{ "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": "2026-06-25T10:38:22", "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": "CANCELLED", "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": "2026-06-25T10:38:22", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 74.5148, "price_vs_vwap_pct": -1.2814, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.3933, "prev_amount_yi": 1.7325, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9586, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 73.95, "high": 73.95, "low": 73.88, "close": 73.88, "amount_yi": 0.9387 }, { "time": "10:37", "open": 73.84, "high": 73.88, "low": 73.84, "close": 73.88, "amount_yi": 0.6398 }, { "time": "10:38", "open": 73.56, "high": 73.56, "low": 73.56, "close": 73.56, "amount_yi": 1.8148 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 73.56, "ts": "2026-06-25T10:38:18", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.47, "bid1": 73.56, "ask1": 73.6, "bid_qty1": 336, "ask_qty1": 3923 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:38:22", "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": 4.4692, "intraday_vwap": 51.9592, "price_vs_vwap_pct": 2.0608, "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": 0.3946, "prev_amount_yi": 0.4695, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 53.2, "high": 53.32, "low": 53.2, "close": 53.32, "amount_yi": 0.1102 }, { "time": "10:37", "open": 53.3, "high": 53.3, "low": 53.18, "close": 53.18, "amount_yi": 0.1914 }, { "time": "10:38", "open": 53.03, "high": 53.03, "low": 53.03, "close": 53.03, "amount_yi": 0.093 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64307.58, "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": 53.03, "ts": "2026-06-25T10:38:18", "prev_close": 51.76, "open": 51.26, "high": 54.2, "low": 49.8, "bid1": 53.01, "ask1": 53.03, "bid_qty1": 12, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002156:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002156:BREAK_PREV_HIGH", "symbol": "SZSE.002156", "name": "通富微电", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.84, "exec_low": 74.84, "exec_high": 77.09, "invalid_price": 72.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 77.09, "max_chase_pct": 3.0, "base_exec_high": 77.09, "dynamic_exec_high": null, "entry_zone_low": 73.72, "entry_zone_high": 75.96, "entry_risk_pct": 5.715, "intraday_vwap": 77.1036, "price_vs_vwap_pct": -0.1473, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.0977, "prev_amount_yi": 1.11, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 77.5, "high": 77.5, "low": 77.4, "close": 77.4, "amount_yi": 0.5017 }, { "time": "10:37", "open": 77.3, "high": 77.34, "low": 77.3, "close": 77.34, "amount_yi": 0.5542 }, { "time": "10:38", "open": 76.99, "high": 76.99, "low": 76.99, "close": 76.99, "amount_yi": 1.0418 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.99, "ts": "2026-06-25T10:38:18", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 76.96, "ask1": 76.99, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603629:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603629:BREAK_PREV_HIGH", "symbol": "SHSE.603629", "name": "利通电子", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 222.12, "exec_low": 222.12, "exec_high": 228.78, "invalid_price": 215.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "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": 215.4538, "price_vs_vwap_pct": -1.1621, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2263, "prev_amount_yi": 0.3978, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 214.05, "high": 214.06, "low": 214.05, "close": 214.06, "amount_yi": 0.0783 }, { "time": "10:37", "open": 213.88, "high": 213.88, "low": 213.38, "close": 213.38, "amount_yi": 0.0924 }, { "time": "10:38", "open": 212.95, "high": 212.95, "low": 212.95, "close": 212.95, "amount_yi": 0.0556 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 212.95, "ts": "2026-06-25T10:38:20", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 212.9, "ask1": 212.93, "bid_qty1": 4, "ask_qty1": 9 }, "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": "2026-06-25T10:38:22", "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": 4.9831, "intraday_vwap": 253.6829, "price_vs_vwap_pct": 2.5296, "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": 0.7339, "prev_amount_yi": 0.7398, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.992, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 262.4, "high": 262.6, "low": 262.4, "close": 262.6, "amount_yi": 0.4786 }, { "time": "10:37", "open": 261.83, "high": 261.83, "low": 261.15, "close": 261.15, "amount_yi": 0.1619 }, { "time": "10:38", "open": 260.1, "high": 260.1, "low": 260.1, "close": 260.1, "amount_yi": 0.0934 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64307.58, "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": 260.1, "ts": "2026-06-25T10:38:19", "prev_close": 250.44, "open": 250.5, "high": 262.8, "low": 241.92, "bid1": 260.04, "ask1": 260.08, "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": "2026-06-25T10:38:22", "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": 49.5543, "price_vs_vwap_pct": -0.0289, "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": 0.6654, "prev_amount_yi": 0.8269, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 49.71, "high": 49.71, "low": 49.59, "close": 49.59, "amount_yi": 0.2405 }, { "time": "10:37", "open": 49.75, "high": 49.75, "low": 49.66, "close": 49.66, "amount_yi": 0.2058 }, { "time": "10:38", "open": 49.54, "high": 49.54, "low": 49.54, "close": 49.54, "amount_yi": 0.2191 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 49.54, "ts": "2026-06-25T10:38:18", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.54, "ask1": 49.57, "bid_qty1": 297, "ask_qty1": 2 }, "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": "2026-06-25T10:38:22", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.519, "intraday_vwap": 74.6525, "price_vs_vwap_pct": 5.8103, "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": 0.2772, "prev_amount_yi": 0.394, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 79.03, "high": 79.46, "low": 79.03, "close": 79.46, "amount_yi": 0.1565 }, { "time": "10:37", "open": 79.15, "high": 79.15, "low": 79.08, "close": 79.08, "amount_yi": 0.0788 }, { "time": "10:38", "open": 78.99, "high": 78.99, "low": 78.99, "close": 78.99, "amount_yi": 0.0419 } ] }, "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": 78.99, "ts": "2026-06-25T10:38:15", "prev_close": 74.95, "open": 74.63, "high": 79.96, "low": 69.0, "bid1": 78.99, "ask1": 79.0, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-25T10:38:22", "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": 5.1451, "intraday_vwap": 793.0214, "price_vs_vwap_pct": -0.1275, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6597, "prev_amount_yi": 0.5597, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 795.4, "high": 795.4, "low": 795.0, "close": 795.0, "amount_yi": 0.1416 }, { "time": "10:37", "open": 794.18, "high": 794.18, "low": 793.16, "close": 793.16, "amount_yi": 0.2652 }, { "time": "10:38", "open": 792.01, "high": 792.01, "low": 792.01, "close": 792.01, "amount_yi": 0.2529 } ] }, "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": 792.01, "ts": "2026-06-25T10:38:18", "prev_close": 770.07, "open": 778.0, "high": 805.61, "low": 775.0, "bid1": 791.41, "ask1": 792.01, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-25T10:38:22", "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": 7.4574, "price_vs_vwap_pct": 0.169, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.0613, "prev_amount_yi": 1.5566, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 7.51, "high": 7.51, "low": 7.5, "close": 7.5, "amount_yi": 0.8021 }, { "time": "10:37", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.4628 }, { "time": "10:38", "open": 7.47, "high": 7.47, "low": 7.47, "close": 7.47, "amount_yi": 0.7964 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 7.47, "ts": "2026-06-25T10:38:18", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.46, "ask1": 7.47, "bid_qty1": 18588, "ask_qty1": 8706 }, "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": "2026-06-25T10:38:22", "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": 90.956, "price_vs_vwap_pct": -1.4139, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2989, "prev_amount_yi": 0.156, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.916, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 89.91, "high": 89.91, "low": 89.8, "close": 89.8, "amount_yi": 0.0944 }, { "time": "10:37", "open": 89.8, "high": 89.94, "low": 89.8, "close": 89.94, "amount_yi": 0.0763 }, { "time": "10:38", "open": 89.67, "high": 89.67, "low": 89.67, "close": 89.67, "amount_yi": 0.1282 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 89.67, "ts": "2026-06-25T10:38:18", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.65, "bid1": 89.67, "ask1": 89.78, "bid_qty1": 78, "ask_qty1": 7 }, "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": "2026-06-25T10:38:22", "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": 5.1934, "intraday_vwap": 134.7126, "price_vs_vwap_pct": 2.4403, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1822, "prev_amount_yi": 0.1442, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2635, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 138.95, "high": 138.95, "low": 138.79, "close": 138.79, "amount_yi": 0.0542 }, { "time": "10:37", "open": 139.29, "high": 139.44, "low": 139.29, "close": 139.44, "amount_yi": 0.0636 }, { "time": "10:38", "open": 138.0, "high": 138.0, "low": 138.0, "close": 138.0, "amount_yi": 0.0644 } ] }, "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": 138.0, "ts": "2026-06-25T10:38:18", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 138.0, "ask1": 138.06, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "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": "2026-06-25T10:38:22", "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": 664.4722, "price_vs_vwap_pct": -0.9846, "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": 0.7054, "prev_amount_yi": 1.0463, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 658.64, "high": 659.62, "low": 658.64, "close": 659.62, "amount_yi": 0.2194 }, { "time": "10:37", "open": 658.75, "high": 658.75, "low": 658.56, "close": 658.56, "amount_yi": 0.2879 }, { "time": "10:38", "open": 657.93, "high": 657.93, "low": 657.93, "close": 657.93, "amount_yi": 0.1981 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 657.93, "ts": "2026-06-25T10:38:15", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 657.63, "ask1": 657.93, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-06-25T10:38:22", "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_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1891, "prev_amount_yi": 1.7863, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6657, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:36", "open": 155.96, "high": 156.02, "low": 155.96, "close": 156.02, "amount_yi": 0.4933 }, { "time": "10:37", "open": 155.82, "high": 155.82, "low": 155.73, "close": 155.73, "amount_yi": 0.3895 }, { "time": "10:38", "open": 155.0, "high": 155.0, "low": 155.0, "close": 155.0, "amount_yi": 0.3063 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128615.16, "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": 155.0, "ts": "2026-06-25T10:38:20", "prev_close": 151.53, "open": 152.0, "high": 158.0, "low": 151.0, "bid1": 154.99, "ask1": 155.0, "bid_qty1": 2, "ask_qty1": 27 }, "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": "2026-06-25T10:38:22", "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": 25.0004, "price_vs_vwap_pct": -0.9616, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3636, "prev_amount_yi": 0.3092, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1759, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 24.9, "high": 24.9, "low": 24.88, "close": 24.88, "amount_yi": 0.0804 }, { "time": "10:35", "open": 24.87, "high": 24.87, "low": 24.87, "close": 