{ "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": "2026-06-25T13:15:25", "signals": [ { "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "P0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 78.59, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 78.59, "max_chase_pct": 3.0, "base_exec_high": 78.59, "dynamic_exec_high": null, "entry_zone_low": 75.16, "entry_zone_high": 77.44, "entry_risk_pct": null, "intraday_vwap": 74.3941, "price_vs_vwap_pct": -0.7986, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.8742, "prev_amount_yi": 1.7203, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 74.0, "high": 74.0, "low": 73.9, "close": 73.9, "amount_yi": 0.7906 }, { "time": "13:14", "open": 73.74, "high": 73.74, "low": 73.74, "close": 73.74, "amount_yi": 0.4063 }, { "time": "13:15", "open": 73.8, "high": 73.8, "low": 73.8, "close": 73.8, "amount_yi": 0.6773 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 73.8, "ts": "2026-06-25T13:15:24", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 73.78, "ask1": 73.8, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "P1", "status": "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": "2026-06-25T13:15:25", "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": 52.6738, "price_vs_vwap_pct": 6.5995, "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": 0.3247, "prev_amount_yi": 0.3848, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8438, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 56.1, "high": 56.1, "low": 56.02, "close": 56.02, "amount_yi": 0.096 }, { "time": "13:14", "open": 56.01, "high": 56.01, "low": 56.01, "close": 56.01, "amount_yi": 0.0739 }, { "time": "13:15", "open": 56.15, "high": 56.15, "low": 56.15, "close": 56.15, "amount_yi": 0.1548 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 56.15, "ts": "2026-06-25T13:15:24", "prev_close": 51.76, "open": 51.26, "high": 56.58, "low": 49.8, "bid1": 56.15, "ask1": 56.16, "bid_qty1": 13, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 77.1619, "price_vs_vwap_pct": 1.0862, "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": 0.5913, "prev_amount_yi": 0.8697, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 78.26, "high": 78.26, "low": 78.19, "close": 78.19, "amount_yi": 0.1632 }, { "time": "13:14", "open": 77.89, "high": 77.89, "low": 77.89, "close": 77.89, "amount_yi": 0.222 }, { "time": "13:15", "open": 78.0, "high": 78.0, "low": 78.0, "close": 78.0, "amount_yi": 0.2061 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 78.0, "ts": "2026-06-25T13:15:24", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 77.99, "ask1": 78.0, "bid_qty1": 8, "ask_qty1": 169 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603629:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603629:BREAK_PREV_HIGH", "symbol": "SHSE.603629", "name": "利通电子", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 222.12, "exec_low": 222.12, "exec_high": 228.78, "invalid_price": 215.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 228.78, "max_chase_pct": 3.0, "base_exec_high": 228.78, "dynamic_exec_high": null, "entry_zone_low": 218.79, "entry_zone_high": 225.45, "entry_risk_pct": null, "intraday_vwap": 215.1191, "price_vs_vwap_pct": -0.6178, "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": 0.3962, "prev_amount_yi": 0.3792, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 214.04, "high": 214.04, "low": 213.8, "close": 213.8, "amount_yi": 0.1751 }, { "time": "13:14", "open": 213.1, "high": 213.1, "low": 213.1, "close": 213.1, "amount_yi": 0.0463 }, { "time": "13:15", "open": 213.79, "high": 213.79, "low": 213.79, "close": 213.79, "amount_yi": 0.1748 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 213.79, "ts": "2026-06-25T13:15:22", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 213.59, "ask1": 213.79, "bid_qty1": 11, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603186:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603186:BREAK_PREV_HIGH", "symbol": "SHSE.603186", "name": "华正新材", "side": "BUY", "priority": "P4", "status": "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": "2026-06-25T13:15:25", "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": 257.5847, "price_vs_vwap_pct": 2.673, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2647, "prev_amount_yi": 0.2346, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 264.03, "high": 264.9, "low": 264.03, "close": 264.9, "amount_yi": 0.0743 }, { "time": "13:14", "open": 263.71, "high": 263.71, "low": 263.71, "close": 263.71, "amount_yi": 0.0809 }, { "time": "13:15", "open": 264.47, "high": 264.47, "low": 264.47, "close": 264.47, "amount_yi": 0.1095 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 264.47, "ts": "2026-06-25T13:15:25", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 264.43, "ask1": 264.47, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 49.5054, "price_vs_vwap_pct": -0.3745, "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": 0.5143, "prev_amount_yi": 0.5391, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 49.16, "high": 49.16, "low": 49.13, "close": 49.13, "amount_yi": 0.1807 }, { "time": "13:14", "open": 49.14, "high": 49.14, "low": 49.14, "close": 49.14, "amount_yi": 0.1864 }, { "time": "13:15", "open": 49.32, "high": 49.32, "low": 49.32, "close": 49.32, "amount_yi": 0.1472 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 49.32, "ts": "2026-06-25T13:15:24", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.31, "ask1": 49.32, "bid_qty1": 82, "ask_qty1": 69 }, "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": "2026-06-25T13:15:25", "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": 76.3601, "price_vs_vwap_pct": 10.1491, "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": 0.2011, "prev_amount_yi": 0.3993, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 83.71, "high": 83.73, "low": 83.71, "close": 83.73, "amount_yi": 0.0864 }, { "time": "13:14", "open": 83.7, "high": 83.7, "low": 83.7, "close": 83.7, "amount_yi": 0.0322 }, { "time": "13:15", "open": 84.11, "high": 84.11, "low": 84.11, "close": 84.11, "amount_yi": 0.0825 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 84.11, "ts": "2026-06-25T13:15:21", "prev_close": 74.95, "open": 74.63, "high": 85.85, "low": 69.0, "bid1": 84.11, "ask1": 84.13, "bid_qty1": 13, "ask_qty1": 15 }, "previous_state": "OBSERVE", "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 774.5, "exec_low": 774.5, "exec_high": 797.74, "invalid_price": 751.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 797.74, "max_chase_pct": 3.0, "base_exec_high": 797.74, "dynamic_exec_high": null, "entry_zone_low": 762.88, "entry_zone_high": 786.12, "entry_risk_pct": 5.3829, "intraday_vwap": 794.2854, "price_vs_vwap_pct": -0.0359, "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": 0.6824, "prev_amount_yi": 0.8445, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 796.99, "high": 796.99, "low": 795.55, "close": 795.55, "amount_yi": 0.2772 }, { "time": "13:14", "open": 794.29, "high": 794.29, "low": 794.29, "close": 794.29, "amount_yi": 0.167 }, { "time": "13:15", "open": 794.0, "high": 794.0, "low": 794.0, "close": 794.0, "amount_yi": 0.2382 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 794.0, "ts": "2026-06-25T13:15:24", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 793.87, "ask1": 794.0, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.15, "exec_low": 7.15, "exec_high": 7.36, "invalid_price": 6.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 7.4526, "price_vs_vwap_pct": -0.0349, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1318, "prev_amount_yi": 0.907, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 7.47, "high": 7.47, "low": 7.45, "close": 7.45, "amount_yi": 0.5169 }, { "time": "13:14", "open": 7.44, "high": 7.44, "low": 7.44, "close": 7.44, "amount_yi": 0.2733 }, { "time": "13:15", "open": 7.45, "high": 7.45, "low": 7.45, "close": 7.45, "amount_yi": 0.3416 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 7.45, "ts": "2026-06-25T13:15:24", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.45, "ask1": 7.46, "bid_qty1": 4464, "ask_qty1": 12207 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 90.6682, "price_vs_vwap_pct": -1.134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1907, "prev_amount_yi": 0.1271, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 89.63, "high": 89.63, "low": 89.63, "close": 89.63, "amount_yi": 0.0638 }, { "time": "13:14", "open": 89.53, "high": 89.53, "low": 89.53, "close": 89.53, "amount_yi": 0.0521 }, { "time": "13:15", "open": 89.64, "high": 89.64, "low": 89.64, "close": 89.64, "amount_yi": 0.0748 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 89.64, "ts": "2026-06-25T13:15:24", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.15, "bid1": 89.61, "ask1": 89.64, "bid_qty1": 5, "ask_qty1": 66 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T13:15:25", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": null, "intraday_vwap": 135.0202, "price_vs_vwap_pct": -0.3112, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1373, "prev_amount_yi": 0.0737, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.863, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 134.65, "high": 134.65, "low": 134.3, "close": 134.3, "amount_yi": 0.0268 }, { "time": "13:14", "open": 134.0, "high": 134.0, "low": 134.0, "close": 134.0, "amount_yi": 0.0497 }, { "time": "13:15", "open": 134.6, "high": 134.6, "low": 134.6, "close": 134.6, "amount_yi": 0.0608 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 134.6, "ts": "2026-06-25T13:15:21", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 134.59, "ask1": 134.72, "bid_qty1": 1, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T13:15:25", "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": 662.7349, "price_vs_vwap_pct": 1.5489, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.7643, "prev_amount_yi": 1.2704, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3888, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 671.5, "high": 672.5, "low": 671.5, "close": 672.5, "amount_yi": 0.6619 }, { "time": "13:14", "open": 674.99, "high": 674.99, "low": 674.99, "close": 674.99, "amount_yi": 0.368 }, { "time": "13:15", "open": 673.0, "high": 673.0, "low": 673.0, "close": 673.0, "amount_yi": 0.7344 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 673.0, "ts": "2026-06-25T13:15:21", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 673.0, "ask1": 673.03, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8978, "prev_amount_yi": 1.2926, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:13", "open": 156.03, "high": 156.21, "low": 156.03, "close": 156.21, "amount_yi": 0.3038 }, { "time": "13:14", "open": 155.98, "high": 155.98, "low": 155.98, "close": 155.98, "amount_yi": 0.3461 }, { "time": "13:15", "open": 156.1, "high": 156.1, "low": 156.1, "close": 156.1, "amount_yi": 0.2479 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128687.64, "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": 156.1, "ts": "2026-06-25T13:15:23", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 156.09, "ask1": 156.1, "bid_qty1": 11, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 25.1022, "price_vs_vwap_pct": 2.0229, "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": 0.2401, "prev_amount_yi": 0.6678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 25.45, "high": 25.47, "low": 25.45, "close": 25.47, "amount_yi": 0.0607 }, { "time": "13:12", "open": 25.41, "high": 25.41, "low": 25.38, "close": 25.38, "amount_yi": 0.0351 }, { "time": "13:13", "open": 25.4, "high": 25.5, "low": 25.4, "close": 25.5, "amount_yi": 0.07 }, { "time": "13:14", "open": 25.55, "high": 25.55, "low": 25.55, "close": 25.55, "amount_yi": 0.0231 }, { "time": "13:15", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0512 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 25.61, "ts": "2026-06-25T13:15:25", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.61, "ask1": 25.62, "bid_qty1": 6, "ask_qty1": 8 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 14.6774, "price_vs_vwap_pct": 1.0397, "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": 0.0126, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0001 }, { "time": "13:12", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0011 }, { "time": "13:13", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0008 }, { "time": "13:14", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0011 }, { "time": "13:15", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": "2026-06-25T13:15:24", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 68711, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 33.5995, "price_vs_vwap_pct": -2.6771, "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": 0.2267, "prev_amount_yi": 0.2421, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9364, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 32.61, "high": 32.61, "low": 32.61, "close": 32.61, "amount_yi": 0.0804 }, { "time": "13:12", "open": 32.65, "high": 32.68, "low": 32.65, "close": 32.68, "amount_yi": 0.0256 }, { "time": "13:13", "open": 32.68, "high": 32.7, "low": 32.68, "close": 32.7, "amount_yi": 0.0319 }, { "time": "13:14", "open": 32.66, "high": 32.66, "low": 32.66, "close": 32.66, "amount_yi": 0.0404 }, { "time": "13:15", "open": 32.7, "high": 32.7, "low": 32.7, "close": 32.7, "amount_yi": 0.0484 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 32.7, "ts": "2026-06-25T13:15:24", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.69, "ask1": 32.7, "bid_qty1": 15, "ask_qty1": 32 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 168.3889, "price_vs_vwap_pct": -2.9924, "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": 0.4271, "prev_amount_yi": 0.4915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.869, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 163.17, "high": 163.17, "low": 163.0, "close": 163.0, "amount_yi": 0.1238 }, { "time": "13:12", "open": 162.96, "high": 163.38, "low": 162.96, "close": 163.38, "amount_yi": 0.1061 }, { "time": "13:13", "open": 163.4, "high": 163.4, "low": 163.37, "close": 163.37, "amount_yi": 0.1224 }, { "time": "13:14", "open": 163.36, "high": 163.36, "low": 163.36, "close": 163.36, "amount_yi": 0.0302 }, { "time": "13:15", "open": 163.35, "high": 163.35, "low": 163.35, "close": 163.35, "amount_yi": 0.0446 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 163.35, "ts": "2026-06-25T13:15:23", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 163.35, "ask1": 163.36, "bid_qty1": 1, "ask_qty1": 24 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 262.9166, "price_vs_vwap_pct": -2.1591, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.5543, "prev_amount_yi": 2.2821, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1193, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 258.23, "high": 258.28, "low": 258.23, "close": 258.28, "amount_yi": 0.4173 }, { "time": "13:12", "open": 258.3, "high": 258.34, "low": 258.3, "close": 258.34, "amount_yi": 0.4974 }, { "time": "13:13", "open": 258.1, "high": 258.1, "low": 257.57, "close": 257.57, "amount_yi": 0.4025 }, { "time": "13:14", "open": 257.26, "high": 257.26, "low": 257.26, "close": 257.26, "amount_yi": 0.2345 }, { "time": "13:15", "open": 257.24, "high": 257.24, "low": 257.24, "close": 257.24, "amount_yi": 1.