{ "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": "2026-06-25T13:17:58", "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": "2026-06-25T13:17:58", "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": 74.3894, "price_vs_vwap_pct": -0.5503, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.7692, "prev_amount_yi": 1.6238, "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": "13:15", "open": 73.8, "high": 73.8, "low": 73.79, "close": 73.79, "amount_yi": 0.9125 }, { "time": "13:16", "open": 73.77, "high": 73.77, "low": 73.77, "close": 73.77, "amount_yi": 0.4485 }, { "time": "13:17", "open": 73.85, "high": 73.98, "low": 73.85, "close": 73.98, "amount_yi": 0.4082 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.98, "ts": "2026-06-25T13:17:57", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 73.98, "ask1": 73.99, "bid_qty1": 9, "ask_qty1": 303 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "P1", "status": "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": "2026-06-25T13:17:58", "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": 52.6841, "price_vs_vwap_pct": 6.4078, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3508, "prev_amount_yi": 0.2911, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 56.15, "high": 56.15, "low": 56.09, "close": 56.09, "amount_yi": 0.2182 }, { "time": "13:16", "open": 56.06, "high": 56.06, "low": 56.06, "close": 56.06, "amount_yi": 0.0702 }, { "time": "13:17", "open": 56.07, "high": 56.07, "low": 56.06, "close": 56.06, "amount_yi": 0.0624 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.06, "ts": "2026-06-25T13:17:57", "prev_close": 51.76, "open": 51.26, "high": 56.58, "low": 49.8, "bid1": 56.06, "ask1": 56.07, "bid_qty1": 103, "ask_qty1": 82 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002156:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002156:BREAK_PREV_HIGH", "symbol": "SZSE.002156", "name": "通富微电", "side": "BUY", "priority": "P2", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.84, "exec_low": 74.84, "exec_high": 77.09, "invalid_price": 72.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 77.1664, "price_vs_vwap_pct": 1.4431, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8293, "prev_amount_yi": 0.7379, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 78.0, "high": 78.0, "low": 78.0, "close": 78.0, "amount_yi": 0.3264 }, { "time": "13:16", "open": 77.95, "high": 77.95, "low": 77.95, "close": 77.95, "amount_yi": 0.1864 }, { "time": "13:17", "open": 78.25, "high": 78.28, "low": 78.25, "close": 78.28, "amount_yi": 0.3165 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.28, "ts": "2026-06-25T13:17:57", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.28, "ask1": 78.3, "bid_qty1": 8, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603629:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603629:BREAK_PREV_HIGH", "symbol": "SHSE.603629", "name": "利通电子", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 222.12, "exec_low": 222.12, "exec_high": 228.78, "invalid_price": 215.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 215.112, "price_vs_vwap_pct": -0.9074, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4245, "prev_amount_yi": 0.3753, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 213.79, "high": 214.29, "low": 213.79, "close": 214.29, "amount_yi": 0.2109 }, { "time": "13:16", "open": 213.17, "high": 213.17, "low": 213.17, "close": 213.17, "amount_yi": 0.1244 }, { "time": "13:17", "open": 213.15, "high": 213.16, "low": 213.15, "close": 213.16, "amount_yi": 0.0892 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 213.16, "ts": "2026-06-25T13:17:55", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 213.17, "ask1": 213.18, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625: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": "2026-06-25T13:17:58", "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": 257.6423, "price_vs_vwap_pct": 3.6321, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3399, "prev_amount_yi": 0.2253, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 264.47, "high": 264.47, "low": 264.43, "close": 264.43, "amount_yi": 0.1331 }, { "time": "13:16", "open": 265.88, "high": 265.88, "low": 265.88, "close": 265.88, "amount_yi": 0.0989 }, { "time": "13:17", "open": 266.48, "high": 267.0, "low": 266.48, "close": 267.0, "amount_yi": 0.1079 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.0, "ts": "2026-06-25T13:17:55", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 267.0, "ask1": 267.18, "bid_qty1": 4, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600460:BREAK_PREV_HIGH", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "P5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.8, "exec_low": 50.8, "exec_high": 52.32, "invalid_price": 49.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 49.5046, "price_vs_vwap_pct": -0.0093, "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": 0.5232, "prev_amount_yi": 0.5239, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 49.32, "high": 49.32, "low": 49.29, "close": 49.29, "amount_yi": 0.2148 }, { "time": "13:16", "open": 49.34, "high": 49.34, "low": 49.34, "close": 49.34, "amount_yi": 0.1384 }, { "time": "13:17", "open": 49.5, "high": 49.5, "low": 49.5, "close": 49.5, "amount_yi": 0.17 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.5, "ts": "2026-06-25T13:17:55", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.49, "ask1": 49.5, "bid_qty1": 116, "ask_qty1": 96 }, "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": "2026-06-25T13:17:58", "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": 76.425, "price_vs_vwap_pct": 10.0687, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3759, "prev_amount_yi": 0.1963, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 84.11, "high": 84.32, "low": 84.11, "close": 84.32, "amount_yi": 0.147 }, { "time": "13:16", "open": 84.21, "high": 84.21, "low": 84.21, "close": 84.21, "amount_yi": 0.1546 }, { "time": "13:17", "open": 84.35, "high": 84.35, "low": 84.12, "close": 84.12, "amount_yi": 0.0743 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.12, "ts": "2026-06-25T13:17:57", "prev_close": 74.95, "open": 74.63, "high": 85.85, "low": 69.0, "bid1": 84.08, "ask1": 84.12, "bid_qty1": 35, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002371:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002371:BREAK_PREV_HIGH", "symbol": "SZSE.002371", "name": "北方华创", "side": "BUY", "priority": "P7", "status": "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": "2026-06-25T13:17:58", "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": 5.6087, "intraday_vwap": 794.2843, "price_vs_vwap_pct": -0.032, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9705, "prev_amount_yi": 0.6907, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 794.0, "high": 794.93, "low": 794.0, "close": 794.93, "amount_yi": 0.3049 }, { "time": "13:16", "open": 793.7, "high": 793.7, "low": 793.7, "close": 793.7, "amount_yi": 0.3031 }, { "time": "13:17", "open": 795.89, "high": 795.89, "low": 794.03, "close": 794.03, "amount_yi": 0.3625 } ] }, "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": 794.03, "ts": "2026-06-25T13:17:57", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 795.26, "ask1": 795.9, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:17:58", "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": 7.4531, "price_vs_vwap_pct": 0.2268, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.6481, "prev_amount_yi": 1.1088, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3883, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 7.45, "high": 7.51, "low": 7.45, "close": 7.51, "amount_yi": 1.6501 }, { "time": "13:16", "open": 7.49, "high": 7.49, "low": 7.49, "close": 7.49, "amount_yi": 0.7256 }, { "time": "13:17", "open": 7.48, "high": 7.48, "low": 7.47, "close": 7.47, "amount_yi": 0.2724 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.47, "ts": "2026-06-25T13:17:57", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.47, "ask1": 7.48, "bid_qty1": 34, "ask_qty1": 4629 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603501:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603501:BREAK_PREV_HIGH", "symbol": "SHSE.603501", "name": "豪威集团", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 91.59, "exec_low": 91.59, "exec_high": 94.34, "invalid_price": 88.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 90.6599, "price_vs_vwap_pct": -1.0147, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2021, "prev_amount_yi": 0.1682, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 89.64, "high": 89.7, "low": 89.64, "close": 89.7, "amount_yi": 0.1054 }, { "time": "13:16", "open": 89.65, "high": 89.65, "low": 89.65, "close": 89.65, "amount_yi": 0.0481 }, { "time": "13:17", "open": 89.76, "high": 89.76, "low": 89.74, "close": 89.74, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.74, "ts": "2026-06-25T13:17:54", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.15, "bid1": 89.62, "ask1": 89.75, "bid_qty1": 58, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301021:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301021:BREAK_PREV_HIGH", "symbol": "SZSE.301021", "name": "英诺激光", "side": "BUY", "priority": "P10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 134.94, "exec_low": 134.94, "exec_high": 138.99, "invalid_price": 130.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": 3.5659, "intraday_vwap": 135.0196, "price_vs_vwap_pct": 0.5336, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1725, "prev_amount_yi": 0.1095, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5753, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 134.6, "high": 134.69, "low": 134.6, "close": 134.69, "amount_yi": 0.0761 }, { "time": "13:16", "open": 135.34, "high": 135.34, "low": 135.34, "close": 135.34, "amount_yi": 0.0743 }, { "time": "13:17", "open": 135.77, "high": 135.77, "low": 135.74, "close": 135.74, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64346.94, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.74, "ts": "2026-06-25T13:17:57", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 135.68, "ask1": 135.73, "bid_qty1": 1, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH", "symbol": "SZSE.301308", "name": "江波龙", "side": "BUY", "priority": "P11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 619.99, "exec_low": 619.99, "exec_high": 638.59, "invalid_price": 601.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 662.7882, "price_vs_vwap_pct": 1.3144, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.6193, "prev_amount_yi": 1.5712, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 673.0, "high": 673.0, "low": 670.62, "close": 670.62, "amount_yi": 0.9081 }, { "time": "13:16", "open": 669.4, "high": 669.4, "low": 669.4, "close": 669.4, "amount_yi": 0.352 }, { "time": "13:17", "open": 669.72, "high": 671.5, "low": 669.72, "close": 671.5, "amount_yi": 0.3592 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128693.88, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 671.5, "ts": "2026-06-25T13:17:57", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 671.5, "ask1": 671.75, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": 3.0927, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1237, "prev_amount_yi": 1.1627, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:15", "open": 156.1, "high": 156.1, "low": 156.06, "close": 156.06, "amount_yi": 0.3776 }, { "time": "13:16", "open": 156.3, "high": 156.3, "low": 156.3, "close": 156.3, "amount_yi": 0.4417 }, { "time": "13:17", "open": 156.59, "high": 156.59, "low": 156.5, "close": 156.5, "amount_yi": 0.3044 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64346.94, "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": 156.5, "ts": "2026-06-25T13:17:56", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 156.49, "ask1": 156.5, "bid_qty1": 19, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 25.1051, "price_vs_vwap_pct": 2.0908, "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": 0.2709, "prev_amount_yi": 0.4502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 25.58, "close": 25.58, "amount_yi": 0.0718 }, { "time": "13:16", "open": 25.66, "high": 25.66, "low": 25.66, "close": 25.66, "amount_yi": 0.0764 }, { "time": "13:17", "open": 25.6, "high": 25.63, "low": 25.6, "close": 25.63, "amount_yi": 0.0296 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.63, "ts": "2026-06-25T13:17:55", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.62, "ask1": 25.63, "bid_qty1": 4, "ask_qty1": 47 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002068:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002068:BREAK_PREV_HIGH", "symbol": "SZSE.002068", "name": "黑猫股份", "side": "BUY", "priority": "W1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 13.69, "exec_low": 13.69, "exec_high": 13.9, "invalid_price": 13.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 0.0139, "prev_amount_yi": 0.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0101 }, { "time": "13:16", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0004 }, { "time": "13:17", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:57", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 69215, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002297:BREAK_PREV_HIGH", "symbol": "SZSE.002297", "name": "博云新材", "side": "BUY", "priority": "W2", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.33, "exec_low": 34.33, "exec_high": 34.84, "invalid_price": 33.