{ "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": "2026-06-25T10:44:28", "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": "2026-06-25T10:44:28", "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": 74.4401, "price_vs_vwap_pct": -1.1957, "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": 2.4687, "prev_amount_yi": 3.8035, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 73.38, "high": 73.38, "low": 73.24, "close": 73.24, "amount_yi": 1.3732 }, { "time": "10:43", "open": 73.28, "high": 73.53, "low": 73.28, "close": 73.53, "amount_yi": 0.7668 }, { "time": "10:44", "open": 73.55, "high": 73.55, "low": 73.55, "close": 73.55, "amount_yi": 0.3287 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.55, "ts": "2026-06-25T10:44:24", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 73.56, "ask1": 73.61, "bid_qty1": 34, "ask_qty1": 1 }, "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": "2026-06-25T10:44:28", "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": 4.8102, "intraday_vwap": 51.9903, "price_vs_vwap_pct": 2.3268, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8955, "prev_amount_yi": 0.6343, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 52.5, "high": 52.5, "low": 52.39, "close": 52.39, "amount_yi": 0.4564 }, { "time": "10:43", "open": 52.62, "high": 52.87, "low": 52.62, "close": 52.87, "amount_yi": 0.3271 }, { "time": "10:44", "open": 53.2, "high": 53.2, "low": 53.2, "close": 53.2, "amount_yi": 0.112 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64161.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.2, "ts": "2026-06-25T10:44:27", "prev_close": 51.76, "open": 51.26, "high": 54.2, "low": 49.8, "bid1": 53.2, "ask1": 53.22, "bid_qty1": 20, "ask_qty1": 75 }, "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": "2026-06-25T10:44:28", "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": 5.5433, "intraday_vwap": 77.0759, "price_vs_vwap_pct": -0.3061, "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": 2.2832, "prev_amount_yi": 3.5407, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 76.34, "high": 76.35, "low": 76.34, "close": 76.35, "amount_yi": 1.2977 }, { "time": "10:43", "open": 76.46, "high": 76.74, "low": 76.46, "close": 76.74, "amount_yi": 0.8088 }, { "time": "10:44", "open": 76.84, "high": 76.84, "low": 76.84, "close": 76.84, "amount_yi": 0.1767 } ] }, "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": 76.84, "ts": "2026-06-25T10:44:24", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 76.84, "ask1": 76.85, "bid_qty1": 15, "ask_qty1": 8 }, "previous_state": "OBSERVE", "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": "2026-06-25T10:44:28", "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": 215.3521, "price_vs_vwap_pct": -1.7887, "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": 0.4782, "prev_amount_yi": 0.5832, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.82, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 211.89, "high": 211.89, "low": 211.55, "close": 211.55, "amount_yi": 0.0966 }, { "time": "10:43", "open": 210.92, "high": 210.92, "low": 210.79, "close": 210.79, "amount_yi": 0.2317 }, { "time": "10:44", "open": 211.5, "high": 211.5, "low": 211.5, "close": 211.5, "amount_yi": 0.1499 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 211.5, "ts": "2026-06-25T10:44:25", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 211.5, "ask1": 211.55, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-25T10:44:28", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.0634, "intraday_vwap": 253.9635, "price_vs_vwap_pct": 2.4675, "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": 0.3811, "prev_amount_yi": 0.5161, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7384, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 258.54, "high": 258.54, "low": 258.16, "close": 258.16, "amount_yi": 0.2353 }, { "time": "10:43", "open": 259.61, "high": 260.23, "low": 259.61, "close": 260.23, "amount_yi": 0.0964 }, { "time": "10:44", "open": 260.23, "high": 260.23, "low": 260.23, "close": 260.23, "amount_yi": 0.0494 } ] }, "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": 260.23, "ts": "2026-06-25T10:44:25", "prev_close": 250.44, "open": 250.5, "high": 262.8, "low": 241.92, "bid1": 260.21, "ask1": 260.3, "bid_qty1": 38, "ask_qty1": 5 }, "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": "CANCELLED", "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": "2026-06-25T10:44:28", "sim_reason": "invalid_price_broken", "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": 49.5326, "price_vs_vwap_pct": -0.8936, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.4986, "prev_amount_yi": 1.2615, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 48.89, "high": 48.91, "low": 48.89, "close": 48.91, "amount_yi": 0.7404 }, { "time": "10:43", "open": 48.93, "high": 49.06, "low": 48.93, "close": 49.06, "amount_yi": 0.5979 }, { "time": "10:44", "open": 49.09, "high": 49.09, "low": 49.09, "close": 49.09, "amount_yi": 0.1603 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.09, "ts": "2026-06-25T10:44:24", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.09, "ask1": 49.1, "bid_qty1": 43, "ask_qty1": 18 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:44:28", "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": 5.0382, "intraday_vwap": 74.7724, "price_vs_vwap_pct": 5.119, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4454, "prev_amount_yi": 0.3397, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3112, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 78.0, "high": 78.0, "low": 77.8, "close": 77.8, "amount_yi": 0.2115 }, { "time": "10:43", "open": 78.0, "high": 78.0, "low": 77.8, "close": 77.8, "amount_yi": 0.1897 }, { "time": "10:44", "open": 78.6, "high": 78.6, "low": 78.6, "close": 78.6, "amount_yi": 0.0442 } ] }, "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": 78.6, "ts": "2026-06-25T10:44:24", "prev_close": 74.95, "open": 74.63, "high": 79.96, "low": 69.0, "bid1": 78.5, "ask1": 78.6, "bid_qty1": 27, "ask_qty1": 2 }, "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": "2026-06-25T10:44:28", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 4.9002, "intraday_vwap": 792.8413, "price_vs_vwap_pct": -0.4492, "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": 0.8325, "prev_amount_yi": 1.2642, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6585, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 785.67, "high": 785.67, "low": 785.43, "close": 785.43, "amount_yi": 0.4197 }, { "time": "10:43", "open": 786.86, "high": 789.0, "low": 786.86, "close": 789.0, "amount_yi": 0.2794 }, { "time": "10:44", "open": 789.28, "high": 789.28, "low": 789.28, "close": 789.28, "amount_yi": 0.1334 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64161.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 789.28, "ts": "2026-06-25T10:44:24", "prev_close": 770.07, "open": 778.0, "high": 805.61, "low": 775.0, "bid1": 789.92, "ask1": 789.97, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-25T10:44:28", "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": 7.4565, "price_vs_vwap_pct": -0.2213, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.4825, "prev_amount_yi": 2.9359, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1862, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 7.41, "high": 7.41, "low": 7.39, "close": 7.39, "amount_yi": 1.7192 }, { "time": "10:43", "open": 7.41, "high": 7.44, "low": 7.41, "close": 7.44, "amount_yi": 1.3912 }, { "time": "10:44", "open": 7.44, "high": 7.44, "low": 7.44, "close": 7.44, "amount_yi": 0.3721 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.44, "ts": "2026-06-25T10:44:24", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.43, "ask1": 7.44, "bid_qty1": 236, "ask_qty1": 5757 }, "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": "2026-06-25T10:44:28", "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": 90.8607, "price_vs_vwap_pct": -1.4315, "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": 0.382, "prev_amount_yi": 0.3705, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.031, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 89.43, "high": 89.43, "low": 89.33, "close": 89.33, "amount_yi": 0.1235 }, { "time": "10:43", "open": 89.33, "high": 89.47, "low": 89.33, "close": 89.47, "amount_yi": 0.236 }, { "time": "10:44", "open": 89.56, "high": 89.56, "low": 89.56, "close": 89.56, "amount_yi": 0.0225 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.56, "ts": "2026-06-25T10:44:24", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.15, "bid1": 89.54, "ask1": 89.56, "bid_qty1": 4, "ask_qty1": 133 }, "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": "2026-06-25T10:44:28", "sim_reason": "minute_energy_amount_too_low", "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": 4.0114, "intraday_vwap": 134.7779, "price_vs_vwap_pct": 1.0922, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0971, "prev_amount_yi": 0.1592, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 135.7, "high": 135.7, "low": 135.35, "close": 135.35, "amount_yi": 0.049 }, { "time": "10:43", "open": 135.31, "high": 135.98, "low": 135.31, "close": 135.98, "amount_yi": 0.0336 }, { "time": "10:44", "open": 136.25, "high": 136.25, "low": 136.25, "close": 136.25, "amount_yi": 0.0145 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64161.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.25, "ts": "2026-06-25T10:44:24", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 136.16, "ask1": 136.36, "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.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": "2026-06-25T10:44:28", "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": 663.5027, "price_vs_vwap_pct": -2.0697, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.8318, "prev_amount_yi": 2.3963, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1817, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 640.99, "high": 643.01, "low": 640.99, "close": 643.01, "amount_yi": 1.7164 }, { "time": "10:43", "open": 644.66, "high": 648.06, "low": 644.66, "close": 648.06, "amount_yi": 0.8188 }, { "time": "10:44", "open": 649.77, "high": 649.77, "low": 649.77, "close": 649.77, "amount_yi": 0.2966 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 649.77, "ts": "2026-06-25T10:44:24", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 649.77, "ask1": 649.88, "bid_qty1": 3, "ask_qty1": 9 }, "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": "OBSERVE", "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": "2026-06-25T10:44:28", "sim_reason": "waiting_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": 2.6678, "prev_amount_yi": 3.9593, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 153.6, "high": 153.6, "low": 153.45, "close": 153.45, "amount_yi": 1.2329 }, { "time": "10:43", "open": 153.5, "high": 153.99, "low": 153.5, "close": 153.99, "amount_yi": 1.0763 }, { "time": "10:44", "open": 154.14, "high": 154.14, "low": 154.14, "close": 154.14, "amount_yi": 0.3586 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128322.