 0.0783 }, { "time": "10:26", "open": 23.87, "high": 23.87, "low": 23.87, "close": 23.87, "amount_yi": 0.171 }, { "time": "10:27", "open": 23.87, "high": 23.92, "low": 23.87, "close": 23.92, "amount_yi": 0.1576 }, { "time": "10:28", "open": 23.91, "high": 23.94, "low": 23.91, "close": 23.94, "amount_yi": 0.0813 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.94, "ts": "2026-06-25T10:28:39", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.92, "ask1": 23.94, "bid_qty1": 18, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "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": 152.2355, "price_vs_vwap_pct": -0.0496, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6413, "prev_amount_yi": 1.1921, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2157, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 152.25, "high": 152.26, "low": 152.25, "close": 152.26, "amount_yi": 0.3282 }, { "time": "10:25", "open": 152.04, "high": 152.04, "low": 151.9, "close": 151.9, "amount_yi": 0.3815 }, { "time": "10:26", "open": 150.63, "high": 150.63, "low": 150.41, "close": 150.41, "amount_yi": 0.8974 }, { "time": "10:27", "open": 151.14, "high": 151.6, "low": 151.14, "close": 151.6, "amount_yi": 0.5232 }, { "time": "10:28", "open": 151.79, "high": 152.16, "low": 151.79, "close": 152.16, "amount_yi": 0.511 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.16, "ts": "2026-06-25T10:28:39", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 148.9, "bid1": 152.16, "ask1": 152.18, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 30.1462, "price_vs_vwap_pct": -1.0821, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1902, "prev_amount_yi": 0.0678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 30.03, "high": 30.03, "low": 30.02, "close": 30.02, "amount_yi": 0.0352 }, { "time": "10:25", "open": 30.0, "high": 30.0, "low": 29.96, "close": 29.96, "amount_yi": 0.0226 }, { "time": "10:26", "open": 29.95, "high": 29.95, "low": 29.89, "close": 29.89, "amount_yi": 0.0311 }, { "time": "10:27", "open": 29.87, "high": 29.87, "low": 29.83, "close": 29.83, "amount_yi": 0.057 }, { "time": "10:28", "open": 29.8, "high": 29.82, "low": 29.8, "close": 29.82, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.82, "ts": "2026-06-25T10:28:36", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.68, "bid1": 29.82, "ask1": 29.83, "bid_qty1": 29, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 82.0099, "price_vs_vwap_pct": 0.4879, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5181, "prev_amount_yi": 0.2198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 82.43, "high": 82.43, "low": 82.38, "close": 82.38, "amount_yi": 0.1062 }, { "time": "10:25", "open": 82.37, "high": 82.37, "low": 82.36, "close": 82.36, "amount_yi": 0.089 }, { "time": "10:26", "open": 82.33, "high": 82.34, "low": 82.33, "close": 82.34, "amount_yi": 0.0641 }, { "time": "10:27", "open": 82.23, "high": 82.51, "low": 82.23, "close": 82.51, "amount_yi": 0.2102 }, { "time": "10:28", "open": 82.3, "high": 82.41, "low": 82.3, "close": 82.41, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 82.41, "ts": "2026-06-25T10:28:39", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 82.42, "ask1": 82.5, "bid_qty1": 1, "ask_qty1": 62 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 33.0109, "price_vs_vwap_pct": -0.7903, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.277, "prev_amount_yi": 0.091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.044, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 32.82, "high": 32.82, "low": 32.82, "close": 32.82, "amount_yi": 0.0283 }, { "time": "10:25", "open": 32.83, "high": 32.83, "low": 32.81, "close": 32.81, "amount_yi": 0.0377 }, { "time": "10:26", "open": 32.73, "high": 32.73, "low": 32.72, "close": 32.72, "amount_yi": 0.0978 }, { "time": "10:27", "open": 32.71, "high": 32.75, "low": 32.71, "close": 32.75, "amount_yi": 0.0877 }, { "time": "10:28", "open": 32.77, "high": 32.77, "low": 32.75, "close": 32.75, "amount_yi": 0.0255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.75, "ts": "2026-06-25T10:28:36", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.73, "ask1": 32.75, "bid_qty1": 95, "ask_qty1": 26 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "waiting_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": 185.0521, "price_vs_vwap_pct": -0.7253, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9044, "prev_amount_yi": 0.258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.5054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 184.2, "high": 184.2, "low": 183.69, "close": 183.69, "amount_yi": 0.2443 }, { "time": "10:25", "open": 183.98, "high": 183.98, "low": 183.38, "close": 183.38, "amount_yi": 0.2879 }, { "time": "10:26", "open": 183.11, "high": 183.11, "low": 183.08, "close": 183.08, "amount_yi": 0.1977 }, { "time": "10:27", "open": 183.57, "high": 184.01, "low": 183.57, "close": 184.01, "amount_yi": 0.0569 }, { "time": "10:28", "open": 183.51, "high": 183.71, "low": 183.51, "close": 183.71, "amount_yi": 0.1176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 183.71, "ts": "2026-06-25T10:28:38", "prev_close": 185.39, "open": 186.8, "high": 186.85, "low": 183.03, "bid1": 183.71, "ask1": 183.8, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 37.2894, "price_vs_vwap_pct": -0.937, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2985, "prev_amount_yi": 0.0915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 36.83, "high": 36.84, "low": 36.83, "close": 36.84, "amount_yi": 0.0793 }, { "time": "10:25", "open": 36.82, "high": 36.82, "low": 36.81, "close": 36.81, "amount_yi": 0.0844 }, { "time": "10:26", "open": 36.81, "high": 36.81, "low": 36.81, "close": 36.81, "amount_yi": 0.0315 }, { "time": "10:27", "open": 36.76, "high": 36.8, "low": 36.76, "close": 36.8, "amount_yi": 0.0653 }, { "time": "10:28", "open": 36.8, "high": 36.94, "low": 36.8, "close": 36.94, "amount_yi": 0.038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.94, "ts": "2026-06-25T10:28:39", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.73, "bid1": 36.91, "ask1": 36.94, "bid_qty1": 1, "ask_qty1": 23 