{ "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": "2026-06-25T13:29:12", "signals": [ { "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 78.59, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 78.59, "max_chase_pct": 3.0, "base_exec_high": 78.59, "dynamic_exec_high": null, "entry_zone_low": 75.16, "entry_zone_high": 77.44, "entry_risk_pct": null, "intraday_vwap": 74.379, "price_vs_vwap_pct": 0.0148, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0137, "prev_amount_yi": 0.9525, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 74.29, "high": 74.34, "low": 74.29, "close": 74.34, "amount_yi": 0.357 }, { "time": "13:28", "open": 74.39, "high": 74.39, "low": 74.39, "close": 74.39, "amount_yi": 0.5113 }, { "time": "13:29", "open": 74.39, "high": 74.39, "low": 74.39, "close": 74.39, "amount_yi": 0.1454 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.39, "ts": "2026-06-25T13:29:09", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.38, "ask1": 74.39, "bid_qty1": 64, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "P1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.23, "exec_low": 52.23, "exec_high": 53.8, "invalid_price": 50.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 52.7371, "price_vs_vwap_pct": 6.5474, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1727, "prev_amount_yi": 0.3404, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 56.13, "high": 56.14, "low": 56.13, "close": 56.14, "amount_yi": 0.0645 }, { "time": "13:28", "open": 56.09, "high": 56.1, "low": 56.09, "close": 56.1, "amount_yi": 0.0544 }, { "time": "13:29", "open": 56.19, "high": 56.19, "low": 56.19, "close": 56.19, "amount_yi": 0.0538 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.19, "ts": "2026-06-25T13:29:09", "prev_close": 51.76, "open": 51.26, "high": 56.58, "low": 49.8, "bid1": 56.19, "ask1": 56.2, "bid_qty1": 14, "ask_qty1": 149 }, "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": "2026-06-25T13:29:12", "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": 77.1903, "price_vs_vwap_pct": 1.8263, "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": 0.7592, "prev_amount_yi": 0.8249, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 78.45, "high": 78.5, "low": 78.45, "close": 78.5, "amount_yi": 0.1976 }, { "time": "13:28", "open": 78.59, "high": 78.61, "low": 78.59, "close": 78.61, "amount_yi": 0.325 }, { "time": "13:29", "open": 78.6, "high": 78.6, "low": 78.6, "close": 78.6, "amount_yi": 0.2366 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.6, "ts": "2026-06-25T13:29:09", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.59, "ask1": 78.6, "bid_qty1": 18, "ask_qty1": 14 }, "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": "2026-06-25T13:29:12", "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": 215.0783, "price_vs_vwap_pct": -0.2782, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2379, "prev_amount_yi": 0.2196, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 213.59, "high": 213.87, "low": 213.59, "close": 213.87, "amount_yi": 0.0963 }, { "time": "13:28", "open": 214.01, "high": 214.43, "low": 214.01, "close": 214.43, "amount_yi": 0.0948 }, { "time": "13:29", "open": 214.48, "high": 214.48, "low": 214.48, "close": 214.48, "amount_yi": 0.0468 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 214.48, "ts": "2026-06-25T13:29:10", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 214.49, "ask1": 214.5, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T13:29:12", "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": 257.785, "price_vs_vwap_pct": 3.9548, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1896, "prev_amount_yi": 0.0905, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 265.49, "high": 266.18, "low": 265.49, "close": 266.18, "amount_yi": 0.0539 }, { "time": "13:28", "open": 266.29, "high": 267.19, "low": 266.29, "close": 267.19, "amount_yi": 0.1127 }, { "time": "13:29", "open": 267.98, "high": 267.98, "low": 267.98, "close": 267.98, "amount_yi": 0.023 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.98, "ts": "2026-06-25T13:29:10", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 267.76, "ask1": 267.98, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-25T13:29:12", "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": 49.5079, "price_vs_vwap_pct": 0.5294, "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": 0.2458, "prev_amount_yi": 0.4204, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5847, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 49.69, "high": 49.72, "low": 49.69, "close": 49.72, "amount_yi": 0.0829 }, { "time": "13:28", "open": 49.75, "high": 49.75, "low": 49.75, "close": 49.75, "amount_yi": 0.1098 }, { "time": "13:29", "open": 49.77, "high": 49.77, "low": 49.77, "close": 49.77, "amount_yi": 0.0531 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.77, "ts": "2026-06-25T13:29:09", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.77, "ask1": 49.79, "bid_qty1": 2, "ask_qty1": 117 }, "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": "2026-06-25T13:29:12", "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": 76.6169, "price_vs_vwap_pct": 9.2318, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1474, "prev_amount_yi": 0.3238, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4552, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 83.67, "high": 83.68, "low": 83.67, "close": 83.68, "amount_yi": 0.0497 }, { "time": "13:28", "open": 83.77, "high": 83.77, "low": 83.74, "close": 83.74, "amount_yi": 0.0559 }, { "time": "13:29", "open": 83.69, "high": 83.69, "low": 83.69, "close": 83.69, "amount_yi": 0.0418 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.69, "ts": "2026-06-25T13:29:09", "prev_close": 74.95, "open": 74.63, "high": 85.85, "low": 69.0, "bid1": 83.69, "ask1": 83.75, "bid_qty1": 14, "ask_qty1": 63 }, "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": "2026-06-25T13:29:12", "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": 5.7473, "intraday_vwap": 794.3353, "price_vs_vwap_pct": 0.3355, "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": 0.3448, "prev_amount_yi": 0.495, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6966, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 795.85, "high": 796.0, "low": 795.85, "close": 796.0, "amount_yi": 0.1281 }, { "time": "13:28", "open": 797.0, "high": 797.0, "low": 796.91, "close": 796.91, "amount_yi": 0.129 }, { "time": "13:29", "open": 797.0, "high": 797.0, "low": 797.0, "close": 797.0, "amount_yi": 0.0877 } ] }, "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": 797.0, "ts": "2026-06-25T13:29:09", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 797.0, "ask1": 797.07, "bid_qty1": 14, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.15, "exec_low": 7.15, "exec_high": 7.36, "invalid_price": 6.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 7.4518, "price_vs_vwap_pct": -0.2925, "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": 0.9483, "prev_amount_yi": 1.9814, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 7.4, "high": 7.42, "low": 7.4, "close": 7.42, "amount_yi": 0.3728 }, { "time": "13:28", "open": 7.43, "high": 7.43, "low": 7.43, "close": 7.43, "amount_yi": 0.4019 }, { "time": "13:29", "open": 7.43, "high": 7.43, "low": 7.43, "close": 7.43, "amount_yi": 0.1736 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.43, "ts": "2026-06-25T13:29:09", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.41, "ask1": 7.43, "bid_qty1": 6266, "ask_qty1": 4628 }, "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": "2026-06-25T13:29:12", "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": 90.6158, "price_vs_vwap_pct": -0.9775, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1235, "prev_amount_yi": 0.2165, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 89.61, "high": 89.66, "low": 89.61, "close": 89.66, "amount_yi": 0.046 }, { "time": "13:28", "open": 89.64, "high": 89.67, "low": 89.64, "close": 89.67, "amount_yi": 0.0391 }, { "time": "13:29", "open": 89.73, "high": 89.73, "low": 89.73, "close": 89.73, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.73, "ts": "2026-06-25T13:29:09", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 89.15, "bid1": 89.73, "ask1": 89.74, "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.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": "2026-06-25T13:29:12", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": 3.6582, "intraday_vwap": 135.0367, "price_vs_vwap_pct": 0.6171, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0247, "prev_amount_yi": 0.0819, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3016, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 135.9, "high": 135.93, "low": 135.9, "close": 135.93, "amount_yi": 0.008 }, { "time": "13:28", "open": 135.94, "high": 135.94, "low": 135.76, "close": 135.76, "amount_yi": 0.0091 }, { "time": "13:29", "open": 135.87, "high": 135.87, "low": 135.87, "close": 135.87, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64372.86, "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": 135.87, "ts": "2026-06-25T13:29:09", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 135.82, "ask1": 135.86, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH", "symbol": "SZSE.301308", "name": "江波龙", "side": "BUY", "priority": "P11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 619.99, "exec_low": 619.99, "exec_high": 638.59, "invalid_price": 601.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / 存储模组", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 638.59, "max_chase_pct": 3.0, "base_exec_high": 638.59, "dynamic_exec_high": null, "entry_zone_low": 610.69, "entry_zone_high": 629.29, "entry_risk_pct": null, "intraday_vwap": 663.4485, "price_vs_vwap_pct": 3.0223, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.0947, "prev_amount_yi": 0.892, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4694, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 677.34, "high": 679.98, "low": 677.34, "close": 679.98, "amount_yi": 1.1857 }, { "time": "13:28", "open": 680.66, "high": 681.97, "low": 680.66, "close": 681.97, "amount_yi": 1.3965 }, { "time": "13:29", "open": 683.5, "high": 683.5, "low": 683.5, "close": 683.5, "amount_yi": 0.5125 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128745.