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 154.14, "ts": "2026-06-25T10:44:26", "prev_close": 151.53, "open": 152.0, "high": 158.0, "low": 151.0, "bid1": 154.1, "ask1": 154.13, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T10:44:28", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 27.68, "max_chase_pct": 1.5, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.47, "entry_zone_high": 27.27, "entry_risk_pct": null, "intraday_vwap": 24.9943, "price_vs_vwap_pct": -0.7774, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4109, "prev_amount_yi": 0.3869, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 24.9, "high": 24.9, "low": 24.86, "close": 24.86, "amount_yi": 0.0776 }, { "time": "10:41", "open": 24.89, "high": 24.89, "low": 24.89, "close": 24.89, "amount_yi": 0.0417 }, { "time": "10:42", "open": 24.87, "high": 24.87, "low": 24.86, "close": 24.86, "amount_yi": 0.0548 }, { "time": "10:43", "open": 24.83, "high": 24.83, "low": 24.67, "close": 24.67, "amount_yi": 0.2046 }, { "time": "10:44", "open": 24.8, "high": 24.8, "low": 24.8, "close": 24.8, "amount_yi": 0.0322 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.8, "ts": "2026-06-25T10:44:25", "prev_close": 25.51, "open": 25.63, "high": 26.04, "low": 24.42, "bid1": 24.8, "ask1": 24.81, "bid_qty1": 39, "ask_qty1": 5 }, "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": "2026-06-25T10:44:28", "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": 14.6615, "price_vs_vwap_pct": 0.6718, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1269, "prev_amount_yi": 0.1943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 10.9465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0292 }, { "time": "10:41", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0263 }, { "time": "10:42", "open": 14.63, "high": 14.7, "low": 14.63, "close": 14.7, "amount_yi": 1.206 }, { "time": "10:43", "open": 14.8, "high": 14.8, "low": 14.71, "close": 14.71, "amount_yi": 0.5118 }, { "time": "10:44", "open": 14.76, "high": 14.76, "low": 14.76, "close": 14.76, "amount_yi": 0.3536 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.76, "ts": "2026-06-25T10:44:24", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.75, "ask1": 14.76, "bid_qty1": 2, "ask_qty1": 11 }, "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": "2026-06-25T10:44:28", "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": 33.7664, "price_vs_vwap_pct": -2.5066, "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": 0.3717, "prev_amount_yi": 0.5341, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 32.88, "high": 32.88, "low": 32.78, "close": 32.78, "amount_yi": 0.103 }, { "time": "10:41", "open": 32.84, "high": 32.85, "low": 32.84, "close": 32.85, "amount_yi": 0.0998 }, { "time": "10:42", "open": 32.88, "high": 32.88, "low": 32.81, "close": 32.81, "amount_yi": 0.0833 }, { "time": "10:43", "open": 32.79, "high": 32.82, "low": 32.79, "close": 32.82, "amount_yi": 0.0618 }, { "time": "10:44", "open": 32.92, "high": 32.92, "low": 32.92, "close": 32.92, "amount_yi": 0.0238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.92, "ts": "2026-06-25T10:44:24", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.92, "ask1": 32.93, "bid_qty1": 5, "ask_qty1": 53 }, "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": "2026-06-25T10:44:28", "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": 169.5336, "price_vs_vwap_pct": -3.146, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1526, "prev_amount_yi": 0.5558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 165.91, "high": 165.92, "low": 165.91, "close": 165.92, "amount_yi": 0.1469 }, { "time": "10:41", "open": 165.64, "high": 165.64, "low": 165.37, "close": 165.37, "amount_yi": 0.3013 }, { "time": "10:42", "open": 165.02, "high": 165.02, "low": 164.88, "close": 164.88, "amount_yi": 0.3877 }, { "time": "10:43", "open": 164.59, "high": 164.59, "low": 164.36, "close": 164.36, "amount_yi": 0.2479 }, { "time": "10:44", "open": 164.2, "high": 164.2, "low": 164.2, "close": 164.2, "amount_yi": 0.0688 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.2, "ts": "2026-06-25T10:44:26", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 164.15, "bid1": 164.15, "ask1": 164.18, "bid_qty1": 30, "ask_qty1": 1 }, "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": "2026-06-25T10:44:28", "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": 264.8607, "price_vs_vwap_pct": -1.4614, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.9539, "prev_amount_yi": 2.0931, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 261.8, "high": 261.9, "low": 261.8, "close": 261.9, "amount_yi": 0.5819 }, { "time": "10:41", "open": 261.89, "high": 261.89, "low": 261.29, "close": 261.29, "amount_yi": 0.5645 }, { "time": "10:42", "open": 260.46, "high": 260.46, "low": 260.02, "close": 260.02, "amount_yi": 1.0094 }, { "time": "10:43", "open": 260.08, "high": 260.6, "low": 260.08, "close": 260.6, "amount_yi": 1.4534 }, { "time": "10:44", "open": 260.99, "high": 260.99, "low": 260.99, "close": 260.99, "amount_yi": 0.3447 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 260.99, "ts": "2026-06-25T10:44:24", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 257.45, "bid1": 260.95, "ask1": 260.99, "bid_qty1": 1, "ask_qty1": 152 }, "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": "2026-06-25T10:44:28", "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": 1323.2219, "price_vs_vwap_pct": -2.3595, "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": 8.1449, "prev_amount_yi": 12.0618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6753, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 1298.0, "high": 1298.0, "low": 1296.99, "close": 1296.99, "amount_yi": 1.064 }, { "time": "10:41", "open": 1295.2, "high": 1295.2, "low": 1294.1, "close": 1294.1, "amount_yi": 1.9293 }, { "time": "10:42", "open": 1292.0, "high": 1292.0, "low": 1291.97, "close": 1291.97, "amount_yi": 2.1047 }, { "time": "10:43", "open": 1292.5, "high": 1294.5, "low": 1292.5, "close": 1294.5, "amount_yi": 2.5037 }, { "time": "10:44", "open": 1292.0, "high": 1292.0, "low": 1292.0, "close": 1292.0, "amount_yi": 0.5432 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1292.0, "ts": "2026-06-25T10:44:24", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1290.19, "bid1": 1291.6, "ask1": 1292.0, "bid_qty1": 17, "ask_qty1": 4 }, "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": "2026-06-25T10:44:28", "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": 571.068, "price_vs_vwap_pct": -2.0835, "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": 6.5522, "prev_amount_yi": 6.9459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 560.24, "high": 560.24, "low": 560.08, "close": 560.08, "amount_yi": 1.5581 }, { "time": "10:41", "open": 560.08, "high": 560.08, "low": 559.01, "close": 559.01, "amount_yi": 2.304 }, { "time": "10:42", "open": 559.09, "high": 559.09, "low": 558.82, "close": 558.82, "amount_yi": 1.3519 }, { "time": "10:43", "open": 558.69, "high": 559.96, "low": 558.69, "close": 559.96, "amount_yi": 0.8954 }, { "time": "10:44", "open": 559.17, "high": 559.17, "low": 559.17, "close": 559.17, "amount_yi": 0.4428 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 559.17, "ts": "2026-06-25T10:44:24", "prev_close": 555.3, "open": 560.0, "high": 582.66, "low": 550.06, "bid1": 559.14, "ask1": 559.21, "bid_qty1": 52, "ask_qty1": 3 }, "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": "2026-06-25T10:44:28", "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": 49.3852, "price_vs_vwap_pct": -2.5822, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1162, "prev_amount_yi": 0.8563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3035, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 48.45, "high": 48.45, "low": 48.25, "close": 48.25, "amount_yi": 0.1958 }, { "time": "10:41", "open": 48.04, "high": 48.04, "low": 48.01, "close": 48.01, "amount_yi": 0.5223 }, { "time": "10:42", "open": 48.06, "high": 48.2, "low": 48.06, "close": 48.2, "amount_yi": 0.1629 }, { "time": "10:43", "open": 48.14, "high": 48.14, "low": 48.11, "close": 48.11, "amount_yi": 0.1457 }, { "time": "10:44", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.0895 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 76976.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.11, "ts": "2026-06-25T10:44:26", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.66, "bid1": 48.1, "ask1": 48.11, "bid_qty1": 441, "ask_qty1": 42 }, "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": "2026-06-25T10:44:28", "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": 52.8712, "price_vs_vwap_pct": -0.3238, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5258, "prev_amount_yi": 1.442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 52.5, "high": 52.5, "low": 52.49, "close": 52.49, "amount_yi": 0.5503 }, { "time": "10:41", "open": 52.69, "high": 52.72, "low": 52.69, "close": 52.72, "amount_yi": 0.3925 }, { "time": "10:42", "open": 52.43, "high": 52.5, "low": 52.43, "close": 52.5, "amount_yi": 0.2586 }, { "time": "10:43", "open": 52.66, "high": 52.79, "low": 52.66, "close": 52.79, "amount_yi": 0.2348 }, { "time": "10:44", "open": 52.7, "high": 52.7, "low": 52.7, "close": 52.7, "amount_yi": 0.0896 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.7, "ts": "2026-06-25T10:44:24", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 52.7, "ask1": 52.82, "bid_qty1": 19, "ask_qty1": 86 }, "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": "2026-06-25T10:44:28", "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": 30.6216, "price_vs_vwap_pct": -0.4951, "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": 0.1188, "prev_amount_yi": 0.173, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 30.38, "high": 30.38, "low": 30.34, "close": 30.34, "amount_yi": 0.0352 }, { "time": "10:41", "open": 30.5, "high": 30.5, "low": 30.43, "close": 30.43, "amount_yi": 0.0267 }, { "time": "10:42", "open": 30.34, "high": 30.39, "low": 30.34, "close": 30.39, "amount_yi": 0.0321 }, { "time": "10:43", "open": 30.42, "high": 30.44, "low": 30.42, "close": 30.44, "amount_yi": 0.0183 }, { "time": "10:44", "open": 30.47, "high": 30.47, "low": 30.47, "close": 30.47, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.47, "ts": "2026-06-25T10:44:24", "prev_close": 31.5, "open": 31.48, "high": 31.49, "low": 30.0, "bid1": 30.47, "ask1": 30.48, "bid_qty1": 62, "ask_qty1": 10 }, "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": "2026-06-25T10:44:28", "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": 147.7355, "price_vs_vwap_pct": -0.4843, "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": 0.3767, "prev_amount_yi": 0.4292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8777, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 147.22, "high": 147.22, "low": 147.01, "close": 147.01, "amount_yi": 0.0602 }, { "time": "10:41", "open": 146.97, "high": 146.97, "low": 146.59, "close": 146.59, "amount_yi": 0.09 }, { "time": "10:42", "open": 146.42, "high": 146.58, "low": 146.42, "close": 146.58, "amount_yi": 0.0933 }, { "time": "10:43", "open": 146.9, "high": 147.06, "low": 146.9, "close": 147.06, "amount_yi": 0.1044 }, { "time": "10:44", "open": 147.02, "high": 147.02, "low": 147.02, "close": 147.02, "amount_yi": 0.0288 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 147.02, "ts": "2026-06-25T10:44:24", "prev_close": 151.32, "open": 150.0, "high": 151.31, "low": 145.6, "bid1": 147.02, "ask1": 147.03, "bid_qty1": 7, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300522:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300522:BREAK_PREV_HIGH", "symbol": "SZSE.300522", "name": "世名科技", "side": "BUY", "priority": "W11", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.6, "exec_low": 25.6, "exec_high": 25.98, "invalid_price": 24.