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "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": 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": 54.8978, "price_vs_vwap_pct": 0.2226, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0529, "prev_amount_yi": 0.3046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 55.28, "high": 55.28, "low": 55.2, "close": 55.2, "amount_yi": 0.1663 }, { "time": "10:25", "open": 55.41, "high": 55.54, "low": 55.41, "close": 55.54, "amount_yi": 0.2387 }, { "time": "10:26", "open": 55.36, "high": 55.36, "low": 55.11, "close": 55.11, "amount_yi": 0.1454 }, { "time": "10:27", "open": 55.07, "high": 55.07, "low": 55.01, "close": 55.01, "amount_yi": 0.295 }, { "time": "10:28", "open": 55.04, "high": 55.04, "low": 55.02, "close": 55.02, "amount_yi": 0.2075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.02, "ts": "2026-06-25T10:28:36", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 55.01, "ask1": 55.05, "bid_qty1": 64, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 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": 4.4554, "intraday_vwap": 10.027, "price_vs_vwap_pct": 0.6283, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3444, "prev_amount_yi": 0.1189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8966, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 10.08, "high": 10.08, "low": 10.08, "close": 10.08, "amount_yi": 0.0612 }, { "time": "10:25", "open": 10.08, "high": 10.08, "low": 10.07, "close": 10.07, "amount_yi": 0.0576 }, { "time": "10:26", "open": 10.06, "high": 10.06, "low": 10.05, "close": 10.05, "amount_yi": 0.068 }, { "time": "10:27", "open": 10.06, "high": 10.07, "low": 10.06, "close": 10.07, "amount_yi": 0.119 }, { "time": "10:28", "open": 10.08, "high": 10.09, "low": 10.08, "close": 10.09, "amount_yi": 0.0386 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.2, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.09, "ts": "2026-06-25T10:28:36", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.09, "ask1": 10.1, "bid_qty1": 181, "ask_qty1": 4070 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 100.5412, "price_vs_vwap_pct": -0.8665, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3889, "prev_amount_yi": 0.1542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.522, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 99.75, "high": 99.75, "low": 99.65, "close": 99.65, "amount_yi": 0.0827 }, { "time": "10:25", "open": 99.81, "high": 99.83, "low": 99.81, "close": 99.83, "amount_yi": 0.0985 }, { "time": "10:26", "open": 99.62, "high": 99.62, "low": 99.51, "close": 99.51, "amount_yi": 0.074 }, { "time": "10:27", "open": 99.46, "high": 99.88, "low": 99.46, "close": 99.88, "amount_yi": 0.0568 }, { "time": "10:28", "open": 99.57, "high": 99.67, "low": 99.57, "close": 99.67, "amount_yi": 0.0769 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.67, "ts": "2026-06-25T10:28:39", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 98.08, "bid1": 99.57, "ask1": 99.67, "bid_qty1": 14, "ask_qty1": 1 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": null, "intraday_vwap": 38.0681, "price_vs_vwap_pct": -2.727, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9333, "prev_amount_yi": 0.383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 37.08, "high": 37.16, "low": 37.08, "close": 37.16, "amount_yi": 0.1659 }, { "time": "10:25", "open": 37.23, "high": 37.23, "low": 37.18, "close": 37.18, "amount_yi": 0.1357 }, { "time": "10:26", "open": 37.02, "high": 37.03, "low": 37.02, "close": 37.03, "amount_yi": 0.3568 }, { "time": "10:27", "open": 37.05, "high": 37.1, "low": 37.05, "close": 37.1, "amount_yi": 0.1271 }, { "time": "10:28", "open": 37.08, "high": 37.08, "low": 37.03, "close": 37.03, "amount_yi": 0.1478 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.03, "ts": "2026-06-25T10:28:38", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 37.0, "bid1": 37.03, "ask1": 37.04, "bid_qty1": 36, "ask_qty1": 186 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_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": 115.3034, "price_vs_vwap_pct": 0.4307, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9093, "prev_amount_yi": 0.5172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.6916, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 115.72, "high": 115.81, "low": 115.72, "close": 115.81, "amount_yi": 0.2291 }, { "time": "10:25", "open": 115.61, "high": 115.8, "low": 115.61, "close": 115.8, "amount_yi": 0.2943 }, { "time": "10:26", "open": 115.98, "high": 116.09, "low": 115.98, "close": 116.09, "amount_yi": 0.7299 }, { "time": "10:27", "open": 115.9, "high": 115.9, "low": 115.8, "close": 115.8, "amount_yi": 0.3547 }, { "time": "10:28", "open": 115.82, "high": 115.82, "low": 115.8, "close": 115.8, "amount_yi": 0.3013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.8, "ts": "2026-06-25T10:28:37", "prev_close": 115.4, "open": 114.0, "high": 117.0, "low": 113.23, "bid1": 115.79, "ask1": 115.8, "bid_qty1": 89, "ask_qty1": 20 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "TOUCHED", "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": "2026-06-25T10:28:41", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 74.8295, "price_vs_vwap_pct": 2.2324, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2502, "prev_amount_yi": 0.1929, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.297, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 75.51, "high": 75.51, "low": 75.28, "close": 75.28, "amount_yi": 0.038 }, { "time": "10:25", "open": 75.1, "high": 75.54, "low": 75.1, "close": 75.54, "amount_yi": 0.0538 }, { "time": "10:26", "open": 75.52, "high": 75.87, "low": 75.52, "close": 75.87, "amount_yi": 0.0512 }, { "time": "10:27", "open": 75.8, "high": 75.8, "low": 75.71, "close": 75.71, "amount_yi": 0.0439 }, { "time": "10:28", "open": 76.11, "high": 76.5, "low": 76.11, "close": 76.5, "amount_yi": 0.0633 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.5, "ts": "2026-06-25T10:28:38", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 72.73, "bid1": 76.45, "ask1": 76.5, "bid_qty1": 304, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 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": 