24.87, "amount_yi": 0.11 }, { "time": "10:36", "open": 24.88, "high": 24.92, "low": 24.88, "close": 24.92, "amount_yi": 0.0588 }, { "time": "10:37", "open": 24.88, "high": 24.89, "low": 24.88, "close": 24.89, "amount_yi": 0.0565 }, { "time": "10:38", "open": 24.76, "high": 24.76, "low": 24.76, "close": 24.76, "amount_yi": 0.0579 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 24.76, "ts": "2026-06-25T10:38:19", "prev_close": 25.51, "open": 25.63, "high": 26.04, "low": 24.42, "bid1": 24.75, "ask1": 24.76, "bid_qty1": 77, "ask_qty1": 6 }, "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": "2026-06-25T10:38:22", "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": 14.6284, "price_vs_vwap_pct": 1.3781, "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": 0.1613, "prev_amount_yi": 0.3898, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0168 }, { "time": "10:35", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0327 }, { "time": "10:36", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0536 }, { "time": "10:37", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0463 }, { "time": "10:38", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": "2026-06-25T10:38:18", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 58610, "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": "2026-06-25T10:38:22", "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": 33.7861, "price_vs_vwap_pct": -1.9419, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5428, "prev_amount_yi": 0.7145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7597, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 33.07, "high": 33.07, "low": 33.04, "close": 33.04, "amount_yi": 0.1239 }, { "time": "10:35", "open": 33.05, "high": 33.05, "low": 33.01, "close": 33.01, "amount_yi": 0.1158 }, { "time": "10:36", "open": 33.08, "high": 33.08, "low": 33.0, "close": 33.0, "amount_yi": 0.0893 }, { "time": "10:37", "open": 33.1, "high": 33.15, "low": 33.1, "close": 33.15, "amount_yi": 0.084 }, { "time": "10:38", "open": 33.13, "high": 33.13, "low": 33.13, "close": 33.13, "amount_yi": 0.1298 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 33.13, "ts": "2026-06-25T10:38:18", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 33.1, "ask1": 33.11, "bid_qty1": 1, "ask_qty1": 15 }, "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": "2026-06-25T10:38:22", "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": 169.7621, "price_vs_vwap_pct": -2.0688, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3746, "prev_amount_yi": 0.8675, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 167.15, "high": 167.15, "low": 167.07, "close": 167.07, "amount_yi": 0.073 }, { "time": "10:35", "open": 167.06, "high": 167.06, "low": 167.0, "close": 167.0, "amount_yi": 0.1004 }, { "time": "10:36", "open": 166.86, "high": 166.86, "low": 166.78, "close": 166.78, "amount_yi": 0.0722 }, { "time": "10:37", "open": 166.71, "high": 166.71, "low": 166.66, "close": 166.66, "amount_yi": 0.0889 }, { "time": "10:38", "open": 166.25, "high": 166.25, "low": 166.25, "close": 166.25, "amount_yi": 0.0401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 166.25, "ts": "2026-06-25T10:38:17", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 164.5, "bid1": 166.22, "ask1": 166.26, "bid_qty1": 3, "ask_qty1": 33 }, "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": "2026-06-25T10:38:22", "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": 265.147, "price_vs_vwap_pct": -1.0926, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3914, "prev_amount_yi": 3.098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 264.21, "high": 264.21, "low": 263.7, "close": 263.7, "amount_yi": 0.4212 }, { "time": "10:35", "open": 263.95, "high": 263.95, "low": 263.81, "close": 263.81, "amount_yi": 0.2427 }, { "time": "10:36", "open": 264.55, "high": 264.55, "low": 263.8, "close": 263.8, "amount_yi": 0.2083 }, { "time": "10:37", "open": 263.32, "high": 263.32, "low": 263.0, "close": 263.0, "amount_yi": 0.2986 }, { "time": "10:38", "open": 262.25, "high": 262.25, "low": 262.25, "close": 262.25, "amount_yi": 0.2206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 262.25, "ts": "2026-06-25T10:38:18", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 257.45, "bid1": 262.02, "ask1": 262.25, "bid_qty1": 2, "ask_qty1": 357 }, "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": "2026-06-25T10:38:22", "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": 1324.9428, "price_vs_vwap_pct": -2.1105, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.2886, "prev_amount_yi": 7.8706, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 1304.0, "high": 1304.0, "low": 1303.5, "close": 1303.5, "amount_yi": 1.5329 }, { "time": "10:35", "open": 1303.15, "high": 1303.15, "low": 1302.0, "close": 1302.0, "amount_yi": 1.6064 }, { "time": "10:36", "open": 1302.8, "high": 1302.8, "low": 1301.89, "close": 1301.89, "amount_yi": 2.339 }, { "time": "10:37", "open": 1301.18, "high": 1301.2, "low": 1301.18, "close": 1301.2, "amount_yi": 1.4041 }, { "time": "10:38", "open": 1296.98, "high": 1296.98, "low": 1296.98, "close": 1296.98, "amount_yi": 3.4062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 1296.98, "ts": "2026-06-25T10:38:18", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1296.78, "bid1": 1296.76, "ask1": 1297.0, "bid_qty1": 1, "ask_qty1": 14 }, "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": "2026-06-25T10:38:22", "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": 571.7459, "price_vs_vwap_pct": -1.9005, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.7244, "prev_amount_yi": 4.4391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 567.32, "high": 567.32, "low": 564.44, "close": 564.44, "amount_yi": 0.9597 }, { "time": "10:35", "open": 563.7, "high": 563.7, "low": 562.88, "close": 562.88, "amount_yi": 1.4444 }, { "time": "10:36", "open": 565.8, "high": 565.8, "low": 563.3, "close": 563.3, "amount_yi": 1.2045 }, { "time": "10:37", "open": 563.15, "high": 563.15, "low": 562.84, "close": 562.84, "amount_yi": 0.9787 }, { "time": "10:38", "open": 560.88, "high": 560.88, "low": 560.88, "close": 560.88, "amount_yi": 1.1371 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 560.88, "ts": "2026-06-25T10:38:18", "prev_close": 555.3, "open": 560.0, "high": 582.66, "low": 550.06, "bid1": 560.87, "ask1": 560.88, "bid_qty1": 13, "ask_qty1": 15 }, "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": "2026-06-25T10:38:22", "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": 49.4646, "price_vs_vwap_pct": -1.9096, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6892, "prev_amount_yi": 0.5626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 49.04, "high": 49.04, "low": 48.93, "close": 48.93, "amount_yi": 0.1094 }, { "time": "10:35", "open": 48.86, "high": 48.86, "low": 48.81, "close": 48.81, "amount_yi": 0.1444 }, { "time": "10:36", "open": 48.73, "high": 48.73, "low": 48.66, "close": 48.66, "amount_yi": 0.1272 }, { "time": "10:37", "open": 48.64, "high": 48.65, "low": 48.64, "close": 48.65, "amount_yi": 0.1565 }, { "time": "10:38", "open": 48.52, "high": 48.52, "low": 48.52, "close": 48.52, "amount_yi": 0.1517 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "current_position_value": 155232.0, "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": 48.52, "ts": "2026-06-25T10:38:17", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.66, "bid1": 48.52, "ask1": 48.53, "bid_qty1": 36, "ask_qty1": 6 }, "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": "2026-06-25T10:38:22", "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": 52.8899, "price_vs_vwap_pct": 0.038, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0484, "prev_amount_yi": 1.5852, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 53.51, "high": 53.51, "low": 53.5, "close": 53.5, "amount_yi": 0.2995 }, { "time": "10:35", "open": 53.49, "high": 53.49, "low": 53.4, "close": 53.4, "amount_yi": 0.1819 }, { "time": "10:36", "open": 53.51, "high": 53.51, "low": 53.45, "close": 53.45, "amount_yi": 0.1271 }, { "time": "10:37", "open": 53.41, "high": 53.41, "low": 53.19, "close": 53.19, "amount_yi": 0.2781 }, { "time": "10:38", "open": 52.91, "high": 52.91, "low": 52.91, "close": 52.91, "amount_yi": 0.1618 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 52.91, "ts": "2026-06-25T10:38:18", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 52.88, "ask1": 52.9, "bid_qty1": 61, "ask_qty1": 3 }, "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": "2026-06-25T10:38:22", "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": 30.6282, "price_vs_vwap_pct": -0.4839, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1791, "prev_amount_yi": 0.1332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 30.28, "high": 30.28, "low": 30.24, "close": 30.24, "amount_yi": 0.0387 }, { "time": "10:35", "open": 30.26, "high": 30.26, "low": 30.24, "close": 30.24, "amount_yi": 0.0253 }, { "time": "10:36", "open": 30.24, "high": 30.28, "low": 30.24, "close": 30.28, "amount_yi": 0.0196 }, { "time": "10:37", "open": 30.57, "high": 30.57, "low": 30.53, "close": 30.53, "amount_yi": 0.0711 }, { "time": "10:38", "open": 30.48, "high": 30.48, "low": 30.48, "close": 30.48, "amount_yi": 0.0244 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 30.48, "ts": "2026-06-25T10:38:18", "prev_close": 31.5, "open": 31.48, "high": 31.49, "low": 30.0, "bid1": 30.48, "ask1": 30.49, "bid_qty1": 1, "ask_qty1": 13 }, "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": "2026-06-25T10:38:22", "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": 147.763, "price_vs_vwap_pct": -0.1645, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4019, "prev_amount_yi": 0.3638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 148.2, "high": 149.09, "low": 148.2, "close": 149.09, "amount_yi": 0.135 }, { "time": "10:35", "open": 148.53, "high": 148.53, "low": 148.28, "close": 148.28, "amount_yi": 0.0861 }, { "time": "10:36", "open": 148.72, "high": 148.9, "low": 148.72, "close": 148.9, "amount_yi": 0.0776 }, { "time": "10:37", "open": 148.5, "high": 148.5, "low": 148.5, "close": 148.5, "amount_yi": 0.0627 }, { "time": "10:38", "open": 147.52, "high": 147.52, "low": 147.52, "close": 147.52, "amount_yi": 0.0405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 147.52, "ts": "2026-06-25T10:38:18", "prev_close": 151.32, "open": 150.0, "high": 151.31, "low": 145.6, "bid1": 147.51, "ask1": 147.52, "bid_qty1": 7, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-25T10:38:22", "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": 24.108, "price_vs_vwap_pct": 1.3771, "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": 0.094, "prev_amount_yi": 0.0928, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 24.46, "high": 24.47, "low": 24.46, "close": 24.47, "amount_yi": 0.0299 }, { "time": "10:35", "open": 24.45, "high": 24.45, "low": 24.4, "close": 24.4, "amount_yi": 0.011 }, { "time": "10:36", "open": 24.39, "high": 24.39, "low": 24.38, "close": 24.38, "amount_yi": 0.0152 }, { "time": "10:37", "open": 24.36, "high": 24.5, "low": 24.36, "close": 24.5, "amount_yi": 0.0197 }, { "time": "10:38", "open": 24.44, "high": 24.44, "low": 24.44, "close": 24.44, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 24.44, "ts": "2026-06-25T10:38:18", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 24.43, "ask1": 24.48, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-06-25T10:38:22", "sim_reason": "shadow_watch_blocked_market_gate_not_passed", "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": 3.6934, "intraday_vwap": 35.9105, "price_vs_vwap_pct": 0.2771, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7055, "prev_amount_yi": 0.5867, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 35.7, "high": 35.8, "low": 35.7, "close": 35.8, "amount_yi": 0.2502 }, { "time": "10:35", "open": 35.8, "high": 35.8, "low": 35.8, "close": 35.8, "amount_yi": 0.1077 }, { "time": "10:36", "open": 35.79, "high": 35.8, "low": 35.79, "close": 35.8, "amount_yi": 0.0955 }, { "time": "10:37", "open": 