{ "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:116/116", "quote_stale_lock": false, "generated_at": "2026-06-25T13:06:15", "signals": [ { "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 78.59, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 78.59, "max_chase_pct": 3.0, "base_exec_high": 78.59, "dynamic_exec_high": null, "entry_zone_low": 75.16, "entry_zone_high": 77.44, "entry_risk_pct": null, "intraday_vwap": 74.4053, "price_vs_vwap_pct": 0.5305, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.2319, "prev_amount_yi": 3.1341, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3931, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 74.88, "high": 74.88, "low": 74.79, "close": 74.79, "amount_yi": 0.4678 }, { "time": "13:05", "open": 74.85, "high": 74.97, "low": 74.85, "close": 74.97, "amount_yi": 0.3807 }, { "time": "13:06", "open": 74.8, "high": 74.8, "low": 74.8, "close": 74.8, "amount_yi": 0.3834 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 74.8, "ts": "2026-06-25T13:06:12", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.8, "ask1": 74.81, "bid_qty1": 121, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "P1", "status": "TOUCHED", "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 53.8, "max_chase_pct": 3.0, "base_exec_high": 53.8, "dynamic_exec_high": null, "entry_zone_low": 51.45, "entry_zone_high": 53.01, "entry_risk_pct": null, "intraday_vwap": 52.5979, "price_vs_vwap_pct": 7.0005, "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": 0.4028, "prev_amount_yi": 0.4699, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 56.1, "high": 56.1, "low": 56.08, "close": 56.08, "amount_yi": 0.135 }, { "time": "13:05", "open": 56.03, "high": 56.23, "low": 56.03, "close": 56.23, "amount_yi": 0.2005 }, { "time": "13:06", "open": 56.28, "high": 56.28, "low": 56.28, "close": 56.28, "amount_yi": 0.0673 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 56.28, "ts": "2026-06-25T13:06:15", "prev_close": 51.76, "open": 51.26, "high": 56.28, "low": 49.8, "bid1": 56.27, "ask1": 56.28, "bid_qty1": 441, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002156:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002156:BREAK_PREV_HIGH", "symbol": "SZSE.002156", "name": "通富微电", "side": "BUY", "priority": "P2", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.84, "exec_low": 74.84, "exec_high": 77.09, "invalid_price": 72.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 77.09, "max_chase_pct": 3.0, "base_exec_high": 77.09, "dynamic_exec_high": null, "entry_zone_low": 73.72, "entry_zone_high": 75.96, "entry_risk_pct": null, "intraday_vwap": 77.1407, "price_vs_vwap_pct": 1.6973, "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": 0.6821, "prev_amount_yi": 1.1237, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.607, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 78.09, "high": 78.09, "low": 78.08, "close": 78.08, "amount_yi": 0.2792 }, { "time": "13:05", "open": 78.2, "high": 78.35, "low": 78.2, "close": 78.35, "amount_yi": 0.2481 }, { "time": "13:06", "open": 78.45, "high": 78.45, "low": 78.45, "close": 78.45, "amount_yi": 0.1548 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 78.45, "ts": "2026-06-25T13:06:12", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.45, "ask1": 78.5, "bid_qty1": 55, "ask_qty1": 1429 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603629:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603629:BREAK_PREV_HIGH", "symbol": "SHSE.603629", "name": "利通电子", "side": "BUY", "priority": "P3", "status": "OBSERVE", "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": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "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": 215.1257, "price_vs_vwap_pct": 0.4994, "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": 0.6505, "prev_amount_yi": 0.8471, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 217.2, "high": 217.2, "low": 216.77, "close": 216.77, "amount_yi": 0.4525 }, { "time": "13:05", "open": 215.66, "high": 215.98, "low": 215.66, "close": 215.98, "amount_yi": 0.1243 }, { "time": "13:06", "open": 216.2, "high": 216.2, "low": 216.2, "close": 216.2, "amount_yi": 0.0737 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 216.2, "ts": "2026-06-25T13:06:13", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 216.2, "ask1": 216.44, "bid_qty1": 20, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 257.3982, "price_vs_vwap_pct": 3.7226, "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": 0.3987, "prev_amount_yi": 0.5625, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7088, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 266.54, "high": 266.54, "low": 266.0, "close": 266.0, "amount_yi": 0.2187 }, { "time": "13:05", "open": 265.0, "high": 266.64, "low": 265.0, "close": 266.64, "amount_yi": 0.1093 }, { "time": "13:06", "open": 266.98, "high": 266.98, "low": 266.98, "close": 266.98, "amount_yi": 0.0707 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 266.98, "ts": "2026-06-25T13:06:13", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 266.7, "ask1": 266.97, "bid_qty1": 50, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600460:BREAK_PREV_HIGH", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "P5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.8, "exec_low": 50.8, "exec_high": 52.32, "invalid_price": 49.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 52.32, "max_chase_pct": 3.0, "base_exec_high": 52.32, "dynamic_exec_high": null, "entry_zone_low": 50.04, "entry_zone_high": 51.56, "entry_risk_pct": null, "intraday_vwap": 49.5124, "price_vs_vwap_pct": 0.1567, "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": 0.4428, "prev_amount_yi": 0.5574, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 49.43, "high": 49.46, "low": 49.43, "close": 49.46, "amount_yi": 0.1702 }, { "time": "13:05", "open": 49.46, "high": 49.64, "low": 49.46, "close": 49.64, "amount_yi": 0.1933 }, { "time": "13:06", "open": 49.59, "high": 49.59, "low": 49.59, "close": 49.59, "amount_yi": 0.0793 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 49.59, "ts": "2026-06-25T13:06:12", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.56, "ask1": 49.59, "bid_qty1": 19, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301013:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301013:BREAK_PREV_HIGH", "symbol": "SZSE.301013", "name": "利和兴", "side": "BUY", "priority": "P6", "status": "TOUCHED", "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 79.26, "max_chase_pct": 3.0, "base_exec_high": 79.26, "dynamic_exec_high": null, "entry_zone_low": 75.8, "entry_zone_high": 78.1, "entry_risk_pct": null, "intraday_vwap": 76.0849, "price_vs_vwap_pct": 10.7973, "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": 0.7457, "prev_amount_yi": 1.0121, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 85.0, "high": 85.5, "low": 85.0, "close": 85.5, "amount_yi": 0.339 }, { "time": "13:05", "open": 85.31, "high": 85.31, "low": 83.7, "close": 83.7, "amount_yi": 0.3287 }, { "time": "13:06", "open": 84.3, "high": 84.3, "low": 84.3, "close": 84.3, "amount_yi": 0.078 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 84.3, "ts": "2026-06-25T13:06:09", "prev_close": 74.95, "open": 74.63, "high": 85.85, "low": 69.0, "bid1": 84.29, "ask1": 84.5, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "TOUCHED", "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": "2026-06-25T13:06:15", "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": "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": null, "intraday_vwap": 794.1925, "price_vs_vwap_pct": 1.1077, "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": 0.5049, "prev_amount_yi": 0.8591, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5877, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 803.0, "high": 803.72, "low": 803.0, "close": 803.72, "amount_yi": 0.1687 }, { "time": "13:05", "open": 801.98, "high": 802.01, "low": 801.98, "close": 802.01, "amount_yi": 0.2583 }, { "time": "13:06", "open": 802.99, "high": 802.99, "low": 802.99, "close": 802.99, "amount_yi": 0.0779 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 802.99, "ts": "2026-06-25T13:06:12", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 802.01, "ask1": 802.99, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:06:15", "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": 7.4527, "price_vs_vwap_pct": 0.3663, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.2171, "prev_amount_yi": 1.8748, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6492, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 7.49, "high": 7.49, "low": 7.48, "close": 7.48, "amount_yi": 0.635 }, { "time": "13:05", "open": 7.47, "high": 7.48, "low": 7.47, "close": 7.48, "amount_yi": 0.4815 }, { "time": "13:06", "open": 7.48, "high": 7.48, "low": 7.48, "close": 7.48, "amount_yi": 0.1006 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 7.48, "ts": "2026-06-25T13:06:12", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.47, "ask1": 7.48, "bid_qty1": 2705, "ask_qty1": 1332 }, "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": "2026-06-25T13:06:15", "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": 90.7043, "price_vs_vwap_pct": -0.9529, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1836, "prev_amount_yi": 0.2051, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 89.66, "high": 89.66, "low": 89.5, "close": 89.5, "amount_yi": 0.0818 }, { "time": "13:05", "open": 89.57, "high": 89.76, "low": 89.57, "close": 89.76, "amount_yi": 0.0767 }, { "time": "13:06", "open": 89.84, "high": 89.84, "low": 89.84, "close": 89.84, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 89.84, "ts": "2026-06-25T13:06:12", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.15, "bid1": 89.83, "ask1": 89.84, "bid_qty1": 191, "ask_qty1": 2 }, "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": "2026-06-25T13:06:15", "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": 3.6085, "intraday_vwap": 135.0275, "price_vs_vwap_pct": 0.5721, "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": 0.0608, "prev_amount_yi": 0.168, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 135.81, "high": 135.81, "low": 135.7, "close": 135.7, "amount_yi": 0.027 }, { "time": "13:05", "open": 135.5, "high": 135.9, "low": 135.5, "close": 135.9, "amount_yi": 0.0303 }, { "time": "13:06", "open": 135.8, "high": 135.8, "low": 135.8, "close": 135.8, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64248.06, "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": 135.8, "ts": "2026-06-25T13:06:09", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 135.72, "ask1": 135.79, "bid_qty1": 1, "ask_qty1": 4 }, "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": "2026-06-25T13:06:15", "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": 662.4849, "price_vs_vwap_pct": -0.3464, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.3109, "prev_amount_yi": 1.3518, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9697, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 668.66, "high": 668.66, "low": 666.0, "close": 666.0, "amount_yi": 0.6161 }, { "time": "13:05", "open": 664.22, "high": 664.22, "low": 661.62, "close": 661.62, "amount_yi": 0.4431 }, { "time": "13:06", "open": 660.19, "high": 660.19, "low": 660.19, "close": 660.19, "amount_yi": 0.2517 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128496.12, "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": 660.19, "ts": "2026-06-25T13:06:09", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 660.0, "ask1": 660.99, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "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": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.4443, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1453, "prev_amount_yi": 1.4756, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 157.62, "high": 157.62, "low": 157.24, "close": 157.24, "amount_yi": 0.3638 }, { "time": "13:05", "open": 156.9, "high": 157.3, "low": 156.9, "close": 157.3, "amount_yi": 0.5864 }, { "time": "13:06", "open": 157.0, "high": 157.0, "low": 157.0, "close": 157.0, "amount_yi": 0.1951 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64248.06, "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": 157.0, "ts": "2026-06-25T13:06:14", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 157.0, "ask1": 157.07, "bid_qty1": 244, "ask_qty1": 19 }, "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": "2026-06-25T13:06:15", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 27.68, "max_chase_pct": 1.5, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.47, "entry_zone_high": 27.27, "entry_risk_pct": null, "intraday_vwap": 25.0836, "price_vs_vwap_pct": 3.7331, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3808, "prev_amount_yi": 0.4431, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 25.83, "high": 25.83, "low": 25.81, "close": 25.81, "amount_yi": 0.2503 }, { "time": "13:03", "open": 25.81, "high": 25.81, "low": 25.75, "close": 25.75, "amount_yi": 0.3025 }, { "time": "13:04", "open": 25.7, "high": 25.86, "low": 25.7, "close": 25.86, "amount_yi": 0.2107 }, { "time": "13:05", "open": 26.12, "high": 26.12, "low": 26.04, "close": 26.04, "amount_yi": 0.4549 }, { "time": "13:06", "open": 26.02, "high": 26.02, "low": 26.02, "close": 26.02, "amount_yi": 0.1624 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 26.02, "ts": "2026-06-25T13:06:13", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 26.01, "ask1": 26.02, "bid_qty1": 2, "ask_qty1": 32 }, "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": "2026-06-25T13:06:15", "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": 14.6772, "price_vs_vwap_pct": 1.0411, "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": 0.0051, "prev_amount_yi": 0.0172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:01", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0017 }, { "time": "13:02", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0016 }, { "time": "13:03", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0009 }, { "time": "13:04", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0002 }, { "time": "13:05", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 14.83, "ts": "2026-06-25T13:06:12", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 71437, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002297:BREAK_PREV_HIGH", "symbol": "SZSE.002297", "name": "博云新材", "side": "BUY", "priority": "W2", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.33, "exec_low": 34.33, "exec_high": 34.84, "invalid_price": 33.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 33.6168, "price_vs_vwap_pct": -3.0247, "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": 0.2981, "prev_amount_yi": 0.4585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 32.69, "high": 32.69, "low": 32.68, "close": 32.68, "amount_yi": 0.1047 }, { "time": "13:03", "open": 32.61, "high": 32.66, "low": 32.61, "close": 32.66, "amount_yi": 0.0465 }, { "time": "13:04", "open": 32.67, "high": 32.67, "low": 32.64, "close": 32.64, "amount_yi": 0.0504 }, { "time": "13:05", "open": 32.55, "high": 32.56, "low": 32.55, "close": 32.56, "amount_yi": 0.0764 }, { "time": "13:06", "open": 32.6, "high": 32.6, "low": 32.6, "close": 32.6, "amount_yi": 0.0201 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 32.6, "ts": "2026-06-25T13:06:12", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.59, "ask1": 32.6, "bid_qty1": 1, "ask_qty1": 18 }, "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": "2026-06-25T13:06:15", "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": 168.5034, "price_vs_vwap_pct": -2.6132, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4619, "prev_amount_yi": 0.1383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3398, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 165.7, "high": 165.7, "low": 165.66, "close": 165.66, "amount_yi": 0.1187 }, { "time": "13:03", "open": 165.69, "high": 165.69, "low": 165.55, "close": 165.55, "amount_yi": 0.104 }, { "time": "13:04", "open": 165.19, "high": 165.19, "low": 165.0, "close": 165.0, "amount_yi": 0.0704 }, { "time": "13:05", "open": 164.67, "high": 164.67, "low": 164.17, "close": 164.17, "amount_yi": 0.0398 }, { "time": "13:06", "open": 164.1, "high": 164.1, "low": 164.1, "close": 164.1, "amount_yi": 0.129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 164.1, "ts": "2026-06-25T13:06:14", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 164.14, "ask1": 164.18, "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.