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 33.5957, "price_vs_vwap_pct": -2.2792, "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": 0.2357, "prev_amount_yi": 0.2371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9941, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 32.72, "low": 32.7, "close": 32.72, "amount_yi": 0.0758 }, { "time": "13:16", "open": 32.85, "high": 32.85, "low": 32.85, "close": 32.85, "amount_yi": 0.0575 }, { "time": "13:17", "open": 32.82, "high": 32.83, "low": 32.82, "close": 32.83, "amount_yi": 0.0301 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.83, "ts": "2026-06-25T13:17:57", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.83, "ask1": 32.84, "bid_qty1": 58, "ask_qty1": 32 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603773:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603773:BREAK_PREV_HIGH", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 172.99, "exec_low": 172.99, "exec_high": 175.58, "invalid_price": 167.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 168.3698, "price_vs_vwap_pct": -2.2984, "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": 0.3336, "prev_amount_yi": 0.4968, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6715, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 163.34, "close": 163.34, "amount_yi": 0.0666 }, { "time": "13:16", "open": 163.76, "high": 163.76, "low": 163.76, "close": 163.76, "amount_yi": 0.0726 }, { "time": "13:17", "open": 164.04, "high": 164.5, "low": 164.04, "close": 164.5, "amount_yi": 0.0418 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.5, "ts": "2026-06-25T13:17:56", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 164.42, "ask1": 164.6, "bid_qty1": 17, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002281:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002281:BREAK_PREV_HIGH", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.44, "exec_low": 272.44, "exec_high": 276.53, "invalid_price": 264.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 262.8272, "price_vs_vwap_pct": -2.1715, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.3083, "prev_amount_yi": 2.5672, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2887, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 257.2, "close": 257.2, "amount_yi": 1.4568 }, { "time": "13:16", "open": 257.03, "high": 257.03, "low": 257.03, "close": 257.03, "amount_yi": 0.6762 }, { "time": "13:17", "open": 257.14, "high": 257.14, "low": 257.12, "close": 257.12, "amount_yi": 0.5383 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 257.12, "ts": "2026-06-25T13:17:57", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 257.12, "ask1": 257.14, "bid_qty1": 6, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W5", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1344.88, "exec_low": 1344.88, "exec_high": 1365.05, "invalid_price": 1304.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 1317.9276, "price_vs_vwap_pct": -1.2093, "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": 9.6615, "prev_amount_yi": 9.7392, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.992, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "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": 1299.1, "close": 1299.1, "amount_yi": 3.8641 }, { "time": "13:16", "open": 1301.0, "high": 1301.0, "low": 1301.0, "close": 1301.0, "amount_yi": 1.3833 }, { "time": "13:17", "open": 1302.0, "high": 1302.0, "low": 1301.99, "close": 1301.99, "amount_yi": 1.6507 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1301.99, "ts": "2026-06-25T13:17:57", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1301.98, "ask1": 1301.99, "bid_qty1": 4, "ask_qty1": 130 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "W6", "status": "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": "2026-06-25T13:17:58", "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": 576.7128, "price_vs_vwap_pct": 2.3907, "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": 5.1875, "prev_amount_yi": 8.5383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 587.31, "close": 587.31, "amount_yi": 1.787 }, { "time": "13:16", "open": 588.02, "high": 588.02, "low": 588.02, "close": 588.02, "amount_yi": 1.0979 }, { "time": "13:17", "open": 590.03, "high": 590.5, "low": 590.03, "close": 590.5, "amount_yi": 0.8702 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 590.5, "ts": "2026-06-25T13:17:57", "prev_close": 555.3, "open": 560.0, "high": 606.36, "low": 550.06, "bid1": 590.02, "ask1": 590.49, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600353:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600353:BREAK_PREV_HIGH", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "W7", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.68, "exec_low": 53.68, "exec_high": 54.49, "invalid_price": 52.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 48.9063, "price_vs_vwap_pct": -2.2416, "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": 0.4519, "prev_amount_yi": 0.9432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 47.98, "close": 47.98, "amount_yi": 0.0991 }, { "time": "13:16", "open": 47.9, "high": 47.9, "low": 47.9, "close": 47.9, "amount_yi": 0.0496 }, { "time": "13:17", "open": 47.87, "high": 47.87, "low": 47.81, "close": 47.81, "amount_yi": 0.0996 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 76528.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.81, "ts": "2026-06-25T13:17:56", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 47.79, "ask1": 47.81, "bid_qty1": 1, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000811:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000811:BREAK_PREV_HIGH", "symbol": "SZSE.000811", "name": "冰轮环境", "side": "BUY", "priority": "W8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 49.47, "exec_low": 49.47, "exec_high": 50.21, "invalid_price": 47.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 52.8852, "price_vs_vwap_pct": 1.0869, "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": 0.3184, "prev_amount_yi": 0.3171, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 53.2, "low": 53.19, "close": 53.2, "amount_yi": 0.0518 }, { "time": "13:16", "open": 53.32, "high": 53.32, "low": 53.32, "close": 53.32, "amount_yi": 0.0505 }, { "time": "13:17", "open": 53.41, "high": 53.46, "low": 53.41, "close": 53.46, "amount_yi": 0.0585 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.46, "ts": "2026-06-25T13:17:57", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.41, "ask1": 53.47, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300327:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300327:BREAK_PREV_HIGH", "symbol": "SZSE.300327", "name": "中颖电子", "side": "BUY", "priority": "W9", "status": "OBSERVE", "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": "2026-06-25T13:17:58", "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": 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": 3.1103, "intraday_vwap": 31.0178, "price_vs_vwap_pct": 2.6185, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.257, "prev_amount_yi": 0.1485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 31.72, "close": 31.72, "amount_yi": 0.0287 }, { "time": "13:16", "open": 31.8, "high": 31.8, "low": 31.8, "close": 31.8, "amount_yi": 0.1044 }, { "time": "13:17", "open": 31.82, "high": 31.83, "low": 31.82, "close": 31.83, "amount_yi": 0.039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 31.83, "ts": "2026-06-25T13:17:57", "prev_close": 31.5, "open": 31.48, "high": 32.18, "low": 30.0, "bid1": 31.82, "ask1": 31.83, "bid_qty1": 14, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T13:17:58", "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": 148.2005, "price_vs_vwap_pct": 1.3964, "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": 0.3433, "prev_amount_yi": 0.5075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 149.74, "close": 149.74, "amount_yi": 0.1079 }, { "time": "13:16", "open": 149.51, "high": 149.51, "low": 149.51, "close": 149.51, "amount_yi": 0.0839 }, { "time": "13:17", "open": 149.88, "high": 150.27, "low": 149.88, "close": 150.27, "amount_yi": 0.0352 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 150.27, "ts": "2026-06-25T13:17:57", "prev_close": 151.32, "open": 150.0, "high": 153.6, "low": 145.6, "bid1": 150.18, "ask1": 150.4, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:17:58", "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": 24.0058, "price_vs_vwap_pct": -1.9404, "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": 0.0697, "prev_amount_yi": 0.0682, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.022, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 23.62, "close": 23.62, "amount_yi": 0.0099 }, { "time": "13:16", "open": 23.59, "high": 23.59, "low": 23.59, "close": 23.59, "amount_yi": 0.0122 }, { "time": "13:17", "open": 23.54, "high": 23.54, "low": 23.54, "close": 23.54, "amount_yi": 0.0253 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.54, "ts": "2026-06-25T13:17:57", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.54, "ask1": 23.55, "bid_qty1": 34, "ask_qty1": 227 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600961:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600961:BREAK_PREV_HIGH", "symbol": "SHSE.600961", "name": "株冶集团", "side": "BUY", "priority": "W12", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 35.75, "exec_low": 35.75, "exec_high": 36.29, "invalid_price": 34.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "小金属 / 铅锌", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 36.82, "max_chase_pct": 1.5, "base_exec_high": 36.29, "dynamic_exec_high": null, "entry_zone_low": 35.21, "entry_zone_high": 36.29, "entry_risk_pct": null, "intraday_vwap": 35.7703, "price_vs_vwap_pct": -0.9793, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6408, "prev_amount_yi": 0.2373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 35.19, "low": 35.01, "close": 35.19, "amount_yi": 0.1088 }, { "time": "13:16", "open": 35.35, "high": 35.35, "low": 35.35, "close": 35.35, "amount_yi": 0.3025 }, { "time": "13:17", "open": 35.42, "high": 35.42, "low": 35.42, "close": 35.42, "amount_yi": 0.0525 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.42, "ts": "2026-06-25T13:17:57", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.42, "ask1": 35.44, "bid_qty1": 14, "ask_qty1": 7 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600552:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600552:BREAK_PREV_HIGH", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "W13", "status": "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": "2026-06-25T13:17:58", "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": 27.9987, "price_vs_vwap_pct": -4.317, "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": 0.4862, "prev_amount_yi": 1.0088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.1852 }, { "time": "13:16", "open": 26.71, "high": 26.71, "low": 26.71, "close": 26.71, "amount_yi": 0.105 }, { "time": "13:17", "open": 26.73, "high": 26.79, "low": 26.73, "close": 26.79, "amount_yi": 0.0711 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.79, "ts": "2026-06-25T13:17:57", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.68, "bid1": 26.79, "ask1": 26.8, "bid_qty1": 38, "ask_qty1": 168 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300373:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300373:BREAK_PREV_HIGH", "symbol": "SZSE.300373", "name": "扬杰科技", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 142.72, "exec_low": 142.72, "exec_high": 144.86, "invalid_price": 138.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 132.7275, "price_vs_vwap_pct": 1.4108, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9818, "prev_amount_yi": 0.8344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1767, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 134.15, "low": 133.71, "close": 134.15, "amount_yi": 0.4014 }, { "time": "13:16", "open": 134.11, "high": 134.11, "low": 134.11, "close": 134.11, "amount_yi": 0.2021 }, { "time": "13:17", "open": 134.31, "high": 134.6, "low": 134.31, "close": 134.6, "amount_yi": 0.165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:57", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 134.59, "ask1": 134.6, "bid_qty1": 5, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300285:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300285:BREAK_PREV_HIGH", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 94.62, "exec_low": 94.62, "exec_high": 96.04, "invalid_price": 91.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": null, "intraday_vwap": 94.7296, "price_vs_vwap_pct": 1.3939, "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": 1.0435, "prev_amount_yi": 1.2724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8201, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 95.42, "low": 95.31, "close": 95.42, "amount_yi": 0.4273 }, { "time": "13:16", "open": 95.46, "high": 95.46, "low": 95.46, "close": 95.46, "amount_yi": 0.1715 }, { "time": "13:17", "open": 95.98, "high": 96.05, "low": 95.98, "close": 96.05, "amount_yi": 0.1843 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.05, "ts": "2026-06-25T13:17:57", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 96.03, "ask1": 96.05, "bid_qty1": 147, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002141:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002141:BREAK_PREV_HIGH", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 5.04, "exec_low": 5.04, "exec_high": 5.12, "invalid_price": 4.