36.02, "high": 36.06, "low": 36.02, "close": 36.06, "amount_yi": 0.16 }, { "time": "10:38", "open": 36.01, "high": 36.01, "low": 36.01, "close": 36.01, "amount_yi": 0.0921 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.72, "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": 36.01, "ts": "2026-06-25T10:38:18", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.98, "ask1": 36.01, "bid_qty1": 5, "ask_qty1": 4 }, "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": "2026-06-25T10:38:22", "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": 3.2454, "intraday_vwap": 28.4484, "price_vs_vwap_pct": -1.4707, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4559, "prev_amount_yi": 0.437, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 28.38, "high": 28.38, "low": 28.34, "close": 28.34, "amount_yi": 0.0842 }, { "time": "10:35", "open": 28.32, "high": 28.32, "low": 28.23, "close": 28.23, "amount_yi": 0.0803 }, { "time": "10:36", "open": 28.16, "high": 28.16, "low": 28.08, "close": 28.08, "amount_yi": 0.087 }, { "time": "10:37", "open": 28.12, "high": 28.18, "low": 28.12, "close": 28.18, "amount_yi": 0.1024 }, { "time": "10:38", "open": 28.03, "high": 28.03, "low": 28.03, "close": 28.03, "amount_yi": 0.102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.72, "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": 28.03, "ts": "2026-06-25T10:38:18", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 27.77, "bid1": 28.03, "ask1": 28.04, "bid_qty1": 52, "ask_qty1": 43 }, "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": "2026-06-25T10:38:22", "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": 132.7408, "price_vs_vwap_pct": 0.9486, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5694, "prev_amount_yi": 0.5341, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 134.77, "high": 134.77, "low": 134.23, "close": 134.23, "amount_yi": 0.1633 }, { "time": "10:35", "open": 134.25, "high": 134.25, "low": 133.78, "close": 133.78, "amount_yi": 0.1026 }, { "time": "10:36", "open": 133.88, "high": 134.05, "low": 133.88, "close": 134.05, "amount_yi": 0.0988 }, { "time": "10:37", "open": 134.7, "high": 134.76, "low": 134.7, "close": 134.76, "amount_yi": 0.1107 }, { "time": "10:38", "open": 134.0, "high": 134.0, "low": 134.0, "close": 134.0, "amount_yi": 0.094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 134.0, "ts": "2026-06-25T10:38:18", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 133.9, "ask1": 134.0, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-25T10:38:22", "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": 3.1039, "intraday_vwap": 94.6235, "price_vs_vwap_pct": 0.102, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4419, "prev_amount_yi": 2.0718, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 96.43, "high": 96.43, "low": 95.74, "close": 95.74, "amount_yi": 0.3747 }, { "time": "10:35", "open": 95.8, "high": 95.8, "low": 95.37, "close": 95.37, "amount_yi": 0.2817 }, { "time": "10:36", "open": 95.67, "high": 95.67, "low": 95.54, "close": 95.54, "amount_yi": 0.2483 }, { "time": "10:37", "open": 95.62, "high": 95.62, "low": 95.03, "close": 95.03, "amount_yi": 0.272 }, { "time": "10:38", "open": 94.72, "high": 94.72, "low": 94.72, "close": 94.72, "amount_yi": 0.2652 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.72, "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": 94.72, "ts": "2026-06-25T10:38:18", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 94.69, "ask1": 94.72, "bid_qty1": 6, "ask_qty1": 325 }, "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": "2026-06-25T10:38:22", "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": 4.5723, "price_vs_vwap_pct": 2.1368, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2176, "prev_amount_yi": 0.1064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 4.58, "high": 4.58, "low": 4.58, "close": 4.58, "amount_yi": 0.013 }, { "time": "10:35", "open": 4.58, "high": 4.64, "low": 4.58, "close": 4.64, "amount_yi": 0.0576 }, { "time": "10:36", "open": 4.68, "high": 4.7, "low": 4.68, "close": 4.7, "amount_yi": 0.0808 }, { "time": "10:37", "open": 4.67, "high": 4.67, "low": 4.65, "close": 4.65, "amount_yi": 0.0514 }, { "time": "10:38", "open": 4.67, "high": 4.67, "low": 4.67, "close": 4.67, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 4.67, "ts": "2026-06-25T10:38:18", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.46, "bid1": 4.67, "ask1": 4.68, "bid_qty1": 198, "ask_qty1": 190 }, "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": "2026-06-25T10:38:22", "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": 22.2588, "price_vs_vwap_pct": 0.9039, "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": 0.2261, "prev_amount_yi": 0.2107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 22.38, "high": 22.39, "low": 22.38, "close": 22.39, "amount_yi": 0.0472 }, { "time": "10:35", "open": 22.4, "high": 22.42, "low": 22.4, "close": 22.42, "amount_yi": 0.0654 }, { "time": "10:36", "open": 22.44, "high": 22.47, "low": 22.44, "close": 22.47, "amount_yi": 0.0457 }, { "time": "10:37", "open": 22.47, "high": 22.47, "low": 22.47, "close": 22.47, "amount_yi": 0.0431 }, { "time": "10:38", "open": 22.46, "high": 22.46, "low": 22.46, "close": 22.46, "amount_yi": 0.0247 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 22.46, "ts": "2026-06-25T10:38:18", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.46, "ask1": 22.47, "bid_qty1": 250, "ask_qty1": 278 }, "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": "2026-06-25T10:38:22", "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": 79.0292, "price_vs_vwap_pct": -0.8215, "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": 0.1215, "prev_amount_yi": 0.2252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 78.49, "high": 78.49, "low": 78.26, "close": 78.26, "amount_yi": 0.0291 }, { "time": "10:35", "open": 78.4, "high": 78.52, "low": 78.4, "close": 78.52, "amount_yi": 0.0349 }, { "time": "10:36", "open": 78.39, "high": 78.4, "low": 78.39, "close": 78.4, "amount_yi": 0.0311 }, { "time": "10:37", "open": 78.27, "high": 78.38, "low": 78.27, "close": 78.38, "amount_yi": 0.0229 }, { "time": "10:38", "open": 78.38, "high": 78.38, "low": 78.38, "close": 78.38, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 78.38, "ts": "2026-06-25T10:38:15", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 77.05, "bid1": 78.31, "ask1": 78.37, "bid_qty1": 1, "ask_qty1": 75 }, "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": "2026-06-25T10:38:22", "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": 115.29, "price_vs_vwap_pct": -1.0148, "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": 0.243, "prev_amount_yi": 0.2581, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9415, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 114.86, "high": 115.1, "low": 114.86, "close": 115.1, "amount_yi": 0.0944 }, { "time": "10:35", "open": 114.9, "high": 114.9, "low": 114.7, "close": 114.7, "amount_yi": 0.0284 }, { "time": "10:36", "open": 114.8, "high": 114.8, "low": 114.69, "close": 114.69, "amount_yi": 0.0325 }, { "time": "10:37", "open": 114.76, "high": 114.76, "low": 114.53, "close": 114.53, "amount_yi": 0.058 }, { "time": "10:38", "open": 114.12, "high": 114.12, "low": 114.12, "close": 114.12, "amount_yi": 0.0297 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 114.12, "ts": "2026-06-25T10:38:19", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.38, "bid1": 114.1, "ask1": 114.14, "bid_qty1": 9, "ask_qty1": 11 }, "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": "2026-06-25T10:38:22", "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": 17.7857, "price_vs_vwap_pct": -2.3373, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4396, "prev_amount_yi": 0.4305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 17.46, "high": 17.46, "low": 17.45, "close": 17.45, "amount_yi": 0.0836 }, { "time": "10:35", "open": 17.48, "high": 17.48, "low": 17.47, "close": 17.47, "amount_yi": 0.0568 }, { "time": "10:36", "open": 17.49, "high": 17.49, "low": 17.44, "close": 17.44, "amount_yi": 0.0569 }, { "time": "10:37", "open": 17.46, "high": 17.46, "low": 17.46, "close": 17.46, "amount_yi": 0.0657 }, { "time": "10:38", "open": 17.37, "high": 17.37, "low": 17.37, "close": 17.37, "amount_yi": 0.1766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 17.37, "ts": "2026-06-25T10:38:18", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.36, "bid1": 17.36, "ask1": 17.37, "bid_qty1": 238, "ask_qty1": 463 }, "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": "2026-06-25T10:38:22", "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": 107.6679, "price_vs_vwap_pct": -2.5894, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5346, "prev_amount_yi": 0.3668, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 105.79, "high": 105.79, "low": 105.57, "close": 105.57, "amount_yi": 0.092 }, { "time": "10:35", "open": 105.52, "high": 105.52, "low": 105.51, "close": 105.51, "amount_yi": 0.0597 }, { "time": "10:36", "open": 105.46, "high": 105.46, "low": 105.36, "close": 105.36, "amount_yi": 0.05 }, { "time": "10:37", "open": 105.28, "high": 105.28, "low": 105.03, "close": 105.03, "amount_yi": 0.1061 }, { "time": "10:38", "open": 104.88, "high": 104.88, "low": 104.88, "close": 104.88, "amount_yi": 0.2268 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 104.88, "ts": "2026-06-25T10:38:15", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.88, "bid1": 104.88, "ask1": 104.89, "bid_qty1": 5, "ask_qty1": 4 }, "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": "2026-06-25T10:38:22", "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": 59.4994, "price_vs_vwap_pct": -4.2007, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.787, "prev_amount_yi": 0.7506, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0485, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 57.48, "high": 57.48, "low": 57.14, "close": 57.14, "amount_yi": 0.1466 }, { "time": "10:35", "open": 57.13, "high": 57.17, "low": 57.13, "close": 57.17, "amount_yi": 0.1309 }, { "time": "10:36", "open": 57.18, "high": 57.18, "low": 57.11, "close": 57.11, "amount_yi": 0.167 }, { "time": "10:37", "open": 57.09, "high": 57.09, "low": 57.09, "close": 57.09, "amount_yi": 0.1324 }, { "time": "10:38", "open": 57.0, "high": 57.0, "low": 57.0, "close": 57.0, "amount_yi": 0.2101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 57.0, "ts": "2026-06-25T10:38:18", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.88, "bid1": 56.96, "ask1": 56.98, "bid_qty1": 39, "ask_qty1": 4 }, "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": "2026-06-25T10:38:22", "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": 231.5237, "price_vs_vwap_pct": -1.4917, "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": 0.2447, "prev_amount_yi": 0.2827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 229.91, "high": 229.98, "low": 229.91, "close": 229.98, "amount_yi": 0.0561 }, { "time": "10:35", "open": 230.0, "high": 230.01, "low": 230.0, "close": 230.01, "amount_yi": 0.0281 }, { "time": "10:36", "open": 230.37, "high": 230.37, "low": 229.61, "close": 229.61, "amount_yi": 0.0593 }, { "time": "10:37", "open": 229.79, "high": 229.79, "low": 228.93, "close": 228.93, "amount_yi": 0.069 }, { "time": "10:38", "open": 228.07, "high": 228.07, "low": 228.07, "close": 228.07, "amount_yi": 0.0322 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 228.07, "ts": "2026-06-25T10:38:18", "prev_close": 248.33, "open": 238.36, "high": 240.99, "low": 225.88, "bid1": 228.07, "ask1": 228.21, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T10:38:22", "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": 410.9073, "price_vs_vwap_pct": -1.4376, "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": 0.1748, "prev_amount_yi": 0.169, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:34", "open": 407.04, "high": 407.04, "low": 407.01, "close": 407.01, "amount_yi": 0.0138 }, { "time": "10:35", "open": 407.0, "high": 407.0, "low": 406.35, "close": 