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": "2026-06-25T13:06:15", "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": 263.1337, "price_vs_vwap_pct": -1.571, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.4952, "prev_amount_yi": 1.5348, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 260.92, "high": 261.15, "low": 260.92, "close": 261.15, "amount_yi": 0.7931 }, { "time": "13:03", "open": 260.99, "high": 260.99, "low": 260.0, "close": 260.0, "amount_yi": 0.4534 }, { "time": "13:04", "open": 259.66, "high": 259.66, "low": 259.5, "close": 259.5, "amount_yi": 0.2755 }, { "time": "13:05", "open": 259.66, "high": 259.8, "low": 259.66, "close": 259.8, "amount_yi": 0.7222 }, { "time": "13:06", "open": 259.0, "high": 259.0, "low": 259.0, "close": 259.0, "amount_yi": 0.251 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 259.0, "ts": "2026-06-25T13:06:12", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 258.98, "ask1": 258.99, "bid_qty1": 9, "ask_qty1": 1 }, "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": "OBSERVE", "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": "2026-06-25T13:06:15", "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": 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": 1318.4655, "price_vs_vwap_pct": 0.2787, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 11.175, "prev_amount_yi": 10.3915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 1332.41, "high": 1336.4, "low": 1332.41, "close": 1336.4, "amount_yi": 3.3961 }, { "time": "13:03", "open": 1334.01, "high": 1334.01, "low": 1330.03, "close": 1330.03, "amount_yi": 2.3709 }, { "time": "13:04", "open": 1328.06, "high": 1328.06, "low": 1324.57, "close": 1324.57, "amount_yi": 2.1629 }, { "time": "13:05", "open": 1321.11, "high": 1322.0, "low": 1321.11, "close": 1322.0, "amount_yi": 2.6252 }, { "time": "13:06", "open": 1322.14, "high": 1322.14, "low": 1322.14, "close": 1322.14, "amount_yi": 0.6199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 1322.14, "ts": "2026-06-25T13:06:12", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1322.14, "ask1": 1322.65, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-25T13:06:15", "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": 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": 575.9528, "price_vs_vwap_pct": 3.2828, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.5342, "prev_amount_yi": 8.2487, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2771, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 600.38, "high": 600.95, "low": 600.38, "close": 600.95, "amount_yi": 2.8012 }, { "time": "13:03", "open": 599.93, "high": 599.93, "low": 598.66, "close": 598.66, "amount_yi": 2.0563 }, { "time": "13:04", "open": 597.77, "high": 597.77, "low": 596.26, "close": 596.26, "amount_yi": 2.0169 }, { "time": "13:05", "open": 594.0, "high": 594.0, "low": 593.98, "close": 593.98, "amount_yi": 2.9314 }, { "time": "13:06", "open": 594.86, "high": 594.86, "low": 594.86, "close": 594.86, "amount_yi": 0.7284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 594.86, "ts": "2026-06-25T13:06:12", "prev_close": 555.3, "open": 560.0, "high": 606.36, "low": 550.06, "bid1": 594.86, "ask1": 594.89, "bid_qty1": 46, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T13:06:15", "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": 48.9691, "price_vs_vwap_pct": -2.7754, "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": 0.231, "prev_amount_yi": 0.4264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0436 }, { "time": "13:03", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0439 }, { "time": "13:04", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0344 }, { "time": "13:05", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0674 }, { "time": "13:06", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0417 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "current_position_value": 76176.0, "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": 47.61, "ts": "2026-06-25T13:06:14", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 0.0, "ask1": 47.61, "bid_qty1": 0, "ask_qty1": 10124 }, "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": "2026-06-25T13:06:15", "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": 52.8814, "price_vs_vwap_pct": 0.3188, "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": 0.4162, "prev_amount_yi": 0.5628, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 53.39, "high": 53.39, "low": 53.39, "close": 53.39, "amount_yi": 0.1413 }, { "time": "13:03", "open": 53.48, "high": 53.48, "low": 53.41, "close": 53.41, "amount_yi": 0.0709 }, { "time": "13:04", "open": 53.4, "high": 53.4, "low": 53.2, "close": 53.2, "amount_yi": 0.1236 }, { "time": "13:05", "open": 53.14, "high": 53.14, "low": 53.04, "close": 53.04, "amount_yi": 0.0526 }, { "time": "13:06", "open": 53.05, "high": 53.05, "low": 53.05, "close": 53.05, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 53.05, "ts": "2026-06-25T13:06:12", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.04, "ask1": 53.05, "bid_qty1": 21, "ask_qty1": 7 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T13:06:15", "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": 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": 30.982, "price_vs_vwap_pct": 1.9302, "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": 0.0961, "prev_amount_yi": 0.0705, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3631, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 31.39, "high": 31.39, "low": 31.36, "close": 31.36, "amount_yi": 0.0188 }, { "time": "13:03", "open": 31.45, "high": 31.53, "low": 31.45, "close": 31.53, "amount_yi": 0.0349 }, { "time": "13:04", "open": 31.51, "high": 31.51, "low": 31.43, "close": 31.43, "amount_yi": 0.0177 }, { "time": "13:05", "open": 31.42, "high": 31.58, "low": 31.42, "close": 31.58, "amount_yi": 0.0203 }, { "time": "13:06", "open": 31.58, "high": 31.58, "low": 31.58, "close": 31.58, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 31.58, "ts": "2026-06-25T13:06:12", "prev_close": 31.5, "open": 31.48, "high": 32.18, "low": 30.0, "bid1": 31.58, "ask1": 31.6, "bid_qty1": 26, "ask_qty1": 98 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-25T13:06:15", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 157.28, "max_chase_pct": 1.5, "base_exec_high": 154.99, "dynamic_exec_high": null, "entry_zone_low": 150.41, "entry_zone_high": 154.99, "entry_risk_pct": null, "intraday_vwap": 147.9962, "price_vs_vwap_pct": 2.2932, "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": 0.4702, "prev_amount_yi": 0.8333, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 151.27, "high": 152.0, "low": 151.27, "close": 152.0, "amount_yi": 0.1105 }, { "time": "13:03", "open": 151.32, "high": 151.45, "low": 151.32, "close": 151.45, "amount_yi": 0.1822 }, { "time": "13:04", "open": 151.0, "high": 151.0, "low": 150.29, "close": 150.29, "amount_yi": 0.0721 }, { "time": "13:05", "open": 150.47, "high": 150.88, "low": 150.47, "close": 150.88, "amount_yi": 0.0806 }, { "time": "13:06", "open": 151.39, "high": 151.39, "low": 151.39, "close": 151.39, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 151.39, "ts": "2026-06-25T13:06:12", "prev_close": 151.32, "open": 150.0, "high": 153.6, "low": 145.6, "bid1": 151.39, "ask1": 151.5, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T13:06:15", "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": 24.0169, "price_vs_vwap_pct": -1.6109, "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": 0.0935, "prev_amount_yi": 0.0502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 23.49, "high": 23.71, "low": 23.49, "close": 23.71, "amount_yi": 0.0286 }, { "time": "13:03", "open": 23.75, "high": 23.75, "low": 23.74, "close": 23.74, "amount_yi": 0.0339 }, { "time": "13:04", "open": 23.5, "high": 23.57, "low": 23.5, "close": 23.57, "amount_yi": 0.016 }, { "time": "13:05", "open": 23.73, "high": 23.73, "low": 23.6, "close": 23.6, "amount_yi": 0.0133 }, { "time": "13:06", "open": 23.63, "high": 23.63, "low": 23.63, "close": 23.63, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 23.63, "ts": "2026-06-25T13:06:12", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.63, "ask1": 23.67, "bid_qty1": 22, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600961:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600961:BREAK_PREV_HIGH", "symbol": "SHSE.600961", "name": "株冶集团", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 35.75, "exec_low": 35.75, "exec_high": 36.29, "invalid_price": 34.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "小金属 / 铅锌", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 36.82, "max_chase_pct": 1.5, "base_exec_high": 36.29, "dynamic_exec_high": null, "entry_zone_low": 35.21, "entry_zone_high": 36.29, "entry_risk_pct": null, "intraday_vwap": 35.7908, "price_vs_vwap_pct": -1.511, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4264, "prev_amount_yi": 0.2771, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 35.09, "high": 35.09, "low": 35.09, "close": 35.09, "amount_yi": 0.0915 }, { "time": "13:03", "open": 35.08, "high": 35.08, "low": 35.06, "close": 35.06, "amount_yi": 0.0909 }, { "time": "13:04", "open": 35.16, "high": 35.16, "low": 35.12, "close": 35.12, "amount_yi": 0.0981 }, { "time": "13:05", "open": 35.1, "high": 35.19, "low": 35.1, "close": 35.19, "amount_yi": 0.1296 }, { "time": "13:06", "open": 35.25, "high": 35.25, "low": 35.25, "close": 35.25, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 35.25, "ts": "2026-06-25T13:06:12", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.21, "ask1": 35.26, "bid_qty1": 28, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600552:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600552:BREAK_PREV_HIGH", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "W13", "status": "CANCELLED", "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": "2026-06-25T13:06:15", "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": 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": 28.0626, "price_vs_vwap_pct": -4.1785, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6451, "prev_amount_yi": 0.2891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 27.05, "high": 27.05, "low": 26.96, "close": 26.96, "amount_yi": 0.1588 }, { "time": "13:03", "open": 26.92, "high": 26.92, "low": 26.89, "close": 26.89, "amount_yi": 0.1312 }, { "time": "13:04", "open": 26.91, "high": 26.91, "low": 26.88, "close": 26.88, "amount_yi": 0.168 }, { "time": "13:05", "open": 26.85, "high": 26.85, "low": 26.85, "close": 26.85, "amount_yi": 0.1251 }, { "time": "13:06", "open": 26.89, "high": 26.89, "low": 26.89, "close": 26.89, "amount_yi": 0.062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 26.89, "ts": "2026-06-25T13:06:12", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.78, "bid1": 26.88, "ask1": 26.89, "bid_qty1": 7, "ask_qty1": 185 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T13:06:15", "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": 132.7064, "price_vs_vwap_pct": -0.2158, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5864, "prev_amount_yi": 0.2682, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 131.96, "high": 132.17, "low": 131.96, "close": 132.17, "amount_yi": 0.143 }, { "time": "13:03", "open": 132.4, "high": 132.4, "low": 132.17, "close": 132.17, "amount_yi": 0.1216 }, { "time": "13:04", "open": 132.4, "high": 132.4, "low": 132.32, "close": 132.32, "amount_yi": 0.102 }, { "time": "13:05", "open": 131.95, "high": 132.41, "low": 131.95, "close": 132.41, "amount_yi": 0.133 }, { "time": "13:06", "open": 132.42, "high": 132.42, "low": 132.42, "close": 132.42, "amount_yi": 0.0868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 132.42, "ts": "2026-06-25T13:06:12", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 132.41, "ask1": 132.45, "bid_qty1": 7, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300285:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300285:BREAK_PREV_HIGH", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 94.62, "exec_low": 94.62, "exec_high": 96.04, "invalid_price": 91.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": null, "intraday_vwap": 94.7082, "price_vs_vwap_pct": 1.4484, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7353, "prev_amount_yi": 0.7129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 96.34, "high": 96.34, "low": 96.3, "close": 96.3, "amount_yi": 0.3673 }, { "time": "13:03", "open": 96.75, "high": 96.86, "low": 96.75, "close": 96.86, "amount_yi": 0.4797 }, { "time": "13:04", "open": 96.82, "high": 96.82, "low": 96.43, "close": 96.43, "amount_yi": 0.4914 }, { "time": "13:05", "open": 96.1, "high": 96.1, "low": 96.1, "close": 96.1, "amount_yi": 0.2884 }, { "time": "13:06", "open": 96.08, "high": 96.08, "low": 96.08, "close": 96.08, "amount_yi": 0.1085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 96.08, "ts": "2026-06-25T13:06:12", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 96.07, "ask1": 96.08, "bid_qty1": 4, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002141:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002141:BREAK_PREV_HIGH", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 5.04, "exec_low": 5.04, "exec_high": 5.12, "invalid_price": 4.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 4.5645, "price_vs_vwap_pct": 1.8732, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1886, "prev_amount_yi": 0.1204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 4.65, "high": 4.65, "low": 4.62, "close": 4.62, "amount_yi": 0.071 }, { "time": "13:03", "open": 4.65, "high": 4.65, "low": 4.62, "close": 4.62, "amount_yi": 0.0406 }, { "time": "13:04", "open": 4.63, "high": 4.65, "low": 4.63, "close": 4.65, "amount_yi": 0.0359 }, { "time": "13:05", "open": 4.64, "high": 4.66, "low": 4.64, "close": 4.66, "amount_yi": 0.0346 }, { "time": "13:06", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 4.65, "ts": "2026-06-25T13:06:12", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.45, "bid1": 4.64, "ask1": 4.65, "bid_qty1": 363, "ask_qty1": 671 }, "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": "2026-06-25T13:06:15", "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": 22.2656, "price_vs_vwap_pct": 0.6934, "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": 0.1508, "prev_amount_yi": 0.197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7655, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 22.39, "high": 22.39, "low": 22.36, "close": 22.36, "amount_yi": 0.0239 }, { "time": "13:03", "open": 22.31, "high": 22.37, "low": 22.31, "close": 22.37, "amount_yi": 0.0399 }, { "time": "13:04", "open": 22.38, "high": 22.39, "low": 22.38, "close": 22.39, "amount_yi": 0.0286 }, { "time": "13:05", "open": 22.36, "high": 22.36, "low": 22.32, "close": 22.32, "amount_yi": 0.0208 }, { "time": "13:06", "open": 22.42, "high": 22.42, "low": 22.42, "close": 22.42, "amount_yi": 0.0376 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 22.42, "ts": "2026-06-25T13:06:12", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.42, "ask1": 22.43, "bid_qty1": 86, "ask_qty1": 15 }, "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": "2026-06-25T13:06:15", "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": 76.1729, "price_vs_vwap_pct": -7.4605, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3643, "prev_amount_yi": 0.1488, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 69.89, "high": 69.92, "low": 69.89, "close": 69.92, "amount_yi": 0.1321 }, { "time": "13:03", "open": 70.22, "high": 70.42, "low": 70.22, "close": 70.42, "amount_yi": 0.075 }, { "time": "13:04", "open": 70.23, "high": 70.23, "low": 70.14, "close": 70.14, "amount_yi": 0.057 }, { "time": "13:05", "open": 70.14, "high": 70.16, "low": 70.14, "close": 70.16, "amount_yi": 0.0733 }, { "time": "13:06", "open": 70.49, "high": 70.49, "low": 70.49, "close": 70.49, "amount_yi": 0.0269 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 70.49, "ts": "2026-06-25T13:06:09", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 70.43, "ask1": 70.49, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603306:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603306:BREAK_PREV_HIGH", "symbol": "SHSE.603306", "name": "华懋科技", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 117.45, "exec_low": 117.45, "exec_high": 119.21, "invalid_price": 113.93, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.97, "max_chase_pct": 1.5, "base_exec_high": 119.21, "dynamic_exec_high": null, "entry_zone_low": 115.69, "entry_zone_high": 119.21, "entry_risk_pct": null, "intraday_vwap": 114.92, "price_vs_vwap_pct": 0.0174, "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": 0.1158, "prev_amount_yi": 0.1888, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 114.87, "high": 115.22, "low": 114.87, "close": 115.22, "amount_yi": 0.0533 }, { "time": "13:03", "open": 115.11, "high": 115.11, "low": 114.88, "close": 114.88, "amount_yi": 0.0138 }, { "time": "13:04", "open": 115.0, "high": 115.0, "low": 114.87, "close": 114.87, "amount_yi": 0.0261 }, { "time": "13:05", "open": 114.93, "high": 115.0, "low": 114.93, "close": 115.0, "amount_yi": 0.0088 }, { "time": "13:06", "open": 114.94, "high": 114.94, "low": 114.94, "close": 114.94, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 114.94, "ts": "2026-06-25T13:06:13", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 114.89, "ask1": 115.04, "bid_qty1": 13, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300655:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300655:BREAK_PREV_HIGH", "symbol": "SZSE.300655", "name": "晶瑞电材", "side": "BUY", "priority": "W20", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.28, "exec_low": 18.28, "exec_high": 18.55, "invalid_price": 17.73, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 17.7039, "price_vs_vwap_pct": -0.6434, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3245, "prev_amount_yi": 0.2112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5365, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 17.5, "high": 17.5, "low": 17.48, "close": 17.48, "amount_yi": 0.0398 }, { "time": "13:03", "open": 17.46, "high": 17.46, "low": 17.46, "close": 17.46, "amount_yi": 0.0883 }, { "time": "13:04", "open": 17.53, "high": 17.53, "low": 17.48, "close": 17.48, "amount_yi": 0.0487 }, { "time": "13:05", "open": 17.47, "high": 17.57, "low": 17.47, "close": 17.57, "amount_yi": 0.0906 }, { "time": "13:06", "open": 17.59, "high": 17.59, "low": 17.59, "close": 17.59, "amount_yi": 0.0571 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 17.59, "ts": "2026-06-25T13:06:12", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.54, "ask1": 17.56, "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.