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 4.5651, "price_vs_vwap_pct": 0.5454, "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": 0.0332, "prev_amount_yi": 0.0515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.009 }, { "time": "13:16", "open": 4.59, "high": 4.59, "low": 4.59, "close": 4.59, "amount_yi": 0.0069 }, { "time": "13:17", "open": 4.59, "high": 4.59, "low": 4.59, "close": 4.59, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.59, "ts": "2026-06-25T13:17:57", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.45, "bid1": 4.58, "ask1": 4.59, "bid_qty1": 1664, "ask_qty1": 108 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300497:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300497:BREAK_PREV_HIGH", "symbol": "SZSE.300497", "name": "富祥股份", "side": "BUY", "priority": "W17", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.92, "exec_low": 23.92, "exec_high": 24.28, "invalid_price": 23.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 22.2785, "price_vs_vwap_pct": 1.2187, "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": 0.2556, "prev_amount_yi": 0.3955, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 22.5, "close": 22.5, "amount_yi": 0.0518 }, { "time": "13:16", "open": 22.55, "high": 22.55, "low": 22.55, "close": 22.55, "amount_yi": 0.0566 }, { "time": "13:17", "open": 22.53, "high": 22.55, "low": 22.53, "close": 22.55, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.55, "ts": "2026-06-25T13:17:57", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.54, "ask1": 22.55, "bid_qty1": 7, "ask_qty1": 138 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301580:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301580:BREAK_PREV_HIGH", "symbol": "SZSE.301580", "name": "爱迪特", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.69, "exec_low": 83.69, "exec_high": 84.95, "invalid_price": 81.18, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 75.8999, "price_vs_vwap_pct": -5.8365, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2306, "prev_amount_yi": 0.1762, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 70.99, "low": 70.7, "close": 70.99, "amount_yi": 0.0716 }, { "time": "13:16", "open": 71.14, "high": 71.14, "low": 71.14, "close": 71.14, "amount_yi": 0.0631 }, { "time": "13:17", "open": 71.3, "high": 71.47, "low": 71.3, "close": 71.47, "amount_yi": 0.0413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.47, "ts": "2026-06-25T13:17:57", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 71.3, "ask1": 71.4, "bid_qty1": 40, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603306:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603306:BREAK_PREV_HIGH", "symbol": "SHSE.603306", "name": "华懋科技", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 117.45, "exec_low": 117.45, "exec_high": 119.21, "invalid_price": 113.93, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 114.9008, "price_vs_vwap_pct": -0.3401, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.156, "prev_amount_yi": 0.1299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 114.19, "close": 114.19, "amount_yi": 0.0564 }, { "time": "13:16", "open": 114.44, "high": 114.44, "low": 114.44, "close": 114.44, "amount_yi": 0.0178 }, { "time": "13:17", "open": 114.43, "high": 114.51, "low": 114.43, "close": 114.51, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.51, "ts": "2026-06-25T13:17:49", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 114.45, "ask1": 114.51, "bid_qty1": 1, "ask_qty1": 12 }, "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": "2026-06-25T13:17:58", "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": 17.6985, "price_vs_vwap_pct": -0.387, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2582, "prev_amount_yi": 0.153, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6876, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 17.52, "low": 17.5, "close": 17.52, "amount_yi": 0.0608 }, { "time": "13:16", "open": 17.56, "high": 17.56, "low": 17.56, "close": 17.56, "amount_yi": 0.0527 }, { "time": "13:17", "open": 17.62, "high": 17.63, "low": 17.62, "close": 17.63, "amount_yi": 0.0841 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.63, "ts": "2026-06-25T13:17:57", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.63, "ask1": 17.64, "bid_qty1": 32, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301269:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301269:BREAK_PREV_HIGH", "symbol": "SZSE.301269", "name": "华大九天", "side": "BUY", "priority": "W21", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 109.08, "exec_low": 109.08, "exec_high": 110.72, "invalid_price": 105.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 107.1821, "price_vs_vwap_pct": 0.8564, "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": 0.2622, "prev_amount_yi": 0.5915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 108.4, "close": 108.4, "amount_yi": 0.1043 }, { "time": "13:16", "open": 108.08, "high": 108.08, "low": 108.08, "close": 108.08, "amount_yi": 0.0285 }, { "time": "13:17", "open": 108.08, "high": 108.1, "low": 108.08, "close": 108.1, "amount_yi": 0.0491 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.1, "ts": "2026-06-25T13:17:57", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 108.1, "ask1": 108.14, "bid_qty1": 18, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300302:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300302:BREAK_PREV_HIGH", "symbol": "SZSE.300302", "name": "同有科技", "side": "BUY", "priority": "W22", "status": "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": "2026-06-25T13:17:58", "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": 59.0386, "price_vs_vwap_pct": -0.5058, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.581, "prev_amount_yi": 0.32, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 58.4, "low": 58.37, "close": 58.4, "amount_yi": 0.1388 }, { "time": "13:16", "open": 58.35, "high": 58.35, "low": 58.35, "close": 58.35, "amount_yi": 0.1075 }, { "time": "13:17", "open": 58.41, "high": 58.74, "low": 58.41, "close": 58.74, "amount_yi": 0.0991 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.74, "ts": "2026-06-25T13:17:57", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 58.74, "ask1": 58.77, "bid_qty1": 45, "ask_qty1": 2 }, "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": "2026-06-25T13:17:58", "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": 232.7485, "price_vs_vwap_pct": 4.6323, "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": 0.9958, "prev_amount_yi": 1.4631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 244.01, "close": 244.01, "amount_yi": 0.4463 }, { "time": "13:16", "open": 244.2, "high": 244.2, "low": 244.2, "close": 244.2, "amount_yi": 0.1626 }, { "time": "13:17", "open": 244.01, "high": 244.01, "low": 243.53, "close": 243.53, "amount_yi": 0.1211 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 243.53, "ts": "2026-06-25T13:17:57", "prev_close": 248.33, "open": 238.36, "high": 245.25, "low": 225.88, "bid1": 243.01, "ask1": 243.5, "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.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": "2026-06-25T13:17:58", "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": 408.6458, "price_vs_vwap_pct": -1.9077, "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": 0.0676, "prev_amount_yi": 0.1442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4688, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 400.46, "low": 400.1, "close": 400.46, "amount_yi": 0.0124 }, { "time": "13:16", "open": 400.25, "high": 400.25, "low": 400.25, "close": 400.25, "amount_yi": 0.018 }, { "time": "13:17", "open": 400.84, "high": 400.85, "low": 400.84, "close": 400.85, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 400.85, "ts": "2026-06-25T13:17:57", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 400.33, "ask1": 400.85, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300613:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300613:WATCH_CONFIRM", "symbol": "SZSE.300613", "name": "富瀚微", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 69.14, "exec_low": 69.14, "exec_high": 70.18, "invalid_price": 67.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 80.102, "price_vs_vwap_pct": -0.0399, "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": 0.1738, "prev_amount_yi": 0.1455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1945, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 79.71, "low": 79.61, "close": 79.71, "amount_yi": 0.0922 }, { "time": "13:16", "open": 79.74, "high": 79.74, "low": 79.74, "close": 79.74, "amount_yi": 0.0158 }, { "time": "13:17", "open": 80.02, "high": 80.07, "low": 80.02, "close": 80.07, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.07, "ts": "2026-06-25T13:17:57", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.07, "ask1": 80.08, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300054:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300054:BREAK_PREV_HIGH", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W26", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.65, "exec_low": 97.65, "exec_high": 99.11, "invalid_price": 94.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.58, "max_chase_pct": 1.5, "base_exec_high": 99.11, "dynamic_exec_high": null, "entry_zone_low": 96.19, "entry_zone_high": 99.11, "entry_risk_pct": null, "intraday_vwap": 94.7743, "price_vs_vwap_pct": 0.1959, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6566, "prev_amount_yi": 0.4784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.1713 }, { "time": "13:16", "open": 94.46, "high": 94.46, "low": 94.46, "close": 94.46, "amount_yi": 0.1849 }, { "time": "13:17", "open": 94.98, "high": 94.98, "low": 94.96, "close": 94.96, "amount_yi": 0.1344 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.96, "ts": "2026-06-25T13:17:57", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 94.98, "ask1": 95.05, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T13:17:58", "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": 53.2215, "price_vs_vwap_pct": -0.5665, "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": 0.1037, "prev_amount_yi": 0.1193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 53.03, "low": 53.01, "close": 53.03, "amount_yi": 0.0148 }, { "time": "13:16", "open": 52.82, "high": 52.82, "low": 52.82, "close": 52.82, "amount_yi": 0.043 }, { "time": "13:17", "open": 52.88, "high": 52.92, "low": 52.88, "close": 52.92, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.92, "ts": "2026-06-25T13:17:56", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 52.91, "ask1": 52.92, "bid_qty1": 8, "ask_qty1": 69 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002460:BREAK_PREV_HIGH", "symbol": "SZSE.002460", "name": "赣锋锂业", "side": "BUY", "priority": "W28", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 72.3, "exec_low": 72.3, "exec_high": 73.38, "invalid_price": 70.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 69.8825, "price_vs_vwap_pct": -1.2342, "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": 0.3143, "prev_amount_yi": 0.3674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8555, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 69.11, "low": 69.03, "close": 69.11, "amount_yi": 0.083 }, { "time": "13:16", "open": 69.06, "high": 69.06, "low": 69.06, "close": 69.06, "amount_yi": 0.0837 }, { "time": "13:17", "open": 69.05, "high": 69.05, "low": 69.02, "close": 69.02, "amount_yi": 0.0347 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.02, "ts": "2026-06-25T13:17:57", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.68, "bid1": 69.02, "ask1": 69.03, "bid_qty1": 9, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.02, "max_chase_pct": 1.5, "base_exec_high": 51.26, "dynamic_exec_high": null, "entry_zone_low": 49.74, "entry_zone_high": 51.26, "entry_risk_pct": null, "intraday_vwap": 50.1971, "price_vs_vwap_pct": -0.3927, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8986, "prev_amount_yi": 0.6073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 49.9, "close": 49.9, "amount_yi": 0.2551 }, { "time": "13:16", "open": 50.09, "high": 50.09, "low": 50.09, "close": 50.09, "amount_yi": 0.2709 }, { "time": "13:17", "open": 50.09, "high": 50.09, "low": 50.0, "close": 50.0, "amount_yi": 0.1553 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.0, "ts": "2026-06-25T13:17:54", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 50.0, "ask1": 50.01, "bid_qty1": 20, "ask_qty1": 124 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "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": "2026-06-25T13:17:58", "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": 3.4609, "intraday_vwap": 18.9476, "price_vs_vwap_pct": 0.646, "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": 0.1095, "prev_amount_yi": 0.1276, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8582, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 18.98, "close": 18.98, "amount_yi": 0.0185 }, { "time": "13:16", "open": 18.99, "high": 18.99, "low": 18.99, "close": 18.99, "amount_yi": 0.0197 }, { "time": "13:17", "open": 19.03, "high": 19.07, "low": 19.03, "close": 19.07, "amount_yi": 0.0416 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 19.07, "ts": "2026-06-25T13:17:57", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 19.06, "ask1": 19.07, "bid_qty1": 573, "ask_qty1": 88 }, "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": "2026-06-25T13:17:58", "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": 39.5913, "price_vs_vwap_pct": -0.559, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4334, "prev_amount_yi": 0.2568, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6877, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 39.19, "low": 39.16, "close": 39.19, "amount_yi": 0.1409 }, { "time": "13:16", "open": 39.23, "high": 39.23, "low": 39.23, "close": 39.23, "amount_yi": 0.0463 }, { "time": "13:17", "open": 39.34, "high": 39.37, "low": 39.34, "close": 39.37, "amount_yi": 0.0876 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.37, "ts": "2026-06-25T13:17:57", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.34, "ask1": 39.37, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300429:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300429:BREAK_PREV_HIGH", "symbol": "SZSE.300429", "name": "强力新材", "side": "BUY", "priority": "W32", "status": "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": "2026-06-25T13:17:58", "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": 16.62, "price_vs_vwap_pct": 0.361, "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": 0.0781, "prev_amount_yi": 0.0494, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0256 }, { "time": "13:16", "open": 16.64, "high": 16.64, "low": 16.64, "close": 16.64, "amount_yi": 0.0163 }, { "time": "13:17", "open": 16.67, "high": 16.68, "low": 16.67, "close": 16.68, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.68, "ts": "2026-06-25T13:17:57", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.67, "ask1": 16.68, "bid_qty1": 209, "ask_qty1": 75 }, "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": "2026-06-25T13:17:58", "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": 23.9588, "price_vs_vwap_pct": -0.8715, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2793, "prev_amount_yi": 0.2632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0612, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 23.74, "low": 23.73, "close": 23.74, "amount_yi": 0.0846 }, { "time": "13:16", "open": 23.74, "high": 23.74, "low": 23.74, "close": 23.74, "amount_yi": 0.0294 }, { "time": "13:17", "open": 23.75, "high": 23.75, "low": 23.75, "close": 23.75, "amount_yi": 0.0352 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.75, "ts": "2026-06-25T13:17:57", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.74, "ask1": 23.76, "bid_qty1": 1400, "ask_qty1": 6032 }, "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": "2026-06-25T13:17:58", "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": 151.8202, "price_vs_vwap_pct": -1.5283, "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": 4.1587, "prev_amount_yi": 4.9753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 149.09, "close": 149.09, "amount_yi": 1.1587 }, { "time": "13:16", "open": 148.56, "high": 148.56, "low": 148.56, "close": 148.56, "amount_yi": 0.5364 }, { "time": "13:17", "open": 149.16, "high": 149.5, "low": 149.16, "close": 149.5, "amount_yi": 0.3234 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 149.5, "ts": "2026-06-25T13:17:57", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 149.5, "ask1": 149.51, "bid_qty1": 31, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301348:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301348:BREAK_PREV_HIGH", "symbol": "SZSE.301348", "name": "蓝箭电子", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.2, "exec_low": 31.2, "exec_high": 31.67, "invalid_price": 30.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 30.0077, "price_vs_vwap_pct": 0.141, "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": 0.0674, "prev_amount_yi": 0.0544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 29.94, "low": 29.9, "close": 29.94, "amount_yi": 0.0199 }, { "time": "13:16", "open": 30.02, "high": 30.02, "low": 30.02, "close": 30.02, "amount_yi": 0.0164 }, { "time": "13:17", "open": 30.05, "high": 30.05, "low": 30.05, "close": 30.05, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.05, "ts": "2026-06-25T13:17:54", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 30.04, "ask1": 30.05, "bid_qty1": 214, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000962:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000962:BREAK_PREV_HIGH", "symbol": "SZSE.000962", "name": "东方钽业", "side": "BUY", "priority": "W36", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.68, "exec_low": 76.68, "exec_high": 77.83, "invalid_price": 74.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 82.122, "price_vs_vwap_pct": 2.3112, "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": 0.0348, "prev_amount_yi": 0.0803, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0103 }, { "time": "13:16", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0086 }, { "time": "13:17", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:57", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 23613, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600895:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600895:BREAK_PREV_HIGH", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W37", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.99, "exec_low": 33.99, "exec_high": 34.5, "invalid_price": 32.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 32.9378, "price_vs_vwap_pct": -0.5702, "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": 0.1051, "prev_amount_yi": 0.0958, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 32.74, "close": 32.74, "amount_yi": 0.0181 }, { "time": "13:16", "open": 32.72, "high": 32.72, "low": 32.72, "close": 32.72, "amount_yi": 0.0223 }, { "time": "13:17", "open": 32.74, "high": 32.75, "low": 32.74, "close": 32.75, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:55", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.74, "ask1": 32.75, "bid_qty1": 50, "ask_qty1": 41 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603893:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603893:BREAK_PREV_HIGH", "symbol": "SHSE.603893", "name": "瑞芯微", "side": "BUY", "priority": "W38", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 186.86, "exec_low": 186.86, "exec_high": 189.66, "invalid_price": 181.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 3.5904, "intraday_vwap": 185.5208, "price_vs_vwap_pct": 1.3363, "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": 0.3487, "prev_amount_yi": 0.8853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3939, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 187.34, "low": 187.11, "close": 187.34, "amount_yi": 0.0776 }, { "time": "13:16", "open": 187.5, "high": 187.5, "low": 187.5, "close": 187.5, "amount_yi": 0.0796 }, { "time": "13:17", "open": 188.0, "high": 188.0, "low": 188.0, "close": 188.0, "amount_yi": 0.0588 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 188.0, "ts": "2026-06-25T13:17:56", "prev_close": 185.39, "open": 186.8, "high": 188.78, "low": 182.36, "bid1": 187.97, "ask1": 188.0, "bid_qty1": 1, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:17:58", "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": 37.1676, "price_vs_vwap_pct": 0.1141, "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": 0.0683, "prev_amount_yi": 0.0722, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 37.06, "low": 37.04, "close": 37.06, "amount_yi": 0.0168 }, { "time": "13:16", "open": 37.2, "high": 37.2, "low": 37.2, "close": 37.2, "amount_yi": 0.0283 }, { "time": "13:17", "open": 37.2, "high": 37.21, "low": 37.2, "close": 37.21, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.21, "ts": "2026-06-25T13:17:57", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.4, "bid1": 37.2, "ask1": 37.21, "bid_qty1": 15, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603618:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603618:BREAK_PREV_HIGH", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W40", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 55.38, "exec_low": 55.38, "exec_high": 56.21, "invalid_price": 53.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 54.6089, "price_vs_vwap_pct": -0.4009, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.503, "prev_amount_yi": 0.3315, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 54.22, "low": 54.18, "close": 54.22, "amount_yi": 0.1959 }, { "time": "13:16", "open": 54.16, "high": 54.16, "low": 54.16, "close": 54.16, "amount_yi": 0.0607 }, { "time": "13:17", "open": 54.22, "high": 54.39, "low": 54.22, "close": 54.39, "amount_yi": 0.0637 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.39, "ts": "2026-06-25T13:17:54", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 54.39, "ask1": 54.4, "bid_qty1": 14, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300303:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300303:BREAK_PREV_HIGH", "symbol": "SZSE.300303", "name": "聚飞光电", "side": "BUY", "priority": "W41", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.95, "exec_low": 9.95, "exec_high": 10.1, "invalid_price": 9.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 4.4554, "intraday_vwap": 10.0211, "price_vs_vwap_pct": 0.7873, "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": 0.1154, "prev_amount_yi": 0.2133, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.541, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 10.07, "close": 10.07, "amount_yi": 0.0319 }, { "time": "13:16", "open": 10.09, "high": 10.09, "low": 10.09, "close": 10.09, "amount_yi": 0.0202 }, { "time": "13:17", "open": 10.09, "high": 10.1, "low": 10.09, "close": 10.1, "amount_yi": 0.0381 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 10.1, "ts": "2026-06-25T13:17:57", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.09, "ask1": 10.1, "bid_qty1": 958, "ask_qty1": 2406 }, "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": "2026-06-25T13:17:58", "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": 99.4486, "price_vs_vwap_pct": 1.9924, "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": 0.5932, "prev_amount_yi": 0.7203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 100.03, "close": 100.03, "amount_yi": 0.1182 }, { "time": "13:16", "open": 101.04, "high": 101.04, "low": 101.04, "close": 101.04, "amount_yi": 0.2237 }, { "time": "13:17", "open": 101.16, "high": 101.43, "low": 101.16, "close": 101.43, "amount_yi": 0.1082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.43, "ts": "2026-06-25T13:17:57", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 101.43, "ask1": 101.46, "bid_qty1": 3, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600641:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600641:BREAK_PREV_HIGH", "symbol": "SHSE.600641", "name": "先导基电", "side": "BUY", "priority": "W43", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.45, "exec_low": 38.45, "exec_high": 39.03, "invalid_price": 37.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 37.6984, "price_vs_vwap_pct": -2.2505, "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": 0.4069, "prev_amount_yi": 0.5054, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 36.8, "low": 36.74, "close": 36.8, "amount_yi": 0.0816 }, { "time": "13:16", "open": 36.75, "high": 36.75, "low": 36.75, "close": 36.75, "amount_yi": 0.089 }, { "time": "13:17", "open": 36.85, "high": 36.85, "low": 36.85, "close": 36.85, "amount_yi": 0.0619 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.85, "ts": "2026-06-25T13:17:56", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 36.8, "ask1": 36.85, "bid_qty1": 22, "ask_qty1": 80 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603259:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603259:BREAK_PREV_HIGH", "symbol": "SHSE.603259", "name": "药明康德", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 116.94, "exec_low": 116.94, "exec_high": 118.69, "invalid_price": 113.