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 257.24, "ts": "2026-06-25T13:15:24", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 257.24, "ask1": 257.25, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W5", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1344.88, "exec_low": 1344.88, "exec_high": 1365.05, "invalid_price": 1304.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1385.23, "max_chase_pct": 1.5, "base_exec_high": 1365.05, "dynamic_exec_high": null, "entry_zone_low": 1324.71, "entry_zone_high": 1365.05, "entry_risk_pct": null, "intraday_vwap": 1318.1605, "price_vs_vwap_pct": -1.3777, "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": 9.0127, "prev_amount_yi": 9.9157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9089, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 1312.0, "high": 1312.96, "low": 1312.0, "close": 1312.96, "amount_yi": 1.8028 }, { "time": "13:12", "open": 1314.0, "high": 1314.0, "low": 1312.36, "close": 1312.36, "amount_yi": 1.9991 }, { "time": "13:13", "open": 1311.0, "high": 1311.0, "low": 1306.1, "close": 1306.1, "amount_yi": 1.8316 }, { "time": "13:14", "open": 1305.55, "high": 1305.55, "low": 1305.55, "close": 1305.55, "amount_yi": 0.9318 }, { "time": "13:15", "open": 1300.0, "high": 1300.0, "low": 1300.0, "close": 1300.0, "amount_yi": 2.4474 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 1300.0, "ts": "2026-06-25T13:15:21", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1300.0, "ask1": 1300.75, "bid_qty1": 20, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "W6", "status": "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": "2026-06-25T13:15:25", "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": 576.6105, "price_vs_vwap_pct": 1.9093, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.4182, "prev_amount_yi": 8.0964, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 589.0, "high": 592.0, "low": 589.0, "close": 592.0, "amount_yi": 2.2275 }, { "time": "13:12", "open": 592.26, "high": 592.26, "low": 591.7, "close": 591.7, "amount_yi": 1.5475 }, { "time": "13:13", "open": 591.98, "high": 591.98, "low": 589.0, "close": 589.0, "amount_yi": 0.9687 }, { "time": "13:14", "open": 587.9, "high": 587.9, "low": 587.9, "close": 587.9, "amount_yi": 0.4637 }, { "time": "13:15", "open": 587.62, "high": 587.62, "low": 587.62, "close": 587.62, "amount_yi": 1.2108 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 587.62, "ts": "2026-06-25T13:15:21", "prev_close": 555.3, "open": 560.0, "high": 606.36, "low": 550.06, "bid1": 587.63, "ask1": 587.78, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 48.9119, "price_vs_vwap_pct": -1.8644, "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": 0.7367, "prev_amount_yi": 0.8873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 48.0, "high": 48.13, "low": 48.0, "close": 48.13, "amount_yi": 0.2739 }, { "time": "13:12", "open": 48.13, "high": 48.13, "low": 48.09, "close": 48.09, "amount_yi": 0.1847 }, { "time": "13:13", "open": 48.17, "high": 48.17, "low": 48.12, "close": 48.12, "amount_yi": 0.1381 }, { "time": "13:14", "open": 48.07, "high": 48.07, "low": 48.07, "close": 48.07, "amount_yi": 0.0655 }, { "time": "13:15", "open": 48.0, "high": 48.0, "low": 48.0, "close": 48.0, "amount_yi": 0.0745 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 76800.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.0, "ts": "2026-06-25T13:15:23", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 48.0, "ask1": 48.01, "bid_qty1": 59, "ask_qty1": 123 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 52.8835, "price_vs_vwap_pct": 0.5796, "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": 0.2574, "prev_amount_yi": 0.3451, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7459, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 53.03, "high": 53.03, "low": 53.02, "close": 53.02, "amount_yi": 0.0268 }, { "time": "13:12", "open": 53.04, "high": 53.04, "low": 52.94, "close": 52.94, "amount_yi": 0.0388 }, { "time": "13:13", "open": 53.26, "high": 53.26, "low": 53.19, "close": 53.19, "amount_yi": 0.09 }, { "time": "13:14", "open": 52.97, "high": 52.97, "low": 52.97, "close": 52.97, "amount_yi": 0.0676 }, { "time": "13:15", "open": 53.19, "high": 53.19, "low": 53.19, "close": 53.19, "amount_yi": 0.0342 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 53.19, "ts": "2026-06-25T13:15:24", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.12, "ask1": 53.19, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 31.0032, "price_vs_vwap_pct": 2.3443, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1707, "prev_amount_yi": 0.1042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 31.59, "high": 31.59, "low": 31.59, "close": 31.59, "amount_yi": 0.0224 }, { "time": "13:12", "open": 31.64, "high": 31.67, "low": 31.64, "close": 31.67, "amount_yi": 0.0476 }, { "time": "13:13", "open": 31.72, "high": 31.76, "low": 31.72, "close": 31.76, "amount_yi": 0.0627 }, { "time": "13:14", "open": 31.7, "high": 31.7, "low": 31.7, "close": 31.7, "amount_yi": 0.0222 }, { "time": "13:15", "open": 31.73, "high": 31.73, "low": 31.73, "close": 31.73, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 31.73, "ts": "2026-06-25T13:15:21", "prev_close": 31.5, "open": 31.48, "high": 32.18, "low": 30.0, "bid1": 31.73, "ask1": 31.74, "bid_qty1": 4, "ask_qty1": 14 }, "previous_state": "OBSERVE", "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 152.7, "exec_low": 152.7, "exec_high": 154.99, "invalid_price": 148.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 157.28, "max_chase_pct": 1.5, "base_exec_high": 154.99, "dynamic_exec_high": null, "entry_zone_low": 150.41, "entry_zone_high": 154.99, "entry_risk_pct": null, "intraday_vwap": 148.1882, "price_vs_vwap_pct": 1.1349, "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": 0.3341, "prev_amount_yi": 0.6656, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 151.45, "high": 151.45, "low": 151.34, "close": 151.34, "amount_yi": 0.0804 }, { "time": "13:12", "open": 151.3, "high": 151.3, "low": 151.05, "close": 151.05, "amount_yi": 0.0701 }, { "time": "13:13", "open": 150.7, "high": 150.7, "low": 150.21, "close": 150.21, "amount_yi": 0.0721 }, { "time": "13:14", "open": 149.7, "high": 149.7, "low": 149.7, "close": 149.7, "amount_yi": 0.0442 }, { "time": "13:15", "open": 149.87, "high": 149.87, "low": 149.87, "close": 149.87, "amount_yi": 0.0673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 149.87, "ts": "2026-06-25T13:15:24", "prev_close": 151.32, "open": 150.0, "high": 153.6, "low": 145.6, "bid1": 149.87, "ask1": 149.95, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300522:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300522:BREAK_PREV_HIGH", "symbol": "SZSE.300522", "name": "世名科技", "side": "BUY", "priority": "W11", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.6, "exec_low": 25.6, "exec_high": 25.98, "invalid_price": 24.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 24.0084, "price_vs_vwap_pct": -1.4095, "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": 0.0485, "prev_amount_yi": 0.0893, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5431, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 23.75, "high": 23.75, "low": 23.69, "close": 23.69, "amount_yi": 0.0093 }, { "time": "13:12", "open": 23.68, "high": 23.68, "low": 23.64, "close": 23.64, "amount_yi": 0.0088 }, { "time": "13:13", "open": 23.58, "high": 23.58, "low": 23.58, "close": 23.58, "amount_yi": 0.0081 }, { "time": "13:14", "open": 23.6, "high": 23.6, "low": 23.6, "close": 23.6, "amount_yi": 0.0142 }, { "time": "13:15", "open": 23.67, "high": 23.67, "low": 23.67, "close": 23.67, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 23.67, "ts": "2026-06-25T13:15:21", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.6, "ask1": 23.67, "bid_qty1": 2, "ask_qty1": 21 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 35.7779, "price_vs_vwap_pct": -2.1463, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3614, "prev_amount_yi": 0.21, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 35.13, "high": 35.14, "low": 35.13, "close": 35.14, "amount_yi": 0.0469 }, { "time": "13:12", "open": 35.17, "high": 35.17, "low": 35.12, "close": 35.12, "amount_yi": 0.0563 }, { "time": "13:13", "open": 35.2, "high": 35.22, "low": 35.2, "close": 35.22, "amount_yi": 0.0893 }, { "time": "13:14", "open": 35.09, "high": 35.09, "low": 35.09, "close": 35.09, "amount_yi": 0.0877 }, { "time": "13:15", "open": 35.01, "high": 35.01, "low": 35.01, "close": 35.01, "amount_yi": 0.0812 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 35.01, "ts": "2026-06-25T13:15:24", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.01, "ask1": 35.02, "bid_qty1": 34, "ask_qty1": 43 }, "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": "2026-06-25T13:15:25", "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": 28.0075, "price_vs_vwap_pct": -4.6327, "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": 0.5856, "prev_amount_yi": 0.9772, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 26.7, "high": 26.75, "low": 26.7, "close": 26.75, "amount_yi": 0.1486 }, { "time": "13:12", "open": 26.82, "high": 26.82, "low": 26.8, "close": 26.8, "amount_yi": 0.1814 }, { "time": "13:13", "open": 26.84, "high": 26.84, "low": 26.75, "close": 26.75, "amount_yi": 0.092 }, { "time": "13:14", "open": 26.74, "high": 26.74, "low": 26.74, "close": 26.74, "amount_yi": 0.0329 }, { "time": "13:15", "open": 26.71, "high": 26.71, "low": 26.71, "close": 26.71, "amount_yi": 0.1307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 26.71, "ts": "2026-06-25T13:15:24", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.68, "bid1": 26.71, "ask1": 26.72, "bid_qty1": 71, "ask_qty1": 258 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 132.7037, "price_vs_vwap_pct": 0.7583, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8056, "prev_amount_yi": 0.6591, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2223, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 131.99, "high": 132.32, "low": 131.99, "close": 132.32, "amount_yi": 0.1049 }, { "time": "13:12", "open": 132.99, "high": 132.99, "low": 132.9, "close": 132.9, "amount_yi": 0.2715 }, { "time": "13:13", "open": 133.05, "high": 133.5, "low": 133.05, "close": 133.5, "amount_yi": 0.1002 }, { "time": "13:14", "open": 133.5, "high": 133.5, "low": 133.5, "close": 133.5, "amount_yi": 0.1131 }, { "time": "13:15", "open": 133.71, "high": 133.71, "low": 133.71, "close": 133.71, "amount_yi": 0.2159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 133.71, "ts": "2026-06-25T13:15:21", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 133.71, "ask1": 133.72, "bid_qty1": 2, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300285:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300285:BREAK_PREV_HIGH", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 94.62, "exec_low": 94.62, "exec_high": 96.04, "invalid_price": 91.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": 3.7744, "intraday_vwap": 94.726, "price_vs_vwap_pct": 0.6165, "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": 1.0525, "prev_amount_yi": 1.599, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6582, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 95.59, "high": 95.59, "low": 95.29, "close": 95.29, "amount_yi": 0.2655 }, { "time": "13:12", "open": 95.38, "high": 95.38, "low": 95.3, "close": 95.3, "amount_yi": 0.1607 }, { "time": "13:13", "open": 95.19, "high": 95.19, "low": 95.08, "close": 95.08, "amount_yi": 0.1316 }, { "time": "13:14", "open": 95.07, "high": 95.07, "low": 95.07, "close": 95.07, "amount_yi": 0.1288 }, { "time": "13:15", "open": 95.31, "high": 95.31, "low": 95.31, "close": 95.31, "amount_yi": 0.3659 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 95.31, "ts": "2026-06-25T13:15:21", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 95.32, "ask1": 95.38, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:15:25", "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": 4.565, "price_vs_vwap_pct": 0.7667, "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": 0.0486, "prev_amount_yi": 0.0436, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 4.59, "high": 4.59, "low": 4.58, "close": 4.58, "amount_yi": 0.0135 }, { "time": "13:12", "open": 4.59, "high": 4.59, "low": 4.59, "close": 4.59, "amount_yi": 0.0151 }, { "time": "13:13", "open": 4.6, "high": 4.6, "low": 4.59, "close": 4.59, "amount_yi": 0.0082 }, { "time": "13:14", "open": 4.59, "high": 4.59, "low": 4.59, "close": 4.59, "amount_yi": 0.0047 }, { "time": "13:15", "open": 4.6, "high": 4.6, "low": 4.6, "close": 4.6, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 4.6, "ts": "2026-06-25T13:15:24", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.45, "bid1": 4.59, "ask1": 4.6, "bid_qty1": 248, "ask_qty1": 857 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 22.2766, "price_vs_vwap_pct": 1.0477, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.451, "prev_amount_yi": 0.2089, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 22.47, "high": 22.5, "low": 22.47, "close": 22.5, "amount_yi": 0.1279 }, { "time": "13:12", "open": 22.57, "high": 22.57, "low": 22.55, "close": 22.55, "amount_yi": 0.1755 }, { "time": "13:13", "open": 22.52, "high": 22.6, "low": 22.52, "close": 22.6, "amount_yi": 0.0541 }, { "time": "13:14", "open": 22.58, "high": 22.58, "low": 22.58, "close": 22.58, "amount_yi": 0.0578 }, { "time": "13:15", "open": 22.51, "high": 22.51, "low": 22.51, "close": 22.51, "amount_yi": 0.0357 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 22.51, "ts": "2026-06-25T13:15:21", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.5, "ask1": 22.51, "bid_qty1": 331, "ask_qty1": 25 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 75.9552, "price_vs_vwap_pct": -6.9188, "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": 