406.35, "amount_yi": 0.0264 }, { "time": "10:36", "open": 406.07, "high": 406.07, "low": 405.63, "close": 405.63, "amount_yi": 0.0467 }, { "time": "10:37", "open": 405.2, "high": 405.28, "low": 405.2, "close": 405.28, "amount_yi": 0.0523 }, { "time": "10:38", "open": 405.0, "high": 405.0, "low": 405.0, "close": 405.0, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 405.0, "ts": "2026-06-25T10:38:15", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 404.0, "ask1": 404.1, "bid_qty1": 46, "ask_qty1": 4 }, "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": "2026-06-25T10:38:22", "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": 80.36, "price_vs_vwap_pct": -2.7377, "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": 0.1937, "prev_amount_yi": 0.2303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:34", "open": 78.75, "high": 78.75, "low": 78.67, "close": 78.67, "amount_yi": 0.0356 }, { "time": "10:35", "open": 78.65, "high": 78.65, "low": 78.42, "close": 78.42, "amount_yi": 0.0246 }, { "time": "10:36", "open": 78.44, "high": 78.44, "low": 78.39, "close": 78.39, "amount_yi": 0.0482 }, { "time": "10:37", "open": 78.55, "high": 78.59, "low": 78.55, "close": 78.59, "amount_yi": 0.065 }, { "time": "10:38", "open": 78.16, "high": 78.16, "low": 78.16, "close": 78.16, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 78.16, "ts": "2026-06-25T10:38:18", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 78.11, "ask1": 78.16, "bid_qty1": 5, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300054:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300054:BREAK_PREV_HIGH", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W26", "status": "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": "2026-06-25T10:38:22", "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": 95.2957, "price_vs_vwap_pct": -1.7794, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.205, "prev_amount_yi": 0.8145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4794, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 94.24, "high": 94.24, "low": 94.18, "close": 94.18, "amount_yi": 0.2164 }, { "time": "10:35", "open": 94.13, "high": 94.13, "low": 94.02, "close": 94.02, "amount_yi": 0.2145 }, { "time": "10:36", "open": 94.05, "high": 94.05, "low": 94.0, "close": 94.0, "amount_yi": 0.1622 }, { "time": "10:37", "open": 94.0, "high": 94.0, "low": 93.92, "close": 93.92, "amount_yi": 0.3969 }, { "time": "10:38", "open": 93.6, "high": 93.6, "low": 93.6, "close": 93.6, "amount_yi": 0.215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 93.6, "ts": "2026-06-25T10:38:18", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 93.6, "bid1": 93.6, "ask1": 93.62, "bid_qty1": 153, "ask_qty1": 42 }, "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": "2026-06-25T10:38:22", "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": 53.3639, "price_vs_vwap_pct": -0.1197, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.173, "prev_amount_yi": 0.1339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 53.08, "high": 53.09, "low": 53.08, "close": 53.09, "amount_yi": 0.0272 }, { "time": "10:35", "open": 53.11, "high": 53.11, "low": 53.07, "close": 53.07, "amount_yi": 0.0256 }, { "time": "10:36", "open": 53.12, "high": 53.18, "low": 53.12, "close": 53.18, "amount_yi": 0.0208 }, { "time": "10:37", "open": 53.23, "high": 53.23, "low": 53.2, "close": 53.2, "amount_yi": 0.0323 }, { "time": "10:38", "open": 53.3, "high": 53.3, "low": 53.3, "close": 53.3, "amount_yi": 0.0671 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 53.3, "ts": "2026-06-25T10:38:17", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.27, "ask1": 53.34, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002460:BREAK_PREV_HIGH", "symbol": "SZSE.002460", "name": "赣锋锂业", "side": "BUY", "priority": "W28", "status": "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": "2026-06-25T10:38:22", "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": 70.1283, "price_vs_vwap_pct": -1.7943, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5602, "prev_amount_yi": 0.5209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 69.08, "high": 69.08, "low": 68.93, "close": 68.93, "amount_yi": 0.0922 }, { "time": "10:35", "open": 68.96, "high": 68.96, "low": 68.9, "close": 68.9, "amount_yi": 0.1093 }, { "time": "10:36", "open": 68.93, "high": 68.97, "low": 68.93, "close": 68.97, "amount_yi": 0.0674 }, { "time": "10:37", "open": 69.06, "high": 69.11, "low": 69.06, "close": 69.11, "amount_yi": 0.0721 }, { "time": "10:38", "open": 68.87, "high": 68.87, "low": 68.87, "close": 68.87, "amount_yi": 0.2192 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 68.87, "ts": "2026-06-25T10:38:18", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.73, "bid1": 68.87, "ask1": 68.88, "bid_qty1": 11, "ask_qty1": 50 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 50.3897, "price_vs_vwap_pct": -1.6267, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4947, "prev_amount_yi": 0.9772, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5296, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 50.11, "high": 50.11, "low": 50.1, "close": 50.1, "amount_yi": 0.2289 }, { "time": "10:35", "open": 50.07, "high": 50.07, "low": 50.0, "close": 50.0, "amount_yi": 0.2758 }, { "time": "10:36", "open": 49.93, "high": 49.93, "low": 49.75, "close": 49.75, "amount_yi": 0.2757 }, { "time": "10:37", "open": 49.56, "high": 49.7, "low": 49.56, "close": 49.7, "amount_yi": 0.4791 }, { "time": "10:38", "open": 49.57, "high": 49.57, "low": 49.57, "close": 49.57, "amount_yi": 0.2352 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 49.57, "ts": "2026-06-25T10:38:18", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 49.56, "ask1": 49.57, "bid_qty1": 3, "ask_qty1": 52 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "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": "2026-06-25T10:38:22", "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": 18.9545, "price_vs_vwap_pct": -0.4986, "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": 0.1541, "prev_amount_yi": 0.1544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 18.94, "high": 18.94, "low": 18.92, "close": 18.92, "amount_yi": 0.0358 }, { "time": "10:35", "open": 18.95, "high": 18.95, "low": 18.92, "close": 18.92, "amount_yi": 0.0237 }, { "time": "10:36", "open": 18.9, "high": 18.92, "low": 18.9, "close": 18.92, "amount_yi": 0.0414 }, { "time": "10:37", "open": 18.92, "high": 18.92, "low": 18.91, "close": 18.91, "amount_yi": 0.0219 }, { "time": "10:38", "open": 18.86, "high": 18.86, "low": 18.86, "close": 18.86, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 18.86, "ts": "2026-06-25T10:38:18", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.85, "ask1": 18.86, "bid_qty1": 106, "ask_qty1": 12 }, "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": "2026-06-25T10:38:22", "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": 39.6895, "price_vs_vwap_pct": -1.4349, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4446, "prev_amount_yi": 0.4724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9412, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 39.49, "high": 39.49, "low": 39.42, "close": 39.42, "amount_yi": 0.09 }, { "time": "10:35", "open": 39.45, "high": 39.45, "low": 39.4, "close": 39.4, "amount_yi": 0.0579 }, { "time": "10:36", "open": 39.42, "high": 39.42, "low": 39.34, "close": 39.34, "amount_yi": 0.0974 }, { "time": "10:37", "open": 39.31, "high": 39.31, "low": 39.26, "close": 39.26, "amount_yi": 0.1365 }, { "time": "10:38", "open": 39.12, "high": 39.12, "low": 39.12, "close": 39.12, "amount_yi": 0.0628 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 39.12, "ts": "2026-06-25T10:38:18", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.12, "ask1": 39.13, "bid_qty1": 177, "ask_qty1": 47 }, "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": "2026-06-25T10:38:22", "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": 16.6522, "price_vs_vwap_pct": -1.5145, "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": 0.1156, "prev_amount_yi": 0.1202, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 16.46, "high": 16.46, "low": 16.44, "close": 16.44, "amount_yi": 0.0278 }, { "time": "10:35", "open": 16.51, "high": 16.51, "low": 16.51, "close": 16.51, "amount_yi": 0.0187 }, { "time": "10:36", "open": 16.52, "high": 16.52, "low": 16.46, "close": 16.46, "amount_yi": 0.0296 }, { "time": "10:37", "open": 16.47, "high": 16.47, "low": 16.46, "close": 16.46, "amount_yi": 0.0144 }, { "time": "10:38", "open": 16.4, "high": 16.4, "low": 16.4, "close": 16.4, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 16.4, "ts": "2026-06-25T10:38:18", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.4, "ask1": 16.41, "bid_qty1": 217, "ask_qty1": 2 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.16, "exec_low": 24.16, "exec_high": 24.52, "invalid_price": 23.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "waiting_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": 24.0029, "price_vs_vwap_pct": -0.5537, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3378, "prev_amount_yi": 0.2462, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 23.95, "high": 23.95, "low": 23.94, "close": 23.94, "amount_yi": 0.0604 }, { "time": "10:35", "open": 23.92, "high": 23.92, "low": 23.9, "close": 23.9, "amount_yi": 0.0848 }, { "time": "10:36", "open": 23.9, "high": 23.9, "low": 23.89, "close": 23.89, "amount_yi": 0.0669 }, { "time": "10:37", "open": 23.91, "high": 23.92, "low": 23.91, "close": 23.92, "amount_yi": 0.0749 }, { "time": "10:38", "open": 23.87, "high": 23.87, "low": 23.87, "close": 23.87, "amount_yi": 0.0508 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 23.87, "ts": "2026-06-25T10:38:18", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.87, "ask1": 23.88, "bid_qty1": 24, "ask_qty1": 96 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002008:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002008:BREAK_PREV_HIGH", "symbol": "SZSE.002008", "name": "大族激光", "side": "BUY", "priority": "W34", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 157.74, "exec_low": 157.74, "exec_high": 160.11, "invalid_price": 153.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "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": 152.2369, "price_vs_vwap_pct": -0.241, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4687, "prev_amount_yi": 1.3998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0492, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 152.07, "high": 152.13, "low": 152.07, "close": 152.13, "amount_yi": 0.3002 }, { "time": "10:35", "open": 152.25, "high": 152.25, "low": 152.18, "close": 152.18, "amount_yi": 0.2453 }, { "time": "10:36", "open": 152.37, "high": 152.37, "low": 152.06, "close": 152.06, "amount_yi": 0.2864 }, { "time": "10:37", "open": 152.49, "high": 152.49, "low": 152.47, "close": 152.47, "amount_yi": 0.3052 }, { "time": "10:38", "open": 151.87, "high": 151.87, "low": 151.87, "close": 151.87, "amount_yi": 0.3316 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 151.87, "ts": "2026-06-25T10:38:18", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 148.9, "bid1": 151.8, "ask1": 151.91, "bid_qty1": 39, "ask_qty1": 11 }, "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": "2026-06-25T10:38:22", "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": 30.1333, "price_vs_vwap_pct": -1.0065, "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": 0.1092, "prev_amount_yi": 0.0995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0975, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 29.92, "high": 29.92, "low": 29.92, "close": 29.92, "amount_yi": 0.0133 }, { "time": "10:35", "open": 29.91, "high": 29.91, "low": 29.9, "close": 29.9, "amount_yi": 0.0257 }, { "time": "10:36", "open": 29.92, "high": 29.92, "low": 29.88, "close": 29.88, "amount_yi": 0.0238 }, { "time": "10:37", "open": 29.87, "high": 29.87, "low": 29.86, "close": 29.86, "amount_yi": 0.0292 }, { "time": "10:38", "open": 29.83, "high": 29.83, "low": 