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 3.7832, "intraday_vwap": 115.9604, "price_vs_vwap_pct": 1.6726, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8893, "prev_amount_yi": 1.173, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6107, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 117.7, "close": 117.7, "amount_yi": 0.4303 }, { "time": "13:16", "open": 117.84, "high": 117.84, "low": 117.84, "close": 117.84, "amount_yi": 0.566 }, { "time": "13:17", "open": 117.7, "high": 117.9, "low": 117.7, "close": 117.9, "amount_yi": 0.361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 117.9, "ts": "2026-06-25T13:17:55", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.88, "ask1": 117.89, "bid_qty1": 4, "ask_qty1": 2 }, "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": "2026-06-25T13:17:58", "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": 74.4076, "price_vs_vwap_pct": -2.6309, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3648, "prev_amount_yi": 0.3036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2016, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 72.4, "close": 72.4, "amount_yi": 0.0919 }, { "time": "13:16", "open": 72.5, "high": 72.5, "low": 72.5, "close": 72.5, "amount_yi": 0.0437 }, { "time": "13:17", "open": 72.61, "high": 72.61, "low": 72.45, "close": 72.45, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.45, "ts": "2026-06-25T13:17:56", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.67, "bid1": 72.42, "ask1": 72.45, "bid_qty1": 2, "ask_qty1": 9 }, "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": "2026-06-25T13:17:58", "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": 191.5808, "price_vs_vwap_pct": -0.893, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3587, "prev_amount_yi": 0.363, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9882, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 189.71, "close": 189.71, "amount_yi": 0.095 }, { "time": "13:16", "open": 189.97, "high": 189.97, "low": 189.97, "close": 189.97, "amount_yi": 0.1102 }, { "time": "13:17", "open": 189.95, "high": 189.95, "low": 189.87, "close": 189.87, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 189.87, "ts": "2026-06-25T13:17:57", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 189.78, "ask1": 189.85, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:17:58", "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": 19.1405, "price_vs_vwap_pct": -1.779, "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": 0.1119, "prev_amount_yi": 0.2329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 18.73, "close": 18.73, "amount_yi": 0.0379 }, { "time": "13:16", "open": 18.81, "high": 18.81, "low": 18.81, "close": 18.81, "amount_yi": 0.0284 }, { "time": "13:17", "open": 18.8, "high": 18.8, "low": 18.8, "close": 18.8, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.8, "ts": "2026-06-25T13:17:57", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 18.76, "ask1": 18.8, "bid_qty1": 25, "ask_qty1": 474 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002201:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002201:BREAK_PREV_HIGH", "symbol": "SZSE.002201", "name": "九鼎新材", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 13.65, "exec_low": 13.65, "exec_high": 13.85, "invalid_price": 13.24, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 12.8146, "price_vs_vwap_pct": -1.0504, "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": 0.0544, "prev_amount_yi": 0.0402, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 12.7, "close": 12.7, "amount_yi": 0.0091 }, { "time": "13:16", "open": 12.71, "high": 12.71, "low": 12.71, "close": 12.71, "amount_yi": 0.0096 }, { "time": "13:17", "open": 12.68, "high": 12.68, "low": 12.68, "close": 12.68, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.68, "ts": "2026-06-25T13:17:57", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.59, "bid1": 12.67, "ask1": 12.68, "bid_qty1": 186, "ask_qty1": 43 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002415:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002415:BREAK_PREV_HIGH", "symbol": "SZSE.002415", "name": "海康威视", "side": "BUY", "priority": "W49", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 34.5, "exec_low": 34.5, "exec_high": 35.02, "invalid_price": 33.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 34.7721, "price_vs_vwap_pct": -1.1564, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6504, "prev_amount_yi": 0.3776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.2378 }, { "time": "13:16", "open": 34.32, "high": 34.32, "low": 34.32, "close": 34.32, "amount_yi": 0.1295 }, { "time": "13:17", "open": 34.37, "high": 34.37, "low": 34.37, "close": 34.37, "amount_yi": 0.0972 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.37, "ts": "2026-06-25T13:17:57", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.37, "ask1": 34.39, "bid_qty1": 145, "ask_qty1": 205 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002756:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002756:BREAK_PREV_HIGH", "symbol": "SZSE.002756", "name": "永兴材料", "side": "BUY", "priority": "W50", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 65.03, "exec_low": 65.03, "exec_high": 66.01, "invalid_price": 63.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 62.2889, "price_vs_vwap_pct": -1.5715, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1427, "prev_amount_yi": 0.1008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4157, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 61.46, "low": 61.31, "close": 61.46, "amount_yi": 0.0343 }, { "time": "13:16", "open": 61.27, "high": 61.27, "low": 61.27, "close": 61.27, "amount_yi": 0.0265 }, { "time": "13:17", "open": 61.31, "high": 61.31, "low": 61.31, "close": 61.31, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:57", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.78, "bid1": 61.3, "ask1": 61.31, "bid_qty1": 7, "ask_qty1": 17 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W51", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.77, "exec_low": 22.77, "exec_high": 23.11, "invalid_price": 22.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 22.9217, "price_vs_vwap_pct": 4.8352, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.49, "prev_amount_yi": 0.4022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 24.04, "low": 24.01, "close": 24.04, "amount_yi": 0.1385 }, { "time": "13:16", "open": 23.86, "high": 23.86, "low": 23.86, "close": 23.86, "amount_yi": 0.0746 }, { "time": "13:17", "open": 23.96, "high": 24.03, "low": 23.96, "close": 24.03, "amount_yi": 0.0418 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.03, "ts": "2026-06-25T13:17:57", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 24.03, "ask1": 24.04, "bid_qty1": 13, "ask_qty1": 11 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000762:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000762:BREAK_PREV_HIGH", "symbol": "SZSE.000762", "name": "西藏矿业", "side": "BUY", "priority": "W52", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 30.13, "exec_low": 30.13, "exec_high": 30.58, "invalid_price": 29.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 28.9944, "price_vs_vwap_pct": -0.636, "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": 0.0668, "prev_amount_yi": 0.0656, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 28.89, "low": 28.88, "close": 28.89, "amount_yi": 0.0246 }, { "time": "13:16", "open": 28.84, "high": 28.84, "low": 28.84, "close": 28.84, "amount_yi": 0.011 }, { "time": "13:17", "open": 28.81, "high": 28.81, "low": 28.81, "close": 28.81, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.81, "ts": "2026-06-25T13:17:57", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.8, "ask1": 28.81, "bid_qty1": 27, "ask_qty1": 49 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300236:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300236:BREAK_PREV_HIGH", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "W53", "status": "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": "2026-06-25T13:17:58", "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": 112.315, "price_vs_vwap_pct": -0.3161, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.397, "prev_amount_yi": 0.2274, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7458, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 111.79, "close": 111.79, "amount_yi": 0.1584 }, { "time": "13:16", "open": 111.78, "high": 111.78, "low": 111.78, "close": 111.78, "amount_yi": 0.0629 }, { "time": "13:17", "open": 111.95, "high": 111.96, "low": 111.95, "close": 111.96, "amount_yi": 0.089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 201420.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 111.96, "ts": "2026-06-25T13:17:57", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 111.96, "ask1": 111.97, "bid_qty1": 22, "ask_qty1": 9 }, "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": "2026-06-25T13:17:58", "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": 91.6136, "price_vs_vwap_pct": -0.8008, "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": 0.0731, "prev_amount_yi": 0.0807, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9058, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 90.68, "low": 90.42, "close": 90.68, "amount_yi": 0.0087 }, { "time": "13:16", "open": 90.46, "high": 90.46, "low": 90.46, "close": 90.46, "amount_yi": 0.0103 }, { "time": "13:17", "open": 90.8, "high": 90.88, "low": 90.8, "close": 90.88, "amount_yi": 0.0277 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.88, "ts": "2026-06-25T13:17:54", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.86, "ask1": 90.88, "bid_qty1": 9, "ask_qty1": 28 }, "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": "2026-06-25T13:17:58", "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": 74.9158, "price_vs_vwap_pct": -0.9555, "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": 0.8092, "prev_amount_yi": 0.9415, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 73.81, "low": 73.78, "close": 73.81, "amount_yi": 0.1368 }, { "time": "13:16", "open": 73.79, "high": 73.79, "low": 73.79, "close": 73.79, "amount_yi": 0.2342 }, { "time": "13:17", "open": 73.99, "high": 74.2, "low": 73.99, "close": 74.2, "amount_yi": 0.0919 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.2, "ts": "2026-06-25T13:17:57", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.2, "ask1": 74.21, "bid_qty1": 34, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301297:BREAK_PREV_HIGH", "symbol": "SZSE.301297", "name": "富乐德", "side": "BUY", "priority": "W56", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.4, "exec_low": 56.4, "exec_high": 57.25, "invalid_price": 54.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 53.3848, "price_vs_vwap_pct": 1.0587, "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": 0.1203, "prev_amount_yi": 0.1666, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7221, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 53.7, "low": 53.69, "close": 53.7, "amount_yi": 0.0276 }, { "time": "13:16", "open": 53.84, "high": 53.84, "low": 53.84, "close": 53.84, "amount_yi": 0.0326 }, { "time": "13:17", "open": 53.89, "high": 53.95, "low": 53.89, "close": 53.95, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.95, "ts": "2026-06-25T13:17:57", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 53.94, "ask1": 53.95, "bid_qty1": 7, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300131:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300131:BREAK_PREV_HIGH", "symbol": "SZSE.300131", "name": "英唐智控", "side": "BUY", "priority": "W57", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.46, "exec_low": 22.46, "exec_high": 22.8, "invalid_price": 21.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 21.1786, "price_vs_vwap_pct": 0.0538, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3211, "prev_amount_yi": 0.217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 21.03, "close": 21.03, "amount_yi": 0.0645 }, { "time": "13:16", "open": 21.13, "high": 21.13, "low": 21.13, "close": 21.13, "amount_yi": 0.0876 }, { "time": "13:17", "open": 21.14, "high": 21.19, "low": 21.14, "close": 21.19, "amount_yi": 0.0668 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.19, "ts": "2026-06-25T13:17:57", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.17, "ask1": 21.19, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH", "symbol": "SZSE.300442", "name": "润泽科技", "side": "BUY", "priority": "W58", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.86, "exec_low": 85.86, "exec_high": 87.15, "invalid_price": 83.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": null, "intraday_vwap": 84.6165, "price_vs_vwap_pct": -1.4495, "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": 0.2486, "prev_amount_yi": 0.3586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 83.31, "low": 83.28, "close": 83.31, "amount_yi": 0.0614 }, { "time": "13:16", "open": 83.37, "high": 83.37, "low": 83.37, "close": 83.37, "amount_yi": 0.035 }, { "time": "13:17", "open": 83.39, "high": 83.39, "low": 83.39, "close": 83.39, "amount_yi": 0.0324 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.39, "ts": "2026-06-25T13:17:57", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.39, "ask1": 83.4, "bid_qty1": 55, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH", "symbol": "SZSE.301095", "name": "广立微", "side": "BUY", "priority": "W59", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 106.01, "exec_low": 106.01, "exec_high": 107.6, "invalid_price": 102.