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": "NEAR_TRIGGER", "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": "2026-06-25T13:06:15", "sim_reason": "near_trigger", "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": 107.1013, "price_vs_vwap_pct": 1.0259, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7281, "prev_amount_yi": 0.1486, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.8997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 108.0, "high": 108.0, "low": 107.94, "close": 107.94, "amount_yi": 0.1888 }, { "time": "13:03", "open": 108.61, "high": 108.62, "low": 108.61, "close": 108.62, "amount_yi": 0.2548 }, { "time": "13:04", "open": 108.59, "high": 108.59, "low": 108.51, "close": 108.51, "amount_yi": 0.1254 }, { "time": "13:05", "open": 108.4, "high": 108.4, "low": 108.29, "close": 108.29, "amount_yi": 0.1155 }, { "time": "13:06", "open": 108.2, "high": 108.2, "low": 108.2, "close": 108.2, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 108.2, "ts": "2026-06-25T13:06:09", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 108.2, "ask1": 108.26, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625: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": "2026-06-25T13:06:15", "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": 59.0595, "price_vs_vwap_pct": -1.9802, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4968, "prev_amount_yi": 0.2332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 57.83, "high": 58.3, "low": 57.83, "close": 58.3, "amount_yi": 0.0763 }, { "time": "13:03", "open": 58.42, "high": 58.42, "low": 58.2, "close": 58.2, "amount_yi": 0.1645 }, { "time": "13:04", "open": 58.3, "high": 58.3, "low": 58.3, "close": 58.3, "amount_yi": 0.0964 }, { "time": "13:05", "open": 58.13, "high": 58.13, "low": 58.01, "close": 58.01, "amount_yi": 0.1102 }, { "time": "13:06", "open": 57.89, "high": 57.89, "low": 57.89, "close": 57.89, "amount_yi": 0.0494 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 57.89, "ts": "2026-06-25T13:06:12", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 57.92, "ask1": 57.95, "bid_qty1": 1, "ask_qty1": 204 }, "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": "2026-06-25T13:06:15", "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": 230.9725, "price_vs_vwap_pct": 3.0382, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8301, "prev_amount_yi": 0.3469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 233.0, "high": 233.99, "low": 233.0, "close": 233.99, "amount_yi": 0.1829 }, { "time": "13:03", "open": 233.49, "high": 233.49, "low": 232.96, "close": 232.96, "amount_yi": 0.1519 }, { "time": "13:04", "open": 232.27, "high": 233.48, "low": 232.27, "close": 233.48, "amount_yi": 0.1033 }, { "time": "13:05", "open": 234.02, "high": 237.88, "low": 234.02, "close": 237.88, "amount_yi": 0.2801 }, { "time": "13:06", "open": 237.99, "high": 237.99, "low": 237.99, "close": 237.99, "amount_yi": 0.1119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 237.99, "ts": "2026-06-25T13:06:09", "prev_close": 248.33, "open": 238.36, "high": 240.99, "low": 225.88, "bid1": 237.13, "ask1": 237.99, "bid_qty1": 3, "ask_qty1": 12 }, "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": "2026-06-25T13:06:15", "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": 408.8993, "price_vs_vwap_pct": -1.8829, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1455, "prev_amount_yi": 0.0995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:02", "open": 403.41, "high": 403.41, "low": 402.0, "close": 402.0, "amount_yi": 0.0541 }, { "time": "13:03", "open": 402.73, "high": 402.86, "low": 402.73, "close": 402.86, "amount_yi": 0.0282 }, { "time": "13:04", "open": 403.53, "high": 403.53, "low": 402.33, "close": 402.33, "amount_yi": 0.031 }, { "time": "13:05", "open": 401.98, "high": 401.98, "low": 401.93, "close": 401.93, "amount_yi": 0.0157 }, { "time": "13:06", "open": 401.2, "high": 401.2, "low": 401.2, "close": 401.2, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 401.2, "ts": "2026-06-25T13:06:09", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 401.1, "ask1": 401.99, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300613:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300613:WATCH_CONFIRM", "symbol": "SZSE.300613", "name": "富瀚微", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 69.14, "exec_low": 69.14, "exec_high": 70.18, "invalid_price": 67.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 80.1008, "price_vs_vwap_pct": 0.9728, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3774, "prev_amount_yi": 0.1033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.6534, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:02", "open": 79.12, "high": 79.34, "low": 79.12, "close": 79.34, "amount_yi": 0.0257 }, { "time": "13:03", "open": 79.3, "high": 79.3, "low": 79.12, "close": 79.12, "amount_yi": 0.0279 }, { "time": "13:04", "open": 79.58, "high": 79.8, "low": 79.58, "close": 79.8, "amount_yi": 0.0751 }, { "time": "13:05", "open": 80.5, "high": 81.32, "low": 80.5, "close": 81.32, "amount_yi": 0.1636 }, { "time": "13:06", "open": 80.88, "high": 80.88, "low": 80.88, "close": 80.88, "amount_yi": 0.0851 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 80.88, "ts": "2026-06-25T13:06:12", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.81, "ask1": 80.88, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300054:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300054:BREAK_PREV_HIGH", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W26", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.65, "exec_low": 97.65, "exec_high": 99.11, "invalid_price": 94.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.58, "max_chase_pct": 1.5, "base_exec_high": 99.11, "dynamic_exec_high": null, "entry_zone_low": 96.19, "entry_zone_high": 99.11, "entry_risk_pct": null, "intraday_vwap": 94.7827, "price_vs_vwap_pct": 0.5458, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8318, "prev_amount_yi": 0.2728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 94.37, "high": 94.46, "low": 94.37, "close": 94.46, "amount_yi": 0.0796 }, { "time": "13:03", "open": 94.75, "high": 95.1, "low": 94.75, "close": 95.1, "amount_yi": 0.3091 }, { "time": "13:04", "open": 95.36, "high": 95.36, "low": 95.2, "close": 95.2, "amount_yi": 0.2546 }, { "time": "13:05", "open": 94.84, "high": 95.15, "low": 94.84, "close": 95.15, "amount_yi": 0.1476 }, { "time": "13:06", "open": 95.3, "high": 95.3, "low": 95.3, "close": 95.3, "amount_yi": 0.0409 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 95.3, "ts": "2026-06-25T13:06:12", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 95.3, "ask1": 95.31, "bid_qty1": 6, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603823:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603823:BREAK_PREV_HIGH", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.66, "exec_low": 56.66, "exec_high": 57.51, "invalid_price": 54.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 53.2283, "price_vs_vwap_pct": -0.598, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1429, "prev_amount_yi": 0.1113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 52.73, "high": 52.99, "low": 52.73, "close": 52.99, "amount_yi": 0.0264 }, { "time": "13:03", "open": 52.94, "high": 53.04, "low": 52.94, "close": 53.04, "amount_yi": 0.0423 }, { "time": "13:04", "open": 52.91, "high": 52.97, "low": 52.91, "close": 52.97, "amount_yi": 0.0549 }, { "time": "13:05", "open": 52.9, "high": 52.91, "low": 52.9, "close": 52.91, "amount_yi": 0.0138 }, { "time": "13:06", "open": 52.91, "high": 52.91, "low": 52.91, "close": 52.91, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 52.91, "ts": "2026-06-25T13:06:14", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 52.89, "ask1": 52.95, "bid_qty1": 7, "ask_qty1": 12 }, "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": "2026-06-25T13:06:15", "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": 69.906, "price_vs_vwap_pct": -1.2531, "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": 0.2954, "prev_amount_yi": 0.3631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8135, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 68.98, "high": 69.01, "low": 68.98, "close": 69.01, "amount_yi": 0.0942 }, { "time": "13:03", "open": 69.1, "high": 69.1, "low": 69.0, "close": 69.0, "amount_yi": 0.0891 }, { "time": "13:04", "open": 69.11, "high": 69.11, "low": 69.11, "close": 69.11, "amount_yi": 0.0468 }, { "time": "13:05", "open": 69.04, "high": 69.06, "low": 69.04, "close": 69.06, "amount_yi": 0.0474 }, { "time": "13:06", "open": 69.03, "high": 69.03, "low": 69.03, "close": 69.03, "amount_yi": 0.0179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 69.03, "ts": "2026-06-25T13:06:12", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.68, "bid1": 69.03, "ask1": 69.06, "bid_qty1": 17, "ask_qty1": 3 }, "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": "2026-06-25T13:06:15", "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": 50.2158, "price_vs_vwap_pct": -1.8038, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7733, "prev_amount_yi": 0.675, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 49.65, "high": 49.65, "low": 49.6, "close": 49.6, "amount_yi": 0.1645 }, { "time": "13:03", "open": 49.52, "high": 49.52, "low": 49.44, "close": 49.44, "amount_yi": 0.1646 }, { "time": "13:04", "open": 49.49, "high": 49.5, "low": 49.49, "close": 49.5, "amount_yi": 0.1369 }, { "time": "13:05", "open": 49.31, "high": 49.37, "low": 49.31, "close": 49.37, "amount_yi": 0.1846 }, { "time": "13:06", "open": 49.31, "high": 49.31, "low": 49.31, "close": 49.31, "amount_yi": 0.1227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": "2026-06-25T13:06:12", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 49.31, "ask1": 49.32, "bid_qty1": 1, "ask_qty1": 29 }, "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": "2026-06-25T13:06:15", "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": 18.947, "price_vs_vwap_pct": 0.0686, "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": 0.0834, "prev_amount_yi": 0.1059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 18.99, "high": 18.99, "low": 18.99, "close": 18.99, "amount_yi": 0.0144 }, { "time": "13:03", "open": 18.97, "high": 18.97, "low": 18.96, "close": 18.96, "amount_yi": 0.0207 }, { "time": "13:04", "open": 18.97, "high": 18.97, "low": 18.96, "close": 18.96, "amount_yi": 0.016 }, { "time": "13:05", "open": 18.95, "high": 18.95, "low": 18.95, "close": 18.95, "amount_yi": 0.0275 }, { "time": "13:06", "open": 18.96, "high": 18.96, "low": 18.96, "close": 18.96, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 18.96, "ts": "2026-06-25T13:06:12", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.96, "ask1": 18.97, "bid_qty1": 8, "ask_qty1": 90 }, "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": "2026-06-25T13:06:15", "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": 39.6013, "price_vs_vwap_pct": -0.5588, "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": 0.2799, "prev_amount_yi": 0.3012, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 39.2, "high": 39.22, "low": 39.2, "close": 39.22, "amount_yi": 0.0582 }, { "time": "13:03", "open": 39.22, "high": 39.22, "low": 39.11, "close": 39.11, "amount_yi": 0.063 }, { "time": "13:04", "open": 39.2, "high": 39.27, "low": 39.2, "close": 39.27, "amount_yi": 0.0912 }, { "time": "13:05", "open": 39.31, "high": 39.35, "low": 39.31, "close": 39.35, "amount_yi": 0.0511 }, { "time": "13:06", "open": 39.38, "high": 39.38, "low": 39.38, "close": 39.38, "amount_yi": 0.0164 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 39.38, "ts": "2026-06-25T13:06:12", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.38, "ask1": 39.39, "bid_qty1": 272, "ask_qty1": 84 }, "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": "2026-06-25T13:06:15", "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": 16.6203, "price_vs_vwap_pct": -0.0018, "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": 0.0883, "prev_amount_yi": 0.1246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 16.52, "high": 16.52, "low": 16.51, "close": 16.51, "amount_yi": 0.0176 }, { "time": "13:03", "open": 16.51, "high": 16.52, "low": 16.51, "close": 16.52, "amount_yi": 0.0294 }, { "time": "13:04", "open": 16.54, "high": 16.58, "low": 16.54, "close": 16.58, "amount_yi": 0.0168 }, { "time": "13:05", "open": 16.57, "high": 16.59, "low": 16.57, "close": 16.59, "amount_yi": 0.0177 }, { "time": "13:06", "open": 16.62, "high": 16.62, "low": 16.62, "close": 16.62, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 16.62, "ts": "2026-06-25T13:06:12", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.63, "ask1": 16.64, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002241:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002241:BREAK_PREV_HIGH", "symbol": "SZSE.002241", "name": "歌尔股份", "side": "BUY", "priority": "W33", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.16, "exec_low": 24.16, "exec_high": 24.52, "invalid_price": 23.