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 683.5, "ts": "2026-06-25T13:29:09", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 683.33, "ask1": 683.5, "bid_qty1": 2, "ask_qty1": 15 }, "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": "2026-06-25T13:29:12", "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": 3.2781, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6572, "prev_amount_yi": 0.8904, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:27", "open": 156.89, "high": 156.89, "low": 156.65, "close": 156.65, "amount_yi": 0.2338 }, { "time": "13:28", "open": 156.81, "high": 156.81, "low": 156.7, "close": 156.7, "amount_yi": 0.2886 }, { "time": "13:29", "open": 156.8, "high": 156.8, "low": 156.8, "close": 156.8, "amount_yi": 0.1348 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64372.86, "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": 156.8, "ts": "2026-06-25T13:29:08", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 156.75, "ask1": 156.8, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-06-25T13:29:12", "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": 25.1155, "price_vs_vwap_pct": 2.606, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2717, "prev_amount_yi": 0.2077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 25.56, "high": 25.56, "low": 25.5, "close": 25.5, "amount_yi": 0.034 }, { "time": "13:26", "open": 25.51, "high": 25.51, "low": 25.51, "close": 25.51, "amount_yi": 0.0296 }, { "time": "13:27", "open": 25.49, "high": 25.62, "low": 25.49, "close": 25.62, "amount_yi": 0.0866 }, { "time": "13:28", "open": 25.62, "high": 25.66, "low": 25.62, "close": 25.66, "amount_yi": 0.0534 }, { "time": "13:29", "open": 25.77, "high": 25.77, "low": 25.77, "close": 25.77, "amount_yi": 0.0681 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.77, "ts": "2026-06-25T13:29:10", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.75, "ask1": 25.77, "bid_qty1": 1, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "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": 14.6777, "price_vs_vwap_pct": 1.0376, "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": 0.0097, "prev_amount_yi": 0.0088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1023, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0004 }, { "time": "13:26", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0047 }, { "time": "13:27", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0029 }, { "time": "13:28", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0006 }, { "time": "13:29", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:29:09", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 69260, "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": "2026-06-25T13:29:12", "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": 33.5817, "price_vs_vwap_pct": -0.8984, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3872, "prev_amount_yi": 0.3124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 33.23, "high": 33.23, "low": 33.18, "close": 33.18, "amount_yi": 0.1355 }, { "time": "13:26", "open": 33.19, "high": 33.25, "low": 33.19, "close": 33.25, "amount_yi": 0.0549 }, { "time": "13:27", "open": 33.25, "high": 33.31, "low": 33.25, "close": 33.31, "amount_yi": 0.1002 }, { "time": "13:28", "open": 33.26, "high": 33.26, "low": 33.26, "close": 33.26, "amount_yi": 0.076 }, { "time": "13:29", "open": 33.28, "high": 33.28, "low": 33.28, "close": 33.28, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.28, "ts": "2026-06-25T13:29:09", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 33.26, "ask1": 33.28, "bid_qty1": 37, "ask_qty1": 59 }, "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": "2026-06-25T13:29:12", "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": 168.3052, "price_vs_vwap_pct": -2.4867, "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": 0.233, "prev_amount_yi": 0.2264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 164.93, "high": 165.0, "low": 164.93, "close": 165.0, "amount_yi": 0.0718 }, { "time": "13:26", "open": 164.98, "high": 164.98, "low": 164.88, "close": 164.88, "amount_yi": 0.0452 }, { "time": "13:27", "open": 164.78, "high": 164.78, "low": 164.45, "close": 164.45, "amount_yi": 0.0486 }, { "time": "13:28", "open": 164.38, "high": 164.38, "low": 164.3, "close": 164.3, "amount_yi": 0.0483 }, { "time": "13:29", "open": 164.12, "high": 164.12, "low": 164.12, "close": 164.12, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.12, "ts": "2026-06-25T13:29:08", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 164.11, "ask1": 164.2, "bid_qty1": 12, "ask_qty1": 29 }, "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": "2026-06-25T13:29:12", "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": 