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 24.1073, "price_vs_vwap_pct": -0.9429, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1647, "prev_amount_yi": 0.0983, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 24.12, "high": 24.12, "low": 24.09, "close": 24.09, "amount_yi": 0.0464 }, { "time": "10:41", "open": 24.09, "high": 24.09, "low": 24.09, "close": 24.09, "amount_yi": 0.0297 }, { "time": "10:42", "open": 24.1, "high": 24.1, "low": 24.02, "close": 24.02, "amount_yi": 0.0367 }, { "time": "10:43", "open": 24.02, "high": 24.02, "low": 23.95, "close": 23.95, "amount_yi": 0.032 }, { "time": "10:44", "open": 23.88, "high": 23.88, "low": 23.88, "close": 23.88, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.88, "ts": "2026-06-25T10:44:24", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.88, "ask1": 23.92, "bid_qty1": 44, "ask_qty1": 70 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "小金属 / 铅锌", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 36.82, "max_chase_pct": 1.5, "base_exec_high": 36.29, "dynamic_exec_high": null, "entry_zone_low": 35.21, "entry_zone_high": 36.29, "entry_risk_pct": null, "intraday_vwap": 35.9092, "price_vs_vwap_pct": -0.8054, "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": 0.5545, "prev_amount_yi": 0.6914, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 36.06, "high": 36.06, "low": 35.96, "close": 35.96, "amount_yi": 0.1378 }, { "time": "10:41", "open": 35.88, "high": 35.88, "low": 35.78, "close": 35.78, "amount_yi": 0.0797 }, { "time": "10:42", "open": 35.78, "high": 35.78, "low": 35.66, "close": 35.66, "amount_yi": 0.1135 }, { "time": "10:43", "open": 35.54, "high": 35.54, "low": 35.54, "close": 35.54, "amount_yi": 0.1836 }, { "time": "10:44", "open": 35.62, "high": 35.62, "low": 35.62, "close": 35.62, "amount_yi": 0.0399 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.62, "ts": "2026-06-25T10:44:27", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.6, "ask1": 35.62, "bid_qty1": 23, "ask_qty1": 40 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.81, "max_chase_pct": 1.5, "base_exec_high": 28.39, "dynamic_exec_high": null, "entry_zone_low": 27.55, "entry_zone_high": 28.39, "entry_risk_pct": null, "intraday_vwap": 28.3786, "price_vs_vwap_pct": -3.1665, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8181, "prev_amount_yi": 0.7674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 27.82, "high": 27.82, "low": 27.7, "close": 27.7, "amount_yi": 0.4857 }, { "time": "10:41", "open": 27.57, "high": 27.57, "low": 27.56, "close": 27.56, "amount_yi": 0.5571 }, { "time": "10:42", "open": 27.4, "high": 27.4, "low": 27.4, "close": 27.4, "amount_yi": 0.4201 }, { "time": "10:43", "open": 27.4, "high": 27.57, "low": 27.4, "close": 27.57, "amount_yi": 0.2684 }, { "time": "10:44", "open": 27.48, "high": 27.48, "low": 27.48, "close": 27.48, "amount_yi": 0.0868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.48, "ts": "2026-06-25T10:44:24", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 27.35, "bid1": 27.48, "ask1": 27.5, "bid_qty1": 178, "ask_qty1": 438 }, "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": "2026-06-25T10:44:28", "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": 132.7479, "price_vs_vwap_pct": -0.1943, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1313, "prev_amount_yi": 0.6043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 133.59, "high": 133.59, "low": 133.0, "close": 133.0, "amount_yi": 0.3899 }, { "time": "10:41", "open": 132.87, "high": 132.87, "low": 132.85, "close": 132.85, "amount_yi": 0.1702 }, { "time": "10:42", "open": 132.4, "high": 132.4, "low": 132.0, "close": 132.0, "amount_yi": 0.3009 }, { "time": "10:43", "open": 131.89, "high": 132.21, "low": 131.89, "close": 132.21, "amount_yi": 0.2021 }, { "time": "10:44", "open": 132.49, "high": 132.49, "low": 132.49, "close": 132.49, "amount_yi": 0.0682 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 132.49, "ts": "2026-06-25T10:44:24", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 132.5, "ask1": 132.76, "bid_qty1": 4, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": null, "intraday_vwap": 94.6111, "price_vs_vwap_pct": -0.5402, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0211, "prev_amount_yi": 1.6704, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 94.68, "high": 94.68, "low": 94.47, "close": 94.47, "amount_yi": 0.3509 }, { "time": "10:41", "open": 94.56, "high": 94.56, "low": 94.1, "close": 94.1, "amount_yi": 0.4065 }, { "time": "10:42", "open": 93.72, "high": 93.72, "low": 93.62, "close": 93.62, "amount_yi": 0.7548 }, { "time": "10:43", "open": 93.75, "high": 93.97, "low": 93.75, "close": 93.97, "amount_yi": 0.3857 }, { "time": "10:44", "open": 94.1, "high": 94.1, "low": 94.1, "close": 94.1, "amount_yi": 0.1232 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.1, "ts": "2026-06-25T10:44:24", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 94.1, "ask1": 94.19, "bid_qty1": 5, "ask_qty1": 68 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "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": 4.5743, "price_vs_vwap_pct": -0.7498, "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": 0.1142, "prev_amount_yi": 0.2631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 4.64, "high": 4.64, "low": 4.61, "close": 4.61, "amount_yi": 0.0282 }, { "time": "10:41", "open": 4.6, "high": 4.6, "low": 4.6, "close": 4.6, "amount_yi": 0.0208 }, { "time": "10:42", "open": 4.59, "high": 4.59, "low": 4.58, "close": 4.58, "amount_yi": 0.0291 }, { "time": "10:43", "open": 4.56, "high": 4.56, "low": 4.56, "close": 4.56, "amount_yi": 0.0134 }, { "time": "10:44", "open": 4.54, "high": 4.54, "low": 4.54, "close": 4.54, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.54, "ts": "2026-06-25T10:44:24", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.46, "bid1": 4.53, "ask1": 4.54, "bid_qty1": 826, "ask_qty1": 1016 }, "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": "2026-06-25T10:44:28", "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": 22.2592, "price_vs_vwap_pct": -0.0863, "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": 0.2062, "prev_amount_yi": 0.2505, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 22.32, "high": 22.32, "low": 22.25, "close": 22.25, "amount_yi": 0.0389 }, { "time": "10:41", "open": 22.24, "high": 22.25, "low": 22.24, "close": 22.25, "amount_yi": 0.0545 }, { "time": "10:42", "open": 22.22, "high": 22.22, "low": 22.2, "close": 22.2, "amount_yi": 0.0535 }, { "time": "10:43", "open": 22.15, "high": 22.15, "low": 22.13, "close": 22.13, "amount_yi": 0.0395 }, { "time": "10:44", "open": 22.24, "high": 22.24, "low": 22.24, "close": 22.24, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.24, "ts": "2026-06-25T10:44:24", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.22, "ask1": 22.25, "bid_qty1": 2, "ask_qty1": 51 }, "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": "2026-06-25T10:44:28", "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": 78.7971, "price_vs_vwap_pct": -3.4228, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.571, "prev_amount_yi": 0.1718, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 77.16, "high": 77.16, "low": 76.84, "close": 76.84, "amount_yi": 0.1875 }, { "time": "10:41", "open": 76.82, "high": 76.82, "low": 76.68, "close": 76.68, "amount_yi": 0.1104 }, { "time": "10:42", "open": 76.48, "high": 76.48, "low": 76.48, "close": 76.48, "amount_yi": 0.0909 }, { "time": "10:43", "open": 76.18, "high": 76.18, "low": 76.12, "close": 76.12, "amount_yi": 0.1306 }, { "time": "10:44", "open": 76.1, "high": 76.1, "low": 76.1, "close": 76.1, "amount_yi": 0.0516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.1, "ts": "2026-06-25T10:44:24", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 75.98, "bid1": 76.1, "ask1": 76.22, "bid_qty1": 4, "ask_qty1": 13 }, "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": "CANCELLED", "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": "2026-06-25T10:44:28", "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": 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": 115.1921, "price_vs_vwap_pct": -1.2693, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3987, "prev_amount_yi": 0.2614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5252, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 113.69, "high": 113.76, "low": 113.69, "close": 113.76, "amount_yi": 0.1422 }, { "time": "10:41", "open": 113.91, "high": 113.92, "low": 113.91, "close": 113.92, "amount_yi": 0.0342 }, { "time": "10:42", "open": 113.7, "high": 113.7, "low": 113.48, "close": 113.48, "amount_yi": 0.1804 }, { "time": "10:43", "open": 113.5, "high": 113.63, "low": 113.5, "close": 113.63, "amount_yi": 0.0292 }, { "time": "10:44", "open": 113.73, "high": 113.73, "low": 113.73, "close": 113.73, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.73, "ts": "2026-06-25T10:44:25", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.38, "bid1": 113.7, "ask1": 113.73, "bid_qty1": 1, "ask_qty1": 38 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T10:44:28", "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": 17.7603, "price_vs_vwap_pct": -2.4228, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5626, "prev_amount_yi": 0.4955, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 17.35, "high": 17.35, "low": 17.32, "close": 17.32, "amount_yi": 0.14 }, { "time": "10:41", "open": 17.34, "high": 17.35, "low": 17.34, "close": 17.35, "amount_yi": 0.1088 }, { "time": "10:42", "open": 17.31, "high": 17.31, "low": 17.29, "close": 17.29, "amount_yi": 0.1695 }, { "time": "10:43", "open": 17.29, "high": 17.32, "low": 17.29, "close": 17.32, "amount_yi": 0.124 }, { "time": "10:44", "open": 17.33, "high": 17.33, "low": 17.33, "close": 17.33, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.33, "ts": "2026-06-25T10:44:24", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.32, "ask1": 17.33, "bid_qty1": 861, "ask_qty1": 114 }, "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": "2026-06-25T10:44:28", "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": 107.4707, "price_vs_vwap_pct": -2.392, "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": 0.5537, "prev_amount_yi": 0.5581, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9921, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 104.66, "high": 104.66, "low": 104.56, "close": 104.56, "amount_yi": 0.1338 }, { "time": "10:41", "open": 104.58, "high": 104.58, "low": 104.57, "close": 104.57, "amount_yi": 0.1591 }, { "time": "10:42", "open": 104.6, "high": 104.66, "low": 104.6, "close": 104.66, "amount_yi": 0.0737 }, { "time": "10:43", "open": 104.38, "high": 104.59, "low": 104.38, "close": 104.59, "amount_yi": 0.1603 }, { "time": "10:44", "open": 104.9, "high": 104.9, "low": 104.9, "close": 104.9, "amount_yi": 0.0268 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.9, "ts": "2026-06-25T10:44:24", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.35, "bid1": 104.88, "ask1": 104.92, "bid_qty1": 10, "ask_qty1": 1 }, "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": "2026-06-25T10:44:28", "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": 59.4011, "price_vs_vwap_pct": -4.6819, "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": 0.8341, "prev_amount_yi": 1.0414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 56.8, "high": 56.8, "low": 56.7, "close": 56.7, "amount_yi": 0.2667 }, { "time": "10:41", "open": 56.56, "high": 56.73, "low": 56.56, "close": 56.73, "amount_yi": 0.2163 }, { "time": "10:42", "open": 56.82, "high": 56.92, "low": 56.82, "close": 56.92, "amount_yi": 0.1151 }, { "time": "10:43", "open": 56.88, "high": 56.88, "low": 56.8, "close": 56.8, "amount_yi": 0.1613 }, { "time": "10:44", "open": 56.62, "high": 56.62, "low": 56.62, "close": 56.62, "amount_yi": 0.0747 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.62, "ts": "2026-06-25T10:44:24", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.56, "bid1": 56.6, "ask1": 56.62, "bid_qty1": 107, "ask_qty1": 11 }, "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": "2026-06-25T10:44:28", "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": 231.318, "price_vs_vwap_pct": -1.9272, "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": 0.3117, "prev_amount_yi": 0.3968, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 227.09, "high": 227.49, "low": 227.09, "close": 227.49, "amount_yi": 0.0945 }, { "time": "10:41", "open": 227.1, "high": 227.24, "low": 227.1, "close": 227.24, "amount_yi": 0.032 }, { "time": "10:42", "open": 226.8, "high": 227.0, "low": 226.8, "close": 227.0, "amount_yi": 0.1094 }, { "time": "10:43", "open": 227.07, "high": 227.2, "low": 227.07, "close": 227.2, "amount_yi": 0.0322 }, { "time": "10:44", "open": 226.86, "high": 226.86, "low": 226.86, "close": 226.86, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 226.86, "ts": "2026-06-25T10:44:24", "prev_close": 248.33, "open": 238.36, "high": 240.99, "low": 225.88, "bid1": 226.6, "ask1": 226.86, "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": "2026-06-25T10:44:28", "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": 410.3696, "price_vs_vwap_pct": -2.4002, "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": 0.2317, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 401.57, "high": 401.57, "low": 400.01, "close": 400.01, "amount_yi": 0.0471 }, { "time": "10:41", "open": 400.0, "high": 400.0, "low": 399.57, "close": 399.57, "amount_yi": 