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 23.9662, "price_vs_vwap_pct": -0.61, "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": 0.1973, "prev_amount_yi": 0.2991, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 23.88, "high": 23.88, "low": 23.85, "close": 23.85, "amount_yi": 0.0382 }, { "time": "13:03", "open": 23.85, "high": 23.85, "low": 23.84, "close": 23.84, "amount_yi": 0.0553 }, { "time": "13:04", "open": 23.83, "high": 23.83, "low": 23.81, "close": 23.81, "amount_yi": 0.047 }, { "time": "13:05", "open": 23.82, "high": 23.82, "low": 23.8, "close": 23.8, "amount_yi": 0.046 }, { "time": "13:06", "open": 23.82, "high": 23.82, "low": 23.82, "close": 23.82, "amount_yi": 0.0108 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 23.82, "ts": "2026-06-25T13:06:12", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.81, "ask1": 23.82, "bid_qty1": 368, "ask_qty1": 1 }, "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": "2026-06-25T13:06:15", "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": 152.1162, "price_vs_vwap_pct": -0.1684, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0203, "prev_amount_yi": 1.2021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 153.01, "high": 153.01, "low": 152.65, "close": 152.65, "amount_yi": 0.7957 }, { "time": "13:03", "open": 152.55, "high": 152.55, "low": 152.37, "close": 152.37, "amount_yi": 0.3139 }, { "time": "13:04", "open": 152.3, "high": 152.3, "low": 151.61, "close": 151.61, "amount_yi": 0.4358 }, { "time": "13:05", "open": 151.69, "high": 151.83, "low": 151.69, "close": 151.83, "amount_yi": 0.3282 }, { "time": "13:06", "open": 151.86, "high": 151.86, "low": 151.86, "close": 151.86, "amount_yi": 0.1467 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 151.86, "ts": "2026-06-25T13:06:12", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 148.9, "bid1": 151.81, "ask1": 151.86, "bid_qty1": 5, "ask_qty1": 58 }, "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": "2026-06-25T13:06:15", "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": 30.0146, "price_vs_vwap_pct": -1.0482, "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": 0.0525, "prev_amount_yi": 0.0134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.9179, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 29.82, "high": 29.82, "low": 29.76, "close": 29.76, "amount_yi": 0.0111 }, { "time": "13:03", "open": 29.74, "high": 29.74, "low": 29.72, "close": 29.72, "amount_yi": 0.0162 }, { "time": "13:04", "open": 29.71, "high": 29.71, "low": 29.71, "close": 29.71, "amount_yi": 0.009 }, { "time": "13:05", "open": 29.71, "high": 29.71, "low": 29.71, "close": 29.71, "amount_yi": 0.0102 }, { "time": "13:06", "open": 29.7, "high": 29.7, "low": 29.7, "close": 29.7, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 29.7, "ts": "2026-06-25T13:06:09", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 29.7, "ask1": 29.71, "bid_qty1": 12, "ask_qty1": 4 }, "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.98, "max_chase_pct": 1.5, "base_exec_high": 77.83, "dynamic_exec_high": null, "entry_zone_low": 75.53, "entry_zone_high": 77.83, "entry_risk_pct": null, "intraday_vwap": 82.1141, "price_vs_vwap_pct": 2.321, "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": 0.1023, "prev_amount_yi": 0.9577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1068, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0409 }, { "time": "13:03", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0189 }, { "time": "13:04", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0184 }, { "time": "13:05", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0157 }, { "time": "13:06", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 84.02, "ts": "2026-06-25T13:06:12", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 25023, "ask_qty1": 0 }, "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": "2026-06-25T13:06:15", "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": 32.9436, "price_vs_vwap_pct": -0.2538, "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": 0.0848, "prev_amount_yi": 0.0663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 32.74, "high": 32.76, "low": 32.74, "close": 32.76, "amount_yi": 0.0241 }, { "time": "13:03", "open": 32.72, "high": 32.72, "low": 32.72, "close": 32.72, "amount_yi": 0.0196 }, { "time": "13:04", "open": 32.78, "high": 32.79, "low": 32.78, "close": 32.79, "amount_yi": 0.0142 }, { "time": "13:05", "open": 32.77, "high": 32.8, "low": 32.77, "close": 32.8, "amount_yi": 0.0113 }, { "time": "13:06", "open": 32.86, "high": 32.86, "low": 32.86, "close": 32.86, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 32.86, "ts": "2026-06-25T13:06:12", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.82, "ask1": 32.85, "bid_qty1": 32, "ask_qty1": 10 }, "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": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.5648, "intraday_vwap": 185.2848, "price_vs_vwap_pct": 1.4222, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7258, "prev_amount_yi": 0.2288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1722, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 186.27, "high": 186.45, "low": 186.27, "close": 186.45, "amount_yi": 0.0443 }, { "time": "13:03", "open": 186.49, "high": 186.49, "low": 186.3, "close": 186.3, "amount_yi": 0.0654 }, { "time": "13:04", "open": 187.16, "high": 187.18, "low": 187.16, "close": 187.18, "amount_yi": 0.1772 }, { "time": "13:05", "open": 187.04, "high": 187.75, "low": 187.04, "close": 187.75, "amount_yi": 0.3237 }, { "time": "13:06", "open": 187.92, "high": 187.92, "low": 187.92, "close": 187.92, "amount_yi": 0.1152 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 187.92, "ts": "2026-06-25T13:06:11", "prev_close": 185.39, "open": 186.8, "high": 187.93, "low": 182.36, "bid1": 187.92, "ask1": 187.95, "bid_qty1": 39, "ask_qty1": 8 }, "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": "2026-06-25T13:06:15", "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": 37.1716, "price_vs_vwap_pct": -0.1657, "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": 0.0845, "prev_amount_yi": 0.0344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 37.19, "high": 37.19, "low": 37.11, "close": 37.11, "amount_yi": 0.0187 }, { "time": "13:03", "open": 37.12, "high": 37.17, "low": 37.12, "close": 37.17, "amount_yi": 0.0405 }, { "time": "13:04", "open": 37.17, "high": 37.19, "low": 37.17, "close": 37.19, "amount_yi": 0.0086 }, { "time": "13:05", "open": 37.19, "high": 37.19, "low": 37.15, "close": 37.15, "amount_yi": 0.0139 }, { "time": "13:06", "open": 37.11, "high": 37.11, "low": 37.11, "close": 37.11, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 37.11, "ts": "2026-06-25T13:06:12", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.4, "bid1": 37.1, "ask1": 37.11, "bid_qty1": 12, "ask_qty1": 2 }, "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": "2026-06-25T13:06:15", "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": 54.6254, "price_vs_vwap_pct": -1.4195, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3872, "prev_amount_yi": 0.3317, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1673, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 53.78, "high": 53.78, "low": 53.77, "close": 53.77, "amount_yi": 0.0961 }, { "time": "13:03", "open": 53.84, "high": 53.84, "low": 53.67, "close": 53.67, "amount_yi": 0.099 }, { "time": "13:04", "open": 53.73, "high": 53.73, "low": 53.65, "close": 53.65, "amount_yi": 0.0746 }, { "time": "13:05", "open": 53.9, "high": 54.01, "low": 53.9, "close": 54.01, "amount_yi": 0.0876 }, { "time": "13:06", "open": 53.85, "high": 53.85, "low": 53.85, "close": 53.85, "amount_yi": 0.0299 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 53.85, "ts": "2026-06-25T13:06:12", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 53.78, "ask1": 53.79, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300303:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300303:BREAK_PREV_HIGH", "symbol": "SZSE.300303", "name": "聚飞光电", "side": "BUY", "priority": "W41", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.95, "exec_low": 9.95, "exec_high": 10.1, "invalid_price": 9.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.25, "max_chase_pct": 1.5, "base_exec_high": 10.1, "dynamic_exec_high": null, "entry_zone_low": 9.8, "entry_zone_high": 10.1, "entry_risk_pct": 4.0755, "intraday_vwap": 10.0197, "price_vs_vwap_pct": 0.4022, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.146, "prev_amount_yi": 0.0755, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 10.09, "high": 10.09, "low": 10.09, "close": 10.09, "amount_yi": 0.0428 }, { "time": "13:03", "open": 10.08, "high": 10.08, "low": 10.07, "close": 10.07, "amount_yi": 0.035 }, { "time": "13:04", "open": 10.07, "high": 10.07, "low": 10.07, "close": 10.07, "amount_yi": 0.0283 }, { "time": "13:05", "open": 10.06, "high": 10.06, "low": 10.06, "close": 10.06, "amount_yi": 0.0321 }, { "time": "13:06", "open": 10.06, "high": 10.06, "low": 10.06, "close": 10.06, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 10.06, "ts": "2026-06-25T13:06:12", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.05, "ask1": 10.06, "bid_qty1": 455, "ask_qty1": 1114 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603663:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603663:BREAK_PREV_HIGH", "symbol": "SHSE.603663", "name": "三祥新材", "side": "BUY", "priority": "W42", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 105.85, "exec_low": 105.85, "exec_high": 107.44, "invalid_price": 102.67, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 99.3767, "price_vs_vwap_pct": 0.265, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8925, "prev_amount_yi": 0.2126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.198, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 98.0, "high": 98.8, "low": 98.0, "close": 98.8, "amount_yi": 0.3856 }, { "time": "13:03", "open": 98.66, "high": 98.66, "low": 98.45, "close": 98.45, "amount_yi": 0.119 }, { "time": "13:04", "open": 98.89, "high": 99.2, "low": 98.89, "close": 99.2, "amount_yi": 0.1666 }, { "time": "13:05", "open": 99.2, "high": 99.61, "low": 99.2, "close": 99.61, "amount_yi": 0.1563 }, { "time": "13:06", "open": 99.64, "high": 99.64, "low": 99.64, "close": 99.64, "amount_yi": 0.065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 99.64, "ts": "2026-06-25T13:06:15", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 99.42, "ask1": 99.64, "bid_qty1": 4, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T13:06:15", "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": 37.7394, "price_vs_vwap_pct": -2.3567, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.494, "prev_amount_yi": 0.3277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 36.75, "high": 36.84, "low": 36.75, "close": 36.84, "amount_yi": 0.0764 }, { "time": "13:03", "open": 36.79, "high": 36.79, "low": 36.74, "close": 36.74, "amount_yi": 0.0583 }, { "time": "13:04", "open": 36.69, "high": 36.69, "low": 36.66, "close": 36.66, "amount_yi": 0.0795 }, { "time": "13:05", "open": 36.61, "high": 36.61, "low": 36.61, "close": 36.61, "amount_yi": 0.0994 }, { "time": "13:06", "open": 36.85, "high": 36.85, "low": 36.85, "close": 36.85, "amount_yi": 0.1804 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": "2026-06-25T13:06:14", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 36.84, "ask1": 36.85, "bid_qty1": 15, "ask_qty1": 290 }, "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": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.3569, "intraday_vwap": 115.8675, "price_vs_vwap_pct": 1.2967, "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": 1.1608, "prev_amount_yi": 1.5838, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7329, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 117.23, "high": 117.23, "low": 116.91, "close": 116.91, "amount_yi": 0.2985 }, { "time": "13:03", "open": 117.1, "high": 117.1, "low": 116.98, "close": 116.98, "amount_yi": 0.2543 }, { "time": "13:04", "open": 117.08, "high": 117.08, "low": 117.07, "close": 117.07, "amount_yi": 0.2364 }, { "time": "13:05", "open": 117.16, "high": 117.22, "low": 117.16, "close": 117.22, "amount_yi": 0.2504 }, { "time": "13:06", "open": 117.37, "high": 117.37, "low": 117.37, "close": 117.37, "amount_yi": 0.1212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 117.37, "ts": "2026-06-25T13:06:13", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.31, "ask1": 117.37, "bid_qty1": 5, "ask_qty1": 19 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603757:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603757:BREAK_PREV_HIGH", "symbol": "SHSE.603757", "name": "大元泵业", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.51, "exec_low": 74.51, "exec_high": 75.63, "invalid_price": 72.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_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": 74.5135, "price_vs_vwap_pct": -2.1654, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3534, "prev_amount_yi": 0.2616, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 72.4, "high": 73.08, "low": 72.4, "close": 73.08, "amount_yi": 0.0725 }, { "time": "13:03", "open": 72.79, "high": 72.79, "low": 72.77, "close": 72.77, "amount_yi": 0.0761 }, { "time": "13:04", "open": 73.0, "high": 73.0, "low": 72.97, "close": 72.97, "amount_yi": 0.0852 }, { "time": "13:05", "open": 72.83, "high": 72.83, "low": 72.7, "close": 72.7, "amount_yi": 0.068 }, { "time": "13:06", "open": 72.9, "high": 72.9, "low": 72.9, "close": 72.9, "amount_yi": 0.0516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 72.9, "ts": "2026-06-25T13:06:14", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 72.0, "bid1": 72.93, "ask1": 72.96, "bid_qty1": 16, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003031:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003031:BREAK_PREV_HIGH", "symbol": "SZSE.003031", "name": "中瓷电子", "side": "BUY", "priority": "W46", "status": "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": "2026-06-25T13:06:15", "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": 191.6421, "price_vs_vwap_pct": -0.0063, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3547, "prev_amount_yi": 0.285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 192.16, "high": 192.3, "low": 192.16, "close": 192.3, "amount_yi": 0.0792 }, { "time": "13:03", "open": 192.54, "high": 192.54, "low": 192.2, "close": 192.2, "amount_yi": 0.0904 }, { "time": "13:04", "open": 192.3, "high": 192.3, "low": 191.75, "close": 191.75, "amount_yi": 0.0724 }, { "time": "13:05", "open": 191.41, "high": 191.41, "low": 191.2, "close": 191.2, "amount_yi": 0.0771 }, { "time": "13:06", "open": 191.63, "high": 191.63, "low": 191.63, "close": 191.63, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 191.63, "ts": "2026-06-25T13:06:12", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 191.51, "ask1": 191.63, "bid_qty1": 4, "ask_qty1": 10 }, "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": "2026-06-25T13:06:15", "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": 19.1606, "price_vs_vwap_pct": -1.2035, "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": 0.1374, "prev_amount_yi": 0.0676, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0325, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 19.07, "high": 19.07, "low": 19.05, "close": 19.05, "amount_yi": 0.0163 }, { "time": "13:03", "open": 19.06, "high": 19.06, "low": 19.05, "close": 19.05, "amount_yi": 0.0364 }, { "time": "13:04", "open": 19.01, "high": 19.01, "low": 18.87, "close": 18.87, "amount_yi": 0.066 }, { "time": "13:05", "open": 18.94, "high": 18.94, "low": 18.94, "close": 18.94, "amount_yi": 0.0123 }, { "time": "13:06", "open": 18.93, "high": 18.93, "low": 18.93, "close": 18.93, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 18.93, "ts": "2026-06-25T13:06:12", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 18.9, "ask1": 18.93, "bid_qty1": 13, "ask_qty1": 105 }, "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": "2026-06-25T13:06:15", "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": 12.8169, "price_vs_vwap_pct": -0.9121, "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": 0.0376, "prev_amount_yi": 0.0587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 12.66, "high": 12.68, "low": 12.66, "close": 12.68, "amount_yi": 0.0107 }, { "time": "13:03", "open": 12.68, "high": 12.68, "low": 12.67, "close": 12.67, "amount_yi": 0.007 }, { "time": "13:04", "open": 12.68, "high": 12.7, "low": 12.68, "close": 12.7, "amount_yi": 0.0066 }, { "time": "13:05", "open": 12.7, "high": 12.7, "low": 12.7, "close": 12.7, "amount_yi": 0.0058 }, { "time": "13:06", "open": 12.7, "high": 12.7, "low": 12.7, "close": 12.7, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 12.7, "ts": "2026-06-25T13:06:12", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.59, "bid1": 12.7, "ask1": 12.71, "bid_qty1": 270, "ask_qty1": 106 }, "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": "2026-06-25T13:06:15", "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": 34.7856, "price_vs_vwap_pct": -0.936, "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": 0.4723, "prev_amount_yi": 0.51, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9261, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 34.28, "high": 34.29, "low": 34.28, "close": 34.29, "amount_yi": 0.1541 }, { "time": "13:03", "open": 34.3, "high": 34.3, "low": 34.28, "close": 34.28, "amount_yi": 0.1068 }, { "time": "13:04", "open": 34.33, "high": 34.33, "low": 34.32, "close": 34.32, "amount_yi": 0.0896 }, { "time": "13:05", "open": 34.39, "high": 34.39, "low": 34.38, "close": 34.38, "amount_yi": 0.0659 }, { "time": "13:06", "open": 34.46, "high": 34.46, "low": 34.46, "close": 34.46, "amount_yi": 0.0559 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 34.46, "ts": "2026-06-25T13:06:12", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.44, "ask1": 34.46, "bid_qty1": 104, "ask_qty1": 44 }, "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": "2026-06-25T13:06:15", "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": 62.3213, "price_vs_vwap_pct": -2.0239, "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": 0.1257, "prev_amount_yi": 0.2126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 60.96, "high": 60.96, "low": 60.95, "close": 60.95, "amount_yi": 0.0377 }, { "time": "13:03", "open": 60.96, "high": 60.96, "low": 60.92, "close": 60.92, "amount_yi": 