29.83, "close": 29.83, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 29.83, "ts": "2026-06-25T10:38:15", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.68, "bid1": 29.81, "ask1": 29.82, "bid_qty1": 87, "ask_qty1": 39 }, "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": "2026-06-25T10:38:22", "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": 82.0222, "price_vs_vwap_pct": 0.2412, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.268, "prev_amount_yi": 0.2863, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9361, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 82.53, "high": 82.57, "low": 82.53, "close": 82.57, "amount_yi": 0.0465 }, { "time": "10:35", "open": 82.6, "high": 82.6, "low": 82.59, "close": 82.59, "amount_yi": 0.0306 }, { "time": "10:36", "open": 82.68, "high": 82.75, "low": 82.68, "close": 82.75, "amount_yi": 0.0701 }, { "time": "10:37", "open": 82.88, "high": 82.88, "low": 82.83, "close": 82.83, "amount_yi": 0.0417 }, { "time": "10:38", "open": 82.22, "high": 82.22, "low": 82.22, "close": 82.22, "amount_yi": 0.0791 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 82.22, "ts": "2026-06-25T10:38:18", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 82.23, "ask1": 82.39, "bid_qty1": 2, "ask_qty1": 23 }, "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": "2026-06-25T10:38:22", "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": 32.993, "price_vs_vwap_pct": -0.7365, "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": 0.1492, "prev_amount_yi": 0.2206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 32.8, "high": 32.8, "low": 32.79, "close": 32.79, "amount_yi": 0.0388 }, { "time": "10:35", "open": 32.79, "high": 32.79, "low": 32.78, "close": 32.78, "amount_yi": 0.0123 }, { "time": "10:36", "open": 32.79, "high": 32.83, "low": 32.79, "close": 32.83, "amount_yi": 0.041 }, { "time": "10:37", "open": 32.83, "high": 32.83, "low": 32.82, "close": 32.82, "amount_yi": 0.017 }, { "time": "10:38", "open": 32.75, "high": 32.75, "low": 32.75, "close": 32.75, "amount_yi": 0.0401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": "2026-06-25T10:38:18", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.74, "ask1": 32.76, "bid_qty1": 10, "ask_qty1": 7 }, "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": "2026-06-25T10:38:22", "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": 185.0242, "price_vs_vwap_pct": -0.7697, "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": 0.2414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 185.1, "high": 185.1, "low": 184.84, "close": 184.84, "amount_yi": 0.0976 }, { "time": "10:35", "open": 184.58, "high": 184.58, "low": 184.26, "close": 184.26, "amount_yi": 0.0482 }, { "time": "10:36", "open": 184.38, "high": 184.38, "low": 184.3, "close": 184.3, "amount_yi": 0.0586 }, { "time": "10:37", "open": 184.15, "high": 184.16, "low": 184.15, "close": 184.16, "amount_yi": 0.0403 }, { "time": "10:38", "open": 183.6, "high": 183.6, "low": 183.6, "close": 183.6, "amount_yi": 0.0743 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 183.6, "ts": "2026-06-25T10:38:17", "prev_close": 185.39, "open": 186.8, "high": 186.85, "low": 183.03, "bid1": 183.6, "ask1": 183.63, "bid_qty1": 11, "ask_qty1": 5 }, "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": "2026-06-25T10:38:22", "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": 37.249, "price_vs_vwap_pct": -1.2054, "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": 0.1367, "prev_amount_yi": 0.18, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 36.79, "high": 36.8, "low": 36.79, "close": 36.8, "amount_yi": 0.0493 }, { "time": "10:35", "open": 36.78, "high": 36.81, "low": 36.78, "close": 36.81, "amount_yi": 0.0153 }, { "time": "10:36", "open": 36.78, "high": 36.78, "low": 36.78, "close": 36.78, "amount_yi": 0.0211 }, { "time": "10:37", "open": 36.83, "high": 36.83, "low": 36.81, "close": 36.81, "amount_yi": 0.0166 }, { "time": "10:38", "open": 36.8, "high": 36.8, "low": 36.8, "close": 36.8, "amount_yi": 0.0344 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 36.8, "ts": "2026-06-25T10:38:18", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.73, "bid1": 36.78, "ask1": 36.8, "bid_qty1": 3, "ask_qty1": 8 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 55.38, "exec_low": 55.38, "exec_high": 56.21, "invalid_price": 53.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 57.04, "max_chase_pct": 1.5, "base_exec_high": 56.21, "dynamic_exec_high": null, "entry_zone_low": 54.55, "entry_zone_high": 56.21, "entry_risk_pct": null, "intraday_vwap": 54.9155, "price_vs_vwap_pct": -0.9933, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5625, "prev_amount_yi": 0.6679, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 55.55, "high": 55.55, "low": 55.45, "close": 55.45, "amount_yi": 0.1704 }, { "time": "10:35", "open": 55.33, "high": 55.33, "low": 55.18, "close": 55.18, "amount_yi": 0.0569 }, { "time": "10:36", "open": 55.21, "high": 55.21, "low": 55.03, "close": 55.03, "amount_yi": 0.094 }, { "time": "10:37", "open": 54.94, "high": 54.94, "low": 54.62, "close": 54.62, "amount_yi": 0.1648 }, { "time": "10:38", "open": 54.37, "high": 54.37, "low": 54.37, "close": 54.37, "amount_yi": 0.0764 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 54.37, "ts": "2026-06-25T10:38:18", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 54.36, "ask1": 54.37, "bid_qty1": 5, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300303:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300303:BREAK_PREV_HIGH", "symbol": "SZSE.300303", "name": "聚飞光电", "side": "BUY", "priority": "W41", "status": "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": "2026-06-25T10:38:22", "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": 3.9801, "intraday_vwap": 10.0318, "price_vs_vwap_pct": 0.0817, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2521, "prev_amount_yi": 0.2294, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 10.14, "high": 10.14, "low": 10.13, "close": 10.13, "amount_yi": 0.0482 }, { "time": "10:35", "open": 10.13, "high": 10.13, "low": 10.11, "close": 10.11, "amount_yi": 0.0321 }, { "time": "10:36", "open": 10.11, "high": 10.11, "low": 10.1, "close": 10.1, "amount_yi": 0.0348 }, { "time": "10:37", "open": 10.09, "high": 10.09, "low": 10.09, "close": 10.09, "amount_yi": 0.072 }, { "time": "10:38", "open": 10.04, "high": 10.04, "low": 10.04, "close": 10.04, "amount_yi": 0.065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.72, "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": 10.04, "ts": "2026-06-25T10:38:18", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.03, "ask1": 10.05, "bid_qty1": 1115, "ask_qty1": 497 }, "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": "2026-06-25T10:38:22", "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": 100.4808, "price_vs_vwap_pct": -1.3941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3908, "prev_amount_yi": 0.3725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 99.54, "high": 99.54, "low": 99.45, "close": 99.45, "amount_yi": 0.1009 }, { "time": "10:35", "open": 99.65, "high": 99.65, "low": 99.46, "close": 99.46, "amount_yi": 0.0443 }, { "time": "10:36", "open": 99.47, "high": 99.47, "low": 99.45, "close": 99.45, "amount_yi": 0.0627 }, { "time": "10:37", "open": 99.68, "high": 99.68, "low": 99.62, "close": 99.62, "amount_yi": 0.072 }, { "time": "10:38", "open": 99.08, "high": 99.08, "low": 99.08, "close": 99.08, "amount_yi": 0.1109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 99.08, "ts": "2026-06-25T10:38:18", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 98.08, "bid1": 99.08, "ask1": 99.12, "bid_qty1": 8, "ask_qty1": 2 }, "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": "2026-06-25T10:38:22", "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": 37.9966, "price_vs_vwap_pct": -3.1492, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.883, "prev_amount_yi": 0.5784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5266, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 37.06, "high": 37.06, "low": 37.03, "close": 37.03, "amount_yi": 0.197 }, { "time": "10:35", "open": 37.03, "high": 37.03, "low": 37.01, "close": 37.01, "amount_yi": 0.2447 }, { "time": "10:36", "open": 36.96, "high": 36.96, "low": 36.95, "close": 36.95, "amount_yi": 0.2723 }, { "time": "10:37", "open": 36.96, "high": 36.96, "low": 36.95, "close": 36.95, "amount_yi": 0.0935 }, { "time": "10:38", "open": 36.8, "high": 36.8, "low": 36.8, "close": 36.8, "amount_yi": 0.0755 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 36.8, "ts": "2026-06-25T10:38:17", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.8, "bid1": 36.8, "ask1": 36.81, "bid_qty1": 488, "ask_qty1": 51 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 116.94, "exec_low": 116.94, "exec_high": 118.69, "invalid_price": 113.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "医药研发服务 / CXO", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.45, "max_chase_pct": 1.5, "base_exec_high": 118.69, "dynamic_exec_high": null, "entry_zone_low": 115.19, "entry_zone_high": 118.69, "entry_risk_pct": null, "intraday_vwap": 115.3074, "price_vs_vwap_pct": 0.063, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9467, "prev_amount_yi": 1.371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6905, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 115.17, "high": 115.17, "low": 115.11, "close": 115.11, "amount_yi": 0.1821 }, { "time": "10:35", "open": 115.19, "high": 115.19, "low": 115.15, "close": 115.15, "amount_yi": 0.235 }, { "time": "10:36", "open": 115.27, "high": 115.27, "low": 115.26, "close": 115.26, "amount_yi": 0.2553 }, { "time": "10:37", "open": 115.18, "high": 115.18, "low": 115.18, "close": 115.18, "amount_yi": 0.1779 }, { "time": "10:38", "open": 115.38, "high": 115.38, "low": 115.38, "close": 115.38, "amount_yi": 0.0964 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 115.38, "ts": "2026-06-25T10:38:19", "prev_close": 115.4, "open": 114.0, "high": 117.0, "low": 113.23, "bid1": 115.38, "ask1": 115.39, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603757:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603757:BREAK_PREV_HIGH", "symbol": "SHSE.603757", "name": "大元泵业", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.51, "exec_low": 74.51, "exec_high": 75.63, "invalid_price": 72.