192.117, "price_vs_vwap_pct": -1.4194, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.888, "prev_amount_yi": 0.4753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8683, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 189.28, "high": 189.58, "low": 189.28, "close": 189.58, "amount_yi": 0.1942 }, { "time": "10:25", "open": 189.99, "high": 189.99, "low": 189.77, "close": 189.77, "amount_yi": 0.1223 }, { "time": "10:26", "open": 189.03, "high": 189.03, "low": 188.11, "close": 188.11, "amount_yi": 0.2301 }, { "time": "10:27", "open": 188.85, "high": 189.51, "low": 188.85, "close": 189.51, "amount_yi": 0.2511 }, { "time": "10:28", "open": 189.2, "high": 189.39, "low": 189.2, "close": 189.39, "amount_yi": 0.0903 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 189.39, "ts": "2026-06-25T10:28:39", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 189.31, "ask1": 189.39, "bid_qty1": 3, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 19.3731, "price_vs_vwap_pct": -3.5776, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.383, "prev_amount_yi": 0.2781, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 18.88, "high": 18.88, "low": 18.83, "close": 18.83, "amount_yi": 0.0772 }, { "time": "10:25", "open": 18.84, "high": 18.88, "low": 18.84, "close": 18.88, "amount_yi": 0.1145 }, { "time": "10:26", "open": 18.83, "high": 18.83, "low": 18.83, "close": 18.83, "amount_yi": 0.0403 }, { "time": "10:27", "open": 18.8, "high": 18.8, "low": 18.8, "close": 18.8, "amount_yi": 0.0587 }, { "time": "10:28", "open": 18.78, "high": 18.78, "low": 18.68, "close": 18.68, "amount_yi": 0.0923 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.68, "ts": "2026-06-25T10:28:36", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.65, "bid1": 18.65, "ask1": 18.68, "bid_qty1": 4, "ask_qty1": 9 }, "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "qty": 0, "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": 12.8678, "price_vs_vwap_pct": -1.0709, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1909, "prev_amount_yi": 0.0579, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 12.76, "high": 12.76, "low": 12.76, "close": 12.76, "amount_yi": 0.0381 }, { "time": "10:25", "open": 12.76, "high": 12.76, "low": 12.76, "close": 12.76, "amount_yi": 0.0278 }, { "time": "10:26", "open": 12.75, "high": 12.75, "low": 12.73, "close": 12.73, "amount_yi": 0.052 }, { "time": "10:27", "open": 12.71, "high": 12.71, "low": 12.71, "close": 12.71, "amount_yi": 0.0423 }, { "time": "10:28", "open": 12.72, "high": 12.73, "low": 12.72, "close": 12.73, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.73, "ts": "2026-06-25T10:28:39", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.63, "bid1": 12.72, "ask1": 12.73, "bid_qty1": 258, "ask_qty1": 298 }, "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": 34.5, "exec_high": 35.02, "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": "2026-06-25T10:28:41", "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": null, "entry_zone_low": 33.98, "entry_zone_high": 35.02, "entry_risk_pct": 3.2948, "intraday_vwap": 34.8917, "price_vs_vwap_pct": -0.836, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7957, "prev_amount_yi": 0.2831, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8107, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 34.7, "high": 34.7, "low": 34.65, "close": 34.65, "amount_yi": 0.0785 }, { "time": "10:25", "open": 34.69, "high": 34.69, "low": 34.6, "close": 34.6, "amount_yi": 0.1647 }, { "time": "10:26", "open": 34.56, "high": 34.56, "low": 34.54, "close": 34.54, "amount_yi": 0.1796 }, { "time": "10:27", "open": 34.55, "high": 34.64, "low": 34.55, "close": 34.64, "amount_yi": 0.2223 }, { "time": "10:28", "open": 34.61, "high": 34.61, "low": 34.6, "close": 34.6, "amount_yi": 0.1506 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.2, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.6, "ts": "2026-06-25T10:28:39", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.59, "ask1": 34.6, "bid_qty1": 53, "ask_qty1": 12 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 62.6787, "price_vs_vwap_pct": -2.3592, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2642, "prev_amount_yi": 0.0829, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 61.36, "high": 61.44, "low": 61.36, "close": 61.44, "amount_yi": 0.0303 }, { "time": "10:25", "open": 61.43, "high": 61.43, "low": 61.33, "close": 61.33, "amount_yi": 0.0514 }, { "time": "10:26", "open": 61.16, "high": 61.16, "low": 61.11, "close": 61.11, "amount_yi": 0.0878 }, { "time": "10:27", "open": 61.1, "high": 61.18, "low": 61.1, "close": 61.18, "amount_yi": 0.0642 }, { "time": "10:28", "open": 61.16, "high": 61.2, "low": 61.16, "close": 61.2, "amount_yi": 0.0305 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.2, "ts": "2026-06-25T10:28:39", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 61.01, "bid1": 61.19, "ask1": 61.21, "bid_qty1": 17, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-25T10:28:41", "sim_reason": "trigger_touched_but_above_exec_high", "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": 22.7322, "price_vs_vwap_pct": 2.9817, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4068, "prev_amount_yi": 0.2203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8466, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 23.4, "high": 23.48, "low": 23.4, "close": 23.48, "amount_yi": 0.0873 }, { "time": "10:25", "open": 23.51, "high": 23.51, "low": 23.45, "close": 23.45, "amount_yi": 0.0949 }, { "time": "10:26", "open": 23.39, "high": 23.39, "low": 23.34, "close": 23.34, "amount_yi": 0.0567 }, { "time": "10:27", "open": 23.25, "high": 23.36, "low": 23.25, "close": 23.36, "amount_yi": 0.1133 }, { "time": "10:28", "open": 23.43, "high": 23.43, "low": 23.41, "close": 23.41, "amount_yi": 0.0546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.41, "ts": "2026-06-25T10:28:39", "prev_close": 22.42, "open": 21.6, "high": 23.75, "low": 21.6, "bid1": 23.41, "ask1": 23.43, "bid_qty1": 132, "ask_qty1": 117 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 29.1192, "price_vs_vwap_pct": -1.577, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.101, "prev_amount_yi": 