0.0404 }, { "time": "13:04", "open": 61.02, "high": 61.02, "low": 61.0, "close": 61.0, "amount_yi": 0.018 }, { "time": "13:05", "open": 60.99, "high": 61.08, "low": 60.99, "close": 61.08, "amount_yi": 0.0223 }, { "time": "13:06", "open": 61.06, "high": 61.06, "low": 61.06, "close": 61.06, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 61.06, "ts": "2026-06-25T13:06:12", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.78, "bid1": 61.06, "ask1": 61.07, "bid_qty1": 2, "ask_qty1": 6 }, "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": "2026-06-25T13:06:15", "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": 22.8554, "price_vs_vwap_pct": 4.1329, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4541, "prev_amount_yi": 0.0716, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.3422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 23.46, "high": 23.48, "low": 23.46, "close": 23.48, "amount_yi": 0.0198 }, { "time": "13:03", "open": 23.5, "high": 23.51, "low": 23.5, "close": 23.51, "amount_yi": 0.0576 }, { "time": "13:04", "open": 23.58, "high": 23.77, "low": 23.58, "close": 23.77, "amount_yi": 0.1864 }, { "time": "13:05", "open": 23.85, "high": 23.88, "low": 23.85, "close": 23.88, "amount_yi": 0.1335 }, { "time": "13:06", "open": 23.8, "high": 23.8, "low": 23.8, "close": 23.8, "amount_yi": 0.0568 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 23.8, "ts": "2026-06-25T13:06:12", "prev_close": 22.42, "open": 21.6, "high": 23.89, "low": 21.6, "bid1": 23.79, "ask1": 23.8, "bid_qty1": 36, "ask_qty1": 6 }, "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": "2026-06-25T13:06:15", "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": 29.003, "price_vs_vwap_pct": -1.3895, "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": 0.0585, "prev_amount_yi": 0.0733, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 28.59, "high": 28.66, "low": 28.59, "close": 28.66, "amount_yi": 0.031 }, { "time": "13:03", "open": 28.61, "high": 28.61, "low": 28.58, "close": 28.58, "amount_yi": 0.0096 }, { "time": "13:04", "open": 28.62, "high": 28.62, "low": 28.6, "close": 28.6, "amount_yi": 0.0067 }, { "time": "13:05", "open": 28.61, "high": 28.61, "low": 28.61, "close": 28.61, "amount_yi": 0.0082 }, { "time": "13:06", "open": 28.6, "high": 28.6, "low": 28.6, "close": 28.6, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 28.6, "ts": "2026-06-25T13:06:12", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.59, "ask1": 28.6, "bid_qty1": 43, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300236:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300236:BREAK_PREV_HIGH", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "W53", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 115.2, "exec_low": 115.2, "exec_high": 116.93, "invalid_price": 111.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 112.3694, "price_vs_vwap_pct": -1.0852, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3002, "prev_amount_yi": 0.1442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0818, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 110.92, "high": 110.92, "low": 110.91, "close": 110.91, "amount_yi": 0.0713 }, { "time": "13:03", "open": 110.79, "high": 110.86, "low": 110.79, "close": 110.86, "amount_yi": 0.0603 }, { "time": "13:04", "open": 111.0, "high": 111.0, "low": 110.74, "close": 110.74, "amount_yi": 0.0701 }, { "time": "13:05", "open": 110.66, "high": 111.03, "low": 110.66, "close": 111.03, "amount_yi": 0.0721 }, { "time": "13:06", "open": 111.15, "high": 111.15, "low": 111.15, "close": 111.15, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "current_position_value": 200124.0, "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": 111.15, "ts": "2026-06-25T13:06:12", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 111.15, "ask1": 111.18, "bid_qty1": 1, "ask_qty1": 11 }, "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": "2026-06-25T13:06:15", "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": 91.6557, "price_vs_vwap_pct": -1.5991, "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": 0.0584, "prev_amount_yi": 0.0337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7329, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 91.0, "high": 91.0, "low": 90.92, "close": 90.92, "amount_yi": 0.013 }, { "time": "13:03", "open": 90.5, "high": 90.5, "low": 90.34, "close": 90.34, "amount_yi": 0.0174 }, { "time": "13:04", "open": 90.06, "high": 90.37, "low": 90.06, "close": 90.37, "amount_yi": 0.0178 }, { "time": "13:05", "open": 90.13, "high": 90.19, "low": 90.13, "close": 90.19, "amount_yi": 0.0033 }, { "time": "13:06", "open": 90.19, "high": 90.19, "low": 90.19, "close": 90.19, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 90.19, "ts": "2026-06-25T13:06:09", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.18, "ask1": 90.29, "bid_qty1": 9, "ask_qty1": 1 }, "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": "2026-06-25T13:06:15", "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": 74.9564, "price_vs_vwap_pct": -0.9958, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8148, "prev_amount_yi": 0.5724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 74.18, "high": 74.18, "low": 74.14, "close": 74.14, "amount_yi": 0.1664 }, { "time": "13:03", "open": 74.14, "high": 74.14, "low": 73.99, "close": 73.99, "amount_yi": 0.2317 }, { "time": "13:04", "open": 74.11, "high": 74.11, "low": 73.98, "close": 73.98, "amount_yi": 0.1751 }, { "time": "13:05", "open": 73.82, "high": 74.08, "low": 73.82, "close": 74.08, "amount_yi": 0.2017 }, { "time": "13:06", "open": 74.21, "high": 74.21, "low": 74.21, "close": 74.21, "amount_yi": 0.0399 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 74.21, "ts": "2026-06-25T13:06:12", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.2, "ask1": 74.21, "bid_qty1": 149, "ask_qty1": 68 }, "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": "2026-06-25T13:06:15", "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": 53.3689, "price_vs_vwap_pct": 1.4636, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1812, "prev_amount_yi": 0.0805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 53.66, "high": 53.71, "low": 53.66, "close": 53.71, "amount_yi": 0.0239 }, { "time": "13:03", "open": 53.68, "high": 53.8, "low": 53.68, "close": 53.8, "amount_yi": 0.057 }, { "time": "13:04", "open": 54.06, "high": 54.06, "low": 53.9, "close": 53.9, "amount_yi": 0.0556 }, { "time": "13:05", "open": 53.95, "high": 54.16, "low": 53.95, "close": 54.16, "amount_yi": 0.0337 }, { "time": "13:06", "open": 54.15, "high": 54.15, "low": 54.15, "close": 54.15, "amount_yi": 0.011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 54.15, "ts": "2026-06-25T13:06:09", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 54.08, "ask1": 54.15, "bid_qty1": 13, "ask_qty1": 23 }, "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": "2026-06-25T13:06:15", "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": 21.1833, "price_vs_vwap_pct": -0.4404, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4392, "prev_amount_yi": 0.1675, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6221, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 21.11, "high": 21.18, "low": 21.11, "close": 21.18, "amount_yi": 0.0353 }, { "time": "13:03", "open": 21.13, "high": 21.13, "low": 21.09, "close": 21.09, "amount_yi": 0.0804 }, { "time": "13:04", "open": 21.13, "high": 21.13, "low": 21.04, "close": 21.04, "amount_yi": 0.1003 }, { "time": "13:05", "open": 21.02, "high": 21.06, "low": 21.02, "close": 21.06, "amount_yi": 0.213 }, { "time": "13:06", "open": 21.09, "high": 21.09, "low": 21.09, "close": 21.09, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 21.09, "ts": "2026-06-25T13:06:12", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.09, "ask1": 21.11, "bid_qty1": 11, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH", "symbol": "SZSE.300442", "name": "润泽科技", "side": "BUY", "priority": "W58", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.86, "exec_low": 85.86, "exec_high": 87.15, "invalid_price": 83.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": null, "intraday_vwap": 84.6473, "price_vs_vwap_pct": -1.379, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4017, "prev_amount_yi": 0.2234, "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": "13:02", "open": 83.5, "high": 83.5, "low": 83.5, "close": 83.5, "amount_yi": 0.0895 }, { "time": "13:03", "open": 83.46, "high": 83.46, "low": 83.43, "close": 83.43, "amount_yi": 0.064 }, { "time": "13:04", "open": 83.45, "high": 83.45, "low": 83.31, "close": 83.31, "amount_yi": 0.0679 }, { "time": "13:05", "open": 83.29, "high": 83.43, "low": 83.29, "close": 83.43, "amount_yi": 0.1388 }, { "time": "13:06", "open": 83.48, "high": 83.48, "low": 83.48, "close": 83.48, "amount_yi": 0.0415 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 83.48, "ts": "2026-06-25T13:06:12", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.47, "ask1": 83.48, "bid_qty1": 15, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH", "symbol": "SZSE.301095", "name": "广立微", "side": "BUY", "priority": "W59", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 106.01, "exec_low": 106.01, "exec_high": 107.6, "invalid_price": 102.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 103.4837, "price_vs_vwap_pct": -2.5934, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1907, "prev_amount_yi": 0.135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4126, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 100.41, "high": 100.73, "low": 100.41, "close": 100.73, "amount_yi": 0.0176 }, { "time": "13:03", "open": 100.64, "high": 100.64, "low": 100.5, "close": 100.5, "amount_yi": 0.073 }, { "time": "13:04", "open": 100.74, "high": 100.74, "low": 100.49, "close": 100.49, "amount_yi": 0.0471 }, { "time": "13:05", "open": 100.41, "high": 100.68, "low": 100.41, "close": 100.68, "amount_yi": 0.0312 }, { "time": "13:06", "open": 100.8, "high": 100.8, "low": 100.8, "close": 100.8, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 100.8, "ts": "2026-06-25T13:06:09", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.59, "ask1": 100.79, "bid_qty1": 2, "ask_qty1": 10 }, "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": "2026-06-25T13:06:15", "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": 44.8117, "price_vs_vwap_pct": -0.9634, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1699, "prev_amount_yi": 0.1168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4546, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 44.38, "high": 44.4, "low": 44.38, "close": 44.4, "amount_yi": 0.0647 }, { "time": "13:03", "open": 44.31, "high": 44.31, "low": 44.26, "close": 44.26, "amount_yi": 0.0232 }, { "time": "13:04", "open": 44.29, "high": 44.29, "low": 44.24, "close": 44.24, "amount_yi": 0.0322 }, { "time": "13:05", "open": 44.19, "high": 44.37, "low": 44.19, "close": 44.37, "amount_yi": 0.0292 }, { "time": "13:06", "open": 44.38, "high": 44.38, "low": 44.38, "close": 44.38, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 44.38, "ts": "2026-06-25T13:06:14", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 44.37, "ask1": 44.38, "bid_qty1": 13, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002185:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002185:BREAK_PREV_HIGH", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "W61", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.22, "exec_low": 21.22, "exec_high": 21.54, "invalid_price": 20.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 21.9191, "price_vs_vwap_pct": 2.0115, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.665, "prev_amount_yi": 0.5873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1323, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 22.42, "high": 22.42, "low": 22.41, "close": 22.41, "amount_yi": 0.165 }, { "time": "13:03", "open": 22.4, "high": 22.4, "low": 22.39, "close": 22.39, "amount_yi": 0.1497 }, { "time": "13:04", "open": 22.41, "high": 22.41, "low": 22.37, "close": 22.37, "amount_yi": 0.1411 }, { "time": "13:05", "open": 22.32, "high": 22.34, "low": 22.32, "close": 22.34, "amount_yi": 0.1553 }, { "time": "13:06", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.0539 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 22.36, "ts": "2026-06-25T13:06:12", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.35, "ask1": 22.36, "bid_qty1": 135, "ask_qty1": 165 }, "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": "2026-06-25T13:06:15", "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": 388.2103, "price_vs_vwap_pct": 0.2936, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5877, "prev_amount_yi": 0.5109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1503, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 391.64, "high": 391.74, "low": 391.64, "close": 391.74, "amount_yi": 0.1592 }, { "time": "13:03", "open": 391.47, "high": 391.47, "low": 390.77, "close": 390.77, "amount_yi": 0.1268 }, { "time": "13:04", "open": 391.03, "high": 391.03, "low": 389.72, "close": 389.72, "amount_yi": 0.157 }, { "time": "13:05", "open": 388.99, "high": 389.0, "low": 388.99, "close": 389.0, "amount_yi": 0.0945 }, { "time": "13:06", "open": 389.35, "high": 389.35, "low": 389.35, "close": 389.35, "amount_yi": 0.0502 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 389.35, "ts": "2026-06-25T13:06:12", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 389.33, "ask1": 389.35, "bid_qty1": 1, "ask_qty1": 18 }, "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.55, "max_chase_pct": 1.5, "base_exec_high": 103.02, "dynamic_exec_high": null, "entry_zone_low": 99.98, "entry_zone_high": 103.02, "entry_risk_pct": null, "intraday_vwap": 109.9635, "price_vs_vwap_pct": -1.5128, "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": 0.0941, "prev_amount_yi": 0.0989, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:02", "open": 108.89, "high": 108.89, "low": 108.6, "close": 108.6, "amount_yi": 0.0327 }, { "time": "13:03", "open": 108.48, "high": 108.48, "low": 108.22, "close": 108.22, "amount_yi": 0.0132 }, { "time": "13:04", "open": 108.0, "high": 108.01, "low": 108.0, "close": 108.01, "amount_yi": 0.0354 }, { "time": "13:05", "open": 107.92, "high": 108.03, "low": 107.92, "close": 108.03, "amount_yi": 0.0114 }, { "time": "13:06", "open": 108.3, "high": 108.3, "low": 108.3, "close": 108.3, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 108.3, "ts": "2026-06-25T13:06:09", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.5, "bid1": 108.24, "ask1": 108.3, "bid_qty1": 3, "ask_qty1": 2 }, "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": "2026-06-25T13:06:15", "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": 12.7464, "price_vs_vwap_pct": -0.8347, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2897, "prev_amount_yi": 0.123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 12.64, "high": 12.64, "low": 12.63, "close": 12.63, "amount_yi": 0.0616 }, { "time": "13:03", "open": 12.66, "high": 12.66, "low": 12.64, "close": 12.64, "amount_yi": 0.0638 }, { "time": "13:04", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0434 }, { "time": "13:05", "open": 12.6, "high": 12.63, "low": 12.6, "close": 12.63, "amount_yi": 0.0868 }, { "time": "13:06", "open": 12.64, "high": 12.64, "low": 12.64, "close": 12.64, "amount_yi": 0.0341 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 12.64, "ts": "2026-06-25T13:06:12", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.63, "ask1": 12.64, "bid_qty1": 208, "ask_qty1": 142 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002049:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002049:BREAK_PREV_HIGH", "symbol": "SZSE.002049", "name": "紫光国微", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.85, "exec_low": 83.85, "exec_high": 85.11, "invalid_price": 81.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 86.37, "max_chase_pct": 1.5, "base_exec_high": 85.11, "dynamic_exec_high": null, "entry_zone_low": 82.59, "entry_zone_high": 85.11, "entry_risk_pct": 3.3512, "intraday_vwap": 83.9666, "price_vs_vwap_pct": 0.2065, "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": 0.2589, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 83.89, "high": 84.0, "low": 83.89, "close": 84.0, "amount_yi": 0.0804 }, { "time": "13:03", "open": 84.2, "high": 84.2, "low": 84.14, "close": 84.14, "amount_yi": 0.1554 }, { "time": "13:04", "open": 84.1, "high": 84.1, "low": 84.0, "close": 84.0, "amount_yi": 0.0887 }, { "time": "13:05", "open": 83.88, "high": 84.04, "low": 83.88, "close": 84.04, "amount_yi": 0.0608 }, { "time": "13:06", "open": 84.14, "high": 84.14, "low": 84.14, "close": 84.14, "amount_yi": 0.0266 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 84.14, "ts": "2026-06-25T13:06:12", "prev_close": 83.64, "open": 84.0, "high": 85.1, "low": 82.87, "bid1": 84.14, "ask1": 84.15, "bid_qty1": 14, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W66", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 816.89, "exec_low": 816.89, "exec_high": 829.14, "invalid_price": 792.