0.1494, "prev_amount_yi": 0.2941, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.508, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 70.62, "high": 70.62, "low": 70.51, "close": 70.51, "amount_yi": 0.0233 }, { "time": "13:12", "open": 70.46, "high": 70.5, "low": 70.46, "close": 70.5, "amount_yi": 0.021 }, { "time": "13:13", "open": 70.6, "high": 70.6, "low": 70.5, "close": 70.5, "amount_yi": 0.0308 }, { "time": "13:14", "open": 70.16, "high": 70.16, "low": 70.16, "close": 70.16, "amount_yi": 0.0238 }, { "time": "13:15", "open": 70.7, "high": 70.7, "low": 70.7, "close": 70.7, "amount_yi": 0.0505 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 70.7, "ts": "2026-06-25T13:15:21", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 70.7, "ask1": 70.73, "bid_qty1": 10, "ask_qty1": 28 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 114.9046, "price_vs_vwap_pct": -0.6132, "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": 0.1635, "prev_amount_yi": 0.1568, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 114.41, "high": 114.47, "low": 114.41, "close": 114.47, "amount_yi": 0.0304 }, { "time": "13:12", "open": 114.47, "high": 114.47, "low": 114.35, "close": 114.35, "amount_yi": 0.0444 }, { "time": "13:13", "open": 114.3, "high": 114.35, "low": 114.3, "close": 114.35, "amount_yi": 0.0317 }, { "time": "13:14", "open": 113.87, "high": 113.87, "low": 113.87, "close": 113.87, "amount_yi": 0.0375 }, { "time": "13:15", "open": 114.2, "high": 114.2, "low": 114.2, "close": 114.2, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 114.2, "ts": "2026-06-25T13:15:22", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 114.16, "ask1": 114.29, "bid_qty1": 4, "ask_qty1": 2 }, "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": "2026-06-25T13:15:25", "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": 17.6998, "price_vs_vwap_pct": -1.1288, "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": 0.1383, "prev_amount_yi": 0.2347, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5893, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 17.47, "high": 17.47, "low": 17.46, "close": 17.46, "amount_yi": 0.021 }, { "time": "13:12", "open": 17.46, "high": 17.47, "low": 17.46, "close": 17.47, "amount_yi": 0.0386 }, { "time": "13:13", "open": 17.5, "high": 17.51, "low": 17.5, "close": 17.51, "amount_yi": 0.0277 }, { "time": "13:14", "open": 17.49, "high": 17.49, "low": 17.49, "close": 17.49, "amount_yi": 0.0329 }, { "time": "13:15", "open": 17.5, "high": 17.5, "low": 17.5, "close": 17.5, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 17.5, "ts": "2026-06-25T13:15:21", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.5, "ask1": 17.52, "bid_qty1": 125, "ask_qty1": 25 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 107.173, "price_vs_vwap_pct": 1.1915, "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": 0.2889, "prev_amount_yi": 0.5599, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 108.7, "high": 108.7, "low": 108.32, "close": 108.32, "amount_yi": 0.099 }, { "time": "13:12", "open": 108.42, "high": 108.42, "low": 108.36, "close": 108.36, "amount_yi": 0.0502 }, { "time": "13:13", "open": 108.3, "high": 108.3, "low": 108.05, "close": 108.05, "amount_yi": 0.0543 }, { "time": "13:14", "open": 107.88, "high": 107.88, "low": 107.88, "close": 107.88, "amount_yi": 0.026 }, { "time": "13:15", "open": 108.45, "high": 108.45, "low": 108.45, "close": 108.45, "amount_yi": 0.0594 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 108.45, "ts": "2026-06-25T13:15:21", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 108.41, "ask1": 108.45, "bid_qty1": 4, "ask_qty1": 11 }, "previous_state": "OBSERVE", "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 60.11, "exec_low": 60.11, "exec_high": 61.01, "invalid_price": 58.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "waiting_trigger", "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": 59.0421, "price_vs_vwap_pct": -1.1383, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4463, "prev_amount_yi": 0.3825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1668, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 57.96, "high": 58.02, "low": 57.96, "close": 58.02, "amount_yi": 0.0736 }, { "time": "13:12", "open": 58.02, "high": 58.13, "low": 58.02, "close": 58.13, "amount_yi": 0.0418 }, { "time": "13:13", "open": 58.25, "high": 58.41, "low": 58.25, "close": 58.41, "amount_yi": 0.0938 }, { "time": "13:14", "open": 58.4, "high": 58.4, "low": 58.4, "close": 58.4, "amount_yi": 0.1418 }, { "time": "13:15", "open": 58.37, "high": 58.37, "low": 58.37, "close": 58.37, "amount_yi": 0.0953 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 58.37, "ts": "2026-06-25T13:15:21", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 58.37, "ask1": 58.38, "bid_qty1": 5, "ask_qty1": 35 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300835:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300835:BREAK_PREV_HIGH", "symbol": "SZSE.300835", "name": "龙磁科技", "side": "BUY", "priority": "W23", "status": "OBSERVE", "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": "2026-06-25T13:15:25", "sim_reason": "waiting_trigger", "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": 232.3778, "price_vs_vwap_pct": 5.4232, "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": 0.9705, "prev_amount_yi": 1.3262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 243.89, "high": 244.03, "low": 243.89, "close": 244.03, "amount_yi": 0.3488 }, { "time": "13:12", "open": 243.32, "high": 244.12, "low": 243.32, "close": 244.12, "amount_yi": 0.1913 }, { "time": "13:13", "open": 243.33, "high": 243.33, "low": 242.35, "close": 242.35, "amount_yi": 0.158 }, { "time": "13:14", "open": 242.49, "high": 242.49, "low": 242.49, "close": 242.49, "amount_yi": 0.1078 }, { "time": "13:15", "open": 244.98, "high": 244.98, "low": 244.98, "close": 244.98, "amount_yi": 0.1646 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 244.98, "ts": "2026-06-25T13:15:21", "prev_close": 248.33, "open": 238.36, "high": 244.98, "low": 225.88, "bid1": 244.89, "ask1": 244.98, "bid_qty1": 27, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 408.6801, "price_vs_vwap_pct": -2.0995, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.094, "prev_amount_yi": 0.1168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8048, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:11", "open": 399.97, "high": 399.97, "low": 399.18, "close": 399.18, "amount_yi": 0.044 }, { "time": "13:12", "open": 399.2, "high": 399.3, "low": 399.2, "close": 399.3, "amount_yi": 0.0132 }, { "time": "13:13", "open": 399.96, "high": 399.96, "low": 399.9, "close": 399.9, "amount_yi": 0.016 }, { "time": "13:14", "open": 399.96, "high": 399.96, "low": 399.96, "close": 399.96, "amount_yi": 0.0108 }, { "time": "13:15", "open": 400.1, "high": 400.1, "low": 400.1, "close": 400.1, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 400.1, "ts": "2026-06-25T13:15:21", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 400.07, "ask1": 400.26, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 80.103, "price_vs_vwap_pct": -0.6155, "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": 0.1636, "prev_amount_yi": 0.2627, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:11", "open": 80.12, "high": 80.12, "low": 80.1, "close": 80.1, "amount_yi": 0.0266 }, { "time": "13:12", "open": 80.2, "high": 80.2, "low": 80.17, "close": 80.17, "amount_yi": 0.017 }, { "time": "13:13", "open": 80.05, "high": 80.05, "low": 79.78, "close": 79.78, "amount_yi": 0.0392 }, { "time": "13:14", "open": 79.78, "high": 79.78, "low": 79.78, "close": 79.78, "amount_yi": 0.0099 }, { "time": "13:15", "open": 79.61, "high": 79.61, "low": 79.61, "close": 79.61, "amount_yi": 0.0709 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 79.61, "ts": "2026-06-25T13:15:21", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 79.6, "ask1": 79.61, "bid_qty1": 50, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300054:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300054:BREAK_PREV_HIGH", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W26", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.65, "exec_low": 97.65, "exec_high": 99.11, "invalid_price": 94.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.58, "max_chase_pct": 1.5, "base_exec_high": 99.11, "dynamic_exec_high": null, "entry_zone_low": 96.19, "entry_zone_high": 99.11, "entry_risk_pct": null, "intraday_vwap": 94.7773, "price_vs_vwap_pct": -0.5036, "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": 0.5027, "prev_amount_yi": 0.5155, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 94.47, "high": 94.47, "low": 94.42, "close": 94.42, "amount_yi": 0.1079 }, { "time": "13:12", "open": 94.47, "high": 94.51, "low": 94.47, "close": 94.51, "amount_yi": 0.1048 }, { "time": "13:13", "open": 94.49, "high": 94.55, "low": 94.49, "close": 94.55, "amount_yi": 0.093 }, { "time": "13:14", "open": 94.2, "high": 94.2, "low": 94.2, "close": 94.2, "amount_yi": 0.073 }, { "time": "13:15", "open": 94.3, "high": 94.3, "low": 94.3, "close": 94.3, "amount_yi": 0.124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 94.3, "ts": "2026-06-25T13:15:21", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 94.3, "ask1": 94.33, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603823:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603823:BREAK_PREV_HIGH", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.66, "exec_low": 56.66, "exec_high": 57.51, "invalid_price": 54.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 53.2232, "price_vs_vwap_pct": -0.4006, "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": 0.0989, "prev_amount_yi": 0.0994, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.995, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 52.98, "high": 52.98, "low": 52.93, "close": 52.93, "amount_yi": 0.0141 }, { "time": "13:12", "open": 53.14, "high": 53.14, "low": 53.05, "close": 53.05, "amount_yi": 0.0386 }, { "time": "13:13", "open": 53.06, "high": 53.1, "low": 53.06, "close": 53.1, "amount_yi": 0.0198 }, { "time": "13:14", "open": 53.0, "high": 53.0, "low": 53.0, "close": 53.0, "amount_yi": 0.0138 }, { "time": "13:15", "open": 53.01, "high": 53.01, "low": 53.01, "close": 53.01, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.01, "ts": "2026-06-25T13:15:23", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.0, "ask1": 53.01, "bid_qty1": 14, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 69.886, "price_vs_vwap_pct": -1.2249, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3518, "prev_amount_yi": 0.3114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1297, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 68.87, "high": 68.87, "low": 68.84, "close": 68.84, "amount_yi": 0.0768 }, { "time": "13:12", "open": 68.83, "high": 68.83, "low": 68.82, "close": 68.82, "amount_yi": 0.0988 }, { "time": "13:13", "open": 68.89, "high": 68.9, "low": 68.89, "close": 68.9, "amount_yi": 0.0655 }, { "time": "13:14", "open": 68.86, "high": 68.86, "low": 68.86, "close": 68.86, "amount_yi": 0.0474 }, { "time": "13:15", "open": 69.03, "high": 69.03, "low": 69.03, "close": 69.03, "amount_yi": 0.0633 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": "2026-06-25T13:15:24", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.68, "bid1": 69.03, "ask1": 69.06, "bid_qty1": 5, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 50.1994, "price_vs_vwap_pct": -0.5167, "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": 0.5887, "prev_amount_yi": 0.678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8683, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 49.52, "high": 49.52, "low": 49.5, "close": 49.5, "amount_yi": 0.096 }, { "time": "13:12", "open": 49.53, "high": 49.56, "low": 49.53, "close": 49.56, "amount_yi": 0.1081 }, { "time": "13:13", "open": 49.65, "high": 49.7, "low": 49.65, "close": 49.7, "amount_yi": 0.0957 }, { "time": "13:14", "open": 49.52, "high": 49.52, "low": 49.52, "close": 49.52, "amount_yi": 0.1216 }, { "time": "13:15", "open": 49.94, "high": 49.94, "low": 49.94, "close": 49.94, "amount_yi": 0.1673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 49.94, "ts": "2026-06-25T13:15:24", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 49.91, "ask1": 49.94, "bid_qty1": 1, "ask_qty1": 36 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.98, "exec_low": 18.98, "exec_high": 19.26, "invalid_price": 18.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 19.55, "max_chase_pct": 1.5, "base_exec_high": 19.26, "dynamic_exec_high": null, "entry_zone_low": 18.7, "entry_zone_high": 19.26, "entry_risk_pct": 3.0032, "intraday_vwap": 18.9471, "price_vs_vwap_pct": 0.2264, "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": 0.0887, "prev_amount_yi": 0.1134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 18.96, "high": 18.97, "low": 18.96, "close": 18.97, "amount_yi": 0.0214 }, { "time": "13:12", "open": 18.98, "high": 18.98, "low": 18.97, "close": 18.97, "amount_yi": 0.0223 }, { "time": "13:13", "open": 18.96, "high": 18.97, "low": 18.96, "close": 18.97, "amount_yi": 0.0171 }, { "time": "13:14", "open": 18.95, "high": 18.95, "low": 18.95, "close": 18.95, "amount_yi": 0.0126 }, { "time": "13:15", "open": 18.99, "high": 18.99, "low": 18.99, "close": 18.99, "amount_yi": 0.0153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 18.99, "ts": "2026-06-25T13:15:24", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.97, "ask1": 18.98, "bid_qty1": 76, "ask_qty1": 77 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300458:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300458:BREAK_PREV_HIGH", "symbol": "SZSE.300458", "name": "全志科技", "side": "BUY", "priority": "W31", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 37.68, "exec_low": 37.68, "exec_high": 38.25, "invalid_price": 36.