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 103.3509, "price_vs_vwap_pct": -2.3037, "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": 0.2389, "prev_amount_yi": 0.2548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9376, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 100.16, "low": 100.13, "close": 100.16, "amount_yi": 0.0333 }, { "time": "13:16", "open": 100.14, "high": 100.14, "low": 100.14, "close": 100.14, "amount_yi": 0.0221 }, { "time": "13:17", "open": 100.77, "high": 100.97, "low": 100.77, "close": 100.97, "amount_yi": 0.1221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.97, "ts": "2026-06-25T13:17:57", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.8, "ask1": 100.97, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T13:17:58", "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": 44.79, "price_vs_vwap_pct": -0.7144, "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": 0.2101, "prev_amount_yi": 0.1827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.15, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 44.41, "close": 44.41, "amount_yi": 0.0569 }, { "time": "13:16", "open": 44.39, "high": 44.39, "low": 44.39, "close": 44.39, "amount_yi": 0.0303 }, { "time": "13:17", "open": 44.49, "high": 44.49, "low": 44.47, "close": 44.47, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.47, "ts": "2026-06-25T13:17:56", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 44.44, "ask1": 44.47, "bid_qty1": 8, "ask_qty1": 51 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002185:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002185:BREAK_PREV_HIGH", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "W61", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 21.22, "exec_low": 21.22, "exec_high": 21.54, "invalid_price": 20.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 21.9322, "price_vs_vwap_pct": 2.7713, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5156, "prev_amount_yi": 1.1029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 22.36, "close": 22.36, "amount_yi": 0.2241 }, { "time": "13:16", "open": 22.37, "high": 22.37, "low": 22.37, "close": 22.37, "amount_yi": 0.1337 }, { "time": "13:17", "open": 22.45, "high": 22.54, "low": 22.45, "close": 22.54, "amount_yi": 0.8762 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.54, "ts": "2026-06-25T13:17:57", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.53, "ask1": 22.54, "bid_qty1": 85, "ask_qty1": 193 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300620:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300620:BREAK_PREV_HIGH", "symbol": "SZSE.300620", "name": "光库科技", "side": "BUY", "priority": "W62", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 413.3, "exec_low": 413.3, "exec_high": 419.5, "invalid_price": 400.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 388.1302, "price_vs_vwap_pct": -0.42, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2376, "prev_amount_yi": 0.7555, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 385.82, "close": 385.82, "amount_yi": 0.2514 }, { "time": "13:16", "open": 385.53, "high": 385.53, "low": 385.53, "close": 385.53, "amount_yi": 0.2589 }, { "time": "13:17", "open": 386.13, "high": 386.5, "low": 386.13, "close": 386.5, "amount_yi": 0.1235 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 386.5, "ts": "2026-06-25T13:17:57", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 386.51, "ask1": 386.68, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300990:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300990:WATCH_CONFIRM", "symbol": "SZSE.300990", "name": "同飞股份", "side": "BUY", "priority": "W63", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 101.5, "exec_low": 101.5, "exec_high": 103.02, "invalid_price": 98.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 109.8551, "price_vs_vwap_pct": -2.1438, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1408, "prev_amount_yi": 0.0906, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5541, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 107.39, "low": 107.34, "close": 107.39, "amount_yi": 0.0634 }, { "time": "13:16", "open": 107.41, "high": 107.41, "low": 107.41, "close": 107.41, "amount_yi": 0.0056 }, { "time": "13:17", "open": 107.5, "high": 107.5, "low": 107.5, "close": 107.5, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.5, "ts": "2026-06-25T13:17:57", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 107.49, "ask1": 107.5, "bid_qty1": 13, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002745:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002745:BREAK_PREV_HIGH", "symbol": "SZSE.002745", "name": "木林森", "side": "BUY", "priority": "W64", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 12.15, "exec_low": 12.15, "exec_high": 12.33, "invalid_price": 11.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 12.7417, "price_vs_vwap_pct": -0.5627, "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": 0.1683, "prev_amount_yi": 0.1779, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0366 }, { "time": "13:16", "open": 12.65, "high": 12.65, "low": 12.65, "close": 12.65, "amount_yi": 0.0184 }, { "time": "13:17", "open": 12.67, "high": 12.67, "low": 12.67, "close": 12.67, "amount_yi": 0.035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.67, "ts": "2026-06-25T13:17:57", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.66, "ask1": 12.67, "bid_qty1": 364, "ask_qty1": 67 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002049:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002049:BREAK_PREV_HIGH", "symbol": "SZSE.002049", "name": "紫光国微", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 83.85, "exec_low": 83.85, "exec_high": 85.11, "invalid_price": 81.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 4.0694, "intraday_vwap": 83.9863, "price_vs_vwap_pct": 0.9331, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8508, "prev_amount_yi": 0.4466, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 84.5, "low": 84.37, "close": 84.5, "amount_yi": 0.2629 }, { "time": "13:16", "open": 84.6, "high": 84.6, "low": 84.6, "close": 84.6, "amount_yi": 0.1933 }, { "time": "13:17", "open": 84.81, "high": 84.81, "low": 84.77, "close": 84.77, "amount_yi": 0.2303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 84.77, "ts": "2026-06-25T13:17:57", "prev_close": 83.64, "open": 84.0, "high": 85.1, "low": 82.87, "bid1": 84.77, "ask1": 84.78, "bid_qty1": 42, "ask_qty1": 35 }, "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": "2026-06-25T13:17:58", "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": 863.6649, "price_vs_vwap_pct": 2.3441, "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": 2.6835, "prev_amount_yi": 3.5707, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 882.8, "low": 880.0, "close": 882.8, "amount_yi": 0.9944 }, { "time": "13:16", "open": 879.99, "high": 879.99, "low": 879.99, "close": 879.99, "amount_yi": 0.3275 }, { "time": "13:17", "open": 881.99, "high": 883.91, "low": 881.99, "close": 883.91, "amount_yi": 0.6147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 883.91, "ts": "2026-06-25T13:17:57", "prev_close": 810.0, "open": 830.0, "high": 890.55, "low": 829.19, "bid1": 883.78, "ask1": 883.99, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301183:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301183:BREAK_PREV_HIGH", "symbol": "SZSE.301183", "name": "东田微", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 262.88, "exec_low": 262.88, "exec_high": 266.82, "invalid_price": 254.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 261.6179, "price_vs_vwap_pct": -1.1383, "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": 0.4085, "prev_amount_yi": 0.4243, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 257.5, "low": 257.02, "close": 257.5, "amount_yi": 0.0958 }, { "time": "13:16", "open": 257.55, "high": 257.55, "low": 257.55, "close": 257.55, "amount_yi": 0.0265 }, { "time": "13:17", "open": 258.85, "high": 258.85, "low": 258.64, "close": 258.64, "amount_yi": 0.0857 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 258.64, "ts": "2026-06-25T13:17:57", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 258.08, "ask1": 258.64, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:17:58", "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": 65.8686, "price_vs_vwap_pct": -0.8936, "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": 0.4604, "prev_amount_yi": 0.5041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 65.44, "low": 65.38, "close": 65.44, "amount_yi": 0.1299 }, { "time": "13:16", "open": 65.3, "high": 65.3, "low": 65.3, "close": 65.3, "amount_yi": 0.0631 }, { "time": "13:17", "open": 65.28, "high": 65.28, "low": 65.28, "close": 65.28, "amount_yi": 0.1021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.28, "ts": "2026-06-25T13:17:57", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.28, "ask1": 65.33, "bid_qty1": 25, "ask_qty1": 16 }, "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": "2026-06-25T13:17:58", "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": 4.2811, "intraday_vwap": 27.7494, "price_vs_vwap_pct": 0.9752, "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": 0.8876, "prev_amount_yi": 1.1041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 28.0, "low": 27.99, "close": 28.0, "amount_yi": 0.2923 }, { "time": "13:16", "open": 27.99, "high": 27.99, "low": 27.99, "close": 27.99, "amount_yi": 0.1279 }, { "time": "13:17", "open": 28.03, "high": 28.03, "low": 28.02, "close": 28.02, "amount_yi": 0.0996 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 28.02, "ts": "2026-06-25T13:17:57", "prev_close": 27.66, "open": 27.61, "high": 28.31, "low": 27.06, "bid1": 28.02, "ask1": 28.03, "bid_qty1": 15, "ask_qty1": 54 }, "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": "2026-06-25T13:17:58", "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": 3.562, "intraday_vwap": 171.8903, "price_vs_vwap_pct": 0.9307, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2632, "prev_amount_yi": 0.2183, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 173.38, "close": 173.38, "amount_yi": 0.0575 }, { "time": "13:16", "open": 173.39, "high": 173.39, "low": 173.39, "close": 173.39, "amount_yi": 0.0272 }, { "time": "13:17", "open": 173.49, "high": 173.49, "low": 173.49, "close": 173.49, "amount_yi": 0.0493 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 173.49, "ts": "2026-06-25T13:17:57", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 173.49, "ask1": 173.5, "bid_qty1": 6, "ask_qty1": 33 }, "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": "2026-06-25T13:17:58", "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": 81.5156, "price_vs_vwap_pct": 2.5571, "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": 0.0983, "prev_amount_yi": 0.036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0047 }, { "time": "13:16", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0019 }, { "time": "13:17", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0787 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:54", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 19082, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603115:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603115:BREAK_PREV_HIGH", "symbol": "SHSE.603115", "name": "海星股份", "side": "BUY", "priority": "W72", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 121.0, "exec_low": 121.0, "exec_high": 122.81, "invalid_price": 117.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 127.7717, "price_vs_vwap_pct": 2.7849, "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": 0.0165, "prev_amount_yi": 0.0144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1458, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0014 }, { "time": "13:16", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0004 }, { "time": "13:17", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:55", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 13867, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300260:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300260:BREAK_PREV_HIGH", "symbol": "SZSE.300260", "name": "新莱应材", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.48, "exec_low": 85.48, "exec_high": 86.76, "invalid_price": 82.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 81.2647, "price_vs_vwap_pct": -0.7318, "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": 0.2478, "prev_amount_yi": 0.2171, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 80.61, "close": 80.61, "amount_yi": 0.0719 }, { "time": "13:16", "open": 80.57, "high": 80.57, "low": 80.57, "close": 80.57, "amount_yi": 0.0381 }, { "time": "13:17", "open": 80.75, "high": 80.75, "low": 80.67, "close": 80.67, "amount_yi": 0.0305 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:17:57", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.64, "ask1": 80.67, "bid_qty1": 9, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300751:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300751:BREAK_PREV_HIGH", "symbol": "SZSE.300751", "name": "迈为股份", "side": "BUY", "priority": "W74", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 228.0, "exec_low": 228.0, "exec_high": 231.42, "invalid_price": 221.