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 862.7256, "price_vs_vwap_pct": 1.7438, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6759, "prev_amount_yi": 0.8469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 871.98, "high": 874.88, "low": 871.98, "close": 874.88, "amount_yi": 0.3752 }, { "time": "13:03", "open": 876.01, "high": 876.01, "low": 871.25, "close": 871.25, "amount_yi": 0.6404 }, { "time": "13:04", "open": 875.0, "high": 876.0, "low": 875.0, "close": 876.0, "amount_yi": 0.5827 }, { "time": "13:05", "open": 875.0, "high": 875.0, "low": 873.2, "close": 873.2, "amount_yi": 0.7743 }, { "time": "13:06", "open": 877.77, "high": 877.77, "low": 877.77, "close": 877.77, "amount_yi": 0.3033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 877.77, "ts": "2026-06-25T13:06:12", "prev_close": 810.0, "open": 830.0, "high": 890.55, "low": 829.19, "bid1": 877.15, "ask1": 877.78, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301183:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301183:BREAK_PREV_HIGH", "symbol": "SZSE.301183", "name": "东田微", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 262.88, "exec_low": 262.88, "exec_high": 266.82, "invalid_price": 254.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 261.904, "price_vs_vwap_pct": -0.7346, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2806, "prev_amount_yi": 0.1421, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9747, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 262.3, "high": 263.43, "low": 262.3, "close": 263.43, "amount_yi": 0.0655 }, { "time": "13:03", "open": 262.4, "high": 262.4, "low": 260.6, "close": 260.6, "amount_yi": 0.0606 }, { "time": "13:04", "open": 260.72, "high": 260.72, "low": 260.11, "close": 260.11, "amount_yi": 0.0529 }, { "time": "13:05", "open": 260.0, "high": 260.0, "low": 260.0, "close": 260.0, "amount_yi": 0.0876 }, { "time": "13:06", "open": 259.98, "high": 259.98, "low": 259.98, "close": 259.98, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 259.98, "ts": "2026-06-25T13:06:09", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 259.92, "ask1": 259.98, "bid_qty1": 7, "ask_qty1": 12 }, "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": "2026-06-25T13:06:15", "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": 65.8866, "price_vs_vwap_pct": -0.7689, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2965, "prev_amount_yi": 0.2013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4729, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 65.3, "high": 65.39, "low": 65.3, "close": 65.39, "amount_yi": 0.0667 }, { "time": "13:03", "open": 65.39, "high": 65.39, "low": 65.28, "close": 65.28, "amount_yi": 0.0801 }, { "time": "13:04", "open": 65.37, "high": 65.45, "low": 65.37, "close": 65.45, "amount_yi": 0.0773 }, { "time": "13:05", "open": 65.31, "high": 65.39, "low": 65.31, "close": 65.39, "amount_yi": 0.0449 }, { "time": "13:06", "open": 65.38, "high": 65.38, "low": 65.38, "close": 65.38, "amount_yi": 0.0275 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 65.38, "ts": "2026-06-25T13:06:12", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.36, "ask1": 65.39, "bid_qty1": 17, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH", "symbol": "SZSE.000938", "name": "紫光股份", "side": "BUY", "priority": "W69", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.66, "exec_low": 27.66, "exec_high": 28.07, "invalid_price": 26.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.49, "max_chase_pct": 1.5, "base_exec_high": 28.07, "dynamic_exec_high": null, "entry_zone_low": 27.25, "entry_zone_high": 28.07, "entry_risk_pct": null, "intraday_vwap": 27.7117, "price_vs_vwap_pct": 1.4734, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8669, "prev_amount_yi": 0.3802, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 7.5405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 27.91, "high": 27.91, "low": 27.88, "close": 27.88, "amount_yi": 0.3649 }, { "time": "13:03", "open": 28.01, "high": 28.14, "low": 28.01, "close": 28.14, "amount_yi": 0.8389 }, { "time": "13:04", "open": 28.13, "high": 28.13, "low": 28.07, "close": 28.07, "amount_yi": 0.6843 }, { "time": "13:05", "open": 28.1, "high": 28.2, "low": 28.1, "close": 28.2, "amount_yi": 0.7145 }, { "time": "13:06", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.2643 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 28.12, "ts": "2026-06-25T13:06:12", "prev_close": 27.66, "open": 27.61, "high": 28.25, "low": 27.06, "bid1": 28.12, "ask1": 28.13, "bid_qty1": 7, "ask_qty1": 59 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301338:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301338:BREAK_PREV_HIGH", "symbol": "SZSE.301338", "name": "凯格精机", "side": "BUY", "priority": "W70", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 172.5, "exec_low": 172.5, "exec_high": 175.09, "invalid_price": 167.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.2553, "intraday_vwap": 171.8574, "price_vs_vwap_pct": 0.6067, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.217, "prev_amount_yi": 0.1794, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 173.99, "high": 173.99, "low": 173.93, "close": 173.93, "amount_yi": 0.0678 }, { "time": "13:03", "open": 174.0, "high": 174.47, "low": 174.0, "close": 174.47, "amount_yi": 0.0706 }, { "time": "13:04", "open": 173.63, "high": 173.63, "low": 173.0, "close": 173.0, "amount_yi": 0.0371 }, { "time": "13:05", "open": 172.65, "high": 173.0, "low": 172.65, "close": 173.0, "amount_yi": 0.0299 }, { "time": "13:06", "open": 172.9, "high": 172.9, "low": 172.9, "close": 172.9, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 172.9, "ts": "2026-06-25T13:06:09", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 172.81, "ask1": 172.95, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-25T13:06:15", "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": 81.4896, "price_vs_vwap_pct": 2.5898, "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": 0.0397, "prev_amount_yi": 0.0681, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0275 }, { "time": "13:03", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0034 }, { "time": "13:04", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0022 }, { "time": "13:05", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0061 }, { "time": "13:06", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": "2026-06-25T13:06:12", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 20987, "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": "2026-06-25T13:06:15", "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": 127.7539, "price_vs_vwap_pct": 2.7992, "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": 0.0066, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0014 }, { "time": "13:03", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0033 }, { "time": "13:04", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0004 }, { "time": "13:05", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0014 }, { "time": "13:06", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": "2026-06-25T13:06:13", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 14602, "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": "2026-06-25T13:06:15", "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": 81.2958, "price_vs_vwap_pct": -0.5115, "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": 0.245, "prev_amount_yi": 0.2386, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 81.05, "high": 81.05, "low": 80.86, "close": 80.86, "amount_yi": 0.053 }, { "time": "13:03", "open": 81.06, "high": 81.06, "low": 80.98, "close": 80.98, "amount_yi": 0.0615 }, { "time": "13:04", "open": 80.97, "high": 80.97, "low": 80.8, "close": 80.8, "amount_yi": 0.0486 }, { "time": "13:05", "open": 80.57, "high": 80.77, "low": 80.57, "close": 80.77, "amount_yi": 0.0578 }, { "time": "13:06", "open": 80.88, "high": 80.88, "low": 80.88, "close": 80.88, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 80.88, "ts": "2026-06-25T13:06:12", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.86, "ask1": 80.87, "bid_qty1": 7, "ask_qty1": 1 }, "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": "TOUCHED", "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "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": 232.1888, "price_vs_vwap_pct": 8.1017, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.5116, "prev_amount_yi": 2.8728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5705, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 243.05, "high": 244.61, "low": 243.05, "close": 244.61, "amount_yi": 0.9562 }, { "time": "13:03", "open": 243.42, "high": 245.9, "low": 243.42, "close": 245.9, "amount_yi": 1.3739 }, { "time": "13:04", "open": 248.81, "high": 248.81, "low": 247.85, "close": 247.85, "amount_yi": 0.8903 }, { "time": "13:05", "open": 252.01, "high": 252.01, "low": 251.07, "close": 251.07, "amount_yi": 1.0578 }, { "time": "13:06", "open": 251.0, "high": 251.0, "low": 251.0, "close": 251.0, "amount_yi": 0.2334 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 251.0, "ts": "2026-06-25T13:06:09", "prev_close": 227.75, "open": 227.77, "high": 253.27, "low": 221.2, "bid1": 251.3, "ask1": 251.37, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301536:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301536:BREAK_PREV_HIGH", "symbol": "SZSE.301536", "name": "星宸科技", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 122.7, "exec_low": 122.7, "exec_high": 124.54, "invalid_price": 119.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "minute_energy_ratio_too_low", "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": 4.2632, "intraday_vwap": 122.8757, "price_vs_vwap_pct": 1.1754, "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": 0.2901, "prev_amount_yi": 0.5716, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 124.55, "high": 124.76, "low": 124.55, "close": 124.76, "amount_yi": 0.103 }, { "time": "13:03", "open": 124.47, "high": 124.47, "low": 124.01, "close": 124.01, "amount_yi": 0.0671 }, { "time": "13:04", "open": 124.25, "high": 124.25, "low": 123.97, "close": 123.97, "amount_yi": 0.048 }, { "time": "13:05", "open": 123.84, "high": 124.06, "low": 123.84, "close": 124.06, "amount_yi": 0.0367 }, { "time": "13:06", "open": 124.32, "high": 124.32, "low": 124.32, "close": 124.32, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 124.32, "ts": "2026-06-25T13:06:09", "prev_close": 121.58, "open": 122.3, "high": 125.34, "low": 120.0, "bid1": 124.26, "ask1": 124.32, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003026:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003026:BREAK_PREV_HIGH", "symbol": "SZSE.003026", "name": "中晶科技", "side": "BUY", "priority": "W76", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.2, "exec_low": 38.2, "exec_high": 38.77, "invalid_price": 37.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.35, "max_chase_pct": 1.5, "base_exec_high": 38.77, "dynamic_exec_high": null, "entry_zone_low": 37.63, "entry_zone_high": 38.77, "entry_risk_pct": null, "intraday_vwap": 38.0902, "price_vs_vwap_pct": 0.052, "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": 0.0866, "prev_amount_yi": 0.0234, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 38.0, "high": 38.02, "low": 38.0, "close": 38.02, "amount_yi": 0.0098 }, { "time": "13:03", "open": 38.12, "high": 38.17, "low": 38.12, "close": 38.17, "amount_yi": 0.0225 }, { "time": "13:04", "open": 38.17, "high": 38.17, "low": 38.16, "close": 38.16, "amount_yi": 0.0268 }, { "time": "13:05", "open": 38.12, "high": 38.12, "low": 38.1, "close": 38.1, "amount_yi": 0.0186 }, { "time": "13:06", "open": 38.11, "high": 38.11, "low": 38.11, "close": 38.11, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 38.11, "ts": "2026-06-25T13:06:12", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 38.1, "ask1": 38.11, "bid_qty1": 39, "ask_qty1": 24 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.601138:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.601138:BREAK_PREV_HIGH", "symbol": "SHSE.601138", "name": "工业富联", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.99, "exec_low": 76.99, "exec_high": 78.14, "invalid_price": 74.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 75.9594, "price_vs_vwap_pct": 0.2904, "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": 1.6593, "prev_amount_yi": 1.8052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 76.41, "high": 76.43, "low": 76.41, "close": 76.43, "amount_yi": 0.3413 }, { "time": "13:03", "open": 76.42, "high": 76.42, "low": 76.23, "close": 76.23, "amount_yi": 0.2883 }, { "time": "13:04", "open": 76.33, "high": 76.33, "low": 76.23, "close": 76.23, "amount_yi": 0.3945 }, { "time": "13:05", "open": 76.2, "high": 76.2, "low": 76.19, "close": 76.19, "amount_yi": 0.3489 }, { "time": "13:06", "open": 76.18, "high": 76.18, "low": 76.18, "close": 76.18, "amount_yi": 0.2863 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 76.18, "ts": "2026-06-25T13:06:14", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.18, "ask1": 76.19, "bid_qty1": 173, "ask_qty1": 114 }, "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": "2026-06-25T13:06:15", "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": 109.0797, "price_vs_vwap_pct": 4.1349, "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": 0.5024, "prev_amount_yi": 0.8795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 113.29, "high": 113.33, "low": 113.29, "close": 113.33, "amount_yi": 0.1271 }, { "time": "13:03", "open": 113.36, "high": 113.36, "low": 113.16, "close": 113.16, "amount_yi": 0.0852 }, { "time": "13:04", "open": 112.63, "high": 112.74, "low": 112.63, "close": 112.74, "amount_yi": 0.1409 }, { "time": "13:05", "open": 112.61, "high": 112.69, "low": 112.61, "close": 112.69, "amount_yi": 0.0603 }, { "time": "13:06", "open": 113.59, "high": 113.59, "low": 113.59, "close": 113.59, "amount_yi": 0.0889 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 113.59, "ts": "2026-06-25T13:06:12", "prev_close": 100.09, "open": 102.0, "high": 115.28, "low": 100.0, "bid1": 113.43, "ask1": 113.59, "bid_qty1": 3, "ask_qty1": 11 }, "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": "2026-06-25T13:06:15", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 418.22, "max_chase_pct": 1.5, "base_exec_high": 412.13, "dynamic_exec_high": null, "entry_zone_low": 399.95, "entry_zone_high": 412.13, "entry_risk_pct": null, "intraday_vwap": 279.8392, "price_vs_vwap_pct": 0.9437, "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": 0.0586, "prev_amount_yi": 0.0378, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5503, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 279.8, "high": 279.8, "low": 279.07, "close": 279.07, "amount_yi": 0.0077 }, { "time": "13:03", "open": 279.07, "high": 279.07, "low": 279.05, "close": 279.05, "amount_yi": 0.011 }, { "time": "13:04", "open": 279.0, "high": 279.0, "low": 278.98, "close": 278.98, "amount_yi": 0.0148 }, { "time": "13:05", "open": 278.92, "high": 279.0, "low": 278.92, "close": 279.0, "amount_yi": 0.0042 }, { "time": "13:06", "open": 282.48, "high": 282.48, "low": 282.48, "close": 282.48, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 282.48, "ts": "2026-06-25T13:06:09", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 282.0, "ask1": 282.99, "bid_qty1": 10, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W80", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 308.62, "exec_low": 308.62, "exec_high": 313.25, "invalid_price": 299.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 317.88, "max_chase_pct": 1.5, "base_exec_high": 313.25, "dynamic_exec_high": null, "entry_zone_low": 303.99, "entry_zone_high": 313.25, "entry_risk_pct": null, "intraday_vwap": 322.0123, "price_vs_vwap_pct": 4.3283, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1245, "prev_amount_yi": 0.6995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 336.28, "high": 336.28, "low": 334.73, "close": 334.73, "amount_yi": 0.2733 }, { "time": "13:03", "open": 334.66, "high": 334.66, "low": 334.6, "close": 334.6, "amount_yi": 0.2715 }, { "time": "13:04", "open": 334.75, "high": 334.75, "low": 333.96, "close": 333.96, "amount_yi": 0.2385 }, { "time": "13:05", "open": 333.1, "high": 335.58, "low": 333.1, "close": 335.58, "amount_yi": 0.2818 }, { "time": "13:06", "open": 335.95, "high": 335.95, "low": 335.95, "close": 335.95, "amount_yi": 0.0594 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 335.95, "ts": "2026-06-25T13:06:12", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 335.95, "ask1": 335.98, "bid_qty1": 18, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300331:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300331:BREAK_PREV_HIGH", "symbol": "SZSE.300331", "name": "苏大维格", "side": "BUY", "priority": "W81", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.3, "exec_low": 70.3, "exec_high": 71.35, "invalid_price": 68.