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 39.5931, "price_vs_vwap_pct": -1.0939, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.382, "prev_amount_yi": 0.2485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5372, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 39.17, "high": 39.17, "low": 39.17, "close": 39.17, "amount_yi": 0.0613 }, { "time": "13:12", "open": 39.21, "high": 39.21, "low": 39.16, "close": 39.16, "amount_yi": 0.0613 }, { "time": "13:13", "open": 39.18, "high": 39.18, "low": 39.17, "close": 39.17, "amount_yi": 0.0433 }, { "time": "13:14", "open": 39.1, "high": 39.1, "low": 39.1, "close": 39.1, "amount_yi": 0.1153 }, { "time": "13:15", "open": 39.16, "high": 39.16, "low": 39.16, "close": 39.16, "amount_yi": 0.1008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 39.16, "ts": "2026-06-25T13:15:21", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.15, "ask1": 39.16, "bid_qty1": 2, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300429:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300429:BREAK_PREV_HIGH", "symbol": "SZSE.300429", "name": "强力新材", "side": "BUY", "priority": "W32", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 17.15, "exec_low": 17.15, "exec_high": 17.41, "invalid_price": 16.64, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.66, "max_chase_pct": 1.5, "base_exec_high": 17.41, "dynamic_exec_high": null, "entry_zone_low": 16.89, "entry_zone_high": 17.41, "entry_risk_pct": null, "intraday_vwap": 16.6198, "price_vs_vwap_pct": 0.2419, "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": 0.0598, "prev_amount_yi": 0.0704, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 16.56, "high": 16.57, "low": 16.56, "close": 16.57, "amount_yi": 0.0109 }, { "time": "13:12", "open": 16.59, "high": 16.6, "low": 16.59, "close": 16.6, "amount_yi": 0.0088 }, { "time": "13:13", "open": 16.6, "high": 16.61, "low": 16.6, "close": 16.61, "amount_yi": 0.0118 }, { "time": "13:14", "open": 16.59, "high": 16.59, "low": 16.59, "close": 16.59, "amount_yi": 0.0109 }, { "time": "13:15", "open": 16.66, "high": 16.66, "low": 16.66, "close": 16.66, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 16.66, "ts": "2026-06-25T13:15:21", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.66, "ask1": 16.67, "bid_qty1": 2, "ask_qty1": 45 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002241:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002241:BREAK_PREV_HIGH", "symbol": "SZSE.002241", "name": "歌尔股份", "side": "BUY", "priority": "W33", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 24.16, "exec_low": 24.16, "exec_high": 24.52, "invalid_price": 23.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 23.9598, "price_vs_vwap_pct": -0.9591, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3227, "prev_amount_yi": 0.201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6055, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 23.72, "high": 23.72, "low": 23.71, "close": 23.71, "amount_yi": 0.0865 }, { "time": "13:12", "open": 23.74, "high": 23.75, "low": 23.74, "close": 23.75, "amount_yi": 0.0346 }, { "time": "13:13", "open": 23.75, "high": 23.75, "low": 23.73, "close": 23.73, "amount_yi": 0.062 }, { "time": "13:14", "open": 23.71, "high": 23.71, "low": 23.71, "close": 23.71, "amount_yi": 0.0681 }, { "time": "13:15", "open": 23.73, "high": 23.73, "low": 23.73, "close": 23.73, "amount_yi": 0.0715 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 23.73, "ts": "2026-06-25T13:15:24", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.73, "ask1": 23.74, "bid_qty1": 95, "ask_qty1": 58 }, "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": "2026-06-25T13:15:25", "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": 151.8599, "price_vs_vwap_pct": -1.8174, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.9207, "prev_amount_yi": 3.7656, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3068, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 149.48, "high": 149.48, "low": 148.78, "close": 148.78, "amount_yi": 1.5406 }, { "time": "13:12", "open": 149.31, "high": 149.31, "low": 149.3, "close": 149.3, "amount_yi": 0.5361 }, { "time": "13:13", "open": 148.31, "high": 148.31, "low": 147.99, "close": 147.99, "amount_yi": 1.5583 }, { "time": "13:14", "open": 147.98, "high": 147.98, "low": 147.98, "close": 147.98, "amount_yi": 0.5819 }, { "time": "13:15", "open": 149.1, "high": 149.1, "low": 149.1, "close": 149.1, "amount_yi": 0.7038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 149.1, "ts": "2026-06-25T13:15:24", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 149.1, "ask1": 149.2, "bid_qty1": 8, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301348:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301348:BREAK_PREV_HIGH", "symbol": "SZSE.301348", "name": "蓝箭电子", "side": "BUY", "priority": "W35", "status": "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": "2026-06-25T13:15:25", "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": 30.0078, "price_vs_vwap_pct": -0.3592, "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": 0.0481, "prev_amount_yi": 0.0565, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 29.59, "high": 29.59, "low": 29.58, "close": 29.58, "amount_yi": 0.0116 }, { "time": "13:12", "open": 29.6, "high": 29.62, "low": 29.6, "close": 29.62, "amount_yi": 0.008 }, { "time": "13:13", "open": 29.7, "high": 29.73, "low": 29.7, "close": 29.73, "amount_yi": 0.0089 }, { "time": "13:14", "open": 29.8, "high": 29.8, "low": 29.8, "close": 29.8, "amount_yi": 0.0059 }, { "time": "13:15", "open": 29.9, "high": 29.9, "low": 29.9, "close": 29.9, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 29.9, "ts": "2026-06-25T13:15:21", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 29.83, "ask1": 29.91, "bid_qty1": 132, "ask_qty1": 50 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 82.1209, "price_vs_vwap_pct": 2.3126, "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": 0.0541, "prev_amount_yi": 0.0644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0226 }, { "time": "13:12", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0162 }, { "time": "13:13", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0055 }, { "time": "13:14", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.001 }, { "time": "13:15", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": "2026-06-25T13:15:24", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 23983, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 32.9389, "price_vs_vwap_pct": -0.5735, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1022, "prev_amount_yi": 0.0992, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 32.76, "high": 32.76, "low": 32.76, "close": 32.76, "amount_yi": 0.0136 }, { "time": "13:12", "open": 32.75, "high": 32.76, "low": 32.75, "close": 32.76, "amount_yi": 0.019 }, { "time": "13:13", "open": 32.76, "high": 32.76, "low": 32.74, "close": 32.74, "amount_yi": 0.022 }, { "time": "13:14", "open": 32.74, "high": 32.74, "low": 32.74, "close": 32.74, "amount_yi": 0.037 }, { "time": "13:15", "open": 32.75, "high": 32.75, "low": 32.75, "close": 32.75, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 32.75, "ts": "2026-06-25T13:15:24", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.75, "ask1": 32.76, "bid_qty1": 39, "ask_qty1": 54 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "sim_reason": "minute_energy_ratio_too_low", "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": 3.1939, "intraday_vwap": 185.5053, "price_vs_vwap_pct": 0.865, "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": 0.3484, "prev_amount_yi": 1.3134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 187.81, "high": 187.81, "low": 187.65, "close": 187.65, "amount_yi": 0.117 }, { "time": "13:12", "open": 187.5, "high": 187.61, "low": 187.5, "close": 187.61, "amount_yi": 0.0345 }, { "time": "13:13", "open": 187.51, "high": 187.51, "low": 187.49, "close": 187.49, "amount_yi": 0.0932 }, { "time": "13:14", "open": 187.1, "high": 187.1, "low": 187.1, "close": 187.1, "amount_yi": 0.0395 }, { "time": "13:15", "open": 187.11, "high": 187.11, "low": 187.11, "close": 187.11, "amount_yi": 0.0642 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 187.11, "ts": "2026-06-25T13:15:23", "prev_close": 185.39, "open": 186.8, "high": 188.78, "low": 182.36, "bid1": 187.11, "ask1": 187.23, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:15:25", "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": 37.1681, "price_vs_vwap_pct": -0.3447, "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": 0.0503, "prev_amount_yi": 0.0784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6416, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 37.0, "high": 37.0, "low": 37.0, "close": 37.0, "amount_yi": 0.0101 }, { "time": "13:12", "open": 36.99, "high": 36.99, "low": 36.98, "close": 36.98, "amount_yi": 0.0109 }, { "time": "13:13", "open": 36.96, "high": 36.96, "low": 36.91, "close": 36.91, "amount_yi": 0.0096 }, { "time": "13:14", "open": 36.93, "high": 36.93, "low": 36.93, "close": 36.93, "amount_yi": 0.0073 }, { "time": "13:15", "open": 37.04, "high": 37.04, "low": 37.04, "close": 37.04, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 37.04, "ts": "2026-06-25T13:15:24", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.4, "bid1": 37.04, "ask1": 37.05, "bid_qty1": 102, "ask_qty1": 31 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 54.6111, "price_vs_vwap_pct": -0.7894, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4531, "prev_amount_yi": 0.3687, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 54.03, "high": 54.06, "low": 54.03, "close": 54.06, "amount_yi": 0.0477 }, { "time": "13:12", "open": 54.2, "high": 54.2, "low": 54.16, "close": 54.16, "amount_yi": 0.058 }, { "time": "13:13", "open": 54.07, "high": 54.24, "low": 54.07, "close": 54.24, "amount_yi": 0.1292 }, { "time": "13:14", "open": 54.39, "high": 54.39, "low": 54.39, "close": 54.39, "amount_yi": 0.0535 }, { "time": "13:15", "open": 54.18, "high": 54.18, "low": 54.18, "close": 54.18, "amount_yi": 0.1647 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 54.18, "ts": "2026-06-25T13:15:24", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 54.18, "ask1": 54.19, "bid_qty1": 52, "ask_qty1": 129 }, "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": "2026-06-25T13:15:25", "sim_reason": "minute_energy_amount_too_low", "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": 4.2659, "intraday_vwap": 10.0207, "price_vs_vwap_pct": 0.5918, "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": 0.079, "prev_amount_yi": 0.2314, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 10.06, "high": 10.07, "low": 10.06, "close": 10.07, "amount_yi": 0.0226 }, { "time": "13:12", "open": 10.06, "high": 10.07, "low": 10.06, "close": 10.07, "amount_yi": 0.0165 }, { "time": "13:13", "open": 10.07, "high": 10.07, "low": 10.07, "close": 10.07, "amount_yi": 0.0139 }, { "time": "13:14", "open": 10.06, "high": 10.06, "low": 10.06, "close": 10.06, "amount_yi": 0.0113 }, { "time": "13:15", "open": 10.08, "high": 10.08, "low": 10.08, "close": 10.08, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 10.08, "ts": "2026-06-25T13:15:21", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.07, "ask1": 10.08, "bid_qty1": 29, "ask_qty1": 1103 }, "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": "2026-06-25T13:15:25", "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": 99.4299, "price_vs_vwap_pct": 0.8851, "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": 0.5493, "prev_amount_yi": 0.6644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 100.25, "high": 100.4, "low": 100.25, "close": 100.4, "amount_yi": 0.0846 }, { "time": "13:12", "open": 100.5, "high": 101.5, "low": 100.5, "close": 101.5, "amount_yi": 0.2165 }, { "time": "13:13", "open": 101.06, "high": 101.06, "low": 100.89, "close": 100.89, "amount_yi": 0.1015 }, { "time": "13:14", "open": 100.31, "high": 100.31, "low": 100.31, "close": 100.31, "amount_yi": 0.0416 }, { "time": "13:15", "open": 100.31, "high": 100.31, "low": 100.31, "close": 100.31, "amount_yi": 0.1051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 100.31, "ts": "2026-06-25T13:15:24", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 100.31, "ask1": 100.44, "bid_qty1": 4, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 37.704, "price_vs_vwap_pct": -2.5568, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5541, "prev_amount_yi": 0.4669, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1868, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 36.55, "high": 36.55, "low": 36.5, "close": 36.5, "amount_yi": 0.2363 }, { "time": "13:12", "open": 36.58, "high": 36.58, "low": 36.54, "close": 36.54, "amount_yi": 0.0757 }, { "time": "13:13", "open": 36.49, "high": 36.49, "low": 36.45, "close": 36.45, "amount_yi": 0.1186 }, { "time": "13:14", "open": 36.54, "high": 36.54, "low": 36.54, "close": 36.54, "amount_yi": 0.0558 }, { "time": "13:15", "open": 36.74, "high": 36.74, "low": 36.74, "close": 36.74, "amount_yi": 0.0677 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 36.74, "ts": "2026-06-25T13:15:23", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 36.74, "ask1": 36.75, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 3.7669, "intraday_vwap": 115.9274, "price_vs_vwap_pct": 1.6498, "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": 1.1734, "prev_amount_yi": 1.2754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.92, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 117.52, "high": 117.52, "low": 117.52, "close": 117.52, "amount_yi": 0.2351 }, { "time": "13:12", "open": 117.36, "high": 117.37, "low": 117.36, "close": 117.37, "amount_yi": 0.1901 }, { "time": "13:13", "open": 117.7, "high": 117.86, "low": 117.7, "close": 117.86, "amount_yi": 0.387 }, { "time": "13:14", "open": 117.79, "high": 117.79, "low": 117.79, "close": 117.79, "amount_yi": 0.145 }, { "time": "13:15", "open": 117.84, "high": 117.84, "low": 117.84, "close": 117.84, "amount_yi": 0.2162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 117.84, "ts": "2026-06-25T13:15:22", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.84, "ask1": 117.87, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-06-25T13:15:25", "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": 74.4185, "price_vs_vwap_pct": -2.6317, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3864, "prev_amount_yi": 0.3146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2282, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 72.39, "high": 72.39, "low": 72.32, "close": 72.32, "amount_yi": 0.0433 }, { "time": "13:12", "open": 72.2, "high": 72.2, "low": 72.0, "close": 72.0, "amount_yi": 0.0624 }, { "time": "13:13", "open": 71.83, "high": 71.84, "low": 71.83, "close": 71.84, "amount_yi": 0.1314 }, { "time": "13:14", "open": 72.01, "high": 72.01, "low": 72.01, "close": 72.01, "amount_yi": 0.0813 }, { "time": "13:15", "open": 72.46, "high": 72.46, "low": 72.46, "close": 72.46, "amount_yi": 0.068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 72.46, "ts": "2026-06-25T13:15:23", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.67, "bid1": 72.41, "ask1": 72.45, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:15:25", "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": 