0.0852 }, { "time": "10:42", "open": 399.08, "high": 399.08, "low": 398.88, "close": 398.88, "amount_yi": 0.0327 }, { "time": "10:43", "open": 398.0, "high": 399.0, "low": 398.0, "close": 399.0, "amount_yi": 0.0693 }, { "time": "10:44", "open": 400.52, "high": 400.52, "low": 400.52, "close": 400.52, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 400.52, "ts": "2026-06-25T10:44:24", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 400.52, "ask1": 400.99, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-25T10:44:28", "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": 80.2844, "price_vs_vwap_pct": -2.8703, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3316, "prev_amount_yi": 0.2281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4537, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 78.13, "high": 78.13, "low": 78.02, "close": 78.02, "amount_yi": 0.045 }, { "time": "10:41", "open": 78.02, "high": 78.02, "low": 77.98, "close": 77.98, "amount_yi": 0.074 }, { "time": "10:42", "open": 77.69, "high": 77.69, "low": 77.55, "close": 77.55, "amount_yi": 0.0978 }, { "time": "10:43", "open": 77.85, "high": 77.98, "low": 77.85, "close": 77.98, "amount_yi": 0.0763 }, { "time": "10:44", "open": 77.98, "high": 77.98, "low": 77.98, "close": 77.98, "amount_yi": 0.0385 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.98, "ts": "2026-06-25T10:44:24", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 77.97, "ask1": 77.98, "bid_qty1": 2, "ask_qty1": 8 }, "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": "2026-06-25T10:44:28", "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": 95.0625, "price_vs_vwap_pct": -2.1275, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.4687, "prev_amount_yi": 1.457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 93.37, "high": 93.37, "low": 92.76, "close": 92.76, "amount_yi": 0.928 }, { "time": "10:41", "open": 93.0, "high": 93.0, "low": 92.96, "close": 92.96, "amount_yi": 0.6262 }, { "time": "10:42", "open": 92.78, "high": 92.78, "low": 92.51, "close": 92.51, "amount_yi": 0.3534 }, { "time": "10:43", "open": 92.68, "high": 92.98, "low": 92.68, "close": 92.98, "amount_yi": 0.4191 }, { "time": "10:44", "open": 93.04, "high": 93.04, "low": 93.04, "close": 93.04, "amount_yi": 0.142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.04, "ts": "2026-06-25T10:44:24", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 93.02, "ask1": 93.04, "bid_qty1": 7, "ask_qty1": 1 }, "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": "2026-06-25T10:44:28", "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": 53.3623, "price_vs_vwap_pct": -0.6602, "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": 0.0944, "prev_amount_yi": 0.223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4233, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 53.25, "high": 53.25, "low": 53.1, "close": 53.1, "amount_yi": 0.0194 }, { "time": "10:41", "open": 53.15, "high": 53.15, "low": 53.09, "close": 53.09, "amount_yi": 0.0158 }, { "time": "10:42", "open": 53.05, "high": 53.05, "low": 52.91, "close": 52.91, "amount_yi": 0.03 }, { "time": "10:43", "open": 53.0, "high": 53.0, "low": 52.89, "close": 52.89, "amount_yi": 0.0215 }, { "time": "10:44", "open": 53.01, "high": 53.01, "low": 53.01, "close": 53.01, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.01, "ts": "2026-06-25T10:44:26", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.01, "ask1": 53.05, "bid_qty1": 5, "ask_qty1": 5 }, "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": "2026-06-25T10:44:28", "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": 70.0714, "price_vs_vwap_pct": -1.4291, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.034, "prev_amount_yi": 0.6125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6882, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 69.06, "high": 69.06, "low": 68.93, "close": 68.93, "amount_yi": 0.2428 }, { "time": "10:41", "open": 68.9, "high": 68.91, "low": 68.9, "close": 68.91, "amount_yi": 0.1688 }, { "time": "10:42", "open": 68.76, "high": 68.76, "low": 68.71, "close": 68.71, "amount_yi": 0.4094 }, { "time": "10:43", "open": 68.76, "high": 68.97, "low": 68.76, "close": 68.97, "amount_yi": 0.174 }, { "time": "10:44", "open": 69.07, "high": 69.07, "low": 69.07, "close": 69.07, "amount_yi": 0.039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.07, "ts": "2026-06-25T10:44:24", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.68, "bid1": 69.05, "ask1": 69.08, "bid_qty1": 2, "ask_qty1": 30 }, "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": "2026-06-25T10:44:28", "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": 50.3175, "price_vs_vwap_pct": -2.0023, "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": 1.8165, "prev_amount_yi": 1.833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 49.5, "high": 49.5, "low": 49.38, "close": 49.38, "amount_yi": 0.2931 }, { "time": "10:41", "open": 49.26, "high": 49.26, "low": 49.16, "close": 49.16, "amount_yi": 0.4245 }, { "time": "10:42", "open": 49.08, "high": 49.08, "low": 49.05, "close": 49.05, "amount_yi": 0.6889 }, { "time": "10:43", "open": 49.07, "high": 49.26, "low": 49.07, "close": 49.26, "amount_yi": 0.3183 }, { "time": "10:44", "open": 49.31, "high": 49.31, "low": 49.31, "close": 49.31, "amount_yi": 0.0917 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.31, "ts": "2026-06-25T10:44:24", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 49.31, "ask1": 49.32, "bid_qty1": 190, "ask_qty1": 32 }, "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": "2026-06-25T10:44:28", "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": 18.9469, "price_vs_vwap_pct": -0.617, "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": 0.2463, "prev_amount_yi": 0.2229, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.105, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 18.85, "high": 18.85, "low": 18.83, "close": 18.83, "amount_yi": 0.0239 }, { "time": "10:41", "open": 18.85, "high": 18.85, "low": 18.82, "close": 18.82, "amount_yi": 0.0853 }, { "time": "10:42", "open": 18.79, "high": 18.79, "low": 18.76, "close": 18.76, "amount_yi": 0.0573 }, { "time": "10:43", "open": 18.76, "high": 18.81, "low": 18.76, "close": 18.81, "amount_yi": 0.0575 }, { "time": "10:44", "open": 18.83, "high": 18.83, "low": 18.83, "close": 18.83, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.83, "ts": "2026-06-25T10:44:24", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.82, "ask1": 18.83, "bid_qty1": 19, "ask_qty1": 74 }, "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": "2026-06-25T10:44:28", "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": 39.6563, "price_vs_vwap_pct": -1.655, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9178, "prev_amount_yi": 0.6187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 39.01, "high": 39.01, "low": 38.93, "close": 38.93, "amount_yi": 0.215 }, { "time": "10:41", "open": 38.96, "high": 38.96, "low": 38.88, "close": 38.88, "amount_yi": 0.1724 }, { "time": "10:42", "open": 38.82, "high": 38.82, "low": 38.78, "close": 38.78, "amount_yi": 0.2567 }, { "time": "10:43", "open": 38.86, "high": 38.9, "low": 38.86, "close": 38.9, "amount_yi": 0.2319 }, { "time": "10:44", "open": 39.0, "high": 39.0, "low": 39.0, "close": 39.0, "amount_yi": 0.0418 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.0, "ts": "2026-06-25T10:44:24", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 38.99, "ask1": 39.0, "bid_qty1": 196, "ask_qty1": 768 }, "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": "2026-06-25T10:44:28", "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": 16.6424, "price_vs_vwap_pct": -1.3964, "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": 0.1265, "prev_amount_yi": 0.1124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 16.37, "high": 16.38, "low": 16.37, "close": 16.38, "amount_yi": 0.0269 }, { "time": "10:41", "open": 16.44, "high": 16.44, "low": 16.4, "close": 16.4, "amount_yi": 0.0316 }, { "time": "10:42", "open": 16.36, "high": 16.37, "low": 16.36, "close": 16.37, "amount_yi": 0.0343 }, { "time": "10:43", "open": 16.38, "high": 16.43, "low": 16.38, "close": 16.43, "amount_yi": 0.0255 }, { "time": "10:44", "open": 16.41, "high": 16.41, "low": 16.41, "close": 16.41, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.41, "ts": "2026-06-25T10:44:24", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.41, "ask1": 16.43, "bid_qty1": 50, "ask_qty1": 92 }, "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": "2026-06-25T10:44:28", "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": 23.9927, "price_vs_vwap_pct": -0.9699, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.606, "prev_amount_yi": 0.3687, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 23.86, "high": 23.86, "low": 23.8, "close": 23.8, "amount_yi": 0.1814 }, { "time": "10:41", "open": 23.79, "high": 23.79, "low": 23.78, "close": 23.78, "amount_yi": 0.1287 }, { "time": "10:42", "open": 23.74, "high": 23.74, "low": 23.7, "close": 23.7, "amount_yi": 0.0987 }, { "time": "10:43", "open": 23.73, "high": 23.76, "low": 23.73, "close": 23.76, "amount_yi": 0.1627 }, { "time": "10:44", "open": 23.76, "high": 23.76, "low": 23.76, "close": 23.76, "amount_yi": 0.0345 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.76, "ts": "2026-06-25T10:44:24", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.75, "ask1": 23.76, "bid_qty1": 34, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002008:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002008:BREAK_PREV_HIGH", "symbol": "SZSE.002008", "name": "大族激光", "side": "BUY", "priority": "W34", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 157.74, "exec_low": 157.74, "exec_high": 160.11, "invalid_price": 153.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 152.1891, "price_vs_vwap_pct": -0.4134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.362, "prev_amount_yi": 1.6346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 151.01, "high": 151.02, "low": 151.01, "close": 151.02, "amount_yi": 0.6874 }, { "time": "10:41", "open": 151.12, "high": 151.28, "low": 151.12, "close": 151.28, "amount_yi": 0.4285 }, { "time": "10:42", "open": 150.77, "high": 150.77, "low": 150.68, "close": 150.68, "amount_yi": 0.6232 }, { "time": "10:43", "open": 150.9, "high": 151.22, "low": 150.9, "close": 151.22, "amount_yi": 0.5041 }, { "time": "10:44", "open": 151.56, "high": 151.56, "low": 151.56, "close": 151.56, "amount_yi": 0.1188 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 151.56, "ts": "2026-06-25T10:44:24", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 148.9, "bid1": 151.55, "ask1": 151.56, "bid_qty1": 471, "ask_qty1": 16 }, "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": "2026-06-25T10:44:28", "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": 30.0722, "price_vs_vwap_pct": -2.2353, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3354, "prev_amount_yi": 0.1772, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 29.66, "high": 29.66, "low": 29.57, "close": 29.57, "amount_yi": 0.0752 }, { "time": "10:41", "open": 29.53, "high": 29.53, "low": 29.5, "close": 29.5, "amount_yi": 0.0946 }, { "time": "10:42", "open": 29.45, "high": 29.45, "low": 29.4, "close": 29.4, "amount_yi": 0.0554 }, { "time": "10:43", "open": 29.3, "high": 29.3, "low": 29.29, "close": 29.29, "amount_yi": 0.0749 }, { "time": "10:44", "open": 29.4, "high": 29.4, "low": 29.4, "close": 29.4, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.4, "ts": "2026-06-25T10:44:24", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 29.38, "ask1": 29.4, "bid_qty1": 2, "ask_qty1": 66 }, "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": "2026-06-25T10:44:28", "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": 81.9916, "price_vs_vwap_pct": -0.4532, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3624, "prev_amount_yi": 0.289, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.7142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 82.1, "high": 82.1, "low": 81.83, "close": 81.83, "amount_yi": 0.209 }, { "time": "10:41", "open": 81.93, "high": 81.93, "low": 