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "minute_energy_amount_too_low", "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": 72.41, "max_chase_pct": 1.5, "base_exec_high": 71.35, "dynamic_exec_high": null, "entry_zone_low": 69.25, "entry_zone_high": 71.35, "entry_risk_pct": 3.3451, "intraday_vwap": 70.1672, "price_vs_vwap_pct": 0.5313, "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": 0.1368, "prev_amount_yi": 0.0697, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 70.53, "high": 70.53, "low": 70.51, "close": 70.51, "amount_yi": 0.0344 }, { "time": "13:03", "open": 70.42, "high": 70.42, "low": 70.29, "close": 70.29, "amount_yi": 0.0334 }, { "time": "13:04", "open": 70.33, "high": 70.33, "low": 70.3, "close": 70.3, "amount_yi": 0.0183 }, { "time": "13:05", "open": 70.16, "high": 70.48, "low": 70.16, "close": 70.48, "amount_yi": 0.0477 }, { "time": "13:06", "open": 70.54, "high": 70.54, "low": 70.54, "close": 70.54, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 70.54, "ts": "2026-06-25T13:06:12", "prev_close": 68.82, "open": 68.88, "high": 71.49, "low": 68.13, "bid1": 70.54, "ask1": 70.55, "bid_qty1": 8, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002636:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002636:BREAK_PREV_HIGH", "symbol": "SZSE.002636", "name": "金安国纪", "side": "BUY", "priority": "W82", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 118.31, "exec_low": 118.31, "exec_high": 120.08, "invalid_price": 114.76, "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": "2026-06-25T13:06:15", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 121.86, "max_chase_pct": 1.5, "base_exec_high": 120.08, "dynamic_exec_high": null, "entry_zone_low": 116.54, "entry_zone_high": 120.08, "entry_risk_pct": null, "intraday_vwap": 115.592, "price_vs_vwap_pct": 1.9967, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3713, "prev_amount_yi": 0.1974, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 116.31, "high": 116.84, "low": 116.31, "close": 116.84, "amount_yi": 0.0578 }, { "time": "13:03", "open": 117.0, "high": 117.46, "low": 117.0, "close": 117.46, "amount_yi": 0.1043 }, { "time": "13:04", "open": 117.97, "high": 117.99, "low": 117.97, "close": 117.99, "amount_yi": 0.0975 }, { "time": "13:05", "open": 117.3, "high": 117.8, "low": 117.3, "close": 117.8, "amount_yi": 0.0634 }, { "time": "13:06", "open": 117.9, "high": 117.9, "low": 117.9, "close": 117.9, "amount_yi": 0.0483 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 117.9, "ts": "2026-06-25T13:06:12", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 117.88, "ask1": 117.9, "bid_qty1": 3, "ask_qty1": 9 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300570:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300570:BREAK_PREV_HIGH", "symbol": "SZSE.300570", "name": "太辰光", "side": "BUY", "priority": "W83", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 273.0, "exec_low": 273.0, "exec_high": 277.09, "invalid_price": 264.81, "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": "2026-06-25T13:06:15", "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": 281.19, "max_chase_pct": 1.5, "base_exec_high": 277.09, "dynamic_exec_high": null, "entry_zone_low": 268.9, "entry_zone_high": 277.09, "entry_risk_pct": null, "intraday_vwap": 262.7893, "price_vs_vwap_pct": -3.4588, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.286, "prev_amount_yi": 0.6657, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.434, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 257.0, "high": 257.0, "low": 256.09, "close": 256.09, "amount_yi": 0.3042 }, { "time": "13:03", "open": 255.47, "high": 255.47, "low": 254.25, "close": 254.25, "amount_yi": 0.5834 }, { "time": "13:04", "open": 254.15, "high": 254.15, "low": 253.76, "close": 253.76, "amount_yi": 0.8574 }, { "time": "13:05", "open": 254.0, "high": 254.0, "low": 254.0, "close": 254.0, "amount_yi": 0.4233 }, { "time": "13:06", "open": 253.7, "high": 253.7, "low": 253.7, "close": 253.7, "amount_yi": 0.1177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 253.7, "ts": "2026-06-25T13:06:09", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 253.2, "bid1": 253.71, "ask1": 253.99, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688262:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688262:BREAK_PREV_HIGH", "symbol": "SHSE.688262", "name": "国芯科技", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 41.7, "exec_low": 41.7, "exec_high": 42.33, "invalid_price": 40.45, "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": "2026-06-25T13:06:15", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.95, "max_chase_pct": 1.5, "base_exec_high": 42.33, "dynamic_exec_high": null, "entry_zone_low": 41.07, "entry_zone_high": 42.33, "entry_risk_pct": 3.4145, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.1027, "prev_amount_yi": 0.0885, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1605, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 41.73, "high": 41.87, "low": 41.73, "close": 41.87, "amount_yi": 0.0225 }, { "time": "13:03", "open": 41.86, "high": 41.86, "low": 41.75, "close": 41.75, "amount_yi": 0.0203 }, { "time": "13:04", "open": 41.73, "high": 41.73, "low": 41.68, "close": 41.68, "amount_yi": 0.0105 }, { "time": "13:05", "open": 41.71, "high": 41.81, "low": 41.71, "close": 41.81, "amount_yi": 0.026 }, { "time": "13:06", "open": 41.89, "high": 41.89, "low": 41.89, "close": 41.89, "amount_yi": 0.0234 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 41.89, "ts": "2026-06-25T13:06:12", "prev_close": 41.26, "open": 41.7, "high": 42.5, "low": 40.86, "bid1": 41.84, "ask1": 41.88, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688469:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688469:BREAK_PREV_HIGH", "symbol": "SHSE.688469", "name": "芯联集成-U", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 10.13, "exec_low": 10.13, "exec_high": 10.28, "invalid_price": 9.83, "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": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.43, "max_chase_pct": 1.5, "base_exec_high": 10.28, "dynamic_exec_high": null, "entry_zone_low": 9.98, "entry_zone_high": 10.28, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.3632, "prev_amount_yi": 0.3518, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 9.86, "high": 9.86, "low": 9.85, "close": 9.85, "amount_yi": 0.1103 }, { "time": "13:03", "open": 9.83, "high": 9.83, "low": 9.82, "close": 9.82, "amount_yi": 0.0645 }, { "time": "13:04", "open": 9.83, "high": 9.83, "low": 9.82, "close": 9.82, "amount_yi": 0.078 }, { "time": "13:05", "open": 9.81, "high": 9.82, "low": 9.81, "close": 9.82, "amount_yi": 0.0863 }, { "time": "13:06", "open": 9.84, "high": 9.84, "low": 9.84, "close": 9.84, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 9.84, "ts": "2026-06-25T13:06:14", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.83, "ask1": 9.84, "bid_qty1": 578, "ask_qty1": 60 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688135:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688135:BREAK_PREV_HIGH", "symbol": "SHSE.688135", "name": "利扬芯片", "side": "BUY", "priority": "W86", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 41.17, "exec_low": 41.17, "exec_high": 41.79, "invalid_price": 39.93, "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": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.41, "max_chase_pct": 1.5, "base_exec_high": 41.79, "dynamic_exec_high": null, "entry_zone_low": 40.55, "entry_zone_high": 41.79, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.0488, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9859, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 39.96, "high": 39.98, "low": 39.96, "close": 39.98, "amount_yi": 0.0123 }, { "time": "13:03", "open": 39.95, "high": 39.95, "low": 39.89, "close": 39.89, "amount_yi": 0.0154 }, { "time": "13:04", "open": 39.94, "high": 39.94, "low": 39.91, "close": 39.91, "amount_yi": 0.0105 }, { "time": "13:05", "open": 39.92, "high": 40.1, "low": 39.92, "close": 40.1, "amount_yi": 0.0058 }, { "time": "13:06", "open": 40.08, "high": 40.08, "low": 40.08, "close": 40.08, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 40.08, "ts": "2026-06-25T13:06:13", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.07, "ask1": 40.08, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688099:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688099:BREAK_PREV_HIGH", "symbol": "SHSE.688099", "name": "晶晨股份", "side": "BUY", "priority": "W87", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 104.43, "exec_low": 104.43, "exec_high": 106.0, "invalid_price": 101.3, "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": "2026-06-25T13:06:15", "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": 107.56, "max_chase_pct": 1.5, "base_exec_high": 106.0, "dynamic_exec_high": null, "entry_zone_low": 102.86, "entry_zone_high": 106.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2323, "prev_amount_yi": 0.1577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 100.5, "high": 100.57, "low": 100.5, "close": 100.57, "amount_yi": 0.0316 }, { "time": "13:03", "open": 100.38, "high": 100.38, "low": 100.08, "close": 100.08, "amount_yi": 0.1058 }, { "time": "13:04", "open": 100.32, "high": 100.32, "low": 100.11, "close": 100.11, "amount_yi": 0.0313 }, { "time": "13:05", "open": 100.0, "high": 100.35, "low": 100.0, "close": 100.35, "amount_yi": 0.0477 }, { "time": "13:06", "open": 100.28, "high": 100.28, "low": 100.28, "close": 100.28, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 100.28, "ts": "2026-06-25T13:06:10", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.26, "ask1": 100.33, "bid_qty1": 6, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688372:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688372:BREAK_PREV_HIGH", "symbol": "SHSE.688372", "name": "XD伟测科", "side": "BUY", "priority": "W88", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 166.88, "exec_low": 166.88, "exec_high": 169.38, "invalid_price": 161.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 171.89, "max_chase_pct": 1.5, "base_exec_high": 169.38, "dynamic_exec_high": null, "entry_zone_low": 164.38, "entry_zone_high": 169.38, "entry_risk_pct": 3.7405, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.1974, "prev_amount_yi": 0.1899, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 169.14, "high": 169.14, "low": 169.0, "close": 169.0, "amount_yi": 0.0453 }, { "time": "13:03", "open": 168.72, "high": 168.72, "low": 168.5, "close": 168.5, "amount_yi": 0.0285 }, { "time": "13:04", "open": 168.3, "high": 168.3, "low": 168.0, "close": 168.0, "amount_yi": 0.0743 }, { "time": "13:05", "open": 168.08, "high": 168.38, "low": 168.08, "close": 168.38, "amount_yi": 0.0372 }, { "time": "13:06", "open": 168.17, "high": 168.17, "low": 168.17, "close": 168.17, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 168.17, "ts": "2026-06-25T13:06:13", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 168.15, "ask1": 168.16, "bid_qty1": 17, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301369:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301369:BREAK_PREV_HIGH", "symbol": "SZSE.301369", "name": "联动科技", "side": "BUY", "priority": "W89", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 234.01, "exec_low": 234.01, "exec_high": 237.52, "invalid_price": 226.99, "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": "2026-06-25T13:06:15", "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": 241.03, "max_chase_pct": 1.5, "base_exec_high": 237.52, "dynamic_exec_high": null, "entry_zone_low": 230.5, "entry_zone_high": 237.52, "entry_risk_pct": null, "intraday_vwap": 234.9961, "price_vs_vwap_pct": -0.9686, "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": 0.1066, "prev_amount_yi": 0.0346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 232.51, "high": 233.19, "low": 232.51, "close": 233.19, "amount_yi": 0.0116 }, { "time": "13:03", "open": 232.56, "high": 233.17, "low": 232.56, "close": 233.17, "amount_yi": 0.072 }, { "time": "13:04", "open": 232.5, "high": 232.5, "low": 232.0, "close": 232.0, "amount_yi": 0.0041 }, { "time": "13:05", "open": 231.77, "high": 233.1, "low": 231.77, "close": 233.1, "amount_yi": 0.0175 }, { "time": "13:06", "open": 232.72, "high": 232.72, "low": 232.72, "close": 232.72, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 232.72, "ts": "2026-06-25T13:06:09", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 232.73, "ask1": 233.65, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603316:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603316:BREAK_PREV_HIGH", "symbol": "SHSE.603316", "name": "诚邦股份", "side": "BUY", "priority": "W90", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.5, "exec_low": 23.5, "exec_high": 23.85, "invalid_price": 22.79, "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": "2026-06-25T13:06:15", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.21, "max_chase_pct": 1.5, "base_exec_high": 23.85, "dynamic_exec_high": null, "entry_zone_low": 23.15, "entry_zone_high": 23.85, "entry_risk_pct": null, "intraday_vwap": 23.7872, "price_vs_vwap_pct": -1.5437, "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": 0.0859, "prev_amount_yi": 0.0284, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0246, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 23.47, "high": 23.49, "low": 23.47, "close": 23.49, "amount_yi": 0.0232 }, { "time": "13:03", "open": 23.52, "high": 23.52, "low": 23.52, "close": 23.52, "amount_yi": 0.0095 }, { "time": "13:04", "open": 23.56, "high": 23.56, "low": 23.53, "close": 23.53, "amount_yi": 0.0283 }, { "time": "13:05", "open": 23.48, "high": 23.48, "low": 23.45, "close": 23.45, "amount_yi": 0.0189 }, { "time": "13:06", "open": 23.42, "high": 23.42, "low": 23.42, "close": 23.42, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 23.42, "ts": "2026-06-25T13:06:13", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 23.42, "ask1": 23.43, "bid_qty1": 712, "ask_qty1": 209 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300843:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300843:BREAK_PREV_HIGH", "symbol": "SZSE.300843", "name": "胜蓝股份", "side": "BUY", "priority": "W91", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 147.5, "exec_low": 147.5, "exec_high": 149.71, "invalid_price": 143.07, "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": "2026-06-25T13:06:15", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "连接器 / 消费电子", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 151.93, "max_chase_pct": 1.5, "base_exec_high": 149.71, "dynamic_exec_high": null, "entry_zone_low": 145.29, "entry_zone_high": 149.71, "entry_risk_pct": null, "intraday_vwap": 143.1506, "price_vs_vwap_pct": -0.6012, "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": 0.088, "prev_amount_yi": 0.0752, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1702, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 142.97, "high": 143.05, "low": 142.97, "close": 143.05, "amount_yi": 0.026 }, { "time": "13:03", "open": 142.55, "high": 142.55, "low": 142.35, "close": 142.35, "amount_yi": 0.0136 }, { "time": "13:04", "open": 142.48, "high": 142.48, "low": 142.08, "close": 142.08, "amount_yi": 0.0184 }, { "time": "13:05", "open": 142.31, "high": 142.31, "low": 142.3, "close": 142.3, "amount_yi": 0.027 }, { "time": "13:06", "open": 142.29, "high": 142.29, "low": 142.29, "close": 142.29, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 142.29, "ts": "2026-06-25T13:06:09", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 141.42, "bid1": 142.29, "ask1": 142.3, "bid_qty1": 11, "ask_qty1": 24 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603283:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603283:BREAK_PREV_HIGH", "symbol": "SHSE.603283", "name": "赛腾股份", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.49, "exec_low": 70.49, "exec_high": 71.55, "invalid_price": 68.38, "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": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": null, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": 4.1626, "intraday_vwap": 