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 238.8318, "price_vs_vwap_pct": 5.4131, "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": 2.1997, "prev_amount_yi": 4.7437, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 253.06, "close": 253.06, "amount_yi": 0.5347 }, { "time": "13:16", "open": 251.04, "high": 251.04, "low": 251.04, "close": 251.04, "amount_yi": 0.2727 }, { "time": "13:17", "open": 250.13, "high": 251.76, "low": 250.13, "close": 251.76, "amount_yi": 0.4354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 251.76, "ts": "2026-06-25T13:17:57", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 251.63, "ask1": 251.77, "bid_qty1": 51, "ask_qty1": 22 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301536:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301536:BREAK_PREV_HIGH", "symbol": "SZSE.301536", "name": "星宸科技", "side": "BUY", "priority": "W75", "status": "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": "2026-06-25T13:17:58", "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": 123.0178, "price_vs_vwap_pct": 2.1316, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4663, "prev_amount_yi": 0.2848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 125.36, "close": 125.36, "amount_yi": 0.1196 }, { "time": "13:16", "open": 125.08, "high": 125.08, "low": 125.08, "close": 125.08, "amount_yi": 0.0485 }, { "time": "13:17", "open": 125.35, "high": 125.64, "low": 125.35, "close": 125.64, "amount_yi": 0.062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.64, "ts": "2026-06-25T13:17:57", "prev_close": 121.58, "open": 122.3, "high": 125.7, "low": 120.0, "bid1": 125.64, "ask1": 125.67, "bid_qty1": 4, "ask_qty1": 4 }, "previous_state": "TOUCHED", "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": "2026-06-25T13:17:58", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.2637, "intraday_vwap": 38.1023, "price_vs_vwap_pct": 0.5189, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2177, "prev_amount_yi": 0.0587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 38.48, "low": 38.4, "close": 38.48, "amount_yi": 0.0577 }, { "time": "13:16", "open": 38.42, "high": 38.42, "low": 38.42, "close": 38.42, "amount_yi": 0.0705 }, { "time": "13:17", "open": 38.39, "high": 38.39, "low": 38.3, "close": 38.3, "amount_yi": 0.0503 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 38.3, "ts": "2026-06-25T13:17:57", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 38.29, "ask1": 38.3, "bid_qty1": 65, "ask_qty1": 15 }, "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": "2026-06-25T13:17:58", "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": 75.9534, "price_vs_vwap_pct": -0.1098, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9218, "prev_amount_yi": 1.5334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2533, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 75.68, "low": 75.61, "close": 75.68, "amount_yi": 0.5232 }, { "time": "13:16", "open": 75.74, "high": 75.74, "low": 75.74, "close": 75.74, "amount_yi": 0.3403 }, { "time": "13:17", "open": 75.82, "high": 75.87, "low": 75.82, "close": 75.87, "amount_yi": 0.2469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.87, "ts": "2026-06-25T13:17:56", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 75.85, "ask1": 75.87, "bid_qty1": 22, "ask_qty1": 8 }, "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": "2026-06-25T13:17:58", "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": 109.5362, "price_vs_vwap_pct": 6.814, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1807, "prev_amount_yi": 0.8355, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4132, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 115.79, "low": 115.59, "close": 115.79, "amount_yi": 0.1524 }, { "time": "13:16", "open": 116.49, "high": 116.49, "low": 116.49, "close": 116.49, "amount_yi": 0.2577 }, { "time": "13:17", "open": 116.61, "high": 117.0, "low": 116.61, "close": 117.0, "amount_yi": 0.2848 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.0, "ts": "2026-06-25T13:17:57", "prev_close": 100.09, "open": 102.0, "high": 117.34, "low": 100.0, "bid1": 116.86, "ask1": 116.9, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:17:58", "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": 280.5954, "price_vs_vwap_pct": 0.857, "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": 0.2152, "prev_amount_yi": 0.3564, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 285.87, "low": 285.85, "close": 285.87, "amount_yi": 0.0284 }, { "time": "13:16", "open": 283.01, "high": 283.01, "low": 283.01, "close": 283.01, "amount_yi": 0.022 }, { "time": "13:17", "open": 283.95, "high": 283.95, "low": 283.0, "close": 283.0, "amount_yi": 0.0252 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 283.0, "ts": "2026-06-25T13:17:57", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 282.08, "ask1": 283.0, "bid_qty1": 8, "ask_qty1": 126 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W80", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 308.62, "exec_low": 308.62, "exec_high": 313.25, "invalid_price": 299.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 322.3107, "price_vs_vwap_pct": 3.5647, "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": 0.849, "prev_amount_yi": 1.0997, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 329.6, "close": 329.6, "amount_yi": 0.2445 }, { "time": "13:16", "open": 331.52, "high": 331.52, "low": 331.52, "close": 331.52, "amount_yi": 0.1549 }, { "time": "13:17", "open": 333.3, "high": 333.8, "low": 333.3, "close": 333.8, "amount_yi": 0.1459 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 333.8, "ts": "2026-06-25T13:17:57", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 333.77, "ask1": 333.8, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300331:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300331:BREAK_PREV_HIGH", "symbol": "SZSE.300331", "name": "苏大维格", "side": "BUY", "priority": "W81", "status": "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": "2026-06-25T13:17:58", "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": 70.368, "price_vs_vwap_pct": 2.6035, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7968, "prev_amount_yi": 0.327, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 72.03, "close": 72.03, "amount_yi": 0.5265 }, { "time": "13:16", "open": 72.34, "high": 72.34, "low": 72.34, "close": 72.34, "amount_yi": 0.1384 }, { "time": "13:17", "open": 72.21, "high": 72.21, "low": 72.2, "close": 72.2, "amount_yi": 0.0539 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.2, "ts": "2026-06-25T13:17:57", "prev_close": 68.82, "open": 68.88, "high": 72.35, "low": 68.13, "bid1": 72.18, "ask1": 72.2, "bid_qty1": 2, "ask_qty1": 17 }, "previous_state": "TOUCHED", "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": "2026-06-25T13:17:58", "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": 115.6613, "price_vs_vwap_pct": 0.8548, "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": 0.3148, "prev_amount_yi": 0.3909, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 117.12, "low": 117.02, "close": 117.12, "amount_yi": 0.0811 }, { "time": "13:16", "open": 116.9, "high": 116.9, "low": 116.9, "close": 116.9, "amount_yi": 0.0763 }, { "time": "13:17", "open": 116.79, "high": 116.79, "low": 116.65, "close": 116.65, "amount_yi": 0.051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.65, "ts": "2026-06-25T13:17:57", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 116.64, "ask1": 116.69, "bid_qty1": 1, "ask_qty1": 15 }, "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": "2026-06-25T13:17:58", "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": 260.4114, "price_vs_vwap_pct": -3.8099, "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": 4.0667, "prev_amount_yi": 4.89, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 250.48, "low": 248.57, "close": 250.48, "amount_yi": 0.734 }, { "time": "13:16", "open": 250.92, "high": 250.92, "low": 250.92, "close": 250.92, "amount_yi": 0.42 }, { "time": "13:17", "open": 250.64, "high": 250.64, "low": 250.49, "close": 250.49, "amount_yi": 0.2672 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 250.49, "ts": "2026-06-25T13:17:57", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 250.49, "ask1": 250.5, "bid_qty1": 1, "ask_qty1": 39 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688262:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688262:BREAK_PREV_HIGH", "symbol": "SHSE.688262", "name": "国芯科技", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 41.7, "exec_low": 41.7, "exec_high": 42.33, "invalid_price": 40.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 3.5527, "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": 0.0899, "prev_amount_yi": 0.1812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 41.89, "close": 41.89, "amount_yi": 0.026 }, { "time": "13:16", "open": 41.87, "high": 41.87, "low": 41.87, "close": 41.87, "amount_yi": 0.013 }, { "time": "13:17", "open": 41.92, "high": 41.92, "low": 41.9, "close": 41.9, "amount_yi": 0.0237 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 41.9, "ts": "2026-06-25T13:17:54", "prev_close": 41.26, "open": 41.7, "high": 42.5, "low": 40.86, "bid1": 41.9, "ask1": 41.94, "bid_qty1": 20, "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": "2026-06-25T13:17:58", "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": 0.8634, "prev_amount_yi": 0.4953, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 9.93, "close": 9.93, "amount_yi": 0.1721 }, { "time": "13:16", "open": 9.95, "high": 9.95, "low": 9.95, "close": 9.95, "amount_yi": 0.116 }, { "time": "13:17", "open": 9.99, "high": 9.99, "low": 9.96, "close": 9.96, "amount_yi": 0.2537 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.96, "ts": "2026-06-25T13:17:56", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.96, "ask1": 9.97, "bid_qty1": 456, "ask_qty1": 461 }, "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": "2026-06-25T13:17:58", "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": 0.0975, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9697, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 40.14, "close": 40.14, "amount_yi": 0.0107 }, { "time": "13:16", "open": 40.41, "high": 40.41, "low": 40.41, "close": 40.41, "amount_yi": 0.0423 }, { "time": "13:17", "open": 40.4, "high": 40.4, "low": 40.36, "close": 40.36, "amount_yi": 0.0211 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.36, "ts": "2026-06-25T13:17:55", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.36, "ask1": 40.38, "bid_qty1": 21, "ask_qty1": 18 }, "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": "2026-06-25T13:17:58", "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": 0.2496, "prev_amount_yi": 0.2998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8326, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 100.25, "close": 100.25, "amount_yi": 0.0477 }, { "time": "13:16", "open": 100.36, "high": 100.36, "low": 100.36, "close": 100.36, "amount_yi": 0.0512 }, { "time": "13:17", "open": 100.52, "high": 100.83, "low": 100.52, "close": 100.83, "amount_yi": 0.0593 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.83, "ts": "2026-06-25T13:17:55", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.59, "ask1": 100.8, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688372:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688372:BREAK_PREV_HIGH", "symbol": "SHSE.688372", "name": "XD伟测科", "side": "BUY", "priority": "W88", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 166.88, "exec_low": 166.88, "exec_high": 169.38, "invalid_price": 161.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 171.89, "max_chase_pct": 1.5, "base_exec_high": 169.38, "dynamic_exec_high": null, "entry_zone_low": 164.38, "entry_zone_high": 169.38, "entry_risk_pct": 3.2688, "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": 0.1824, "prev_amount_yi": 0.1874, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9733, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 166.9, "low": 166.82, "close": 166.9, "amount_yi": 0.0449 }, { "time": "13:16", "open": 166.96, "high": 166.96, "low": 166.96, "close": 166.96, "amount_yi": 0.0655 }, { "time": "13:17", "open": 167.36, "high": 167.36, "low": 167.35, "close": 167.35, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 428.98, "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": 167.35, "ts": "2026-06-25T13:17:55", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 167.31, "ask1": 167.34, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301369:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301369:BREAK_PREV_HIGH", "symbol": "SZSE.301369", "name": "联动科技", "side": "BUY", "priority": "W89", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 234.01, "exec_low": 234.01, "exec_high": 237.52, "invalid_price": 226.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 234.9489, "price_vs_vwap_pct": -0.7231, "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": 0.0507, "prev_amount_yi": 0.0671, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 232.64, "low": 232.15, "close": 232.64, "amount_yi": 0.0174 }, { "time": "13:16", "open": 232.65, "high": 232.65, "low": 232.65, "close": 232.65, "amount_yi": 0.0086 }, { "time": "13:17", "open": 233.25, "high": 233.25, "low": 233.25, "close": 233.25, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 233.25, "ts": "2026-06-25T13:17:57", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 233.02, "ask1": 233.53, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603316:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603316:BREAK_PREV_HIGH", "symbol": "SHSE.603316", "name": "诚邦股份", "side": "BUY", "priority": "W90", "status": "TOUCHED", "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": "2026-06-25T13:17:58", "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": 24.21, "max_chase_pct": 1.5, "base_exec_high": 23.85, "dynamic_exec_high": null, "entry_zone_low": 23.15, "entry_zone_high": 23.85, "entry_risk_pct": null, "intraday_vwap": 23.7826, "price_vs_vwap_pct": 0.4936, "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": 0.1481, "prev_amount_yi": 0.2101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 23.92, "low": 23.85, "close": 23.92, "amount_yi": 0.0447 }, { "time": "13:16", "open": 23.88, "high": 23.88, "low": 23.88, "close": 23.88, "amount_yi": 0.0208 }, { "time": "13:17", "open": 23.87, "high": 23.9, "low": 23.87, "close": 23.9, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.9, "ts": "2026-06-25T13:17:55", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 23.88, "ask1": 23.91, "bid_qty1": 8, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-25T13:17:58", "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": 143.0795, "price_vs_vwap_pct": -1.048, "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": 0.1731, "prev_amount_yi": 0.2386, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 141.68, "close": 141.68, "amount_yi": 0.0534 }, { "time": "13:16", "open": 141.65, "high": 141.65, "low": 141.65, "close": 141.65, "amount_yi": 0.0275 }, { "time": "13:17", "open": 141.72, "high": 141.72, "low": 141.58, "close": 141.58, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 141.58, "ts": "2026-06-25T13:17:57", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 141.42, "bid1": 141.59, "ask1": 141.62, "bid_qty1": 3, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603283:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603283:BREAK_PREV_HIGH", "symbol": "SHSE.603283", "name": "赛腾股份", "side": "BUY", "priority": "W92", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.49, "exec_low": 70.49, "exec_high": 71.55, "invalid_price": 68.