81.9, "close": 81.9, "amount_yi": 0.1522 }, { "time": "10:42", "open": 81.79, "high": 81.79, "low": 81.63, "close": 81.63, "amount_yi": 0.2827 }, { "time": "10:43", "open": 81.24, "high": 81.3, "low": 81.24, "close": 81.3, "amount_yi": 0.6237 }, { "time": "10:44", "open": 81.62, "high": 81.62, "low": 81.62, "close": 81.62, "amount_yi": 0.0948 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 81.62, "ts": "2026-06-25T10:44:24", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 81.4, "ask1": 81.65, "bid_qty1": 1, "ask_qty1": 12 }, "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": "2026-06-25T10:44:28", "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": 32.977, "price_vs_vwap_pct": -0.7793, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2385, "prev_amount_yi": 0.1399, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7048, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 32.72, "high": 32.72, "low": 32.65, "close": 32.65, "amount_yi": 0.1062 }, { "time": "10:41", "open": 32.67, "high": 32.7, "low": 32.67, "close": 32.7, "amount_yi": 0.0269 }, { "time": "10:42", "open": 32.67, "high": 32.67, "low": 32.65, "close": 32.65, "amount_yi": 0.0359 }, { "time": "10:43", "open": 32.63, "high": 32.68, "low": 32.63, "close": 32.68, "amount_yi": 0.0515 }, { "time": "10:44", "open": 32.72, "high": 32.72, "low": 32.72, "close": 32.72, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.72, "ts": "2026-06-25T10:44:24", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.7, "ask1": 32.72, "bid_qty1": 6, "ask_qty1": 43 }, "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": "2026-06-25T10:44:28", "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": 184.9078, "price_vs_vwap_pct": -0.8911, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.606, "prev_amount_yi": 0.3199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8943, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 183.37, "high": 183.37, "low": 183.08, "close": 183.08, "amount_yi": 0.1218 }, { "time": "10:41", "open": 183.06, "high": 183.06, "low": 183.03, "close": 183.03, "amount_yi": 0.1064 }, { "time": "10:42", "open": 182.57, "high": 182.63, "low": 182.57, "close": 182.63, "amount_yi": 0.2536 }, { "time": "10:43", "open": 182.99, "high": 183.01, "low": 182.99, "close": 183.01, "amount_yi": 0.1 }, { "time": "10:44", "open": 183.26, "high": 183.26, "low": 183.26, "close": 183.26, "amount_yi": 0.0242 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 183.26, "ts": "2026-06-25T10:44:26", "prev_close": 185.39, "open": 186.8, "high": 186.85, "low": 182.36, "bid1": 183.18, "ask1": 183.26, "bid_qty1": 27, "ask_qty1": 4 }, "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": "2026-06-25T10:44:28", "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": 37.2281, "price_vs_vwap_pct": -1.4723, "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": 0.126, "prev_amount_yi": 0.1457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 36.95, "high": 36.95, "low": 36.9, "close": 36.9, "amount_yi": 0.0202 }, { "time": "10:41", "open": 36.9, "high": 36.9, "low": 36.84, "close": 36.84, "amount_yi": 0.0179 }, { "time": "10:42", "open": 36.87, "high": 36.87, "low": 36.78, "close": 36.78, "amount_yi": 0.0271 }, { "time": "10:43", "open": 36.75, "high": 36.75, "low": 36.66, "close": 36.66, "amount_yi": 0.0534 }, { "time": "10:44", "open": 36.68, "high": 36.68, "low": 36.68, "close": 36.68, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.68, "ts": "2026-06-25T10:44:24", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.66, "bid1": 36.66, "ask1": 36.68, "bid_qty1": 194, "ask_qty1": 7 }, "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": "2026-06-25T10:44:28", "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": 54.8766, "price_vs_vwap_pct": -1.4698, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7662, "prev_amount_yi": 0.7123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0757, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 54.26, "high": 54.31, "low": 54.26, "close": 54.31, "amount_yi": 0.1792 }, { "time": "10:41", "open": 54.25, "high": 54.25, "low": 54.2, "close": 54.2, "amount_yi": 0.1577 }, { "time": "10:42", "open": 53.86, "high": 53.92, "low": 53.86, "close": 53.92, "amount_yi": 0.2374 }, { "time": "10:43", "open": 53.88, "high": 54.1, "low": 53.88, "close": 54.1, "amount_yi": 0.1263 }, { "time": "10:44", "open": 54.07, "high": 54.07, "low": 54.07, "close": 54.07, "amount_yi": 0.0656 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.07, "ts": "2026-06-25T10:44:24", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 54.07, "ask1": 54.08, "bid_qty1": 8, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300303:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300303:BREAK_PREV_HIGH", "symbol": "SZSE.300303", "name": "聚飞光电", "side": "BUY", "priority": "W41", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.95, "exec_low": 9.95, "exec_high": 10.1, "invalid_price": 9.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.25, "max_chase_pct": 1.5, "base_exec_high": 10.1, "dynamic_exec_high": null, "entry_zone_low": 9.8, "entry_zone_high": 10.1, "entry_risk_pct": null, "intraday_vwap": 10.0253, "price_vs_vwap_pct": -1.1501, "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": 0.4036, "prev_amount_yi": 0.4596, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8782, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.0991 }, { "time": "10:41", "open": 9.95, "high": 9.95, "low": 9.95, "close": 9.95, "amount_yi": 0.0909 }, { "time": "10:42", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0908 }, { "time": "10:43", "open": 9.88, "high": 9.89, "low": 9.88, "close": 9.89, "amount_yi": 0.1014 }, { "time": "10:44", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0214 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.91, "ts": "2026-06-25T10:44:24", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 9.91, "ask1": 9.92, "bid_qty1": 346, "ask_qty1": 194 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603663:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603663:BREAK_PREV_HIGH", "symbol": "SHSE.603663", "name": "三祥新材", "side": "BUY", "priority": "W42", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 105.85, "exec_low": 105.85, "exec_high": 107.44, "invalid_price": 102.67, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 100.4009, "price_vs_vwap_pct": -1.4949, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5946, "prev_amount_yi": 0.3579, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 98.85, "high": 98.85, "low": 98.61, "close": 98.61, "amount_yi": 0.2843 }, { "time": "10:41", "open": 98.78, "high": 98.78, "low": 98.76, "close": 98.76, "amount_yi": 0.0631 }, { "time": "10:42", "open": 98.65, "high": 98.65, "low": 98.48, "close": 98.48, "amount_yi": 0.0911 }, { "time": "10:43", "open": 98.3, "high": 98.72, "low": 98.3, "close": 98.72, "amount_yi": 0.1111 }, { "time": "10:44", "open": 98.9, "high": 98.9, "low": 98.9, "close": 98.9, "amount_yi": 0.045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 98.9, "ts": "2026-06-25T10:44:27", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 98.08, "bid1": 98.84, "ask1": 98.9, "bid_qty1": 8, "ask_qty1": 10 }, "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": "2026-06-25T10:44:28", "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": 37.9521, "price_vs_vwap_pct": -2.9039, "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": 0.5748, "prev_amount_yi": 0.9283, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 36.8, "high": 36.8, "low": 36.75, "close": 36.75, "amount_yi": 0.1625 }, { "time": "10:41", "open": 36.84, "high": 36.84, "low": 36.81, "close": 36.81, "amount_yi": 0.1265 }, { "time": "10:42", "open": 36.77, "high": 36.77, "low": 36.7, "close": 36.7, "amount_yi": 0.1069 }, { "time": "10:43", "open": 36.73, "high": 36.78, "low": 36.73, "close": 36.78, "amount_yi": 0.1533 }, { "time": "10:44", "open": 36.85, "high": 36.85, "low": 36.85, "close": 36.85, "amount_yi": 0.0256 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.85, "ts": "2026-06-25T10:44:26", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.69, "bid1": 36.85, "ask1": 36.86, "bid_qty1": 208, "ask_qty1": 7 }, "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": "2026-06-25T10:44:28", "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": 115.2961, "price_vs_vwap_pct": -0.3782, "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": 1.0136, "prev_amount_yi": 1.0926, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 115.03, "high": 115.03, "low": 114.69, "close": 114.69, "amount_yi": 0.3517 }, { "time": "10:41", "open": 114.67, "high": 114.78, "low": 114.67, "close": 114.78, "amount_yi": 0.2487 }, { "time": "10:42", "open": 115.07, "high": 115.07, "low": 115.02, "close": 115.02, "amount_yi": 0.172 }, { "time": "10:43", "open": 114.98, "high": 114.98, "low": 114.84, "close": 114.84, "amount_yi": 0.1427 }, { "time": "10:44", "open": 114.86, "high": 114.86, "low": 114.86, "close": 114.86, "amount_yi": 0.0985 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.86, "ts": "2026-06-25T10:44:25", "prev_close": 115.4, "open": 114.0, "high": 117.0, "low": 113.23, "bid1": 114.86, "ask1": 114.87, "bid_qty1": 3, "ask_qty1": 11 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "水泵设备 / 热管理", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 76.75, "max_chase_pct": 1.5, "base_exec_high": 75.63, "dynamic_exec_high": null, "entry_zone_low": 73.39, "entry_zone_high": 75.63, "entry_risk_pct": null, "intraday_vwap": 74.8651, "price_vs_vwap_pct": -0.501, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4488, "prev_amount_yi": 0.3287, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 74.9, "high": 74.9, "low": 74.77, "close": 74.77, "amount_yi": 0.1047 }, { "time": "10:41", "open": 74.79, "high": 74.79, "low": 74.6, "close": 74.6, "amount_yi": 0.114 }, { "time": "10:42", "open": 74.76, "high": 74.76, "low": 74.6, "close": 74.6, "amount_yi": 0.0692 }, { "time": "10:43", "open": 74.36, "high": 74.36, "low": 74.2, "close": 74.2, "amount_yi": 0.1057 }, { "time": "10:44", "open": 74.49, "high": 74.49, "low": 74.49, "close": 74.49, "amount_yi": 0.0552 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.49, "ts": "2026-06-25T10:44:26", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 72.73, "bid1": 74.48, "ask1": 74.49, "bid_qty1": 42, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "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": 191.9268, "price_vs_vwap_pct": -1.3686, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4756, "prev_amount_yi": 0.3875, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 189.62, "high": 189.62, "low": 189.4, "close": 189.4, "amount_yi": 0.0857 }, { "time": "10:41", "open": 189.11, "high": 189.11, "low": 189.1, "close": 189.1, "amount_yi": 0.0877 }, { "time": "10:42", "open": 188.61, "high": 188.61, "low": 188.61, "close": 188.61, "amount_yi": 0.1935 }, { "time": "10:43", "open": 188.7, "high": 189.77, "low": 188.7, "close": 189.77, "amount_yi": 0.0884 }, { "time": "10:44", "open": 189.3, "high": 189.3, "low": 189.3, "close": 189.3, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 189.3, "ts": "2026-06-25T10:44:24", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 189.16, "ask1": 189.26, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-06-25T10:44:28", "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": 19.2479, "price_vs_vwap_pct": -3.2102, "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": 0.1098, "prev_amount_yi": 0.2605, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 18.81, "high": 18.81, "low": 18.75, "close": 18.75, "amount_yi": 0.0266 }, { "time": "10:41", "open": 18.75, "high": 18.75, "low": 18.72, "close": 18.72, "amount_yi": 0.0179 }, { "time": "10:42", "open": 18.65, "high": 18.65, "low": 18.62, "close": 18.62, "amount_yi": 0.0263 }, { "time": "10:43", "open": 18.63, "high": 18.63, "low": 18.62, "close": 18.62, "amount_yi": 0.0218 }, { "time": "10:44", "open": 18.63, "high": 18.63, "low": 18.63, "close": 18.63, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.63, "ts": "2026-06-25T10:44:24", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.48, "bid1": 