0.0291, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 28.63, "high": 28.65, "low": 28.63, "close": 28.65, "amount_yi": 0.0152 }, { "time": "10:25", "open": 28.69, "high": 28.69, "low": 28.65, "close": 28.65, "amount_yi": 0.0204 }, { "time": "10:26", "open": 28.6, "high": 28.6, "low": 28.55, "close": 28.55, "amount_yi": 0.0378 }, { "time": "10:27", "open": 28.55, "high": 28.6, "low": 28.55, "close": 28.6, "amount_yi": 0.0133 }, { "time": "10:28", "open": 28.6, "high": 28.66, "low": 28.6, "close": 28.66, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.66, "ts": "2026-06-25T10:28:39", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.64, "ask1": 28.66, "bid_qty1": 8, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "sim_reason": "invalid_price_broken", "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": 113.2937, "price_vs_vwap_pct": -1.7421, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5236, "prev_amount_yi": 0.272, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 111.38, "high": 111.38, "low": 111.27, "close": 111.27, "amount_yi": 0.0469 }, { "time": "10:25", "open": 111.48, "high": 111.48, "low": 111.43, "close": 111.43, "amount_yi": 0.0979 }, { "time": "10:26", "open": 111.22, "high": 111.22, "low": 111.02, "close": 111.02, "amount_yi": 0.2085 }, { "time": "10:27", "open": 111.16, "high": 111.44, "low": 111.16, "close": 111.44, "amount_yi": 0.0896 }, { "time": "10:28", "open": 111.21, "high": 111.32, "low": 111.21, "close": 111.32, "amount_yi": 0.0807 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 200142.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 111.32, "ts": "2026-06-25T10:28:36", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 111.01, "bid1": 111.19, "ask1": 111.32, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "waiting_trigger", "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": 91.8253, "price_vs_vwap_pct": -1.9987, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1101, "prev_amount_yi": 0.0582, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 89.63, "high": 89.9, "low": 89.63, "close": 89.9, "amount_yi": 0.0217 }, { "time": "10:25", "open": 90.68, "high": 90.68, "low": 90.12, "close": 90.12, "amount_yi": 0.0453 }, { "time": "10:26", "open": 89.89, "high": 90.06, "low": 89.89, "close": 90.06, "amount_yi": 0.022 }, { "time": "10:27", "open": 89.96, "high": 90.17, "low": 89.96, "close": 90.17, "amount_yi": 0.0081 }, { "time": "10:28", "open": 90.02, "high": 90.02, "low": 89.99, "close": 89.99, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.99, "ts": "2026-06-25T10:28:36", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 89.84, "ask1": 89.99, "bid_qty1": 9, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 75.5306, "price_vs_vwap_pct": -2.1589, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.3374, "prev_amount_yi": 0.8776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 74.34, "high": 74.34, "low": 74.32, "close": 74.32, "amount_yi": 0.1907 }, { "time": "10:25", "open": 74.36, "high": 74.36, "low": 74.31, "close": 74.31, "amount_yi": 0.1557 }, { "time": "10:26", "open": 74.09, "high": 74.09, "low": 74.0, "close": 74.0, "amount_yi": 0.6921 }, { "time": "10:27", "open": 73.83, "high": 73.97, "low": 73.83, "close": 73.97, "amount_yi": 0.9388 }, { "time": "10:28", "open": 73.89, "high": 73.9, "low": 73.89, "close": 73.9, "amount_yi": 0.3601 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.9, "ts": "2026-06-25T10:28:36", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 73.8, "bid1": 73.89, "ask1": 73.9, "bid_qty1": 76, "ask_qty1": 462 }, "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": "2026-06-25T10:28:41", "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": 53.2299, "price_vs_vwap_pct": 0.8832, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2652, "prev_amount_yi": 0.1223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 53.68, "high": 53.71, "low": 53.68, "close": 53.71, "amount_yi": 0.0479 }, { "time": "10:25", "open": 53.76, "high": 53.76, "low": 53.67, "close": 53.67, "amount_yi": 0.0386 }, { "time": "10:26", "open": 53.53, "high": 53.53, "low": 53.46, "close": 53.46, "amount_yi": 0.0456 }, { "time": "10:27", "open": 53.53, "high": 53.72, "low": 53.53, "close": 53.72, "amount_yi": 0.0651 }, { "time": "10:28", "open": 53.56, "high": 53.7, "low": 53.56, "close": 53.7, "amount_yi": 0.068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.7, "ts": "2026-06-25T10:28:36", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 53.7, "ask1": 53.72, "bid_qty1": 5, "ask_qty1": 1 }, "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": "2026-06-25T10:28:41", "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": 21.2016, "price_vs_vwap_pct": -0.1962, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.319, "prev_amount_yi": 0.215, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 21.17, "high": 21.17, "low": 21.14, "close": 21.14, "amount_yi": 0.0951 }, { "time": "10:25", "open": 21.25, "high": 21.25, "low": 21.21, "close": 21.21, "amount_yi": 0.0495 }, { "time": "10:26", "open": 21.18, "high": 21.18, "low": 21.13, "close": 21.13, "amount_yi": 0.0475 }, { "time": "10:27", "open": 21.19, "high": 21.21, "low": 21.19, "close": 21.21, "amount_yi": 0.0744 }, { "time": "10:28", "open": 21.19, "high": 21.19, "low": 21.16, "close": 21.16, "amount_yi": 0.0525 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.16, "ts": "2026-06-25T10:28:36", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.16, "ask1": 21.17, "bid_qty1": 83, "ask_qty1": 7 }, "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": "2026-06-25T10:28:41", "sim_reason": "waiting_trigger", "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": null, "intraday_vwap": 85.1399, "price_vs_vwap_pct": -1.8087, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4209, "prev_amount_yi": 0.2077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.8411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 83.76, "high": 83.76, "low": 83.6, "close": 83.6, "amount_yi": 0.3547 }, { "time": "10:25", "open": 83.66, "high": 83.66, "low": 83.55, "close": 83.55, "amount_yi": 