191.5999, "price_vs_vwap_pct": -0.9759, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3437, "prev_amount_yi": 0.3091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1119, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 190.22, "high": 190.22, "low": 190.05, "close": 190.05, "amount_yi": 0.1035 }, { "time": "13:12", "open": 190.02, "high": 190.02, "low": 189.9, "close": 189.9, "amount_yi": 0.0667 }, { "time": "13:13", "open": 189.7, "high": 189.7, "low": 189.38, "close": 189.38, "amount_yi": 0.082 }, { "time": "13:14", "open": 189.2, "high": 189.2, "low": 189.2, "close": 189.2, "amount_yi": 0.0411 }, { "time": "13:15", "open": 189.73, "high": 189.73, "low": 189.73, "close": 189.73, "amount_yi": 0.0504 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 189.73, "ts": "2026-06-25T13:15:24", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 189.69, "ask1": 189.73, "bid_qty1": 4, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:15:25", "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": 19.1444, "price_vs_vwap_pct": -2.0079, "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": 0.1083, "prev_amount_yi": 0.1943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5574, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 18.81, "high": 18.88, "low": 18.81, "close": 18.88, "amount_yi": 0.005 }, { "time": "13:12", "open": 18.75, "high": 18.88, "low": 18.75, "close": 18.88, "amount_yi": 0.0609 }, { "time": "13:13", "open": 18.82, "high": 18.82, "low": 18.82, "close": 18.82, "amount_yi": 0.0232 }, { "time": "13:14", "open": 18.83, "high": 18.83, "low": 18.83, "close": 18.83, "amount_yi": 0.0073 }, { "time": "13:15", "open": 18.76, "high": 18.76, "low": 18.76, "close": 18.76, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 18.76, "ts": "2026-06-25T13:15:21", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 18.76, "ask1": 18.78, "bid_qty1": 24, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 12.8152, "price_vs_vwap_pct": -0.8209, "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": 0.0406, "prev_amount_yi": 0.0481, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8441, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 12.7, "high": 12.72, "low": 12.7, "close": 12.72, "amount_yi": 0.006 }, { "time": "13:12", "open": 12.72, "high": 12.72, "low": 12.7, "close": 12.7, "amount_yi": 0.0069 }, { "time": "13:13", "open": 12.69, "high": 12.69, "low": 12.68, "close": 12.68, "amount_yi": 0.0095 }, { "time": "13:14", "open": 12.7, "high": 12.7, "low": 12.7, "close": 12.7, "amount_yi": 0.0124 }, { "time": "13:15", "open": 12.71, "high": 12.71, "low": 12.71, "close": 12.71, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 12.71, "ts": "2026-06-25T13:15:24", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.59, "bid1": 12.7, "ask1": 12.71, "bid_qty1": 61, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 34.7757, "price_vs_vwap_pct": -1.3392, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5163, "prev_amount_yi": 0.4175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 34.37, "high": 34.39, "low": 34.37, "close": 34.39, "amount_yi": 0.1018 }, { "time": "13:12", "open": 34.37, "high": 34.37, "low": 34.35, "close": 34.35, "amount_yi": 0.0642 }, { "time": "13:13", "open": 34.36, "high": 34.36, "low": 34.31, "close": 34.31, "amount_yi": 0.125 }, { "time": "13:14", "open": 34.3, "high": 34.3, "low": 34.3, "close": 34.3, "amount_yi": 0.0609 }, { "time": "13:15", "open": 34.31, "high": 34.31, "low": 34.31, "close": 34.31, "amount_yi": 0.1644 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 34.31, "ts": "2026-06-25T13:15:24", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.3, "ask1": 34.31, "bid_qty1": 158, "ask_qty1": 40 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 62.2936, "price_vs_vwap_pct": -1.579, "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": 0.1247, "prev_amount_yi": 0.1025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 60.95, "high": 60.98, "low": 60.95, "close": 60.98, "amount_yi": 0.0177 }, { "time": "13:12", "open": 60.95, "high": 60.95, "low": 60.94, "close": 60.94, "amount_yi": 0.0163 }, { "time": "13:13", "open": 61.1, "high": 61.13, "low": 61.1, "close": 61.13, "amount_yi": 0.0471 }, { "time": "13:14", "open": 61.08, "high": 61.08, "low": 61.08, "close": 61.08, "amount_yi": 0.0222 }, { "time": "13:15", "open": 61.31, "high": 61.31, "low": 61.31, "close": 61.31, "amount_yi": 0.0214 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 61.31, "ts": "2026-06-25T13:15:24", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.78, "bid1": 61.3, "ask1": 61.32, "bid_qty1": 7, "ask_qty1": 7 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 22.9125, "price_vs_vwap_pct": 4.79, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6008, "prev_amount_yi": 0.2998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 23.88, "high": 23.97, "low": 23.88, "close": 23.97, "amount_yi": 0.1314 }, { "time": "13:12", "open": 23.99, "high": 23.99, "low": 23.99, "close": 23.99, "amount_yi": 0.1203 }, { "time": "13:13", "open": 24.03, "high": 24.19, "low": 24.03, "close": 24.19, "amount_yi": 0.1029 }, { "time": "13:14", "open": 24.07, "high": 24.07, "low": 24.07, "close": 24.07, "amount_yi": 0.1322 }, { "time": "13:15", "open": 24.01, "high": 24.01, "low": 24.01, "close": 24.01, "amount_yi": 0.114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.01, "ts": "2026-06-25T13:15:24", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 24.0, "ask1": 24.01, "bid_qty1": 361, "ask_qty1": 27 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 28.9951, "price_vs_vwap_pct": -0.397, "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": 0.0636, "prev_amount_yi": 0.0688, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 28.64, "high": 28.64, "low": 28.64, "close": 28.64, "amount_yi": 0.0124 }, { "time": "13:12", "open": 28.69, "high": 28.69, "low": 28.68, "close": 28.68, "amount_yi": 0.0092 }, { "time": "13:13", "open": 28.74, "high": 28.79, "low": 28.74, "close": 28.79, "amount_yi": 0.017 }, { "time": "13:14", "open": 28.8, "high": 28.8, "low": 28.8, "close": 28.8, "amount_yi": 0.0101 }, { "time": "13:15", "open": 28.88, "high": 28.88, "low": 28.88, "close": 28.88, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 28.88, "ts": "2026-06-25T13:15:24", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.87, "ask1": 28.88, "bid_qty1": 9, "ask_qty1": 42 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-25T13:15:25", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 118.66, "max_chase_pct": 1.5, "base_exec_high": 116.93, "dynamic_exec_high": null, "entry_zone_low": 113.47, "entry_zone_high": 116.93, "entry_risk_pct": null, "intraday_vwap": 112.3228, "price_vs_vwap_pct": -0.4031, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2811, "prev_amount_yi": 0.229, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 110.47, "high": 110.59, "low": 110.47, "close": 110.59, "amount_yi": 0.0713 }, { "time": "13:12", "open": 110.73, "high": 110.73, "low": 110.72, "close": 110.72, "amount_yi": 0.0276 }, { "time": "13:13", "open": 110.88, "high": 110.95, "low": 110.88, "close": 110.95, "amount_yi": 0.0405 }, { "time": "13:14", "open": 110.95, "high": 110.95, "low": 110.95, "close": 110.95, "amount_yi": 0.0462 }, { "time": "13:15", "open": 111.87, "high": 111.87, "low": 111.87, "close": 111.87, "amount_yi": 0.0955 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 201096.0, "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": 111.87, "ts": "2026-06-25T13:15:21", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 111.8, "ask1": 111.87, "bid_qty1": 2, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 91.6214, "price_vs_vwap_pct": -1.3113, "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": 0.0441, "prev_amount_yi": 0.0922, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 90.38, "high": 90.38, "low": 90.35, "close": 90.35, "amount_yi": 0.0026 }, { "time": "13:12", "open": 90.34, "high": 90.36, "low": 90.34, "close": 90.36, "amount_yi": 0.0096 }, { "time": "13:13", "open": 90.96, "high": 90.96, "low": 90.9, "close": 90.9, "amount_yi": 0.0156 }, { "time": "13:14", "open": 90.7, "high": 90.7, "low": 90.7, "close": 90.7, "amount_yi": 0.0108 }, { "time": "13:15", "open": 90.42, "high": 90.42, "low": 90.42, "close": 90.42, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 90.42, "ts": "2026-06-25T13:15:21", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.38, "ask1": 90.42, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:15:25", "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": 74.9227, "price_vs_vwap_pct": -1.5252, "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": 0.7323, "prev_amount_yi": 1.1423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 73.63, "high": 73.63, "low": 73.6, "close": 73.6, "amount_yi": 0.1546 }, { "time": "13:12", "open": 73.77, "high": 73.8, "low": 73.77, "close": 73.8, "amount_yi": 0.1461 }, { "time": "13:13", "open": 73.9, "high": 74.0, "low": 73.9, "close": 74.0, "amount_yi": 0.1724 }, { "time": "13:14", "open": 73.67, "high": 73.67, "low": 73.67, "close": 73.67, "amount_yi": 0.1739 }, { "time": "13:15", "open": 73.78, "high": 73.78, "low": 73.78, "close": 73.78, "amount_yi": 0.0853 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.78, "ts": "2026-06-25T13:15:21", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 73.76, "ask1": 73.78, "bid_qty1": 2, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 53.3823, "price_vs_vwap_pct": 0.5764, "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": 0.1287, "prev_amount_yi": 0.1587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 53.81, "high": 53.81, "low": 53.76, "close": 53.76, "amount_yi": 0.0403 }, { "time": "13:12", "open": 53.76, "high": 53.76, "low": 53.73, "close": 53.73, "amount_yi": 0.0304 }, { "time": "13:13", "open": 53.74, "high": 53.75, "low": 53.74, "close": 53.75, "amount_yi": 0.0291 }, { "time": "13:14", "open": 53.64, "high": 53.64, "low": 53.64, "close": 53.64, "amount_yi": 0.0092 }, { "time": "13:15", "open": 53.69, "high": 53.69, "low": 53.69, "close": 53.69, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 53.69, "ts": "2026-06-25T13:15:21", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 53.69, "ask1": 53.73, "bid_qty1": 6, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 21.1795, "price_vs_vwap_pct": -0.6114, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2261, "prev_amount_yi": 0.2168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 21.01, "high": 21.02, "low": 21.01, "close": 21.02, "amount_yi": 0.0546 }, { "time": "13:12", "open": 21.04, "high": 21.06, "low": 21.04, "close": 21.06, "amount_yi": 0.025 }, { "time": "13:13", "open": 21.0, "high": 21.0, "low": 21.0, "close": 21.0, "amount_yi": 0.0691 }, { "time": "13:14", "open": 20.97, "high": 20.97, "low": 20.97, "close": 20.97, "amount_yi": 0.0331 }, { "time": "13:15", "open": 21.05, "high": 21.05, "low": 21.05, "close": 21.05, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 21.05, "ts": "2026-06-25T13:15:21", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.04, "ask1": 21.05, "bid_qty1": 20, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH", "symbol": "SZSE.300442", "name": "润泽科技", "side": "BUY", "priority": "W58", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.86, "exec_low": 85.86, "exec_high": 87.15, "invalid_price": 83.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": null, "intraday_vwap": 84.6208, "price_vs_vwap_pct": -1.5845, "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": 0.2456, "prev_amount_yi": 0.4601, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 83.55, "high": 83.55, "low": 83.51, "close": 83.51, "amount_yi": 0.0434 }, { "time": "13:12", "open": 83.51, "high": 83.51, "low": 83.5, "close": 83.5, "amount_yi": 0.0463 }, { "time": "13:13", "open": 83.48, "high": 83.48, "low": 83.42, "close": 83.42, "amount_yi": 0.0679 }, { "time": "13:14", "open": 83.3, "high": 83.3, "low": 83.3, "close": 83.3, "amount_yi": 0.0519 }, { "time": "13:15", "open": 83.28, "high": 83.28, "low": 83.28, "close": 83.28, "amount_yi": 0.0361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 83.28, "ts": "2026-06-25T13:15:21", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.26, "ask1": 83.28, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH", "symbol": "SZSE.301095", "name": "广立微", "side": "BUY", "priority": "W59", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 106.01, "exec_low": 106.01, "exec_high": 107.6, "invalid_price": 102.