18.63, "ask1": 18.64, "bid_qty1": 2, "ask_qty1": 79 }, "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": "2026-06-25T10:44:28", "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": 12.8455, "price_vs_vwap_pct": -1.8333, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3231, "prev_amount_yi": 0.1188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 12.74, "high": 12.74, "low": 12.73, "close": 12.73, "amount_yi": 0.0255 }, { "time": "10:41", "open": 12.71, "high": 12.71, "low": 12.7, "close": 12.7, "amount_yi": 0.0687 }, { "time": "10:42", "open": 12.67, "high": 12.67, "low": 12.63, "close": 12.63, "amount_yi": 0.0982 }, { "time": "10:43", "open": 12.62, "high": 12.62, "low": 12.61, "close": 12.61, "amount_yi": 0.0977 }, { "time": "10:44", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.61, "ts": "2026-06-25T10:44:24", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.59, "bid1": 12.61, "ask1": 12.62, "bid_qty1": 31, "ask_qty1": 333 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 34.8568, "price_vs_vwap_pct": -1.4253, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.184, "prev_amount_yi": 0.7566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5649, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 34.57, "high": 34.57, "low": 34.51, "close": 34.51, "amount_yi": 0.1763 }, { "time": "10:41", "open": 34.5, "high": 34.5, "low": 34.45, "close": 34.45, "amount_yi": 0.2488 }, { "time": "10:42", "open": 34.42, "high": 34.42, "low": 34.41, "close": 34.41, "amount_yi": 0.2379 }, { "time": "10:43", "open": 34.38, "high": 34.41, "low": 34.38, "close": 34.41, "amount_yi": 0.4249 }, { "time": "10:44", "open": 34.36, "high": 34.36, "low": 34.36, "close": 34.36, "amount_yi": 0.0961 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.36, "ts": "2026-06-25T10:44:24", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.36, "ask1": 34.38, "bid_qty1": 23, "ask_qty1": 10 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "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": 62.5738, "price_vs_vwap_pct": -1.6841, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1999, "prev_amount_yi": 0.1603, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.247, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 61.45, "high": 61.45, "low": 61.3, "close": 61.3, "amount_yi": 0.0436 }, { "time": "10:41", "open": 61.33, "high": 61.33, "low": 61.31, "close": 61.31, "amount_yi": 0.0372 }, { "time": "10:42", "open": 61.15, "high": 61.15, "low": 61.08, "close": 61.08, "amount_yi": 0.066 }, { "time": "10:43", "open": 61.16, "high": 61.37, "low": 61.16, "close": 61.37, "amount_yi": 0.0352 }, { "time": "10:44", "open": 61.52, "high": 61.52, "low": 61.52, "close": 61.52, "amount_yi": 0.0179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.52, "ts": "2026-06-25T10:44:24", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 61.01, "bid1": 61.5, "ask1": 61.53, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W51", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.77, "exec_low": 22.77, "exec_high": 23.11, "invalid_price": 22.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 22.7802, "price_vs_vwap_pct": 2.194, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3121, "prev_amount_yi": 0.2647, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 23.56, "high": 23.56, "low": 23.49, "close": 23.49, "amount_yi": 0.0625 }, { "time": "10:41", "open": 23.46, "high": 23.46, "low": 23.46, "close": 23.46, "amount_yi": 0.0486 }, { "time": "10:42", "open": 23.39, "high": 23.39, "low": 23.33, "close": 23.33, "amount_yi": 0.0539 }, { "time": "10:43", "open": 23.25, "high": 23.25, "low": 23.17, "close": 23.17, "amount_yi": 0.1015 }, { "time": "10:44", "open": 23.28, "high": 23.28, "low": 23.28, "close": 23.28, "amount_yi": 0.0456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.28, "ts": "2026-06-25T10:44:27", "prev_close": 22.42, "open": 21.6, "high": 23.75, "low": 21.6, "bid1": 23.27, "ask1": 23.28, "bid_qty1": 39, "ask_qty1": 24 }, "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": "2026-06-25T10:44:28", "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": 29.0816, "price_vs_vwap_pct": -1.3122, "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": 0.1159, "prev_amount_yi": 0.0881, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 28.69, "high": 28.69, "low": 28.66, "close": 28.66, "amount_yi": 0.0372 }, { "time": "10:41", "open": 28.67, "high": 28.67, "low": 28.65, "close": 28.65, "amount_yi": 0.0192 }, { "time": "10:42", "open": 28.61, "high": 28.61, "low": 28.57, "close": 28.57, "amount_yi": 0.0263 }, { "time": "10:43", "open": 28.59, "high": 28.66, "low": 28.59, "close": 28.66, "amount_yi": 0.0246 }, { "time": "10:44", "open": 28.7, "high": 28.7, "low": 28.7, "close": 28.7, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.7, "ts": "2026-06-25T10:44:24", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.7, "ask1": 28.72, "bid_qty1": 18, "ask_qty1": 17 }, "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": "2026-06-25T10:44:28", "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": 112.9212, "price_vs_vwap_pct": -2.6489, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6236, "prev_amount_yi": 0.5883, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.06, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 110.05, "high": 110.05, "low": 110.0, "close": 110.0, "amount_yi": 0.1737 }, { "time": "10:41", "open": 109.97, "high": 109.97, "low": 109.89, "close": 109.89, "amount_yi": 0.1815 }, { "time": "10:42", "open": 109.53, "high": 109.53, "low": 109.4, "close": 109.4, "amount_yi": 0.1162 }, { "time": "10:43", "open": 109.45, "high": 109.89, "low": 109.45, "close": 109.89, "amount_yi": 0.113 }, { "time": "10:44", "open": 109.93, "high": 109.93, "low": 109.93, "close": 109.93, "amount_yi": 0.0392 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 197874.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 109.93, "ts": "2026-06-25T10:44:24", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 109.93, "ask1": 109.98, "bid_qty1": 11, "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": "2026-06-25T10:44:28", "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": 91.7038, "price_vs_vwap_pct": -1.2146, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1473, "prev_amount_yi": 0.0868, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.697, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 89.82, "high": 89.82, "low": 89.48, "close": 89.48, "amount_yi": 0.029 }, { "time": "10:41", "open": 89.74, "high": 89.88, "low": 89.74, "close": 89.88, "amount_yi": 0.0431 }, { "time": "10:42", "open": 90.1, "high": 90.1, "low": 90.01, "close": 90.01, "amount_yi": 0.0241 }, { "time": "10:43", "open": 89.89, "high": 90.5, "low": 89.89, "close": 90.5, "amount_yi": 0.044 }, { "time": "10:44", "open": 90.59, "high": 90.59, "low": 90.59, "close": 90.59, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.59, "ts": "2026-06-25T10:44:24", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.43, "ask1": 90.59, "bid_qty1": 2, "ask_qty1": 8 }, "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": "2026-06-25T10:44:28", "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": 75.3401, "price_vs_vwap_pct": -2.5486, "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": 1.7914, "prev_amount_yi": 1.8891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 73.75, "high": 73.75, "low": 73.71, "close": 73.71, "amount_yi": 0.322 }, { "time": "10:41", "open": 73.71, "high": 73.71, "low": 73.68, "close": 73.68, "amount_yi": 0.2992 }, { "time": "10:42", "open": 73.54, "high": 73.54, "low": 73.45, "close": 73.45, "amount_yi": 0.4654 }, { "time": "10:43", "open": 73.29, "high": 73.31, "low": 73.29, "close": 73.31, "amount_yi": 0.556 }, { "time": "10:44", "open": 73.42, "high": 73.42, "low": 73.42, "close": 73.42, "amount_yi": 0.1488 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.42, "ts": "2026-06-25T10:44:24", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 73.22, "bid1": 73.42, "ask1": 73.43, "bid_qty1": 30, "ask_qty1": 27 }, "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": "2026-06-25T10:44:28", "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": 53.3136, "price_vs_vwap_pct": 0.8936, "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": 0.2372, "prev_amount_yi": 0.3752, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6322, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 53.96, "high": 53.96, "low": 53.72, "close": 53.72, "amount_yi": 0.0802 }, { "time": "10:41", "open": 53.76, "high": 53.76, "low": 53.75, "close": 53.75, "amount_yi": 0.059 }, { "time": "10:42", "open": 53.58, "high": 53.63, "low": 53.58, "close": 53.63, "amount_yi": 0.0404 }, { "time": "10:43", "open": 53.64, "high": 53.75, "low": 53.64, "close": 53.75, "amount_yi": 0.0452 }, { "time": "10:44", "open": 53.79, "high": 53.79, "low": 53.79, "close": 53.79, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.79, "ts": "2026-06-25T10:44:24", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 53.79, "ask1": 53.8, "bid_qty1": 48, "ask_qty1": 5 }, "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": "2026-06-25T10:44:28", "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": 21.1962, "price_vs_vwap_pct": -0.8313, "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": 0.4394, "prev_amount_yi": 0.4899, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8969, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 21.02, "high": 21.02, "low": 20.95, "close": 20.95, "amount_yi": 0.1318 }, { "time": "10:41", "open": 21.01, "high": 21.01, "low": 21.01, "close": 21.01, "amount_yi": 0.0613 }, { "time": "10:42", "open": 21.0, "high": 21.0, "low": 20.95, "close": 20.95, "amount_yi": 0.1185 }, { "time": "10:43", "open": 20.92, "high": 20.99, "low": 20.92, "close": 20.99, "amount_yi": 0.0971 }, { "time": "10:44", "open": 21.02, "high": 21.02, "low": 21.02, "close": 21.02, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.02, "ts": "2026-06-25T10:44:24", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.0, "ask1": 21.01, "bid_qty1": 654, "ask_qty1": 22 }, "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": "2026-06-25T10:44:28", "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": 84.9037, "price_vs_vwap_pct": -2.2422, "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": 0.5696, "prev_amount_yi": 1.3371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.426, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 82.98, "high": 82.98, "low": 82.89, "close": 82.89, "amount_yi": 0.1114 }, { "time": "10:41", "open": 82.95, "high": 82.95, "low": 82.93, "close": 82.93, "amount_yi": 0.1227 }, { "time": "10:42", "open": 82.95, "high": 82.95, "low": 82.9, "close": 82.9, "amount_yi": 0.1377 }, { "time": "10:43", "open": 82.85, "high": 82.92, "low": 82.85, "close": 82.92, "amount_yi": 0.1453 }, { "time": "10:44", "open": 83.0, "high": 83.0, "low": 83.0, "close": 83.0, "amount_yi": 0.0525 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.0, "ts": "2026-06-25T10:44:24", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 82.98, "ask1": 83.0, "bid_qty1": 5, "ask_qty1": 18 }, "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": "2026-06-25T10:44:28", "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": 104.3658, "price_vs_vwap_pct": -4.1928, "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": 0.3844, "prev_amount_yi": 0.4939, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 99.82, "high": 99.82, "low": 99.56, "close": 99.56, "amount_yi": 0.102 }, { "time": "10:41", "open": 99.84, "high": 99.84, "low": 99.75, "close": 99.75, "amount_yi": 0.0884 }, { "time": "10:42", "open": 99.41, "high": 99.5, "low": 99.41, "close": 99.5, "amount_yi": 0.0885 }, { "time": "10:43", "open": 99.61, "high": 99.71, "low": 99.61, "close": 99.71, "amount_yi": 0.0747 }, { "time": "10:44", "open": 99.99, "high": 99.99, "low": 99.99, "close": 99.99, "amount_yi": 0.0308 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.99, "ts": "2026-06-25T10:44:24", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 99.92, "ask1": 