0.4106 }, { "time": "10:26", "open": 83.45, "high": 83.45, "low": 83.38, "close": 83.38, "amount_yi": 0.2883 }, { "time": "10:27", "open": 83.35, "high": 83.67, "low": 83.35, "close": 83.67, "amount_yi": 0.2668 }, { "time": "10:28", "open": 83.66, "high": 83.66, "low": 83.6, "close": 83.6, "amount_yi": 0.1005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.6, "ts": "2026-06-25T10:28:36", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 83.29, "bid1": 83.6, "ask1": 83.61, "bid_qty1": 72, "ask_qty1": 58 }, "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": null, "intraday_vwap": 105.0103, "price_vs_vwap_pct": -3.4666, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4079, "prev_amount_yi": 0.2022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 101.51, "high": 101.51, "low": 101.2, "close": 101.2, "amount_yi": 0.0892 }, { "time": "10:25", "open": 101.52, "high": 101.52, "low": 101.4, "close": 101.4, "amount_yi": 0.0629 }, { "time": "10:26", "open": 101.17, "high": 101.22, "low": 101.17, "close": 101.22, "amount_yi": 0.115 }, { "time": "10:27", "open": 101.42, "high": 101.68, "low": 101.42, "close": 101.68, "amount_yi": 0.0658 }, { "time": "10:28", "open": 101.29, "high": 101.37, "low": 101.29, "close": 101.37, "amount_yi": 0.075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.37, "ts": "2026-06-25T10:28:36", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 101.1, "bid1": 101.38, "ask1": 101.49, "bid_qty1": 4, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 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": 45.253, "price_vs_vwap_pct": -1.8629, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4038, "prev_amount_yi": 0.2616, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 44.58, "high": 44.58, "low": 44.5, "close": 44.5, "amount_yi": 0.0697 }, { "time": "10:25", "open": 44.58, "high": 44.58, "low": 44.57, "close": 44.57, "amount_yi": 0.0928 }, { "time": "10:26", "open": 44.39, "high": 44.39, "low": 44.3, "close": 44.3, "amount_yi": 0.1123 }, { "time": "10:27", "open": 44.39, "high": 44.55, "low": 44.39, "close": 44.55, "amount_yi": 0.0827 }, { "time": "10:28", "open": 44.4, "high": 44.41, "low": 44.4, "close": 44.41, "amount_yi": 0.0463 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.41, "ts": "2026-06-25T10:28:38", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 44.25, "bid1": 44.41, "ask1": 44.44, "bid_qty1": 24, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:28:41", "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": 21.8515, "price_vs_vwap_pct": 1.9152, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.1606, "prev_amount_yi": 1.3436, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3523, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 22.21, "high": 22.21, "low": 22.18, "close": 22.18, "amount_yi": 0.5366 }, { "time": "10:25", "open": 22.17, "high": 22.17, "low": 22.17, "close": 22.17, "amount_yi": 0.615 }, { "time": "10:26", "open": 22.09, "high": 22.09, "low": 22.07, "close": 22.07, "amount_yi": 0.8831 }, { "time": "10:27", "open": 22.2, "high": 22.29, "low": 22.2, "close": 22.29, "amount_yi": 0.4962 }, { "time": "10:28", "open": 22.27, "high": 22.27, "low": 22.27, "close": 22.27, "amount_yi": 0.6297 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.27, "ts": "2026-06-25T10:28:39", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.27, "ask1": 22.28, "bid_qty1": 302, "ask_qty1": 170 }, "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": "2026-06-25T10:28:41", "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": 388.0685, "price_vs_vwap_pct": -0.0821, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3274, "prev_amount_yi": 0.5039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 389.39, "high": 389.39, "low": 388.88, "close": 388.88, "amount_yi": 0.2394 }, { "time": "10:25", "open": 390.09, "high": 390.09, "low": 390.0, "close": 390.0, "amount_yi": 0.1533 }, { "time": "10:26", "open": 389.4, "high": 389.4, "low": 388.28, "close": 388.28, "amount_yi": 0.2144 }, { "time": "10:27", "open": 388.81, "high": 389.45, "low": 388.81, "close": 389.45, "amount_yi": 0.3297 }, { "time": "10:28", "open": 388.6, "high": 388.6, "low": 387.75, "close": 387.75, "amount_yi": 0.3906 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 387.75, "ts": "2026-06-25T10:28:36", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 387.71, "ask1": 387.75, "bid_qty1": 2, "ask_qty1": 28 }, "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": "2026-06-25T10:28:41", "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": 110.6585, "price_vs_vwap_pct": -0.4143, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1647, "prev_amount_yi": 0.0481, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4241, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:24", "open": 110.7, "high": 110.7, "low": 110.29, "close": 110.29, "amount_yi": 0.0389 }, { "time": "10:25", "open": 110.4, "high": 110.4, "low": 110.37, "close": 110.37, "amount_yi": 0.0414 }, { "time": "10:26", "open": 110.26, "high": 110.26, "low": 110.11, "close": 110.11, "amount_yi": 0.0262 }, { "time": "10:27", "open": 110.28, "high": 110.52, "low": 110.28, "close": 110.52, "amount_yi": 0.0184 }, { "time": "10:28", "open": 110.3, "high": 110.3, "low": 110.2, "close": 110.2, "amount_yi": 0.0398 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 110.2, "ts": "2026-06-25T10:28:36", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.5, "bid1": 110.19, "ask1": 110.2, "bid_qty1": 4, "ask_qty1": 14 }, "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": "2026-06-25T10:28:41", "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": 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": 12.7308, "price_vs_vwap_pct": 2.9001, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5145, "prev_amount_yi": 0.0736, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.9905, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 12.92, "high": 12.94, "low": 12.92, "close": 12.94, "amount_yi": 0.0464 }, { "time": "10:25", "open": 13.01, "high": 13.02, "low": 13.01, "close": 13.02, "amount_yi": 0.1251 }, { "time": "10:26", "open": 12.97, "high": 12.97, "low": 12.97, "close": 