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 103.3873, "price_vs_vwap_pct": -3.1506, "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": 0.1254, "prev_amount_yi": 0.2545, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 100.35, "high": 100.35, "low": 100.35, "close": 100.35, "amount_yi": 0.0207 }, { "time": "13:12", "open": 100.35, "high": 100.35, "low": 100.02, "close": 100.02, "amount_yi": 0.0253 }, { "time": "13:13", "open": 100.11, "high": 100.16, "low": 100.11, "close": 100.16, "amount_yi": 0.0152 }, { "time": "13:14", "open": 99.92, "high": 99.92, "low": 99.92, "close": 99.92, "amount_yi": 0.0462 }, { "time": "13:15", "open": 100.13, "high": 100.13, "low": 100.13, "close": 100.13, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 100.13, "ts": "2026-06-25T13:15:21", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.09, "ask1": 100.13, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 44.7921, "price_vs_vwap_pct": -0.6521, "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": 0.189, "prev_amount_yi": 0.189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 44.02, "high": 44.02, "low": 43.98, "close": 43.98, "amount_yi": 0.0314 }, { "time": "13:12", "open": 44.05, "high": 44.05, "low": 44.03, "close": 44.03, "amount_yi": 0.0203 }, { "time": "13:13", "open": 44.25, "high": 44.31, "low": 44.25, "close": 44.31, "amount_yi": 0.0871 }, { "time": "13:14", "open": 44.2, "high": 44.2, "low": 44.2, "close": 44.2, "amount_yi": 0.014 }, { "time": "13:15", "open": 44.5, "high": 44.5, "low": 44.5, "close": 44.5, "amount_yi": 0.0362 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 44.5, "ts": "2026-06-25T13:15:23", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 44.48, "ask1": 44.5, "bid_qty1": 3, "ask_qty1": 23 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 21.9263, "price_vs_vwap_pct": 2.0236, "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": 0.8015, "prev_amount_yi": 0.9728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 22.3, "high": 22.33, "low": 22.3, "close": 22.33, "amount_yi": 0.2205 }, { "time": "13:12", "open": 22.37, "high": 22.39, "low": 22.37, "close": 22.39, "amount_yi": 0.1639 }, { "time": "13:13", "open": 22.35, "high": 22.35, "low": 22.33, "close": 22.33, "amount_yi": 0.1617 }, { "time": "13:14", "open": 22.28, "high": 22.28, "low": 22.28, "close": 22.28, "amount_yi": 0.1199 }, { "time": "13:15", "open": 22.37, "high": 22.37, "low": 22.37, "close": 22.37, "amount_yi": 0.1355 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 22.37, "ts": "2026-06-25T13:15:24", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.37, "ask1": 22.38, "bid_qty1": 437, "ask_qty1": 61 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 388.1563, "price_vs_vwap_pct": -0.5864, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0085, "prev_amount_yi": 0.7521, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 387.39, "high": 387.39, "low": 387.25, "close": 387.25, "amount_yi": 0.1169 }, { "time": "13:12", "open": 387.47, "high": 387.47, "low": 386.8, "close": 386.8, "amount_yi": 0.1394 }, { "time": "13:13", "open": 386.5, "high": 386.5, "low": 385.48, "close": 385.48, "amount_yi": 0.2901 }, { "time": "13:14", "open": 384.72, "high": 384.72, "low": 384.72, "close": 384.72, "amount_yi": 0.3137 }, { "time": "13:15", "open": 385.88, "high": 385.88, "low": 385.88, "close": 385.88, "amount_yi": 0.1484 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 385.88, "ts": "2026-06-25T13:15:21", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 385.9, "ask1": 386.06, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 109.8648, "price_vs_vwap_pct": -2.2981, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1446, "prev_amount_yi": 0.0841, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7194, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:11", "open": 107.51, "high": 107.53, "low": 107.51, "close": 107.53, "amount_yi": 0.0146 }, { "time": "13:12", "open": 107.62, "high": 107.62, "low": 107.49, "close": 107.49, "amount_yi": 0.0127 }, { "time": "13:13", "open": 107.26, "high": 107.26, "low": 107.16, "close": 107.16, "amount_yi": 0.0551 }, { "time": "13:14", "open": 107.03, "high": 107.03, "low": 107.03, "close": 107.03, "amount_yi": 0.0076 }, { "time": "13:15", "open": 107.34, "high": 107.34, "low": 107.34, "close": 107.34, "amount_yi": 0.0546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 107.34, "ts": "2026-06-25T13:15:21", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 107.2, "ask1": 107.24, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 12.7422, "price_vs_vwap_pct": -0.8805, "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": 0.1671, "prev_amount_yi": 0.2484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 12.61, "high": 12.61, "low": 12.59, "close": 12.59, "amount_yi": 0.0305 }, { "time": "13:12", "open": 12.6, "high": 12.6, "low": 12.59, "close": 12.59, "amount_yi": 0.0359 }, { "time": "13:13", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.05 }, { "time": "13:14", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0283 }, { "time": "13:15", "open": 12.63, "high": 12.63, "low": 12.63, "close": 12.63, "amount_yi": 0.0224 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 12.63, "ts": "2026-06-25T13:15:24", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.63, "ask1": 12.64, "bid_qty1": 51, "ask_qty1": 85 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 3.6032, "intraday_vwap": 83.9713, "price_vs_vwap_pct": 0.4748, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4904, "prev_amount_yi": 0.3029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 84.06, "high": 84.06, "low": 84.05, "close": 84.05, "amount_yi": 0.0587 }, { "time": "13:12", "open": 84.39, "high": 84.39, "low": 84.27, "close": 84.27, "amount_yi": 0.1817 }, { "time": "13:13", "open": 84.22, "high": 84.22, "low": 84.12, "close": 84.12, "amount_yi": 0.1066 }, { "time": "13:14", "open": 84.03, "high": 84.03, "low": 84.03, "close": 84.03, "amount_yi": 0.0577 }, { "time": "13:15", "open": 84.37, "high": 84.37, "low": 84.37, "close": 84.37, "amount_yi": 0.0857 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 84.37, "ts": "2026-06-25T13:15:24", "prev_close": 83.64, "open": 84.0, "high": 85.1, "low": 82.87, "bid1": 84.36, "ask1": 84.37, "bid_qty1": 74, "ask_qty1": 2 }, "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": "2026-06-25T13:15:25", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 841.4, "max_chase_pct": 1.5, "base_exec_high": 829.14, "dynamic_exec_high": null, "entry_zone_low": 804.64, "entry_zone_high": 829.14, "entry_risk_pct": null, "intraday_vwap": 863.5025, "price_vs_vwap_pct": 1.9105, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8141, "prev_amount_yi": 3.1792, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8852, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 882.18, "high": 882.87, "low": 882.18, "close": 882.87, "amount_yi": 0.6171 }, { "time": "13:12", "open": 884.8, "high": 885.68, "low": 884.8, "close": 885.68, "amount_yi": 0.7094 }, { "time": "13:13", "open": 883.0, "high": 883.0, "low": 882.02, "close": 882.02, "amount_yi": 0.5664 }, { "time": "13:14", "open": 876.02, "high": 876.02, "low": 876.02, "close": 876.02, "amount_yi": 0.1805 }, { "time": "13:15", "open": 880.0, "high": 880.0, "low": 880.0, "close": 880.0, "amount_yi": 0.7407 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 880.0, "ts": "2026-06-25T13:15:24", "prev_close": 810.0, "open": 830.0, "high": 890.55, "low": 829.19, "bid1": 877.18, "ask1": 880.0, "bid_qty1": 18, "ask_qty1": 39 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 261.6634, "price_vs_vwap_pct": -1.7746, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4237, "prev_amount_yi": 0.339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2499, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 257.22, "high": 257.22, "low": 256.8, "close": 256.8, "amount_yi": 0.1329 }, { "time": "13:12", "open": 256.66, "high": 256.99, "low": 256.66, "close": 256.99, "amount_yi": 0.0542 }, { "time": "13:13", "open": 256.04, "high": 256.12, "low": 256.04, "close": 256.12, "amount_yi": 0.0838 }, { "time": "13:14", "open": 255.3, "high": 255.3, "low": 255.3, "close": 255.3, "amount_yi": 0.1167 }, { "time": "13:15", "open": 257.02, "high": 257.02, "low": 257.02, "close": 257.02, "amount_yi": 0.0361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 257.02, "ts": "2026-06-25T13:15:21", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 257.02, "ask1": 257.44, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002466:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002466:BREAK_PREV_HIGH", "symbol": "SZSE.002466", "name": "天齐锂业", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.51, "exec_low": 66.51, "exec_high": 67.51, "invalid_price": 64.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 65.8713, "price_vs_vwap_pct": -0.7458, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4991, "prev_amount_yi": 0.4582, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0893, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 65.19, "high": 65.2, "low": 65.19, "close": 65.2, "amount_yi": 0.1486 }, { "time": "13:12", "open": 65.2, "high": 65.2, "low": 65.19, "close": 65.19, "amount_yi": 0.0816 }, { "time": "13:13", "open": 65.23, "high": 65.24, "low": 65.23, "close": 65.24, "amount_yi": 0.1119 }, { "time": "13:14", "open": 65.22, "high": 65.22, "low": 65.22, "close": 65.22, "amount_yi": 0.0534 }, { "time": "13:15", "open": 65.38, "high": 65.38, "low": 65.38, "close": 65.38, "amount_yi": 0.1036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": "2026-06-25T13:15:24", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.38, "ask1": 65.39, "bid_qty1": 5, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH", "symbol": "SZSE.000938", "name": "紫光股份", "side": "BUY", "priority": "W69", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.66, "exec_low": 27.66, "exec_high": 28.07, "invalid_price": 26.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 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": 4.1443, "intraday_vwap": 27.7471, "price_vs_vwap_pct": 0.8754, "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": 0.8615, "prev_amount_yi": 2.2289, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3865, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 28.01, "high": 28.02, "low": 28.01, "close": 28.02, "amount_yi": 0.1472 }, { "time": "13:12", "open": 28.04, "high": 28.04, "low": 28.02, "close": 28.02, "amount_yi": 0.1357 }, { "time": "13:13", "open": 27.96, "high": 27.96, "low": 27.94, "close": 27.94, "amount_yi": 0.2022 }, { "time": "13:14", "open": 27.91, "high": 27.91, "low": 27.91, "close": 27.91, "amount_yi": 0.1656 }, { "time": "13:15", "open": 27.99, "high": 27.99, "low": 27.99, "close": 27.99, "amount_yi": 0.2108 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 27.99, "ts": "2026-06-25T13:15:24", "prev_close": 27.66, "open": 27.61, "high": 28.31, "low": 27.06, "bid1": 27.98, "ask1": 27.99, "bid_qty1": 194, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301338:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301338:BREAK_PREV_HIGH", "symbol": "SZSE.301338", "name": "凯格精机", "side": "BUY", "priority": "W70", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 172.5, "exec_low": 172.5, "exec_high": 175.09, "invalid_price": 167.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 3.5397, "intraday_vwap": 171.8799, "price_vs_vwap_pct": 0.8902, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.27, "prev_amount_yi": 0.1973, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 173.0, "high": 173.0, "low": 172.58, "close": 172.58, "amount_yi": 0.0283 }, { "time": "13:12", "open": 172.48, "high": 172.48, "low": 172.0, "close": 172.0, "amount_yi": 0.0678 }, { "time": "13:13", "open": 171.81, "high": 171.81, "low": 171.66, "close": 171.66, "amount_yi": 0.0812 }, { "time": "13:14", "open": 172.68, "high": 172.68, "low": 172.68, "close": 172.68, "amount_yi": 0.048 }, { "time": "13:15", "open": 173.41, "high": 173.41, "low": 173.41, "close": 173.41, "amount_yi": 0.0447 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 173.41, "ts": "2026-06-25T13:15:21", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 173.41, "ask1": 173.46, "bid_qty1": 1, "ask_qty1": 83 }, "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": "2026-06-25T13:15:25", "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": 81.5004, "price_vs_vwap_pct": 2.5762, "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": 0.0215, "prev_amount_yi": 0.0391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5499, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0041 }, { "time": "13:12", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0026 }, { "time": "13:13", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0079 }, { "time": "13:14", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0051 }, { "time": "13:15", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": "2026-06-25T13:15:21", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 20038, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 127.771, "price_vs_vwap_pct": 2.7855, "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": 0.0208, "prev_amount_yi": 0.0112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:10", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0009 }, { "time": "13:11", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0046 }, { "time": "13:12", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.002 }, { "time": "13:13", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0126 }, { "time": "13:15", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": "2026-06-25T13:15:19", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 14087, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 81.2691, "price_vs_vwap_pct": -0.7372, "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": 0.228, "prev_amount_yi": 0.2051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1117, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 80.28, "high": 80.34, "low": 80.28, "close": 80.34, "amount_yi": 0.0534 }, { "time": "13:12", "open": 80.36, "high": 80.36, "low": 80.33, "close": 80.33, "amount_yi": 0.0239 }, { "time": "13:13", "open": 80.4, "high": 80.4, "low": 80.31, "close": 80.31, "amount_yi": 0.0481 }, { "time": "13:14", "open": 80.31, "high": 80.31, "low": 80.31, "close": 80.31, "amount_yi": 0.0592 }, { "time": "13:15", "open": 80.67, "high": 80.67, "low": 80.67, "close": 80.67, "amount_yi": 0.0434 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 80.67, "ts": "2026-06-25T13:15:21", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.59, "ask1": 80.67, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 238.4175, "price_vs_vwap_pct": 6.5694, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.9272, "prev_amount_yi": 4.9322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5935, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 254.06, "high": 256.01, "low": 254.06, "close": 256.01, "amount_yi": 0.6486 }, { "time": "13:12", "open": 258.31, "high": 259.96, "low": 258.31, "close": 259.96, "amount_yi": 1.0243 }, { "time": "13:13", "open": 259.01, "high": 259.01, "low": 258.3, "close": 258.3, "amount_yi": 0.7212 }, { "time": "13:14", "open": 256.61, "high": 256.61, "low": 256.61, "close": 256.61, "amount_yi": 0.2357 }, { "time": "13:15", "open": 254.08, "high": 254.08, "low": 254.08, "close": 254.08, "amount_yi": 0.2974 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 254.08, "ts": "2026-06-25T13:15:21", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 254.08, "ask1": 254.13, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-25T13:15:25", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 126.38, "max_chase_pct": 1.5, "base_exec_high": 124.54, "dynamic_exec_high": null, "entry_zone_low": 120.86, "entry_zone_high": 124.54, "entry_risk_pct": null, "intraday_vwap": 122.9829, "price_vs_vwap_pct": 2.0467, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4496, "prev_amount_yi": 0.2287, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 124.64, "high": 124.86, "low": 124.64, "close": 124.86, "amount_yi": 0.0769 }, { "time": "13:12", "open": 125.19, "high": 125.56, "low": 125.19, "close": 125.56, "amount_yi": 0.0851 }, { "time": "13:13", "open": 125.5, "high": 125.5, "low": 125.17, "close": 125.17, "amount_yi": 0.1891 }, { "time": "13:14", "open": 124.77, "high": 124.77, "low": 124.77, "close": 124.77, "amount_yi": 0.0471 }, { "time": "13:15", "open": 125.5, "high": 125.5, "low": 125.5, "close": 125.5, "amount_yi": 0.0514 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 125.5, "ts": "2026-06-25T13:15:21", "prev_close": 121.58, "open": 122.3, "high": 125.7, "low": 120.0, "bid1": 125.37, "ask1": 125.5, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003026:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003026:BREAK_PREV_HIGH", "symbol": "SZSE.003026", "name": "中晶科技", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.2, "exec_low": 38.2, "exec_high": 38.77, "invalid_price": 37.