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "minute_energy_amount_too_low", "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": 3.9346, "intraday_vwap": 74.8731, "price_vs_vwap_pct": 0.4366, "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": 0.212, "prev_amount_yi": 0.1854, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 76.15, "high": 76.32, "low": 76.15, "close": 76.32, "amount_yi": 0.0435 }, { "time": "10:35", "open": 75.96, "high": 75.96, "low": 75.95, "close": 75.95, "amount_yi": 0.0323 }, { "time": "10:36", "open": 76.18, "high": 76.18, "low": 76.0, "close": 76.0, "amount_yi": 0.0309 }, { "time": "10:37", "open": 75.99, "high": 75.99, "low": 75.71, "close": 75.71, "amount_yi": 0.0478 }, { "time": "10:38", "open": 75.2, "high": 75.2, "low": 75.2, "close": 75.2, "amount_yi": 0.0575 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.72, "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": 75.2, "ts": "2026-06-25T10:38:17", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 72.73, "bid1": 75.2, "ask1": 75.23, "bid_qty1": 3, "ask_qty1": 22 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003031:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003031:BREAK_PREV_HIGH", "symbol": "SZSE.003031", "name": "中瓷电子", "side": "BUY", "priority": "W46", "status": "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": "2026-06-25T10:38:22", "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": 192.0331, "price_vs_vwap_pct": -1.3087, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3587, "prev_amount_yi": 0.4424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 191.39, "high": 191.39, "low": 190.5, "close": 190.5, "amount_yi": 0.0679 }, { "time": "10:35", "open": 190.6, "high": 190.6, "low": 190.14, "close": 190.14, "amount_yi": 0.0697 }, { "time": "10:36", "open": 190.99, "high": 191.18, "low": 190.99, "close": 191.18, "amount_yi": 0.0666 }, { "time": "10:37", "open": 191.0, "high": 191.0, "low": 190.8, "close": 190.8, "amount_yi": 0.0435 }, { "time": "10:38", "open": 189.52, "high": 189.52, "low": 189.52, "close": 189.52, "amount_yi": 0.111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 189.52, "ts": "2026-06-25T10:38:18", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 189.52, "ask1": 189.78, "bid_qty1": 1, "ask_qty1": 23 }, "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": "2026-06-25T10:38:22", "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": 19.2637, "price_vs_vwap_pct": -2.4071, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2701, "prev_amount_yi": 0.5209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5185, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 18.57, "high": 18.57, "low": 18.56, "close": 18.56, "amount_yi": 0.0614 }, { "time": "10:35", "open": 18.56, "high": 18.61, "low": 18.56, "close": 18.61, "amount_yi": 0.0479 }, { "time": "10:36", "open": 18.68, "high": 18.79, "low": 18.68, "close": 18.79, "amount_yi": 0.0473 }, { "time": "10:37", "open": 18.81, "high": 18.81, "low": 18.81, "close": 18.81, "amount_yi": 0.085 }, { "time": "10:38", "open": 18.8, "high": 18.8, "low": 18.8, "close": 18.8, "amount_yi": 0.0285 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 18.8, "ts": "2026-06-25T10:38:18", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.48, "bid1": 18.78, "ask1": 18.8, "bid_qty1": 20, "ask_qty1": 4 }, "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": "2026-06-25T10:38:22", "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": 12.8614, "price_vs_vwap_pct": -0.9439, "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": 0.1069, "prev_amount_yi": 0.1192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 12.82, "high": 12.82, "low": 12.8, "close": 12.8, "amount_yi": 0.0164 }, { "time": "10:35", "open": 12.77, "high": 12.77, "low": 12.74, "close": 12.74, "amount_yi": 0.0239 }, { "time": "10:36", "open": 12.73, "high": 12.73, "low": 12.73, "close": 12.73, "amount_yi": 0.0219 }, { "time": "10:37", "open": 12.72, "high": 12.73, "low": 12.72, "close": 12.73, "amount_yi": 0.0383 }, { "time": "10:38", "open": 12.74, "high": 12.74, "low": 12.74, "close": 12.74, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 12.74, "ts": "2026-06-25T10:38:18", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.63, "bid1": 12.73, "ask1": 12.74, "bid_qty1": 28, "ask_qty1": 23 }, "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": "2026-06-25T10:38:22", "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": 3.2668, "intraday_vwap": 34.8754, "price_vs_vwap_pct": -0.847, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7177, "prev_amount_yi": 0.7343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9774, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 34.54, "high": 34.58, "low": 34.54, "close": 34.58, "amount_yi": 0.178 }, { "time": "10:35", "open": 34.59, "high": 34.6, "low": 34.59, "close": 34.6, "amount_yi": 0.1069 }, { "time": "10:36", "open": 34.61, "high": 34.61, "low": 34.59, "close": 34.59, "amount_yi": 0.0672 }, { "time": "10:37", "open": 34.55, "high": 34.55, "low": 34.55, "close": 34.55, "amount_yi": 0.1363 }, { "time": "10:38", "open": 34.58, "high": 34.58, "low": 34.58, "close": 34.58, "amount_yi": 0.2293 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.72, "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": 34.58, "ts": "2026-06-25T10:38:18", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.58, "ask1": 34.59, "bid_qty1": 21, "ask_qty1": 10 }, "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": "2026-06-25T10:38:22", "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": 62.6171, "price_vs_vwap_pct": -2.311, "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": 0.1316, "prev_amount_yi": 0.2098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 61.29, "high": 61.29, "low": 61.22, "close": 61.22, "amount_yi": 0.0391 }, { "time": "10:35", "open": 61.21, "high": 61.21, "low": 61.19, "close": 61.19, "amount_yi": 0.0326 }, { "time": "10:36", "open": 61.2, "high": 61.23, "low": 61.2, "close": 61.23, "amount_yi": 0.0116 }, { "time": "10:37", "open": 61.44, "high": 61.44, "low": 61.42, "close": 61.42, "amount_yi": 0.0189 }, { "time": "10:38", "open": 61.17, "high": 61.17, "low": 61.17, "close": 61.17, "amount_yi": 0.0294 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 61.17, "ts": "2026-06-25T10:38:18", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 61.01, "bid1": 61.17, "ask1": 61.19, "bid_qty1": 5, "ask_qty1": 41 }, "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": "2026-06-25T10:38:22", "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": 22.7597, "price_vs_vwap_pct": 3.4724, "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": 0.216, "prev_amount_yi": 0.257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 23.56, "high": 23.56, "low": 23.55, "close": 23.55, "amount_yi": 0.0545 }, { "time": "10:35", "open": 23.51, "high": 23.51, "low": 23.49, "close": 23.49, "amount_yi": 0.0549 }, { "time": "10:36", "open": 23.47, "high": 23.47, "low": 23.44, "close": 23.44, "amount_yi": 0.0307 }, { "time": "10:37", "open": 23.47, "high": 23.51, "low": 23.47, "close": 23.51, "amount_yi": 0.061 }, { "time": "10:38", "open": 23.55, "high": 23.55, "low": 23.55, "close": 23.55, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 23.55, "ts": "2026-06-25T10:38:18", "prev_close": 22.42, "open": 21.6, "high": 23.75, "low": 21.6, "bid1": 23.54, "ask1": 23.55, "bid_qty1": 72, "ask_qty1": 223 }, "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": "2026-06-25T10:38:22", "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": 29.0972, "price_vs_vwap_pct": -1.6744, "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": 0.0846, "prev_amount_yi": 0.0895, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 28.65, "high": 28.65, "low": 28.58, "close": 28.58, "amount_yi": 0.0202 }, { "time": "10:35", "open": 28.59, "high": 28.59, "low": 28.59, "close": 28.59, "amount_yi": 0.0154 }, { "time": "10:36", "open": 28.59, "high": 28.61, "low": 28.59, "close": 28.61, "amount_yi": 0.0215 }, { "time": "10:37", "open": 28.7, "high": 28.7, "low": 28.7, "close": 28.7, "amount_yi": 0.0156 }, { "time": "10:38", "open": 28.61, "high": 28.61, "low": 28.61, "close": 28.61, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 28.61, "ts": "2026-06-25T10:38:18", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.59, "ask1": 28.61, "bid_qty1": 39, "ask_qty1": 28 }, "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": "2026-06-25T10:38:22", "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": 113.1646, "price_vs_vwap_pct": -2.2751, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4549, "prev_amount_yi": 0.232, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9608, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 111.33, "high": 111.37, "low": 111.33, "close": 111.37, "amount_yi": 0.1135 }, { "time": "10:35", "open": 111.36, "high": 111.36, "low": 111.3, "close": 111.3, "amount_yi": 0.0903 }, { "time": "10:36", "open": 111.2, "high": 111.2, "low": 111.14, "close": 111.14, "amount_yi": 0.101 }, { "time": "10:37", "open": 111.05, "high": 111.05, "low": 111.03, "close": 111.03, "amount_yi": 0.0496 }, { "time": "10:38", "open": 110.59, "high": 110.59, "low": 110.59, "close": 110.59, "amount_yi": 0.1005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "current_position_value": 199404.0, "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": 110.59, "ts": "2026-06-25T10:38:18", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 110.56, "bid1": 110.56, "ask1": 110.57, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T10:38:22", "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": 91.7679, "price_vs_vwap_pct": -1.1419, "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": 0.0783, "prev_amount_yi": 0.0878, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 90.22, "high": 90.22, "low": 90.22, "close": 90.22, "amount_yi": 0.0122 }, { "time": "10:35", "open": 90.47, "high": 90.48, "low": 90.47, "close": 90.48, "amount_yi": 0.0226 }, { "time": "10:36", "open": 90.57, "high": 90.57, "low": 90.49, "close": 90.49, "amount_yi": 0.0097 }, { "time": "10:37", "open": 90.99, "high": 90.99, "low": 90.71, "close": 90.71, "amount_yi": 0.0312 }, { "time": "10:38", "open": 90.72, "high": 90.72, "low": 90.72, "close": 90.72, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 90.72, "ts": "2026-06-25T10:38:15", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.72, "ask1": 90.77, "bid_qty1": 1, "ask_qty1": 26 }, "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": "2026-06-25T10:38:22", "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": 75.438, "price_vs_vwap_pct": -2.3039, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4637, "prev_amount_yi": 1.3362, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 74.12, "high": 74.12, "low": 74.09, "close": 74.09, "amount_yi": 0.24 }, { "time": "10:35", "open": 74.09, "high": 74.18, "low": 74.09, "close": 74.18, "amount_yi": 0.2227 }, { "time": "10:36", "open": 73.98, "high": 73.98, "low": 73.9, "close": 73.9, "amount_yi": 0.3514 }, { "time": "10:37", "open": 74.0, "high": 74.03, "low": 74.0, "close": 74.03, "amount_yi": 0.1899 }, { "time": "10:38", "open": 73.7, "high": 73.7, "low": 73.7, "close": 73.7, "amount_yi": 0.4597 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 73.7, "ts": "2026-06-25T10:38:18", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 73.68, "bid1": 73.68, "ask1": 73.7, "bid_qty1": 130, "ask_qty1": 516 }, "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": "2026-06-25T10:38:22", "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": 53.2874, "price_vs_vwap_pct": 1.1496, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3486, "prev_amount_yi": 0.1711, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0374, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 53.98, "high": 54.15, "low": 53.98, "close": 54.15, "amount_yi": 0.0941 }, { "time": "10:35", "open": 54.32, "high": 54.45, "low": 54.32, "close": 54.45, "amount_yi": 0.1064 }, { "time": "10:36", "open": 54.44, "high": 54.44, "low": 54.32, "close": 54.32, "amount_yi": 0.0713 }, { "time": "10:37", "open": 54.34, "high": 54.34, "low": 54.16, "close": 54.16, "amount_yi": 0.0525 }, { "time": "10:38", "open": 53.9, "high": 53.9, "low": 53.9, "close": 53.9, "amount_yi": 0.0243 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 53.9, "ts": "2026-06-25T10:38:15", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 53.9, "ask1": 53.93, "bid_qty1": 6, "ask_qty1": 90 }, "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": "2026-06-25T10:38:22", "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": 21.2052, "price_vs_vwap_pct": -1.062, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4633, "prev_amount_yi": 0.5428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 21.31, "high": 21.31, "low": 21.31, "close": 21.31, "amount_yi": 0.1008 }, { "time": "10:35", "open": 21.32, "high": 21.32, "low": 21.25, "close": 21.25, "amount_yi": 0.0624 }, { "time": "10:36", "open": 21.23, "high": 21.23, "low": 21.09, "close": 21.09, "amount_yi": 0.0642 }, { "time": "10:37", "open": 21.14, "high": 21.14, "low": 21.07, "close": 21.07, "amount_yi": 0.1321 }, { "time": "10:38", "open": 20.98, "high": 20.98, "low": 20.98, "close": 20.98, "amount_yi": 0.1038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 20.98, "ts": "2026-06-25T10:38:18", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 20.97, "ask1": 20.98, "bid_qty1": 1, "ask_qty1": 400 }, "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": "CANCELLED", "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": "2026-06-25T10:38:22", "sim_reason": "invalid_price_broken", "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": 