12.97, "amount_yi": 0.071 }, { "time": "10:27", "open": 13.01, "high": 13.04, "low": 13.01, "close": 13.04, "amount_yi": 0.0729 }, { "time": "10:28", "open": 13.02, "high": 13.1, "low": 13.02, "close": 13.1, "amount_yi": 0.1991 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.1, "ts": "2026-06-25T10:28:39", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 13.09, "ask1": 13.1, "bid_qty1": 1, "ask_qty1": 1240 }, "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": "2026-06-25T10:28:41", "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": 3.0863, "intraday_vwap": 84.1649, "price_vs_vwap_pct": -0.3147, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3605, "prev_amount_yi": 0.472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 83.33, "high": 83.33, "low": 83.23, "close": 83.23, "amount_yi": 0.2315 }, { "time": "10:25", "open": 83.74, "high": 83.74, "low": 83.68, "close": 83.68, "amount_yi": 0.424 }, { "time": "10:26", "open": 83.44, "high": 83.6, "low": 83.44, "close": 83.6, "amount_yi": 0.2562 }, { "time": "10:27", "open": 83.8, "high": 83.97, "low": 83.8, "close": 83.97, "amount_yi": 0.2145 }, { "time": "10:28", "open": 83.84, "high": 83.9, "low": 83.84, "close": 83.9, "amount_yi": 0.2343 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.2, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.9, "ts": "2026-06-25T10:28:39", "prev_close": 83.64, "open": 84.0, "high": 85.1, "low": 83.16, "bid1": 83.9, "ask1": 83.92, "bid_qty1": 10, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "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": 865.3044, "price_vs_vwap_pct": -1.5364, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.3362, "prev_amount_yi": 1.8298, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 858.48, "high": 858.48, "low": 855.0, "close": 855.0, "amount_yi": 0.7009 }, { "time": "10:25", "open": 853.33, "high": 853.69, "low": 853.33, "close": 853.69, "amount_yi": 1.1749 }, { "time": "10:26", "open": 851.0, "high": 851.0, "low": 849.0, "close": 849.0, "amount_yi": 1.0869 }, { "time": "10:27", "open": 850.16, "high": 856.0, "low": 850.16, "close": 856.0, "amount_yi": 1.2966 }, { "time": "10:28", "open": 857.0, "high": 857.0, "low": 852.01, "close": 852.01, "amount_yi": 1.0769 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 852.01, "ts": "2026-06-25T10:28:39", "prev_close": 810.0, "open": 830.0, "high": 890.55, "low": 829.19, "bid1": 852.01, "ask1": 853.3, "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": "2026-06-25T10:28:41", "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": 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": null, "intraday_vwap": 262.5162, "price_vs_vwap_pct": -1.0042, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.491, "prev_amount_yi": 0.1796, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7339, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 260.95, "high": 260.95, "low": 260.65, "close": 260.65, "amount_yi": 0.1195 }, { "time": "10:25", "open": 261.1, "high": 261.1, "low": 261.0, "close": 261.0, "amount_yi": 0.064 }, { "time": "10:26", "open": 260.13, "high": 260.13, "low": 260.05, "close": 260.05, "amount_yi": 0.0745 }, { "time": "10:27", "open": 260.08, "high": 260.78, "low": 260.08, "close": 260.78, "amount_yi": 0.1004 }, { "time": "10:28", "open": 260.3, "high": 260.3, "low": 259.88, "close": 259.88, "amount_yi": 0.1326 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 259.88, "ts": "2026-06-25T10:28:36", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 259.71, "ask1": 260.28, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "waiting_trigger", "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": null, "intraday_vwap": 66.022, "price_vs_vwap_pct": -1.3965, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.686, "prev_amount_yi": 0.2675, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5645, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 65.42, "high": 65.5, "low": 65.42, "close": 65.5, "amount_yi": 0.1158 }, { "time": "10:25", "open": 65.44, "high": 65.44, "low": 65.41, "close": 65.41, "amount_yi": 0.1452 }, { "time": "10:26", "open": 65.22, "high": 65.22, "low": 65.11, "close": 65.11, "amount_yi": 0.1643 }, { "time": "10:27", "open": 65.05, "high": 65.1, "low": 65.05, "close": 65.1, "amount_yi": 0.1487 }, { "time": "10:28", "open": 65.06, "high": 65.1, "low": 65.06, "close": 65.1, "amount_yi": 0.112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.1, "ts": "2026-06-25T10:28:39", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.1, "ask1": 65.11, "bid_qty1": 105, "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": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 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": 27.7934, "price_vs_vwap_pct": -1.8112, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0767, "prev_amount_yi": 0.3762, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.862, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 27.36, "high": 27.36, "low": 27.34, "close": 27.34, "amount_yi": 0.2033 }, { "time": "10:25", "open": 27.35, "high": 27.35, "low": 27.35, "close": 27.35, "amount_yi": 0.2417 }, { "time": "10:26", "open": 27.31, "high": 27.31, "low": 27.3, "close": 27.3, "amount_yi": 0.2154 }, { "time": "10:27", "open": 27.29, "high": 27.34, "low": 27.29, "close": 27.34, "amount_yi": 0.1399 }, { "time": "10:28", "open": 27.3, "high": 27.3, "low": 27.29, "close": 27.29, "amount_yi": 0.2764 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.29, "ts": "2026-06-25T10:28:39", "prev_close": 27.66, "open": 27.61, "high": 28.25, "low": 27.26, "bid1": 27.28, "ask1": 27.29, "bid_qty1": 83, "ask_qty1": 561 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 172.0297, "price_vs_vwap_pct": -0.5811, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4034, "prev_amount_yi": 0.1528, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 170.99, "high": 170.99, "low": 170.74, "close": 170.74, "amount_yi": 0.091 }, { "time": "10:25", "open": 171.0, "high": 171.14, "low": 171.0, "close": 171.14, "amount_yi": 0.0885 }, { "time": "10:26", "open": 170.86, "high": 170.86, "low": 170.49, "close": 170.49, "amount_yi": 