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "sim_reason": "minute_energy_amount_too_low", "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": 3.5156, "intraday_vwap": 38.0926, "price_vs_vwap_pct": 0.807, "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": 0.1044, "prev_amount_yi": 0.0663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5747, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 38.09, "high": 38.11, "low": 38.09, "close": 38.11, "amount_yi": 0.0103 }, { "time": "13:12", "open": 38.14, "high": 38.16, "low": 38.14, "close": 38.16, "amount_yi": 0.0152 }, { "time": "13:13", "open": 38.17, "high": 38.19, "low": 38.17, "close": 38.19, "amount_yi": 0.0249 }, { "time": "13:14", "open": 38.25, "high": 38.25, "low": 38.25, "close": 38.25, "amount_yi": 0.0143 }, { "time": "13:15", "open": 38.4, "high": 38.4, "low": 38.4, "close": 38.4, "amount_yi": 0.0397 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 38.4, "ts": "2026-06-25T13:15:24", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 38.39, "ask1": 38.4, "bid_qty1": 40, "ask_qty1": 32 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.601138:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.601138:BREAK_PREV_HIGH", "symbol": "SHSE.601138", "name": "工业富联", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.99, "exec_low": 76.99, "exec_high": 78.14, "invalid_price": 74.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:15:25", "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": 75.9556, "price_vs_vwap_pct": -0.455, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7817, "prev_amount_yi": 1.4654, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2158, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 75.9, "high": 75.9, "low": 75.85, "close": 75.85, "amount_yi": 0.3165 }, { "time": "13:12", "open": 75.79, "high": 75.79, "low": 75.61, "close": 75.61, "amount_yi": 0.3766 }, { "time": "13:13", "open": 75.61, "high": 75.62, "low": 75.61, "close": 75.62, "amount_yi": 0.4353 }, { "time": "13:14", "open": 75.51, "high": 75.51, "low": 75.51, "close": 75.51, "amount_yi": 0.3761 }, { "time": "13:15", "open": 75.61, "high": 75.61, "low": 75.61, "close": 75.61, "amount_yi": 0.2772 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.61, "ts": "2026-06-25T13:15:23", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 75.6, "ask1": 75.61, "bid_qty1": 103, "ask_qty1": 26 }, "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": "2026-06-25T13:15:25", "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": 109.3989, "price_vs_vwap_pct": 5.6592, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9353, "prev_amount_yi": 0.7514, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 114.7, "high": 114.98, "low": 114.7, "close": 114.98, "amount_yi": 0.1536 }, { "time": "13:12", "open": 114.92, "high": 115.23, "low": 114.92, "close": 115.23, "amount_yi": 0.1778 }, { "time": "13:13", "open": 115.3, "high": 115.7, "low": 115.3, "close": 115.7, "amount_yi": 0.3296 }, { "time": "13:14", "open": 115.54, "high": 115.54, "low": 115.54, "close": 115.54, "amount_yi": 0.1562 }, { "time": "13:15", "open": 115.59, "high": 115.59, "low": 115.59, "close": 115.59, "amount_yi": 0.1181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 115.59, "ts": "2026-06-25T13:15:21", "prev_close": 100.09, "open": 102.0, "high": 115.85, "low": 100.0, "bid1": 115.5, "ask1": 115.59, "bid_qty1": 23, "ask_qty1": 15 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 418.22, "max_chase_pct": 1.5, "base_exec_high": 412.13, "dynamic_exec_high": null, "entry_zone_low": 399.95, "entry_zone_high": 412.13, "entry_risk_pct": null, "intraday_vwap": 280.5545, "price_vs_vwap_pct": 1.8875, "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": 0.2416, "prev_amount_yi": 0.4004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 285.9, "high": 285.9, "low": 285.9, "close": 285.9, "amount_yi": 0.0294 }, { "time": "13:12", "open": 285.93, "high": 285.93, "low": 285.9, "close": 285.9, "amount_yi": 0.0504 }, { "time": "13:13", "open": 286.88, "high": 286.99, "low": 286.88, "close": 286.99, "amount_yi": 0.0718 }, { "time": "13:14", "open": 285.98, "high": 285.98, "low": 285.98, "close": 285.98, "amount_yi": 0.0678 }, { "time": "13:15", "open": 285.85, "high": 285.85, "low": 285.85, "close": 285.85, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 285.85, "ts": "2026-06-25T13:15:21", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 285.8, "ask1": 285.85, "bid_qty1": 2, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 322.2616, "price_vs_vwap_pct": 2.3423, "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": 0.8313, "prev_amount_yi": 1.1107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7484, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 330.69, "high": 330.69, "low": 330.45, "close": 330.45, "amount_yi": 0.1713 }, { "time": "13:12", "open": 331.57, "high": 331.57, "low": 331.3, "close": 331.3, "amount_yi": 0.1896 }, { "time": "13:13", "open": 331.88, "high": 331.9, "low": 331.88, "close": 331.9, "amount_yi": 0.1812 }, { "time": "13:14", "open": 330.31, "high": 330.31, "low": 330.31, "close": 330.31, "amount_yi": 0.1225 }, { "time": "13:15", "open": 329.81, "high": 329.81, "low": 329.81, "close": 329.81, "amount_yi": 0.1667 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 329.81, "ts": "2026-06-25T13:15:21", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 329.8, "ask1": 329.83, "bid_qty1": 9, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-25T13:15:25", "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": 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": null, "intraday_vwap": 70.2857, "price_vs_vwap_pct": 2.6382, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7179, "prev_amount_yi": 0.0813, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.8303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 70.52, "high": 70.62, "low": 70.52, "close": 70.62, "amount_yi": 0.0233 }, { "time": "13:12", "open": 71.17, "high": 71.23, "low": 71.17, "close": 71.23, "amount_yi": 0.2488 }, { "time": "13:13", "open": 70.96, "high": 71.28, "low": 70.96, "close": 71.28, "amount_yi": 0.0494 }, { "time": "13:14", "open": 71.1, "high": 71.1, "low": 71.1, "close": 71.1, "amount_yi": 0.0286 }, { "time": "13:15", "open": 72.14, "high": 72.14, "low": 72.14, "close": 72.14, "amount_yi": 0.3678 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 72.14, "ts": "2026-06-25T13:15:21", "prev_close": 68.82, "open": 68.88, "high": 72.25, "low": 68.13, "bid1": 72.14, "ask1": 72.24, "bid_qty1": 30, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-25T13:15:25", "sim_reason": "waiting_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": 115.6528, "price_vs_vwap_pct": 1.1822, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4121, "prev_amount_yi": 0.3663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.125, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 117.8, "high": 117.8, "low": 117.67, "close": 117.67, "amount_yi": 0.0911 }, { "time": "13:12", "open": 117.03, "high": 117.16, "low": 117.03, "close": 117.16, "amount_yi": 0.1604 }, { "time": "13:13", "open": 117.19, "high": 117.25, "low": 117.19, "close": 117.25, "amount_yi": 0.0578 }, { "time": "13:14", "open": 117.15, "high": 117.15, "low": 117.15, "close": 117.15, "amount_yi": 0.0486 }, { "time": "13:15", "open": 117.02, "high": 117.02, "low": 117.02, "close": 117.02, "amount_yi": 0.0542 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 117.02, "ts": "2026-06-25T13:15:24", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 117.02, "ask1": 117.03, "bid_qty1": 71, "ask_qty1": 35 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 260.5888, "price_vs_vwap_pct": -4.6122, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.6374, "prev_amount_yi": 4.3362, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 249.02, "high": 249.7, "low": 249.02, "close": 249.7, "amount_yi": 0.7229 }, { "time": "13:12", "open": 248.86, "high": 248.86, "low": 248.07, "close": 248.07, "amount_yi": 0.7993 }, { "time": "13:13", "open": 246.6, "high": 247.0, "low": 246.6, "close": 247.0, "amount_yi": 2.2179 }, { "time": "13:14", "open": 247.83, "high": 247.83, "low": 247.83, "close": 247.83, "amount_yi": 0.4276 }, { "time": "13:15", "open": 248.57, "high": 248.57, "low": 248.57, "close": 248.57, "amount_yi": 0.4697 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 248.57, "ts": "2026-06-25T13:15:21", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 248.57, "ask1": 249.0, "bid_qty1": 1, "ask_qty1": 92 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 3.5757, "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": 0.1359, "prev_amount_yi": 0.1556, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 41.85, "high": 41.85, "low": 41.77, "close": 41.77, "amount_yi": 0.0296 }, { "time": "13:12", "open": 41.85, "high": 42.06, "low": 41.85, "close": 42.06, "amount_yi": 0.058 }, { "time": "13:13", "open": 41.99, "high": 41.99, "low": 41.96, "close": 41.96, "amount_yi": 0.0212 }, { "time": "13:14", "open": 41.81, "high": 41.81, "low": 41.81, "close": 41.81, "amount_yi": 0.006 }, { "time": "13:15", "open": 41.93, "high": 41.93, "low": 41.93, "close": 41.93, "amount_yi": 0.0211 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 41.93, "ts": "2026-06-25T13:15:24", "prev_close": 41.26, "open": 41.7, "high": 42.5, "low": 40.86, "bid1": 41.92, "ask1": 41.95, "bid_qty1": 3, "ask_qty1": 2 }, "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": "2026-06-25T13:15:25", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7502, "prev_amount_yi": 0.2986, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 9.84, "high": 9.85, "low": 9.84, "close": 9.85, "amount_yi": 0.0532 }, { "time": "13:12", "open": 9.88, "high": 9.89, "low": 9.88, "close": 9.89, "amount_yi": 0.2557 }, { "time": "13:13", "open": 9.89, "high": 9.94, "low": 9.89, "close": 9.94, "amount_yi": 0.1867 }, { "time": "13:14", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.1349 }, { "time": "13:15", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.1197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 9.94, "ts": "2026-06-25T13:15:23", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.94, "ask1": 9.95, "bid_qty1": 165, "ask_qty1": 224 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 0.0477, "prev_amount_yi": 0.0457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0438, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 39.98, "high": 40.0, "low": 39.98, "close": 40.0, "amount_yi": 0.0107 }, { "time": "13:12", "open": 40.04, "high": 40.11, "low": 40.04, "close": 40.11, "amount_yi": 0.009 }, { "time": "13:13", "open": 40.06, "high": 40.1, "low": 40.06, "close": 40.1, "amount_yi": 0.0108 }, { "time": "13:14", "open": 40.0, "high": 40.0, "low": 40.0, "close": 40.0, "amount_yi": 0.0126 }, { "time": "13:15", "open": 40.15, "high": 40.15, "low": 40.15, "close": 40.15, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 40.15, "ts": "2026-06-25T13:15:24", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.14, "ask1": 40.15, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T13:15:25", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2493, "prev_amount_yi": 0.2451, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 99.93, "high": 100.02, "low": 99.93, "close": 100.02, "amount_yi": 0.0908 }, { "time": "13:12", "open": 100.15, "high": 100.15, "low": 100.12, "close": 100.12, "amount_yi": 0.032 }, { "time": "13:13", "open": 100.02, "high": 100.02, "low": 100.02, "close": 100.02, "amount_yi": 0.0291 }, { "time": "13:14", "open": 99.94, "high": 99.94, "low": 99.94, "close": 99.94, "amount_yi": 0.0623 }, { "time": "13:15", "open": 100.26, "high": 100.26, "low": 100.26, "close": 100.26, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 100.26, "ts": "2026-06-25T13:15:22", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.16, "ask1": 100.27, "bid_qty1": 7, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-25T13:15:25", "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": 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": 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": 0.1415, "prev_amount_yi": 0.2073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6826, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 166.69, "high": 166.88, "low": 166.69, "close": 166.88, "amount_yi": 0.0276 }, { "time": "13:12", "open": 167.02, "high": 167.02, "low": 166.98, "close": 166.98, "amount_yi": 0.0255 }, { "time": "13:13", "open": 166.79, "high": 166.9, "low": 166.79, "close": 166.9, "amount_yi": 0.029 }, { "time": "13:14", "open": 166.54, "high": 166.54, "low": 166.54, "close": 166.54, "amount_yi": 0.0238 }, { "time": "13:15", "open": 166.82, "high": 166.82, "low": 166.82, "close": 166.82, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 166.82, "ts": "2026-06-25T13:15:25", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 166.82, "ask1": 167.2, "bid_qty1": 7, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T13:15:25", "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": 234.9573, "price_vs_vwap_pct": -1.1948, "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": 0.0358, "prev_amount_yi": 0.075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 233.63, "high": 233.63, "low": 233.62, "close": 233.62, "amount_yi": 0.0028 }, { "time": "13:12", "open": 233.6, "high": 233.6, "low": 233.6, "close": 233.6, "amount_yi": 0.004 }, { "time": "13:13", "open": 232.8, "high": 232.87, "low": 232.8, "close": 232.87, "amount_yi": 0.0107 }, { "time": "13:14", "open": 232.01, "high": 232.01, "low": 232.01, "close": 232.01, "amount_yi": 0.0016 }, { "time": "13:15", "open": 232.15, "high": 232.15, "low": 232.15, "close": 232.15, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 232.15, "ts": "2026-06-25T13:15:18", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 232.15, "ask1": 232.66, "bid_qty1": 15, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 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": 4.4444, "intraday_vwap": 23.7818, "price_vs_vwap_pct": 0.2868, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2421, "prev_amount_yi": 0.1017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 