99.94, "bid_qty1": 8, "ask_qty1": 4 }, "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": "2026-06-25T10:44:28", "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": 45.1244, "price_vs_vwap_pct": -2.0486, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4119, "prev_amount_yi": 0.3644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 44.17, "high": 44.17, "low": 44.13, "close": 44.13, "amount_yi": 0.1325 }, { "time": "10:41", "open": 44.29, "high": 44.29, "low": 44.27, "close": 44.27, "amount_yi": 0.0896 }, { "time": "10:42", "open": 44.08, "high": 44.08, "low": 44.05, "close": 44.05, "amount_yi": 0.1111 }, { "time": "10:43", "open": 44.14, "high": 44.18, "low": 44.14, "close": 44.18, "amount_yi": 0.0614 }, { "time": "10:44", "open": 44.2, "high": 44.2, "low": 44.2, "close": 44.2, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.2, "ts": "2026-06-25T10:44:26", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 44.01, "bid1": 44.2, "ask1": 44.22, "bid_qty1": 36, "ask_qty1": 9 }, "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": "2026-06-25T10:44:28", "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": 21.8727, "price_vs_vwap_pct": 0.7649, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.4491, "prev_amount_yi": 1.9182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 22.03, "high": 22.03, "low": 22.01, "close": 22.01, "amount_yi": 0.5947 }, { "time": "10:41", "open": 21.98, "high": 21.98, "low": 21.93, "close": 21.93, "amount_yi": 0.935 }, { "time": "10:42", "open": 21.92, "high": 21.95, "low": 21.92, "close": 21.95, "amount_yi": 0.7486 }, { "time": "10:43", "open": 21.92, "high": 21.92, "low": 21.92, "close": 21.92, "amount_yi": 0.836 }, { "time": "10:44", "open": 22.04, "high": 22.04, "low": 22.04, "close": 22.04, "amount_yi": 0.3348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.04, "ts": "2026-06-25T10:44:24", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.03, "ask1": 22.04, "bid_qty1": 481, "ask_qty1": 429 }, "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": "2026-06-25T10:44:28", "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": 388.1411, "price_vs_vwap_pct": -0.2476, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.365, "prev_amount_yi": 0.8867, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 387.77, "high": 387.77, "low": 387.0, "close": 387.0, "amount_yi": 0.3431 }, { "time": "10:41", "open": 387.6, "high": 387.6, "low": 387.17, "close": 387.17, "amount_yi": 0.3635 }, { "time": "10:42", "open": 386.58, "high": 386.58, "low": 385.95, "close": 385.95, "amount_yi": 0.3155 }, { "time": "10:43", "open": 386.0, "high": 387.07, "low": 386.0, "close": 387.07, "amount_yi": 0.1957 }, { "time": "10:44", "open": 387.18, "high": 387.18, "low": 387.18, "close": 387.18, "amount_yi": 0.1472 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 387.18, "ts": "2026-06-25T10:44:24", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 387.17, "ask1": 387.18, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-25T10:44:28", "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": 110.5945, "price_vs_vwap_pct": -0.9173, "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": 0.1326, "prev_amount_yi": 0.1583, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 109.9, "high": 109.9, "low": 109.76, "close": 109.76, "amount_yi": 0.0495 }, { "time": "10:41", "open": 109.74, "high": 109.74, "low": 109.5, "close": 109.5, "amount_yi": 0.0247 }, { "time": "10:42", "open": 109.35, "high": 109.35, "low": 109.07, "close": 109.07, "amount_yi": 0.0185 }, { "time": "10:43", "open": 109.15, "high": 109.43, "low": 109.15, "close": 109.43, "amount_yi": 0.0305 }, { "time": "10:44", "open": 109.58, "high": 109.58, "low": 109.58, "close": 109.58, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 109.58, "ts": "2026-06-25T10:44:24", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.5, "bid1": 109.58, "ask1": 109.68, "bid_qty1": 10, "ask_qty1": 5 }, "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": "2026-06-25T10:44:28", "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": 12.7455, "price_vs_vwap_pct": 0.2707, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3369, "prev_amount_yi": 0.2416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3945, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 12.9, "high": 12.9, "low": 12.85, "close": 12.85, "amount_yi": 0.0804 }, { "time": "10:41", "open": 12.89, "high": 12.89, "low": 12.88, "close": 12.88, "amount_yi": 0.0384 }, { "time": "10:42", "open": 12.83, "high": 12.83, "low": 12.82, "close": 12.82, "amount_yi": 0.0538 }, { "time": "10:43", "open": 12.81, "high": 12.82, "low": 12.81, "close": 12.82, "amount_yi": 0.1456 }, { "time": "10:44", "open": 12.78, "high": 12.78, "low": 12.78, "close": 12.78, "amount_yi": 0.0187 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.78, "ts": "2026-06-25T10:44:24", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.78, "ask1": 12.8, "bid_qty1": 36, "ask_qty1": 270 }, "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": "2026-06-25T10:44:28", "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": 84.0857, "price_vs_vwap_pct": -1.0414, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1689, "prev_amount_yi": 0.6038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 83.4, "high": 83.4, "low": 83.33, "close": 83.33, "amount_yi": 0.1648 }, { "time": "10:41", "open": 83.29, "high": 83.29, "low": 83.18, "close": 83.18, "amount_yi": 0.1741 }, { "time": "10:42", "open": 82.96, "high": 82.96, "low": 82.96, "close": 82.96, "amount_yi": 0.2808 }, { "time": "10:43", "open": 82.92, "high": 83.17, "low": 82.92, "close": 83.17, "amount_yi": 0.4833 }, { "time": "10:44", "open": 83.21, "high": 83.21, "low": 83.21, "close": 83.21, "amount_yi": 0.0659 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.21, "ts": "2026-06-25T10:44:24", "prev_close": 83.64, "open": 84.0, "high": 85.1, "low": 82.87, "bid1": 83.18, "ask1": 83.22, "bid_qty1": 31, "ask_qty1": 17 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-25T10:44:28", "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": 863.5097, "price_vs_vwap_pct": -2.6959, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.2359, "prev_amount_yi": 2.8842, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 844.78, "high": 844.78, "low": 838.44, "close": 838.44, "amount_yi": 1.0682 }, { "time": "10:41", "open": 840.0, "high": 840.98, "low": 840.0, "close": 840.98, "amount_yi": 1.1502 }, { "time": "10:42", "open": 837.87, "high": 840.88, "low": 837.87, "close": 840.88, "amount_yi": 0.7923 }, { "time": "10:43", "open": 848.0, "high": 848.0, "low": 845.11, "close": 845.11, "amount_yi": 0.7117 }, { "time": "10:44", "open": 840.23, "high": 840.23, "low": 840.23, "close": 840.23, "amount_yi": 0.5135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 840.23, "ts": "2026-06-25T10:44:24", "prev_close": 810.0, "open": 830.0, "high": 890.55, "low": 829.19, "bid1": 840.62, "ask1": 845.0, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301183:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301183:BREAK_PREV_HIGH", "symbol": "SZSE.301183", "name": "东田微", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 262.88, "exec_low": 262.88, "exec_high": 266.82, "invalid_price": 254.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 262.3299, "price_vs_vwap_pct": -1.3723, "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": 0.2425, "prev_amount_yi": 0.3412, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7107, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 258.68, "high": 258.68, "low": 258.06, "close": 258.06, "amount_yi": 0.0785 }, { "time": "10:41", "open": 259.0, "high": 259.0, "low": 259.0, "close": 259.0, "amount_yi": 0.0386 }, { "time": "10:42", "open": 258.28, "high": 258.28, "low": 258.03, "close": 258.03, "amount_yi": 0.0489 }, { "time": "10:43", "open": 258.04, "high": 258.48, "low": 258.04, "close": 258.48, "amount_yi": 0.0529 }, { "time": "10:44", "open": 258.73, "high": 258.73, "low": 258.73, "close": 258.73, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 258.73, "ts": "2026-06-25T10:44:24", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 258.74, "ask1": 259.01, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002466:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002466:BREAK_PREV_HIGH", "symbol": "SZSE.002466", "name": "天齐锂业", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.51, "exec_low": 66.51, "exec_high": 67.51, "invalid_price": 64.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 65.9546, "price_vs_vwap_pct": -1.1744, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1287, "prev_amount_yi": 0.6329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 65.38, "high": 65.38, "low": 65.2, "close": 65.2, "amount_yi": 0.1003 }, { "time": "10:41", "open": 65.12, "high": 65.15, "low": 65.12, "close": 65.15, "amount_yi": 0.156 }, { "time": "10:42", "open": 64.98, "high": 64.98, "low": 64.9, "close": 64.9, "amount_yi": 0.5118 }, { "time": "10:43", "open": 64.9, "high": 65.07, "low": 64.9, "close": 65.07, "amount_yi": 0.3126 }, { "time": "10:44", "open": 65.18, "high": 65.18, "low": 65.18, "close": 65.18, "amount_yi": 0.048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.18, "ts": "2026-06-25T10:44:24", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.12, "ask1": 65.15, "bid_qty1": 35, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH", "symbol": "SZSE.000938", "name": "紫光股份", "side": "BUY", "priority": "W69", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.66, "exec_low": 27.66, "exec_high": 28.07, "invalid_price": 26.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "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": 27.7181, "price_vs_vwap_pct": -1.8692, "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": 1.0285, "prev_amount_yi": 1.0384, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9905, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 27.16, "high": 27.16, "low": 27.13, "close": 27.13, "amount_yi": 0.3846 }, { "time": "10:41", "open": 27.15, "high": 27.16, "low": 27.15, "close": 27.16, "amount_yi": 0.2201 }, { "time": "10:42", "open": 27.13, "high": 27.13, "low": 27.1, "close": 27.1, "amount_yi": 0.183 }, { "time": "10:43", "open": 27.07, "high": 27.16, "low": 27.07, "close": 27.16, "amount_yi": 0.203 }, { "time": "10:44", "open": 27.2, "high": 27.2, "low": 27.2, "close": 27.2, "amount_yi": 0.0378 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "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": "2026-06-25T10:44:24", "prev_close": 27.66, "open": 27.61, "high": 28.25, "low": 27.06, "bid1": 27.2, "ask1": 27.21, "bid_qty1": 35, "ask_qty1": 459 }, "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": "2026-06-25T10:44:28", "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": 171.8504, "price_vs_vwap_pct": -1.3444, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3696, "prev_amount_yi": 0.2714, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 169.61, "high": 169.61, "low": 168.96, "close": 168.96, "amount_yi": 0.0733 }, { "time": "10:41", "open": 168.7, "high": 168.82, "low": 168.7, "close": 168.82, "amount_yi": 0.1419 }, { "time": "10:42", "open": 168.68, "high": 168.68, "low": 168.61, "close": 168.61, "amount_yi": 0.0368 }, { "time": "10:43", "open": 168.5, "high": 168.99, "low": 168.5, "close": 168.99, "amount_yi": 0.0876 }, { "time": "10:44", "open": 169.54, "high": 169.54, "low": 169.54, "close": 169.54, "amount_yi": 0.03 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 169.54, "ts": "2026-06-25T10:44:24", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 169.28, "ask1": 169.53, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T10:44:28", "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": 81.3948, "price_vs_vwap_pct": 2.7093, "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": 0.1387, "prev_amount_yi": 0.118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0233 }, { "time": "10:41", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0291 }, { "time": "10:42", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0341 }, { "time": "10:43", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0345 }, { "time": "10:44", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "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": "2026-06-25T10:44:27", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 24269, "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": "2026-06-25T10:44:28", "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": 127.7189, "price_vs_vwap_pct": 2.8274, "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": 0.0132, "prev_amount_yi": 0.0105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0021 }, { "time": "10:41", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0007 }, { "time": "10:42", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0029 }, { "time": "10:43", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0043 }, { "time": "10:44", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "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": "2026-06-25T10:44:19", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 15269, "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": "2026-06-25T10:44:28", "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": 81.5281, "price_vs_vwap_pct": -1.396, "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": 0.3426, "prev_amount_yi": 0.338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 80.15, "high": 80.34, "low": 80.15, "close": 80.34, "amount_yi": 0.0974 }, { "time": "10:41", "open": 80.44, "high": 80.44, "low": 80.28, "close": 80.28, "amount_yi": 0.0394 }, { "time": "10:42", "open": 80.25, "high": 80.25, "low": 80.01, "close": 80.01, "amount_yi": 0.1062 }, { "time": "10:43", "open": 80.1, "high": 80.26, "low": 80.1, "close": 80.26, "amount_yi": 0.0716 }, { "time": "10:44", "open": 80.39, "high": 80.39, "low": 80.39, "close": 80.39, "amount_yi": 0.028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.39, "ts": "2026-06-25T10:44:24", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.39, "ask1": 80.44, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T10:44:28", "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": 226.0585, "price_vs_vwap_pct": -0.7602, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2409, "prev_amount_yi": 0.1906, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2639, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 223.91, "high": 223.91, "low": 223.27, "close": 223.27, "amount_yi": 0.0736 }, { "time": "10:41", "open": 223.79, "high": 223.79, "low": 223.53, "close": 223.53, "amount_yi": 0.0485 }, { "time": "10:42", "open": 223.21, "high": 223.21, "low": 223.16, "close": 223.16, "amount_yi": 0.0672 }, { "time": "10:43", "open": 223.19, "high": 223.98, "low": 223.19, "close": 223.98, "amount_yi": 0.0393 }, { "time": "10:44", "open": 224.34, "high": 224.34, "low": 224.34, "close": 224.34, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 224.34, "ts": "2026-06-25T10:44:24", "prev_close": 227.75, "open": 227.77, "high": 234.77, "low": 221.2, "bid1": 224.18, "ask1": 224.34, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T10:44:28", "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": 122.8226, "price_vs_vwap_pct": -1.0606, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2824, "prev_amount_yi": 0.1938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 122.02, "high": 122.02, "low": 121.75, "close": 121.75, "amount_yi": 0.0795 }, { "time": "10:41", "open": 121.89, "high": 121.89, "low": 121.66, "close": 121.66, "amount_yi": 0.0544 }, { "time": "10:42", "open": 121.28, "high": 121.28, "low": 121.21, "close": 121.21, "amount_yi": 0.0916 }, { "time": "10:43", "open": 121.37, "high": 121.56, "low": 121.37, "close": 121.56, "amount_yi": 0.0419 }, { "time": "10:44", "open": 121.52, "high": 121.52, "low": 121.52, "close": 121.52, "amount_yi": 0.015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 121.52, "ts": "2026-06-25T10:44:24", "prev_close": 121.58, "open": 122.3, "high": 124.97, "low": 120.0, "bid1": 121.51, "ask1": 121.52, "bid_qty1": 1, "ask_qty1": 4 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.2, "exec_low": 38.2, "exec_high": 38.77, "invalid_price": 37.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T10:44:28", "sim_reason": "waiting_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": 38.1216, "price_vs_vwap_pct": -1.0797, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.182, "prev_amount_yi": 0.1372, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3265, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 37.97, "high": 37.97, "low": 37.88, "close": 37.88, "amount_yi": 0.0374 }, { "time": "10:41", "open": 37.82, "high": 37.83, "low": 37.82, "close": 37.83, "amount_yi": 0.0462 }, { "time": "10:42", "open": 37.83, "high": 37.83, "low": 37.81, "close": 37.81, "amount_yi": 0.0398 }, { "time": "10:43", "open": 37.8, "high": 37.8, "low": 37.74, "close": 37.74, "amount_yi": 0.0445 }, { "time": "10:44", "open": 37.71, "high": 37.71, "low": 37.71, "close": 37.71, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.71, "ts": "2026-06-25T10:44:24", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 37.71, "ask1": 37.72, "bid_qty1": 9, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.601138:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.601138:BREAK_PREV_HIGH", "symbol": "SHSE.601138", "name": "工业富联", "side": "BUY", "priority": "W77", "status": "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": "2026-06-25T10:44:28", "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": 76.0107, "price_vs_vwap_pct": -1.2507, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.0771, "prev_amount_yi": 3.9238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2939, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 75.2, "high": 75.2, "low": 75.0, "close": 75.0, "amount_yi": 2.5415 }, { "time": "10:41", "open": 75.0, "high": 75.0, "low": 74.98, "close": 74.98, "amount_yi": 0.7772 }, { "time": "10:42", "open": 74.92, "high": 74.92, "low": 74.9, "close": 74.9, "amount_yi": 0.9003 }, { "time": "10:43", "open": 74.89, "high": 74.99, "low": 74.89, "close": 74.99, "amount_yi": 0.6103 }, { "time": "10:44", "open": 75.06, "high": 75.06, "low": 75.06, "close": 75.06, "amount_yi": 0.2478 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.06, "ts": "2026-06-25T10:44:26", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 75.06, "ask1": 75.08, "bid_qty1": 197, "ask_qty1": 7 }, "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": "2026-06-25T10:44:28", "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": 108.0273, "price_vs_vwap_pct": 3.3165, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8292, "prev_amount_yi": 0.7634, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 111.04, "high": 112.32, "low": 111.04, "close": 112.32, "amount_yi": 0.6416 }, { "time": "10:41", "open": 112.81, "high": 112.88, "low": 112.81, "close": 112.88, "amount_yi": 0.519 }, { "time": "10:42", "open": 113.2, "high": 113.2, "low": 112.0, "close": 112.0, "amount_yi": 0.4378 }, { "time": "10:43", "open": 112.35, "high": 112.35, "low": 111.97, "close": 111.97, "amount_yi": 0.1616 }, { "time": "10:44", "open": 111.61, "high": 111.61, "low": 111.61, "close": 111.61, "amount_yi": 0.0692 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 111.61, "ts": "2026-06-25T10:44:24", "prev_close": 100.09, "open": 102.0, "high": 113.5, "low": 100.0, "bid1": 111.61, "ask1": 111.8, "bid_qty1": 65, "ask_qty1": 6 }, "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": "2026-06-25T10:44:28", "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": 280.0765, "price_vs_vwap_pct": -0.3844, "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": 0.1355, "prev_amount_yi": 0.0979, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3841, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 281.0, "high": 281.0, "low": 280.82, "close": 280.82, "amount_yi": 0.0193 }, { "time": "10:41", "open": 280.49, "high": 280.5, "low": 280.49, "close": 280.5, "amount_yi": 0.0146 }, { "time": "10:42", "open": 279.28, "high": 279.31, "low": 279.28, "close": 279.31, "amount_yi": 0.0617 }, { "time": "10:43", "open": 279.0, "high": 279.0, "low": 278.6, "close": 278.6, "amount_yi": 0.0272 }, { "time": "10:44", "open": 279.0, "high": 279.0, "low": 279.0, "close": 279.0, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 279.0, "ts": "2026-06-25T10:44:24", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 279.0, "ask1": 279.13, "bid_qty1": 43, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 524858.0, "total_value": 1069351.0, "unrealized_pnl": 78046.0, "unrealized_pnl_pct_of_initial": 7.804600000000001, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 69351.0, "total_pnl_pct": 6.935099999999994 }, "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": "2026-06-25T10:44:28", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.379414242844494 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 109.93, "market_value": 197874.0, "unrealized_pnl": 2502.000000000001, "unrealized_pnl_pct": 1.280633867698544, "updated_at": "2026-06-25T10:44:28", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.504120723691287 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.11, "market_value": 76976.0, "unrealized_pnl": 18255.999999999993, "unrealized_pnl_pct": 31.089918256130787, "updated_at": "2026-06-25T10:44:28", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.19838481471472 } ], "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": 49.3852, "price_vs_vwap_pct": -2.5822, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1162, "prev_amount_yi": 0.8563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3035, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 48.45, "high": 48.45, "low": 48.25, "close": 48.25, "amount_yi": 0.1958 }, { "time": "10:41", "open": 48.04, "high": 48.04, "low": 48.01, "close": 48.01, "amount_yi": 0.5223 }, { "time": "10:42", "open": 48.06, "high": 48.2, "low": 48.06, "close": 48.2, "amount_yi": 0.1629 }, { "time": "10:43", "open": 48.14, "high": 48.14, "low": 48.11, "close": 48.11, "amount_yi": 0.1457 }, { "time": "10:44", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.0895 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 76976.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.11, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.66, "quote_bid1": 48.1, "quote_ask1": 48.11, "quote_bid_qty1": 441, "quote_ask_qty1": 42, "quote_ts": "2026-06-25T10:44:26" }, { "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated", "rule_id": "profit_protection_day_drop_v1", "tier": "accelerated", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "qty": 1600, "quantity": 1600, "price": 48.34, "amount": 77344.0, "reason": "持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。", "trigger_price": 48.34, "day_return_pct": -8.62, "unrealized_profit_pct": 31.7166, "quantity_before": 3200, "sellable_qty_before": 3200, "id": 2, "plan_date": "20260624", "trade_date": "20260625", "ts": "2026-06-25T10:40:42", "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": 49.3852, "price_vs_vwap_pct": -2.5822, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1162, "prev_amount_yi": 0.8563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3035, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 48.45, "high": 48.45, "low": 48.25, "close": 48.25, "amount_yi": 0.1958 }, { "time": "10:41", "open": 48.04, "high": 48.04, "low": 48.01, "close": 48.01, "amount_yi": 0.5223 }, { "time": "10:42", "open": 48.06, "high": 48.2, "low": 48.06, "close": 48.2, "amount_yi": 0.1629 }, { "time": "10:43", "open": 48.14, "high": 48.14, "low": 48.11, "close": 48.11, "amount_yi": 0.1457 }, { "time": "10:44", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.0895 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 855.48, "current_position_value": 76976.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.11, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.66, "quote_bid1": 48.1, "quote_ask1": 48.11, "quote_bid_qty1": 441, "quote_ask_qty1": 42, "quote_ts": "2026-06-25T10:44:26" } ], "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": 2, "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 } }