0.0512 }, { "time": "10:27", "open": 170.18, "high": 170.89, "low": 170.18, "close": 170.89, "amount_yi": 0.1397 }, { "time": "10:28", "open": 170.91, "high": 171.03, "low": 170.91, "close": 171.03, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.03, "ts": "2026-06-25T10:28:36", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 171.02, "ask1": 171.28, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "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": 81.3268, "price_vs_vwap_pct": 2.7951, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1504, "prev_amount_yi": 0.1666, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.9052, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 83.0, "high": 83.45, "low": 83.0, "close": 83.45, "amount_yi": 0.5471 }, { "time": "10:25", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.5075 }, { "time": "10:26", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0346 }, { "time": "10:27", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0302 }, { "time": "10:28", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.6, "ts": "2026-06-25T10:28:39", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 35801, "ask_qty1": 0 }, "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": "2026-06-25T10:28:41", "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": 127.6972, "price_vs_vwap_pct": 2.8449, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0239, "prev_amount_yi": 0.003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 7.9667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0007 }, { "time": "10:25", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0026 }, { "time": "10:26", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0056 }, { "time": "10:27", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0143 }, { "time": "10:28", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "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": "2026-06-25T10:28:28", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 15628, "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": "2026-06-25T10:28:41", "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": 81.6296, "price_vs_vwap_pct": -1.3838, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3049, "prev_amount_yi": 0.2114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4423, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 80.83, "high": 80.83, "low": 80.58, "close": 80.58, "amount_yi": 0.0666 }, { "time": "10:25", "open": 80.77, "high": 80.88, "low": 80.77, "close": 80.88, "amount_yi": 0.0318 }, { "time": "10:26", "open": 80.74, "high": 80.76, "low": 80.74, "close": 80.76, "amount_yi": 0.0637 }, { "time": "10:27", "open": 80.87, "high": 80.87, "low": 80.76, "close": 80.76, "amount_yi": 0.0747 }, { "time": "10:28", "open": 80.5, "high": 80.5, "low": 80.5, "close": 80.5, "amount_yi": 0.0681 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.5, "ts": "2026-06-25T10:28:36", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.5, "ask1": 80.6, "bid_qty1": 4, "ask_qty1": 5 }, "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "waiting_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": 226.1784, "price_vs_vwap_pct": -1.1665, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4097, "prev_amount_yi": 0.1049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.9056, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 222.11, "high": 222.11, "low": 221.6, "close": 221.6, "amount_yi": 0.0986 }, { "time": "10:25", "open": 222.29, "high": 222.29, "low": 221.74, "close": 221.74, "amount_yi": 0.0581 }, { "time": "10:26", "open": 221.71, "high": 221.71, "low": 221.71, "close": 221.71, "amount_yi": 0.1071 }, { "time": "10:27", "open": 223.22, "high": 223.29, "low": 223.22, "close": 223.29, "amount_yi": 0.099 }, { "time": "10:28", "open": 223.4, "high": 223.54, "low": 223.4, "close": 223.54, "amount_yi": 0.0469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 223.54, "ts": "2026-06-25T10:28:36", "prev_close": 227.75, "open": 227.77, "high": 234.77, "low": 221.2, "bid1": 223.32, "ask1": 223.57, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 122.8934, "price_vs_vwap_pct": -0.491, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4051, "prev_amount_yi": 0.1366, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 121.88, "high": 121.88, "low": 121.5, "close": 121.5, "amount_yi": 0.0908 }, { "time": "10:25", "open": 121.78, "high": 121.78, "low": 121.75, "close": 121.75, "amount_yi": 0.0712 }, { "time": "10:26", "open": 121.59, "high": 121.72, "low": 121.59, "close": 121.72, "amount_yi": 0.1294 }, { "time": "10:27", "open": 122.02, "high": 122.38, "low": 122.02, "close": 122.38, "amount_yi": 0.0625 }, { "time": "10:28", "open": 122.07, "high": 122.29, "low": 122.07, "close": 122.29, "amount_yi": 0.0512 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 122.29, "ts": "2026-06-25T10:28:36", "prev_close": 121.58, "open": 122.3, "high": 124.97, "low": 120.0, "bid1": 122.21, "ask1": 122.29, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-25T10:28:41", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 38.1422, "price_vs_vwap_pct": -0.399, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1125, "prev_amount_yi": 0.0441, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 37.99, "high": 37.99, "low": 37.98, "close": 37.98, "amount_yi": 0.0171 }, { "time": "10:25", "open": 38.0, "high": 38.06, "low": 38.0, "close": 38.06, "amount_yi": 0.0146 }, { "time": "10:26", "open": 38.08, "high": 38.08, "low": 37.96, "close": 37.96, "amount_yi": 0.0388 }, { "time": "10:27", "open": 37.95, "high": 37.96, "low": 37.95, "close": 37.96, "amount_yi": 0.0246 }, { "time": "10:28", "open": 37.97, "high": 37.99, "low": 37.97, "close": 37.99, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.99, "ts": "2026-06-25T10:28:39", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 37.99, "ask1": 38.0, "bid_qty1": 3, "ask_qty1": 134 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-25T10:28:41", "sim_reason": "waiting_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": 76.1476, "price_vs_vwap_pct": -0.9818, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.828, "prev_amount_yi": 