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": null, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": null, "intraday_vwap": 71.6045, "price_vs_vwap_pct": 0.8456, "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": 0.3479, "prev_amount_yi": 0.4709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 71.73, "low": 71.63, "close": 71.73, "amount_yi": 0.0408 }, { "time": "13:16", "open": 72.38, "high": 72.38, "low": 72.38, "close": 72.38, "amount_yi": 0.1599 }, { "time": "13:17", "open": 72.17, "high": 72.21, "low": 72.17, "close": 72.21, "amount_yi": 0.0565 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.21, "ts": "2026-06-25T13:17:57", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 72.21, "ask1": 72.22, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 51.34, "exec_low": 51.34, "exec_high": 52.11, "invalid_price": 49.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.88, "max_chase_pct": 1.5, "base_exec_high": 52.11, "dynamic_exec_high": null, "entry_zone_low": 50.57, "entry_zone_high": 52.11, "entry_risk_pct": null, "intraday_vwap": 51.0964, "price_vs_vwap_pct": -0.6584, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1547, "prev_amount_yi": 0.4175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7657, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 50.96, "close": 50.96, "amount_yi": 0.5321 }, { "time": "13:16", "open": 50.72, "high": 50.72, "low": 50.72, "close": 50.72, "amount_yi": 0.1378 }, { "time": "13:17", "open": 50.8, "high": 50.8, "low": 50.76, "close": 50.76, "amount_yi": 0.0959 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.76, "ts": "2026-06-25T13:17:55", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.76, "ask1": 50.79, "bid_qty1": 19, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W94", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.0, "exec_low": 272.0, "exec_high": 276.08, "invalid_price": 263.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 278.6164, "price_vs_vwap_pct": 0.9704, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5949, "prev_amount_yi": 0.5302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.122, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.1369 }, { "time": "13:16", "open": 280.96, "high": 280.96, "low": 280.96, "close": 280.96, "amount_yi": 0.1015 }, { "time": "13:17", "open": 281.14, "high": 281.32, "low": 281.14, "close": 281.32, "amount_yi": 0.0809 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 281.32, "ts": "2026-06-25T13:17:55", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 281.3, "ask1": 281.37, "bid_qty1": 4, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301458:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301458:BREAK_PREV_HIGH", "symbol": "SZSE.301458", "name": "钧崴电子", "side": "BUY", "priority": "W95", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.99, "exec_low": 61.99, "exec_high": 62.92, "invalid_price": 60.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 65.9825, "price_vs_vwap_pct": 0.4206, "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": 0.1402, "prev_amount_yi": 0.1586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 65.76, "low": 65.67, "close": 65.76, "amount_yi": 0.0502 }, { "time": "13:16", "open": 66.02, "high": 66.02, "low": 66.02, "close": 66.02, "amount_yi": 0.02 }, { "time": "13:17", "open": 66.18, "high": 66.26, "low": 66.18, "close": 66.26, "amount_yi": 0.0276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.26, "ts": "2026-06-25T13:17:57", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.13, "ask1": 66.26, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301123:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301123:BREAK_PREV_HIGH", "symbol": "SZSE.301123", "name": "奕东电子", "side": "BUY", "priority": "W96", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 122.0, "exec_low": 122.0, "exec_high": 123.83, "invalid_price": 118.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 127.6364, "price_vs_vwap_pct": -0.9844, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3302, "prev_amount_yi": 0.1793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8416, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 126.0, "low": 125.49, "close": 126.0, "amount_yi": 0.1109 }, { "time": "13:16", "open": 126.46, "high": 126.46, "low": 126.46, "close": 126.46, "amount_yi": 0.0722 }, { "time": "13:17", "open": 126.47, "high": 126.47, "low": 126.38, "close": 126.38, "amount_yi": 0.0467 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.38, "ts": "2026-06-25T13:17:57", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 126.38, "ask1": 126.46, "bid_qty1": 3, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300726:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300726:BREAK_PREV_HIGH", "symbol": "SZSE.300726", "name": "宏达电子", "side": "BUY", "priority": "W97", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 89.28, "exec_low": 89.28, "exec_high": 90.62, "invalid_price": 86.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 90.3561, "price_vs_vwap_pct": 1.2439, "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": 0.3633, "prev_amount_yi": 0.5557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6538, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 90.88, "close": 90.88, "amount_yi": 0.0642 }, { "time": "13:16", "open": 91.46, "high": 91.46, "low": 91.46, "close": 91.46, "amount_yi": 0.0603 }, { "time": "13:17", "open": 91.74, "high": 91.74, "low": 91.48, "close": 91.48, "amount_yi": 0.0822 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.48, "ts": "2026-06-25T13:17:57", "prev_close": 88.25, "open": 87.11, "high": 92.77, "low": 84.9, "bid1": 91.47, "ask1": 91.48, "bid_qty1": 16, "ask_qty1": 18 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300136:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300136:BREAK_PREV_HIGH", "symbol": "SZSE.300136", "name": "信维通信", "side": "BUY", "priority": "W98", "status": "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": "2026-06-25T13:17:58", "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": 106.3492, "price_vs_vwap_pct": 2.0506, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.489, "prev_amount_yi": 2.0661, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 107.57, "close": 107.57, "amount_yi": 0.7835 }, { "time": "13:16", "open": 108.95, "high": 108.95, "low": 108.95, "close": 108.95, "amount_yi": 1.7756 }, { "time": "13:17", "open": 108.94, "high": 108.94, "low": 108.53, "close": 108.53, "amount_yi": 1.5078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.53, "ts": "2026-06-25T13:17:57", "prev_close": 103.12, "open": 103.0, "high": 110.0, "low": 102.3, "bid1": 108.53, "ask1": 108.61, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "TOUCHED", "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": "2026-06-25T13:17:58", "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": 94.8618, "price_vs_vwap_pct": -0.3814, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.152, "prev_amount_yi": 0.0865, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 94.19, "low": 94.15, "close": 94.19, "amount_yi": 0.0441 }, { "time": "13:16", "open": 94.29, "high": 94.29, "low": 94.29, "close": 94.29, "amount_yi": 0.0209 }, { "time": "13:17", "open": 94.55, "high": 94.55, "low": 94.5, "close": 94.5, "amount_yi": 0.0341 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.5, "ts": "2026-06-25T13:17:57", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.49, "ask1": 94.54, "bid_qty1": 1, "ask_qty1": 21 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688728:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688728:BREAK_PREV_HIGH", "symbol": "SHSE.688728", "name": "格科微", "side": "BUY", "priority": "W100", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 16.35, "exec_low": 16.35, "exec_high": 16.6, "invalid_price": 15.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:17:58", "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": 0.1139, "prev_amount_yi": 0.081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 15.4, "close": 15.4, "amount_yi": 0.0267 }, { "time": "13:16", "open": 15.43, "high": 15.43, "low": 15.43, "close": 15.43, "amount_yi": 0.0175 }, { "time": "13:17", "open": 15.46, "high": 15.46, "low": 15.45, "close": 15.45, "amount_yi": 0.0312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.45, "ts": "2026-06-25T13:17:57", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.44, "ask1": 15.45, "bid_qty1": 110, "ask_qty1": 103 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688449:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688449:BREAK_PREV_HIGH", "symbol": "SHSE.688449", "name": "联芸科技", "side": "BUY", "priority": "W101", "status": "TOUCHED", "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": "2026-06-25T13:17:58", "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": 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": 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": 0.4586, "prev_amount_yi": 0.1778, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 83.17, "low": 83.13, "close": 83.17, "amount_yi": 0.1539 }, { "time": "13:16", "open": 83.67, "high": 83.67, "low": 83.67, "close": 83.67, "amount_yi": 0.07 }, { "time": "13:17", "open": 83.75, "high": 83.78, "low": 83.75, "close": 83.78, "amount_yi": 0.1079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.78, "ts": "2026-06-25T13:17:55", "prev_close": 81.4, "open": 85.0, "high": 85.13, "low": 80.26, "bid1": 83.78, "ask1": 83.88, "bid_qty1": 25, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 528032.0, "total_value": 1072525.0, "unrealized_pnl": 81220.0, "unrealized_pnl_pct_of_initial": 8.122, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 72525.0, "total_pnl_pct": 7.252499999999995 }, "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": "2026-06-25T13:17:58", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.310225868860865 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 111.96, "market_value": 201528.0, "unrealized_pnl": 6155.999999999977, "unrealized_pnl_pct": 3.1509121061359835, "updated_at": "2026-06-25T13:17:58", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.790051513950722 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.81, "market_value": 76496.0, "unrealized_pnl": 17776.0, "unrealized_pnl_pct": 30.272479564032693, "updated_at": "2026-06-25T13:17:58", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.1323279177641545 } ], "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": 48.9063, "price_vs_vwap_pct": -2.2416, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4519, "prev_amount_yi": 0.9432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 47.98, "close": 47.98, "amount_yi": 0.0991 }, { "time": "13:16", "open": 47.9, "high": 47.9, "low": 47.9, "close": 47.9, "amount_yi": 0.0496 }, { "time": "13:17", "open": 47.87, "high": 47.87, "low": 47.81, "close": 47.81, "amount_yi": 0.0996 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 76528.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 47.81, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 47.79, "quote_ask1": 47.81, "quote_bid_qty1": 1, "quote_ask_qty1": 9, "quote_ts": "2026-06-25T13:17:56" }, { "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": 48.9063, "price_vs_vwap_pct": -2.2416, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4519, "prev_amount_yi": 0.9432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 47.98, "close": 47.98, "amount_yi": 0.0991 }, { "time": "13:16", "open": 47.9, "high": 47.9, "low": 47.9, "close": 47.9, "amount_yi": 0.0496 }, { "time": "13:17", "open": 47.87, "high": 47.87, "low": 47.81, "close": 47.81, "amount_yi": 0.0996 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.96, "current_position_value": 76528.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 47.81, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 47.79, "quote_ask1": 47.81, "quote_bid_qty1": 1, "quote_ask_qty1": 9, "quote_ts": "2026-06-25T13:17:56" } ], "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 } }