84.9985, "price_vs_vwap_pct": -2.4689, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0262, "prev_amount_yi": 0.6234, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 83.38, "high": 83.38, "low": 83.34, "close": 83.34, "amount_yi": 0.1239 }, { "time": "10:35", "open": 83.31, "high": 83.31, "low": 83.23, "close": 83.23, "amount_yi": 0.171 }, { "time": "10:36", "open": 83.25, "high": 83.26, "low": 83.25, "close": 83.26, "amount_yi": 0.1633 }, { "time": "10:37", "open": 83.27, "high": 83.28, "low": 83.27, "close": 83.28, "amount_yi": 0.1226 }, { "time": "10:38", "open": 82.9, "high": 82.9, "low": 82.9, "close": 82.9, "amount_yi": 0.4454 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 82.9, "ts": "2026-06-25T10:38:18", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.9, "bid1": 82.9, "ask1": 82.91, "bid_qty1": 34, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:38:22", "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": 104.6377, "price_vs_vwap_pct": -4.4799, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4419, "prev_amount_yi": 0.4, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 101.33, "high": 101.33, "low": 101.1, "close": 101.1, "amount_yi": 0.0813 }, { "time": "10:35", "open": 101.27, "high": 101.27, "low": 101.13, "close": 101.13, "amount_yi": 0.0477 }, { "time": "10:36", "open": 101.14, "high": 101.14, "low": 100.9, "close": 100.9, "amount_yi": 0.0945 }, { "time": "10:37", "open": 100.77, "high": 100.77, "low": 100.5, "close": 100.5, "amount_yi": 0.0903 }, { "time": "10:38", "open": 99.95, "high": 99.95, "low": 99.95, "close": 99.95, "amount_yi": 0.1281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 99.95, "ts": "2026-06-25T10:38:15", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.95, "bid1": 99.95, "ask1": 99.97, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-25T10:38:22", "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": 45.1885, "price_vs_vwap_pct": -2.4309, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3103, "prev_amount_yi": 0.2771, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1198, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 44.46, "high": 44.46, "low": 44.4, "close": 44.4, "amount_yi": 0.0532 }, { "time": "10:35", "open": 44.48, "high": 44.57, "low": 44.48, "close": 44.57, "amount_yi": 0.0499 }, { "time": "10:36", "open": 44.52, "high": 44.52, "low": 44.38, "close": 44.38, "amount_yi": 0.0736 }, { "time": "10:37", "open": 44.49, "high": 44.49, "low": 44.35, "close": 44.35, "amount_yi": 0.0591 }, { "time": "10:38", "open": 44.09, "high": 44.09, "low": 44.09, "close": 44.09, "amount_yi": 0.0745 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 44.09, "ts": "2026-06-25T10:38:17", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 44.06, "bid1": 44.07, "ask1": 44.09, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-25T10:38:22", "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": 21.8665, "price_vs_vwap_pct": 0.8849, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2566, "prev_amount_yi": 1.3922, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9026, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 22.36, "high": 22.36, "low": 22.31, "close": 22.31, "amount_yi": 0.1996 }, { "time": "10:35", "open": 22.26, "high": 22.26, "low": 22.22, "close": 22.22, "amount_yi": 0.1613 }, { "time": "10:36", "open": 22.2, "high": 22.2, "low": 22.18, "close": 22.18, "amount_yi": 0.3114 }, { "time": "10:37", "open": 22.14, "high": 22.16, "low": 22.14, "close": 22.16, "amount_yi": 0.2723 }, { "time": "10:38", "open": 22.06, "high": 22.06, "low": 22.06, "close": 22.06, "amount_yi": 0.312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 22.06, "ts": "2026-06-25T10:38:18", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.05, "ask1": 22.06, "bid_qty1": 1203, "ask_qty1": 187 }, "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": "2026-06-25T10:38:22", "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": 388.1823, "price_vs_vwap_pct": 0.1231, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8243, "prev_amount_yi": 0.9988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8253, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 391.0, "high": 391.0, "low": 390.6, "close": 390.6, "amount_yi": 0.175 }, { "time": "10:35", "open": 390.74, "high": 390.74, "low": 390.72, "close": 390.72, "amount_yi": 0.116 }, { "time": "10:36", "open": 392.15, "high": 392.15, "low": 391.74, "close": 391.74, "amount_yi": 0.1386 }, { "time": "10:37", "open": 391.0, "high": 391.0, "low": 389.99, "close": 389.99, "amount_yi": 0.2534 }, { "time": "10:38", "open": 388.66, "high": 388.66, "low": 388.66, "close": 388.66, "amount_yi": 0.1413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 388.66, "ts": "2026-06-25T10:38:18", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 388.61, "ask1": 388.62, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-25T10:38:22", "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": 110.6451, "price_vs_vwap_pct": -0.6644, "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": 0.1006, "prev_amount_yi": 0.1121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8974, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:34", "open": 110.58, "high": 110.58, "low": 110.39, "close": 110.39, "amount_yi": 0.0154 }, { "time": "10:35", "open": 110.43, "high": 110.43, "low": 110.34, "close": 110.34, "amount_yi": 0.017 }, { "time": "10:36", "open": 110.44, "high": 110.44, "low": 110.32, "close": 110.32, "amount_yi": 0.0183 }, { "time": "10:37", "open": 110.3, "high": 110.3, "low": 110.27, "close": 110.27, "amount_yi": 0.0169 }, { "time": "10:38", "open": 109.91, "high": 109.91, "low": 109.91, "close": 109.91, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 109.91, "ts": "2026-06-25T10:38:18", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.5, "bid1": 109.91, "ask1": 110.04, "bid_qty1": 10, "ask_qty1": 1 }, "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": "2026-06-25T10:38:22", "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": 12.7415, "price_vs_vwap_pct": 0.93, "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": 0.2117, "prev_amount_yi": 0.219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 13.01, "high": 13.01, "low": 12.99, "close": 12.99, "amount_yi": 0.0462 }, { "time": "10:35", "open": 12.99, "high": 12.99, "low": 12.96, "close": 12.96, "amount_yi": 0.0259 }, { "time": "10:36", "open": 12.96, "high": 12.96, "low": 12.95, "close": 12.95, "amount_yi": 0.0439 }, { "time": "10:37", "open": 12.92, "high": 12.94, "low": 12.92, "close": 12.94, "amount_yi": 0.0516 }, { "time": "10:38", "open": 12.86, "high": 12.86, "low": 12.86, "close": 12.86, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 12.86, "ts": "2026-06-25T10:38:18", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.86, "ask1": 12.87, "bid_qty1": 428, "ask_qty1": 337 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T10:38:22", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": null, "intraday_vwap": 84.1581, "price_vs_vwap_pct": -0.5562, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5394, "prev_amount_yi": 0.6457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 84.23, "high": 84.23, "low": 84.07, "close": 84.07, "amount_yi": 0.0587 }, { "time": "10:35", "open": 84.05, "high": 84.05, "low": 84.0, "close": 84.0, "amount_yi": 0.1867 }, { "time": "10:36", "open": 84.07, "high": 84.07, "low": 83.97, "close": 83.97, "amount_yi": 0.0877 }, { "time": "10:37", "open": 84.02, "high": 84.02, "low": 83.94, "close": 83.94, "amount_yi": 0.1104 }, { "time": "10:38", "open": 83.69, "high": 83.69, "low": 83.69, "close": 83.69, "amount_yi": 0.0959 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 83.69, "ts": "2026-06-25T10:38:18", "prev_close": 83.64, "open": 84.0, "high": 85.1, "low": 83.16, "bid1": 83.68, "ask1": 83.69, "bid_qty1": 13, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:38:22", "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": 864.6634, "price_vs_vwap_pct": -2.2741, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.344, "prev_amount_yi": 2.3658, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 853.7, "high": 853.7, "low": 853.0, "close": 853.0, "amount_yi": 0.4455 }, { "time": "10:35", "open": 852.52, "high": 852.52, "low": 852.0, "close": 852.0, "amount_yi": 0.2669 }, { "time": "10:36", "open": 851.0, "high": 851.0, "low": 850.02, "close": 850.02, "amount_yi": 0.3154 }, { "time": "10:37", "open": 849.0, "high": 849.0, "low": 847.0, "close": 847.0, "amount_yi": 0.6959 }, { "time": "10:38", "open": 845.0, "high": 845.0, "low": 845.0, "close": 845.0, "amount_yi": 0.6203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 845.0, "ts": "2026-06-25T10:38:18", "prev_close": 810.0, "open": 830.0, "high": 890.55, "low": 829.19, "bid1": 845.11, "ask1": 845.8, "bid_qty1": 1, "ask_qty1": 17 }, "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": "2026-06-25T10:38:22", "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": 262.4462, "price_vs_vwap_pct": -1.1645, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3181, "prev_amount_yi": 0.3037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0474, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 262.45, "high": 262.45, "low": 262.27, "close": 262.27, "amount_yi": 0.0897 }, { "time": "10:35", "open": 261.12, "high": 261.12, "low": 260.5, "close": 260.5, "amount_yi": 0.0869 }, { "time": "10:36", "open": 261.99, "high": 261.99, "low": 261.0, "close": 261.0, "amount_yi": 0.0306 }, { "time": "10:37", "open": 260.99, "high": 260.99, "low": 260.66, "close": 260.66, "amount_yi": 0.0292 }, { "time": "10:38", "open": 259.39, "high": 259.39, "low": 259.39, "close": 259.39, "amount_yi": 0.0817 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 259.39, "ts": "2026-06-25T10:38:15", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 259.31, "ask1": 259.38, "bid_qty1": 5, "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": "2026-06-25T10:38:22", "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": 65.9906, "price_vs_vwap_pct": -1.395, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5907, "prev_amount_yi": 0.5608, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0533, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 65.25, "high": 65.25, "low": 65.12, "close": 65.12, "amount_yi": 0.0985 }, { "time": "10:35", "open": 65.16, "high": 65.16, "low": 65.1, "close": 65.1, "amount_yi": 0.1005 }, { "time": "10:36", "open": 65.14, "high": 65.14, "low": 65.11, "close": 65.11, "amount_yi": 0.073 }, { "time": "10:37", "open": 65.29, "high": 65.31, "low": 65.29, "close": 65.31, "amount_yi": 0.1261 }, { "time": "10:38", "open": 65.07, "high": 65.07, "low": 65.07, "close": 65.07, "amount_yi": 0.1926 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 65.07, "ts": "2026-06-25T10:38:18", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.06, "ask1": 65.07, "bid_qty1": 195, "ask_qty1": 18 }, "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": "2026-06-25T10:38:22", "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": 27.7566, "price_vs_vwap_pct": -2.0053, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.918, "prev_amount_yi": 0.6428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 27.37, "high": 27.37, "low": 27.32, "close": 27.32, "amount_yi": 0.2218 }, { "time": "10:35", "open": 27.32, "high": 27.32, "low": 27.28, "close": 27.28, "amount_yi": 0.1918 }, { "time": "10:36", "open": 27.3, "high": 27.3, "low": 27.3, "close": 27.3, "amount_yi": 0.085 }, { "time": "10:37", "open": 27.3, "high": 27.3, "low": 27.29, "close": 27.29, "amount_yi": 0.1642 }, { "time": "10:38", "open": 27.2, "high": 27.2, "low": 27.2, "close": 27.2, "amount_yi": 0.2552 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 27.2, "ts": "2026-06-25T10:38:18", "prev_close": 27.66, "open": 27.61, "high": 28.25, "low": 27.2, "bid1": 27.2, "ask1": 27.21, "bid_qty1": 1909, "ask_qty1": 186 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 172.5, "exec_low": 172.5, "exec_high": 175.09, "invalid_price": 167.