1.7116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.9892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 75.69, "high": 75.75, "low": 75.69, "close": 75.75, "amount_yi": 1.0045 }, { "time": "10:25", "open": 75.74, "high": 75.74, "low": 75.57, "close": 75.57, "amount_yi": 1.5821 }, { "time": "10:26", "open": 75.52, "high": 75.52, "low": 75.27, "close": 75.27, "amount_yi": 1.8352 }, { "time": "10:27", "open": 75.36, "high": 75.49, "low": 75.36, "close": 75.49, "amount_yi": 1.3667 }, { "time": "10:28", "open": 75.46, "high": 75.46, "low": 75.4, "close": 75.4, "amount_yi": 1.0395 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "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": "2026-06-25T10:28:38", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 75.23, "bid1": 75.38, "ask1": 75.4, "bid_qty1": 13, "ask_qty1": 40 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:28:41", "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": 107.3621, "price_vs_vwap_pct": 1.3672, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6364, "prev_amount_yi": 0.3485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8261, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 109.04, "high": 109.04, "low": 108.81, "close": 108.81, "amount_yi": 0.1237 }, { "time": "10:25", "open": 109.02, "high": 109.02, "low": 108.72, "close": 108.72, "amount_yi": 0.263 }, { "time": "10:26", "open": 108.72, "high": 108.72, "low": 108.65, "close": 108.65, "amount_yi": 0.1119 }, { "time": "10:27", "open": 108.94, "high": 109.0, "low": 108.94, "close": 109.0, "amount_yi": 0.0811 }, { "time": "10:28", "open": 108.98, "high": 108.98, "low": 108.83, "close": 108.83, "amount_yi": 0.0567 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.83, "ts": "2026-06-25T10:28:36", "prev_close": 100.09, "open": 102.0, "high": 111.9, "low": 100.0, "bid1": 108.83, "ask1": 108.84, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-06-25T10:28:41", "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": 279.9414, "price_vs_vwap_pct": 0.9854, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1146, "prev_amount_yi": 0.0747, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 283.87, "high": 283.87, "low": 283.0, "close": 283.0, "amount_yi": 0.0363 }, { "time": "10:25", "open": 282.98, "high": 282.98, "low": 282.89, "close": 282.89, "amount_yi": 0.0165 }, { "time": "10:26", "open": 281.52, "high": 281.52, "low": 281.0, "close": 281.0, "amount_yi": 0.0343 }, { "time": "10:27", "open": 281.03, "high": 282.0, "low": 281.03, "close": 282.0, "amount_yi": 0.0105 }, { "time": "10:28", "open": 282.2, "high": 282.7, "low": 282.2, "close": 282.7, "amount_yi": 0.017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 0.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 282.7, "ts": "2026-06-25T10:28:36", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 282.7, "ask1": 282.89, "bid_qty1": 1, "ask_qty1": 0 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 467149.0, "market_value": 606064.0, "total_value": 1073213.0, "unrealized_pnl": 100531.99999999997, "unrealized_pnl_pct_of_initial": 10.053199999999997, "realized_pnl": -27318.99999999997, "realized_pnl_pct_of_initial": -2.7318999999999973, "total_pnl": 73213.0, "total_pnl_pct": 7.321299999999997 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.17, "market_value": 250008.0, "unrealized_pnl": 57288.000000000015, "unrealized_pnl_pct": 29.72602739726029, "updated_at": "2026-06-25T10:28:41", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.295282483533093 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 111.32, "market_value": 200376.0, "unrealized_pnl": 5003.999999999976, "unrealized_pnl_pct": 2.561267735397066, "updated_at": "2026-06-25T10:28:41", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.670664630413533 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 3200, "sellable_qty": 3200, "avg_cost": 36.7, "last_price": 48.65, "market_value": 155680.0, "unrealized_pnl": 38239.999999999985, "unrealized_pnl_pct": 32.56130790190734, "updated_at": "2026-06-25T10:28:41", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 14.505974116973983 } ], "paper_orders": [ { "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1", "rule_id": "profit_protection_day_drop_v1", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "qty": 1600, "quantity": 1600, "price": 49.47, "amount": 79152.0, "reason": "持仓利润保护：浮盈超过20%，当日跌幅超过6%，先卖出可卖数量的约三分之一锁定利润；若跌幅扩大再继续降仓。", "trigger_price": 49.47, "day_return_pct": -6.4839, "unrealized_profit_pct": 34.7956, "quantity_before": 4800, "sellable_qty_before": 4800, "id": 1, "plan_date": "20260624", "trade_date": "20260625", "ts": "2026-06-25T10:17:03", "sim_reason": "profit_protection_day_drop_v1", "template_key": "BREAK_PREV_HIGH", "decision": "conditional_plan", "paper_scope": "shadow_watch", "theme": "光刻胶 / 光刻工艺", "exec_low": 53.68, "exec_high": 54.49, "invalid_price": 52.07, "chase_ceiling": 55.29, "max_chase_pct": 1.5, "base_exec_high": 54.49, "entry_zone_low": 52.87, "entry_zone_high": 54.49, "intraday_vwap": 49.5103, "price_vs_vwap_pct": -1.7376, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7064, "prev_amount_yi": 0.3548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:24", "open": 48.96, "high": 48.96, "low": 48.89, "close": 48.89, "amount_yi": 0.1224 }, { "time": "10:25", "open": 48.88, "high": 48.88, "low": 48.85, "close": 48.85, "amount_yi": 0.1522 }, { "time": "10:26", "open": 48.81, "high": 48.81, "low": 48.78, "close": 48.78, "amount_yi": 0.1542 }, { "time": "10:27", "open": 48.68, "high": 48.68, "low": 48.62, "close": 48.62, "amount_yi": 0.1518 }, { "time": "10:28", "open": 48.64, "high": 48.65, "low": 48.64, "close": 48.65, "amount_yi": 0.1258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.41, "current_position_value": 155712.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.65, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.66, "quote_bid1": 48.64, "quote_ask1": 48.65, "quote_bid_qty1": 23, "quote_ask_qty1": 12, "quote_ts": "2026-06-25T10:28:38" } ], "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": 1, "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 } }