71.5728, "price_vs_vwap_pct": -0.3672, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2255, "prev_amount_yi": 0.1178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 71.38, "high": 71.4, "low": 71.38, "close": 71.4, "amount_yi": 0.0273 }, { "time": "13:03", "open": 71.41, "high": 71.41, "low": 71.37, "close": 71.37, "amount_yi": 0.0519 }, { "time": "13:04", "open": 71.45, "high": 71.45, "low": 71.26, "close": 71.26, "amount_yi": 0.0557 }, { "time": "13:05", "open": 71.23, "high": 71.23, "low": 71.2, "close": 71.2, "amount_yi": 0.0786 }, { "time": "13:06", "open": 71.31, "high": 71.31, "low": 71.31, "close": 71.31, "amount_yi": 0.012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 71.31, "ts": "2026-06-25T13:06:12", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 71.32, "ask1": 71.35, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 51.34, "exec_low": 51.34, "exec_high": 52.11, "invalid_price": 49.8, "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": "2026-06-25T13:06:15", "sim_reason": "waiting_trigger", "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": 52.88, "max_chase_pct": 1.5, "base_exec_high": 52.11, "dynamic_exec_high": null, "entry_zone_low": 50.57, "entry_zone_high": 52.11, "entry_risk_pct": null, "intraday_vwap": 51.1138, "price_vs_vwap_pct": -0.927, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.597, "prev_amount_yi": 0.5082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1747, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 50.71, "high": 50.93, "low": 50.71, "close": 50.93, "amount_yi": 0.1501 }, { "time": "13:03", "open": 50.92, "high": 50.92, "low": 50.83, "close": 50.83, "amount_yi": 0.2158 }, { "time": "13:04", "open": 50.82, "high": 50.82, "low": 50.79, "close": 50.79, "amount_yi": 0.0915 }, { "time": "13:05", "open": 50.66, "high": 50.66, "low": 50.63, "close": 50.63, "amount_yi": 0.0745 }, { "time": "13:06", "open": 50.64, "high": 50.64, "low": 50.64, "close": 50.64, "amount_yi": 0.0651 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 50.64, "ts": "2026-06-25T13:06:10", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.63, "ask1": 50.64, "bid_qty1": 18, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W94", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.0, "exec_low": 272.0, "exec_high": 276.08, "invalid_price": 263.84, "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.16, "max_chase_pct": 1.5, "base_exec_high": 276.08, "dynamic_exec_high": null, "entry_zone_low": 267.92, "entry_zone_high": 276.08, "entry_risk_pct": null, "intraday_vwap": 278.4688, "price_vs_vwap_pct": 2.5214, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3499, "prev_amount_yi": 0.1245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 283.7, "high": 283.7, "low": 283.62, "close": 283.62, "amount_yi": 0.0627 }, { "time": "13:03", "open": 284.04, "high": 284.53, "low": 284.04, "close": 284.53, "amount_yi": 0.0477 }, { "time": "13:04", "open": 284.98, "high": 285.15, "low": 284.98, "close": 285.15, "amount_yi": 0.0667 }, { "time": "13:05", "open": 284.57, "high": 285.36, "low": 284.57, "close": 285.36, "amount_yi": 0.1385 }, { "time": "13:06", "open": 285.49, "high": 285.49, "low": 285.49, "close": 285.49, "amount_yi": 0.0343 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 285.49, "ts": "2026-06-25T13:06:13", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 285.49, "ask1": 285.5, "bid_qty1": 14, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301458:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301458:BREAK_PREV_HIGH", "symbol": "SZSE.301458", "name": "钧崴电子", "side": "BUY", "priority": "W95", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.99, "exec_low": 61.99, "exec_high": 62.92, "invalid_price": 60.13, "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": "2026-06-25T13:06:15", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 63.85, "max_chase_pct": 1.5, "base_exec_high": 62.92, "dynamic_exec_high": null, "entry_zone_low": 61.06, "entry_zone_high": 62.92, "entry_risk_pct": null, "intraday_vwap": 65.9862, "price_vs_vwap_pct": 0.8241, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1454, "prev_amount_yi": 0.0919, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 66.7, "high": 66.7, "low": 66.68, "close": 66.68, "amount_yi": 0.0238 }, { "time": "13:03", "open": 66.71, "high": 66.72, "low": 66.71, "close": 66.72, "amount_yi": 0.0182 }, { "time": "13:04", "open": 66.79, "high": 66.79, "low": 66.69, "close": 66.69, "amount_yi": 0.0181 }, { "time": "13:05", "open": 66.53, "high": 66.53, "low": 66.39, "close": 66.39, "amount_yi": 0.0624 }, { "time": "13:06", "open": 66.53, "high": 66.53, "low": 66.53, "close": 66.53, "amount_yi": 0.0229 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 66.53, "ts": "2026-06-25T13:06:09", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.53, "ask1": 66.54, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301123:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301123:BREAK_PREV_HIGH", "symbol": "SZSE.301123", "name": "奕东电子", "side": "BUY", "priority": "W96", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 122.0, "exec_low": 122.0, "exec_high": 123.83, "invalid_price": 118.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 125.66, "max_chase_pct": 1.5, "base_exec_high": 123.83, "dynamic_exec_high": null, "entry_zone_low": 120.17, "entry_zone_high": 123.83, "entry_risk_pct": null, "intraday_vwap": 127.6877, "price_vs_vwap_pct": 0.5109, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2392, "prev_amount_yi": 0.0952, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5126, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 127.94, "high": 128.81, "low": 127.94, "close": 128.81, "amount_yi": 0.0638 }, { "time": "13:03", "open": 128.96, "high": 128.96, "low": 128.53, "close": 128.53, "amount_yi": 0.0804 }, { "time": "13:04", "open": 128.45, "high": 128.45, "low": 128.04, "close": 128.04, "amount_yi": 0.0474 }, { "time": "13:05", "open": 127.84, "high": 128.0, "low": 127.84, "close": 128.0, "amount_yi": 0.0272 }, { "time": "13:06", "open": 128.34, "high": 128.34, "low": 128.34, "close": 128.34, "amount_yi": 0.0204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 128.34, "ts": "2026-06-25T13:06:09", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 128.01, "ask1": 128.34, "bid_qty1": 1, "ask_qty1": 16 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300726:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300726:BREAK_PREV_HIGH", "symbol": "SZSE.300726", "name": "宏达电子", "side": "BUY", "priority": "W97", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 89.28, "exec_low": 89.28, "exec_high": 90.62, "invalid_price": 86.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "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": 91.96, "max_chase_pct": 1.5, "base_exec_high": 90.62, "dynamic_exec_high": null, "entry_zone_low": 87.94, "entry_zone_high": 90.62, "entry_risk_pct": null, "intraday_vwap": 90.3163, "price_vs_vwap_pct": 1.1777, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3382, "prev_amount_yi": 0.173, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 91.42, "high": 91.42, "low": 91.25, "close": 91.25, "amount_yi": 0.0853 }, { "time": "13:03", "open": 91.39, "high": 91.45, "low": 91.39, "close": 91.45, "amount_yi": 0.0651 }, { "time": "13:04", "open": 91.59, "high": 91.59, "low": 91.41, "close": 91.41, "amount_yi": 0.0848 }, { "time": "13:05", "open": 91.03, "high": 91.29, "low": 91.03, "close": 91.29, "amount_yi": 0.0905 }, { "time": "13:06", "open": 91.38, "high": 91.38, "low": 91.38, "close": 91.38, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 91.38, "ts": "2026-06-25T13:06:09", "prev_close": 88.25, "open": 87.11, "high": 92.77, "low": 84.9, "bid1": 91.37, "ask1": 91.38, "bid_qty1": 6, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300136:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300136:BREAK_PREV_HIGH", "symbol": "SZSE.300136", "name": "信维通信", "side": "BUY", "priority": "W98", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 104.88, "exec_low": 104.88, "exec_high": 106.45, "invalid_price": 101.73, "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": "2026-06-25T13:06:15", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "射频天线 / 消费电子", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 108.03, "max_chase_pct": 1.5, "base_exec_high": 106.45, "dynamic_exec_high": null, "entry_zone_low": 103.31, "entry_zone_high": 106.45, "entry_risk_pct": 4.1729, "intraday_vwap": 106.2357, "price_vs_vwap_pct": -0.0713, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0473, "prev_amount_yi": 0.68, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 105.71, "high": 105.79, "low": 105.71, "close": 105.79, "amount_yi": 0.1571 }, { "time": "13:03", "open": 105.7, "high": 106.46, "low": 105.7, "close": 106.46, "amount_yi": 0.2455 }, { "time": "13:04", "open": 106.6, "high": 106.6, "low": 106.4, "close": 106.4, "amount_yi": 0.3811 }, { "time": "13:05", "open": 106.12, "high": 106.12, "low": 105.98, "close": 105.98, "amount_yi": 0.1642 }, { "time": "13:06", "open": 106.16, "high": 106.16, "low": 106.16, "close": 106.16, "amount_yi": 0.0994 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 106.16, "ts": "2026-06-25T13:06:12", "prev_close": 103.12, "open": 103.0, "high": 110.0, "low": 102.3, "bid1": 106.13, "ask1": 106.16, "bid_qty1": 8, "ask_qty1": 19 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301099:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301099:BREAK_PREV_HIGH", "symbol": "SZSE.301099", "name": "雅创电子", "side": "BUY", "priority": "W99", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 95.0, "exec_low": 95.0, "exec_high": 96.42, "invalid_price": 92.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:06:15", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.85, "max_chase_pct": 1.5, "base_exec_high": 96.42, "dynamic_exec_high": null, "entry_zone_low": 93.58, "entry_zone_high": 96.42, "entry_risk_pct": null, "intraday_vwap": 94.8884, "price_vs_vwap_pct": -0.4093, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1395, "prev_amount_yi": 0.0607, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2982, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 94.78, "high": 94.78, "low": 94.55, "close": 94.55, "amount_yi": 0.067 }, { "time": "13:03", "open": 94.25, "high": 94.25, "low": 94.03, "close": 94.03, "amount_yi": 0.0223 }, { "time": "13:04", "open": 94.35, "high": 94.35, "low": 94.13, "close": 94.13, "amount_yi": 0.0263 }, { "time": "13:05", "open": 94.13, "high": 94.42, "low": 94.13, "close": 94.42, "amount_yi": 0.0186 }, { "time": "13:06", "open": 94.5, "high": 94.5, "low": 94.5, "close": 94.5, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 94.5, "ts": "2026-06-25T13:06:09", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.43, "ask1": 94.48, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688728:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688728:BREAK_PREV_HIGH", "symbol": "SHSE.688728", "name": "格科微", "side": "BUY", "priority": "W100", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 16.35, "exec_low": 16.35, "exec_high": 16.6, "invalid_price": 15.86, "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": "2026-06-25T13:06:15", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 16.84, "max_chase_pct": 1.5, "base_exec_high": 16.6, "dynamic_exec_high": null, "entry_zone_low": 16.1, "entry_zone_high": 16.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.0633, "prev_amount_yi": 0.1059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5977, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 15.38, "high": 15.39, "low": 15.38, "close": 15.39, "amount_yi": 0.0116 }, { "time": "13:03", "open": 15.36, "high": 15.36, "low": 15.35, "close": 15.35, "amount_yi": 0.0125 }, { "time": "13:04", "open": 15.37, "high": 15.37, "low": 15.34, "close": 15.34, "amount_yi": 0.0202 }, { "time": "13:05", "open": 15.35, "high": 15.37, "low": 15.35, "close": 15.37, "amount_yi": 0.0131 }, { "time": "13:06", "open": 15.37, "high": 15.37, "low": 15.37, "close": 15.37, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "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": 15.37, "ts": "2026-06-25T13:06:12", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.36, "ask1": 15.37, "bid_qty1": 122, "ask_qty1": 27 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688449:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688449:BREAK_PREV_HIGH", "symbol": "SHSE.688449", "name": "联芸科技", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.9, "exec_low": 81.9, "exec_high": 83.13, "invalid_price": 79.44, "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": "2026-06-25T13:06:15", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 84.36, "max_chase_pct": 1.5, "base_exec_high": 83.13, "dynamic_exec_high": null, "entry_zone_low": 80.67, "entry_zone_high": 83.13, "entry_risk_pct": 3.5688, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.1832, "prev_amount_yi": 0.1836, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9978, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 82.37, "high": 82.37, "low": 82.3, "close": 82.3, "amount_yi": 0.0653 }, { "time": "13:03", "open": 82.04, "high": 82.05, "low": 82.04, "close": 82.05, "amount_yi": 0.0231 }, { "time": "13:04", "open": 82.07, "high": 82.15, "low": 82.07, "close": 82.15, "amount_yi": 0.0359 }, { "time": "13:05", "open": 81.91, "high": 82.28, "low": 81.91, "close": 82.28, "amount_yi": 0.0324 }, { "time": "13:06", "open": 82.34, "high": 82.34, "low": 82.34, "close": 82.34, "amount_yi": 0.0265 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.32, "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": 82.34, "ts": "2026-06-25T13:06:13", "prev_close": 81.4, "open": 85.0, "high": 85.13, "low": 80.26, "bid1": 82.34, "ask1": 82.38, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 526254.0, "total_value": 1070747.0, "unrealized_pnl": 79442.0, "unrealized_pnl_pct_of_initial": 7.9441999999999995, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 70747.0, "total_pnl_pct": 7.074699999999989 }, "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": "2026-06-25T13:06:15", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.348933034601078 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 111.15, "market_value": 200070.0, "unrealized_pnl": 4697.999999999999, "unrealized_pnl_pct": 2.4046434494195745, "updated_at": "2026-06-25T13:06:15", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.685086206171952 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.61, "market_value": 76176.0, "unrealized_pnl": 17455.999999999993, "unrealized_pnl_pct": 29.727520435967293, "updated_at": "2026-06-25T13:06:15", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.1142856342347915 } ], "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": 48.9691, "price_vs_vwap_pct": -2.7754, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.231, "prev_amount_yi": 0.4264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0436 }, { "time": "13:03", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0439 }, { "time": "13:04", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0344 }, { "time": "13:05", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0674 }, { "time": "13:06", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0417 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "current_position_value": 76176.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 47.61, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 0.0, "quote_ask1": 47.61, "quote_bid_qty1": 0, "quote_ask_qty1": 10124, "quote_ts": "2026-06-25T13:06:14" }, { "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": 48.9691, "price_vs_vwap_pct": -2.7754, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.231, "prev_amount_yi": 0.4264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:02", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0436 }, { "time": "13:03", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0439 }, { "time": "13:04", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0344 }, { "time": "13:05", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0674 }, { "time": "13:06", "open": 47.61, "high": 47.61, "low": 47.61, "close": 47.61, "amount_yi": 0.0417 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 856.64, "current_position_value": 76176.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 47.61, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 0.0, "quote_ask1": 47.61, "quote_bid_qty1": 0, "quote_ask_qty1": 10124, "quote_ts": "2026-06-25T13:06:14" } ], "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": 115, "active_plan_contracts": 13, "watch_candidate_contracts": 102, "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 } }