23.48, "high": 23.86, "low": 23.48, "close": 23.86, "amount_yi": 0.0774 }, { "time": "13:12", "open": 23.85, "high": 23.88, "low": 23.85, "close": 23.88, "amount_yi": 0.07 }, { "time": "13:13", "open": 23.88, "high": 23.9, "low": 23.88, "close": 23.9, "amount_yi": 0.0427 }, { "time": "13:14", "open": 23.95, "high": 23.95, "low": 23.95, "close": 23.95, "amount_yi": 0.0208 }, { "time": "13:15", "open": 23.85, "high": 23.85, "low": 23.85, "close": 23.85, "amount_yi": 0.0312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 23.85, "ts": "2026-06-25T13:15:25", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 23.82, "ask1": 23.85, "bid_qty1": 2, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 143.0902, "price_vs_vwap_pct": -0.8597, "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": 0.2085, "prev_amount_yi": 0.1748, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 141.6, "high": 141.6, "low": 141.44, "close": 141.44, "amount_yi": 0.0602 }, { "time": "13:12", "open": 141.59, "high": 141.59, "low": 141.54, "close": 141.54, "amount_yi": 0.0377 }, { "time": "13:13", "open": 141.86, "high": 141.86, "low": 141.82, "close": 141.82, "amount_yi": 0.0552 }, { "time": "13:14", "open": 141.68, "high": 141.68, "low": 141.68, "close": 141.68, "amount_yi": 0.0122 }, { "time": "13:15", "open": 141.86, "high": 141.86, "low": 141.86, "close": 141.86, "amount_yi": 0.0432 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 141.86, "ts": "2026-06-25T13:15:21", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 141.42, "bid1": 141.86, "ask1": 141.87, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": 71.6, "exec_high": 71.92, "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": "2026-06-25T13:15:25", "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": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": 71.92, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": 4.5505, "intraday_vwap": 71.5968, "price_vs_vwap_pct": 0.0464, "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": 0.2074, "prev_amount_yi": 0.5174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 72.09, "high": 72.1, "low": 72.09, "close": 72.1, "amount_yi": 0.0275 }, { "time": "13:12", "open": 72.0, "high": 72.0, "low": 71.78, "close": 71.78, "amount_yi": 0.0553 }, { "time": "13:13", "open": 71.84, "high": 71.84, "low": 71.79, "close": 71.79, "amount_yi": 0.0496 }, { "time": "13:14", "open": 71.6, "high": 71.6, "low": 71.6, "close": 71.6, "amount_yi": 0.0411 }, { "time": "13:15", "open": 71.63, "high": 71.63, "low": 71.63, "close": 71.63, "amount_yi": 0.0339 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 71.63, "ts": "2026-06-25T13:15:24", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 71.63, "ask1": 71.64, "bid_qty1": 92, "ask_qty1": 3 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T13:15:25", "sim_reason": "near_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": 51.0983, "price_vs_vwap_pct": 0.1012, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9217, "prev_amount_yi": 0.5299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 50.5, "high": 50.51, "low": 50.5, "close": 50.51, "amount_yi": 0.0924 }, { "time": "13:12", "open": 50.53, "high": 50.53, "low": 50.51, "close": 50.51, "amount_yi": 0.0476 }, { "time": "13:13", "open": 50.62, "high": 50.62, "low": 50.6, "close": 50.6, "amount_yi": 0.2451 }, { "time": "13:14", "open": 50.73, "high": 50.73, "low": 50.73, "close": 50.73, "amount_yi": 0.1438 }, { "time": "13:15", "open": 51.15, "high": 51.15, "low": 51.15, "close": 51.15, "amount_yi": 0.3928 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 51.15, "ts": "2026-06-25T13:15:22", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 51.15, "ask1": 51.16, "bid_qty1": 26, "ask_qty1": 35 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T13:15:25", "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": 278.5959, "price_vs_vwap_pct": 1.046, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5802, "prev_amount_yi": 0.493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 281.88, "high": 281.89, "low": 281.88, "close": 281.89, "amount_yi": 0.0933 }, { "time": "13:12", "open": 281.98, "high": 281.98, "low": 281.19, "close": 281.19, "amount_yi": 0.117 }, { "time": "13:13", "open": 280.99, "high": 280.99, "low": 280.7, "close": 280.7, "amount_yi": 0.1796 }, { "time": "13:14", "open": 280.64, "high": 280.64, "low": 280.64, "close": 280.64, "amount_yi": 0.096 }, { "time": "13:15", "open": 281.51, "high": 281.51, "low": 281.51, "close": 281.51, "amount_yi": 0.0943 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 281.51, "ts": "2026-06-25T13:15:22", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 281.5, "ask1": 281.51, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 65.9826, "price_vs_vwap_pct": -0.4738, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1731, "prev_amount_yi": 0.1376, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 65.68, "high": 65.69, "low": 65.68, "close": 65.69, "amount_yi": 0.0529 }, { "time": "13:12", "open": 65.56, "high": 65.56, "low": 65.51, "close": 65.51, "amount_yi": 0.0335 }, { "time": "13:13", "open": 65.49, "high": 65.49, "low": 65.41, "close": 65.41, "amount_yi": 0.0373 }, { "time": "13:14", "open": 65.48, "high": 65.48, "low": 65.48, "close": 65.48, "amount_yi": 0.0051 }, { "time": "13:15", "open": 65.67, "high": 65.67, "low": 65.67, "close": 65.67, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 65.67, "ts": "2026-06-25T13:15:21", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 65.66, "ask1": 65.67, "bid_qty1": 7, "ask_qty1": 7 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 127.6497, "price_vs_vwap_pct": -1.6919, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2579, "prev_amount_yi": 0.1909, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.351, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 126.8, "high": 126.8, "low": 126.7, "close": 126.7, "amount_yi": 0.0431 }, { "time": "13:12", "open": 126.8, "high": 126.8, "low": 126.47, "close": 126.47, "amount_yi": 0.0156 }, { "time": "13:13", "open": 126.1, "high": 126.1, "low": 125.61, "close": 125.61, "amount_yi": 0.0734 }, { "time": "13:14", "open": 125.33, "high": 125.33, "low": 125.33, "close": 125.33, "amount_yi": 0.027 }, { "time": "13:15", "open": 125.49, "high": 125.49, "low": 125.49, "close": 125.49, "amount_yi": 0.0988 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 125.49, "ts": "2026-06-25T13:15:21", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 125.54, "ask1": 125.57, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 90.3476, "price_vs_vwap_pct": 0.8439, "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": 0.3998, "prev_amount_yi": 0.5478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7298, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 90.9, "high": 90.9, "low": 90.62, "close": 90.62, "amount_yi": 0.1197 }, { "time": "13:12", "open": 90.68, "high": 90.68, "low": 90.67, "close": 90.67, "amount_yi": 0.0792 }, { "time": "13:13", "open": 90.79, "high": 90.97, "low": 90.79, "close": 90.97, "amount_yi": 0.0949 }, { "time": "13:14", "open": 90.83, "high": 90.83, "low": 90.83, "close": 90.83, "amount_yi": 0.0617 }, { "time": "13:15", "open": 91.11, "high": 91.11, "low": 91.11, "close": 91.11, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 91.11, "ts": "2026-06-25T13:15:21", "prev_close": 88.25, "open": 87.11, "high": 92.77, "low": 84.9, "bid1": 91.11, "ask1": 91.16, "bid_qty1": 2, "ask_qty1": 29 }, "previous_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-25T13:15:25", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 106.2572, "price_vs_vwap_pct": 1.3108, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.035, "prev_amount_yi": 1.3903, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 107.15, "high": 107.15, "low": 107.15, "close": 107.15, "amount_yi": 0.8301 }, { "time": "13:12", "open": 107.05, "high": 107.05, "low": 107.0, "close": 107.0, "amount_yi": 0.3352 }, { "time": "13:13", "open": 106.96, "high": 106.96, "low": 106.95, "close": 106.95, "amount_yi": 0.3145 }, { "time": "13:14", "open": 106.56, "high": 106.56, "low": 106.56, "close": 106.56, "amount_yi": 0.1076 }, { "time": "13:15", "open": 107.65, "high": 107.65, "low": 107.65, "close": 107.65, "amount_yi": 0.4476 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 107.65, "ts": "2026-06-25T13:15:21", "prev_close": 103.12, "open": 103.0, "high": 110.0, "low": 102.3, "bid1": 107.65, "ask1": 107.67, "bid_qty1": 15, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-25T13:15:25", "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": 94.8667, "price_vs_vwap_pct": -0.7555, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1214, "prev_amount_yi": 0.0895, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 94.24, "high": 94.26, "low": 94.24, "close": 94.26, "amount_yi": 0.0136 }, { "time": "13:12", "open": 94.42, "high": 94.42, "low": 94.31, "close": 94.31, "amount_yi": 0.0198 }, { "time": "13:13", "open": 94.07, "high": 94.07, "low": 94.03, "close": 94.03, "amount_yi": 0.0321 }, { "time": "13:14", "open": 93.71, "high": 93.71, "low": 93.71, "close": 93.71, "amount_yi": 0.0208 }, { "time": "13:15", "open": 94.15, "high": 94.15, "low": 94.15, "close": 94.15, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 94.15, "ts": "2026-06-25T13:15:21", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.15, "ask1": 94.26, "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: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": "2026-06-25T13:15:25", "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": 0.0765, "prev_amount_yi": 0.0973, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7862, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 15.34, "high": 15.36, "low": 15.34, "close": 15.36, "amount_yi": 0.0131 }, { "time": "13:12", "open": 15.35, "high": 15.36, "low": 15.35, "close": 15.36, "amount_yi": 0.0077 }, { "time": "13:13", "open": 15.35, "high": 15.37, "low": 15.35, "close": 15.37, "amount_yi": 0.0268 }, { "time": "13:14", "open": 15.35, "high": 15.35, "low": 15.35, "close": 15.35, "amount_yi": 0.0117 }, { "time": "13:15", "open": 15.42, "high": 15.42, "low": 15.42, "close": 15.42, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "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": 15.42, "ts": "2026-06-25T13:15:24", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.41, "ask1": 15.42, "bid_qty1": 10, "ask_qty1": 87 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:15:25", "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": 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": 4.4388, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3018, "prev_amount_yi": 0.1699, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 82.55, "high": 82.55, "low": 82.4, "close": 82.4, "amount_yi": 0.0398 }, { "time": "13:12", "open": 82.6, "high": 82.65, "low": 82.6, "close": 82.65, "amount_yi": 0.0288 }, { "time": "13:13", "open": 82.61, "high": 82.84, "low": 82.61, "close": 82.84, "amount_yi": 0.072 }, { "time": "13:14", "open": 82.7, "high": 82.7, "low": 82.7, "close": 82.7, "amount_yi": 0.0548 }, { "time": "13:15", "open": 83.13, "high": 83.13, "low": 83.13, "close": 83.13, "amount_yi": 0.1064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.96, "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": 83.13, "ts": "2026-06-25T13:15:22", "prev_close": 81.4, "open": 85.0, "high": 85.13, "low": 80.26, "bid1": 83.11, "ask1": 83.13, "bid_qty1": 30, "ask_qty1": 4 }, "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": 528174.0, "total_value": 1072667.0, "unrealized_pnl": 81362.00000000001, "unrealized_pnl_pct_of_initial": 8.136200000000002, "realized_pnl": -8695.000000000015, "realized_pnl_pct_of_initial": -0.8695000000000015, "total_pnl": 72667.0, "total_pnl_pct": 7.266700000000004 }, "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": "2026-06-25T13:15:25", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.307140053716576 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 111.87, "market_value": 201366.0, "unrealized_pnl": 5993.999999999997, "unrealized_pnl_pct": 3.067993366500832, "updated_at": "2026-06-25T13:15:25", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.77246153745757 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.0, "market_value": 76800.0, "unrealized_pnl": 18079.999999999996, "unrealized_pnl_pct": 30.79019073569482, "updated_at": "2026-06-25T13:15:25", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.159724313323706 } ], "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": 48.9119, "price_vs_vwap_pct": -1.8644, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7367, "prev_amount_yi": 0.8873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 48.0, "high": 48.13, "low": 48.0, "close": 48.13, "amount_yi": 0.2739 }, { "time": "13:12", "open": 48.13, "high": 48.13, "low": 48.09, "close": 48.09, "amount_yi": 0.1847 }, { "time": "13:13", "open": 48.17, "high": 48.17, "low": 48.12, "close": 48.12, "amount_yi": 0.1381 }, { "time": "13:14", "open": 48.07, "high": 48.07, "low": 48.07, "close": 48.07, "amount_yi": 0.0655 }, { "time": "13:15", "open": 48.0, "high": 48.0, "low": 48.0, "close": 48.0, "amount_yi": 0.0745 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 76800.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.0, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.0, "quote_ask1": 48.01, "quote_bid_qty1": 59, "quote_ask_qty1": 123, "quote_ts": "2026-06-25T13:15:23" }, { "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": 48.9119, "price_vs_vwap_pct": -1.8644, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7367, "prev_amount_yi": 0.8873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:11", "open": 48.0, "high": 48.13, "low": 48.0, "close": 48.13, "amount_yi": 0.2739 }, { "time": "13:12", "open": 48.13, "high": 48.13, "low": 48.09, "close": 48.09, "amount_yi": 0.1847 }, { "time": "13:13", "open": 48.17, "high": 48.17, "low": 48.12, "close": 48.12, "amount_yi": 0.1381 }, { "time": "13:14", "open": 48.07, "high": 48.07, "low": 48.07, "close": 48.07, "amount_yi": 0.0655 }, { "time": "13:15", "open": 48.0, "high": 48.0, "low": 48.0, "close": 48.0, "amount_yi": 0.0745 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.92, "current_position_value": 76800.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.0, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.0, "quote_ask1": 48.01, "quote_bid_qty1": 59, "quote_ask_qty1": 123, "quote_ts": "2026-06-25T13:15:23" } ], "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 } }