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "sim_reason": "waiting_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": 171.9951, "price_vs_vwap_pct": -1.346, "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": 0.2216, "prev_amount_yi": 0.2722, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8141, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 171.99, "high": 171.99, "low": 171.38, "close": 171.38, "amount_yi": 0.0446 }, { "time": "10:35", "open": 171.4, "high": 171.4, "low": 171.03, "close": 171.03, "amount_yi": 0.0465 }, { "time": "10:36", "open": 171.04, "high": 171.04, "low": 170.88, "close": 170.88, "amount_yi": 0.0262 }, { "time": "10:37", "open": 170.7, "high": 170.7, "low": 170.52, "close": 170.52, "amount_yi": 0.0349 }, { "time": "10:38", "open": 169.68, "high": 169.68, "low": 169.68, "close": 169.68, "amount_yi": 0.0694 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 169.68, "ts": "2026-06-25T10:38:15", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 169.61, "ask1": 169.69, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603267:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603267:BREAK_PREV_HIGH", "symbol": "SHSE.603267", "name": "鸿远电子", "side": "BUY", "priority": "W71", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.38, "exec_low": 76.38, "exec_high": 77.53, "invalid_price": 74.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:38:22", "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": 81.3582, "price_vs_vwap_pct": 2.7555, "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": 0.085, "prev_amount_yi": 0.0632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3449, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0064 }, { "time": "10:35", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0087 }, { "time": "10:36", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0162 }, { "time": "10:37", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0491 }, { "time": "10:38", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": "2026-06-25T10:38:18", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 32350, "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": "2026-06-25T10:38:22", "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": 127.7102, "price_vs_vwap_pct": 2.8344, "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": 0.0095, "prev_amount_yi": 0.0127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0009 }, { "time": "10:35", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0049 }, { "time": "10:36", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0005 }, { "time": "10:37", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0012 }, { "time": "10:38", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": "2026-06-25T10:38:13", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 15338, "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": "2026-06-25T10:38:22", "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": 81.5863, "price_vs_vwap_pct": -1.7727, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3059, "prev_amount_yi": 0.2213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3823, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 80.75, "high": 80.75, "low": 80.62, "close": 80.62, "amount_yi": 0.0784 }, { "time": "10:35", "open": 80.77, "high": 80.77, "low": 80.75, "close": 80.75, "amount_yi": 0.0729 }, { "time": "10:36", "open": 80.75, "high": 80.75, "low": 80.49, "close": 80.49, "amount_yi": 0.0709 }, { "time": "10:37", "open": 80.48, "high": 80.48, "low": 80.46, "close": 80.46, "amount_yi": 0.0482 }, { "time": "10:38", "open": 80.14, "high": 80.14, "low": 80.14, "close": 80.14, "amount_yi": 0.0355 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 80.14, "ts": "2026-06-25T10:38:18", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.14, "ask1": 80.16, "bid_qty1": 8, "ask_qty1": 14 }, "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": "2026-06-25T10:38:22", "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": 226.1347, "price_vs_vwap_pct": -1.2757, "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": 0.1872, "prev_amount_yi": 0.4725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 226.1, "high": 226.1, "low": 225.24, "close": 225.24, "amount_yi": 0.0452 }, { "time": "10:35", "open": 225.34, "high": 225.34, "low": 225.01, "close": 225.01, "amount_yi": 0.0334 }, { "time": "10:36", "open": 224.98, "high": 224.98, "low": 224.73, "close": 224.73, "amount_yi": 0.0555 }, { "time": "10:37", "open": 224.63, "high": 224.63, "low": 224.08, "close": 224.08, "amount_yi": 0.0296 }, { "time": "10:38", "open": 223.25, "high": 223.25, "low": 223.25, "close": 223.25, "amount_yi": 0.0235 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 223.25, "ts": "2026-06-25T10:38:18", "prev_close": 227.75, "open": 227.77, "high": 234.77, "low": 221.2, "bid1": 223.24, "ask1": 223.37, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T10:38:22", "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": 122.8707, "price_vs_vwap_pct": -0.7168, "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": 0.1808, "prev_amount_yi": 0.1886, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9586, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 122.37, "high": 122.37, "low": 122.35, "close": 122.35, "amount_yi": 0.0391 }, { "time": "10:35", "open": 122.45, "high": 122.45, "low": 122.31, "close": 122.31, "amount_yi": 0.0517 }, { "time": "10:36", "open": 122.32, "high": 122.4, "low": 122.32, "close": 122.4, "amount_yi": 0.0268 }, { "time": "10:37", "open": 122.44, "high": 122.44, "low": 122.36, "close": 122.36, "amount_yi": 0.0343 }, { "time": "10:38", "open": 121.99, "high": 121.99, "low": 121.99, "close": 121.99, "amount_yi": 0.0289 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 121.99, "ts": "2026-06-25T10:38:15", "prev_close": 121.58, "open": 122.3, "high": 124.97, "low": 120.0, "bid1": 121.98, "ask1": 122.0, "bid_qty1": 3, "ask_qty1": 11 }, "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": "2026-06-25T10:38:22", "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": 38.1389, "price_vs_vwap_pct": -0.574, "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": 0.0975, "prev_amount_yi": 0.0862, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 38.17, "high": 38.17, "low": 38.12, "close": 38.12, "amount_yi": 0.0122 }, { "time": "10:35", "open": 38.11, "high": 38.11, "low": 38.1, "close": 38.1, "amount_yi": 0.0191 }, { "time": "10:36", "open": 38.09, "high": 38.1, "low": 38.09, "close": 38.1, "amount_yi": 0.0251 }, { "time": "10:37", "open": 38.02, "high": 38.02, "low": 38.01, "close": 38.01, "amount_yi": 0.0115 }, { "time": "10:38", "open": 37.92, "high": 37.92, "low": 37.92, "close": 37.92, "amount_yi": 0.0296 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 37.92, "ts": "2026-06-25T10:38:18", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 37.91, "ask1": 37.92, "bid_qty1": 21, "ask_qty1": 43 }, "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": "2026-06-25T10:38:22", "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": 76.1003, "price_vs_vwap_pct": -1.0516, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.0349, "prev_amount_yi": 2.8174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 75.77, "high": 75.77, "low": 75.57, "close": 75.57, "amount_yi": 0.3911 }, { "time": "10:35", "open": 75.45, "high": 75.45, "low": 75.34, "close": 75.34, "amount_yi": 0.6624 }, { "time": "10:36", "open": 75.5, "high": 75.5, "low": 75.35, "close": 75.35, "amount_yi": 0.6861 }, { "time": "10:37", "open": 75.4, "high": 75.4, "low": 75.35, "close": 75.35, "amount_yi": 0.6371 }, { "time": "10:38", "open": 75.3, "high": 75.3, "low": 75.3, "close": 75.3, "amount_yi": 0.6582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 75.3, "ts": "2026-06-25T10:38:20", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 75.23, "bid1": 75.28, "ask1": 75.3, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-25T10:38:22", "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": 107.5355, "price_vs_vwap_pct": 3.1287, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6595, "prev_amount_yi": 0.3166, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 110.96, "high": 110.96, "low": 110.93, "close": 110.93, "amount_yi": 0.1922 }, { "time": "10:35", "open": 110.72, "high": 110.72, "low": 110.42, "close": 110.42, "amount_yi": 0.0684 }, { "time": "10:36", "open": 111.29, "high": 111.44, "low": 111.29, "close": 111.44, "amount_yi": 0.2361 }, { "time": "10:37", "open": 111.25, "high": 111.25, "low": 111.19, "close": 111.19, "amount_yi": 0.1038 }, { "time": "10:38", "open": 110.9, "high": 110.9, "low": 110.9, "close": 110.9, "amount_yi": 0.059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": 110.9, "ts": "2026-06-25T10:38:18", "prev_close": 100.09, "open": 102.0, "high": 111.9, "low": 100.0, "bid1": 110.9, "ask1": 110.97, "bid_qty1": 34, "ask_qty1": 1 }, "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": "2026-06-25T10:38:22", "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": 280.0545, "price_vs_vwap_pct": 0.9446, "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": 0.0699, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 284.0, "high": 284.03, "low": 284.0, "close": 284.03, "amount_yi": 0.0383 }, { "time": "10:35", "open": 284.0, "high": 284.0, "low": 283.01, "close": 283.01, "amount_yi": 0.0104 }, { "time": "10:36", "open": 283.36, "high": 283.77, "low": 283.36, "close": 283.77, "amount_yi": 0.0053 }, { "time": "10:37", "open": 283.79, "high": 283.79, "low": 283.0, "close": 283.0, "amount_yi": 0.0119 }, { "time": "10:38", "open": 282.7, "high": 282.7, "low": 282.7, "close": 282.7, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "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": "2026-06-25T10:38:15", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 282.6, "ask1": 282.7, "bid_qty1": 1, "ask_qty1": 5 }, "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": 604334.0, "total_value": 1071483.0, "unrealized_pnl": 98802.0, "unrealized_pnl_pct_of_initial": 9.8802, "realized_pnl": -27319.0, "realized_pnl_pct_of_initial": -2.7319, "total_pnl": 71483.0, "total_pnl_pct": 7.148299999999996 }, "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": "2026-06-25T10:38:22", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.3328946889498 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 110.59, "market_value": 199062.0, "unrealized_pnl": 3689.999999999995, "unrealized_pnl_pct": 1.888704625023041, "updated_at": "2026-06-25T10:38:22", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.578176228647585 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 3200, "sellable_qty": 3200, "avg_cost": 36.7, "last_price": 48.52, "market_value": 155264.0, "unrealized_pnl": 37824.0, "unrealized_pnl_pct": 32.207084468664846, "updated_at": "2026-06-25T10:38:22", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 14.490570545682946 } ], "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": 49.4646, "price_vs_vwap_pct": -1.9096, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6892, "prev_amount_yi": 0.5626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:34", "open": 49.04, "high": 49.04, "low": 48.93, "close": 48.93, "amount_yi": 0.1094 }, { "time": "10:35", "open": 48.86, "high": 48.86, "low": 48.81, "close": 48.81, "amount_yi": 0.1444 }, { "time": "10:36", "open": 48.73, "high": 48.73, "low": 48.66, "close": 48.66, "amount_yi": 0.1272 }, { "time": "10:37", "open": 48.64, "high": 48.65, "low": 48.64, "close": 48.65, "amount_yi": 0.1565 }, { "time": "10:38", "open": 48.52, "high": 48.52, "low": 48.52, "close": 48.52, "amount_yi": 0.1517 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.43, "current_position_value": 155232.0, "cash_before_order": 467149.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.52, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.66, "quote_bid1": 48.52, "quote_ask1": 48.53, "quote_bid_qty1": 36, "quote_ask_qty1": 6, "quote_ts": "2026-06-25T10:38:17" } ], "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 } }