262.641, "price_vs_vwap_pct": -1.2035, "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": 1.4771, "prev_amount_yi": 1.7288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8544, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 257.57, "high": 257.57, "low": 257.33, "close": 257.33, "amount_yi": 0.377 }, { "time": "13:26", "open": 257.33, "high": 257.38, "low": 257.33, "close": 257.38, "amount_yi": 0.3212 }, { "time": "13:27", "open": 258.28, "high": 258.46, "low": 258.28, "close": 258.46, "amount_yi": 0.3707 }, { "time": "13:28", "open": 258.9, "high": 259.22, "low": 258.9, "close": 259.22, "amount_yi": 0.2681 }, { "time": "13:29", "open": 259.48, "high": 259.48, "low": 259.48, "close": 259.48, "amount_yi": 0.1401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 259.48, "ts": "2026-06-25T13:29:09", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 259.47, "ask1": 259.49, "bid_qty1": 8, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1344.88, "exec_low": 1344.88, "exec_high": 1365.05, "invalid_price": 1304.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1385.23, "max_chase_pct": 1.5, "base_exec_high": 1365.05, "dynamic_exec_high": null, "entry_zone_low": 1324.71, "entry_zone_high": 1365.05, "entry_risk_pct": null, "intraday_vwap": 1317.2735, "price_vs_vwap_pct": -0.3146, "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": 5.1711, "prev_amount_yi": 6.6919, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 1300.99, "high": 1300.99, "low": 1299.98, "close": 1299.98, "amount_yi": 1.5969 }, { "time": "13:26", "open": 1299.0, "high": 1300.64, "low": 1299.0, "close": 1300.64, "amount_yi": 1.0356 }, { "time": "13:27", "open": 1306.99, "high": 1307.01, "low": 1306.99, "close": 1307.01, "amount_yi": 0.9903 }, { "time": "13:28", "open": 1307.88, "high": 1307.88, "low": 1307.88, "close": 1307.88, "amount_yi": 1.0031 }, { "time": "13:29", "open": 1313.13, "high": 1313.13, "low": 1313.13, "close": 1313.13, "amount_yi": 0.5452 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1313.13, "ts": "2026-06-25T13:29:09", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1313.13, "ask1": 1313.14, "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.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": "2026-06-25T13:29:12", "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": 577.3307, "price_vs_vwap_pct": 3.7343, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.036, "prev_amount_yi": 4.4084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 590.67, "high": 591.0, "low": 590.67, "close": 591.0, "amount_yi": 0.4347 }, { "time": "13:26", "open": 590.0, "high": 591.0, "low": 590.0, "close": 591.0, "amount_yi": 0.622 }, { "time": "13:27", "open": 594.62, "high": 595.5, "low": 594.62, "close": 595.5, "amount_yi": 1.446 }, { "time": "13:28", "open": 596.84, "high": 598.21, "low": 596.84, "close": 598.21, "amount_yi": 2.8179 }, { "time": "13:29", "open": 598.89, "high": 598.89, "low": 598.89, "close": 598.89, "amount_yi": 0.7154 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 598.89, "ts": "2026-06-25T13:29:09", "prev_close": 555.3, "open": 560.0, "high": 606.36, "low": 550.06, "bid1": 598.89, "ask1": 599.2, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-25T13:29:12", "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": 48.8753, "price_vs_vwap_pct": -2.4661, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4142, "prev_amount_yi": 0.3592, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 47.74, "high": 47.74, "low": 47.71, "close": 47.71, "amount_yi": 0.0606 }, { "time": "13:26", "open": 47.73, "high": 47.73, "low": 47.69, "close": 47.69, "amount_yi": 0.0586 }, { "time": "13:27", "open": 47.63, "high": 47.63, "low": 47.63, "close": 47.63, "amount_yi": 0.1612 }, { "time": "13:28", "open": 47.62, "high": 47.65, "low": 47.62, "close": 47.65, "amount_yi": 0.0832 }, { "time": "13:29", "open": 47.67, "high": 47.67, "low": 47.67, "close": 47.67, "amount_yi": 0.0506 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 76240.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.67, "ts": "2026-06-25T13:29:08", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 47.67, "ask1": 47.68, "bid_qty1": 89, "ask_qty1": 14 }, "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": "2026-06-25T13:29:12", "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": 52.89, "price_vs_vwap_pct": 0.9643, "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": 0.117, "prev_amount_yi": 0.1382, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8466, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 53.32, "high": 53.32, "low": 53.3, "close": 53.3, "amount_yi": 0.0376 }, { "time": "13:26", "open": 53.28, "high": 53.37, "low": 53.28, "close": 53.37, "amount_yi": 0.0253 }, { "time": "13:27", "open": 53.35, "high": 53.4, "low": 53.35, "close": 53.4, "amount_yi": 0.0318 }, { "time": "13:28", "open": 53.35, "high": 53.36, "low": 53.35, "close": 53.36, "amount_yi": 0.0186 }, { "time": "13:29", "open": 53.4, "high": 53.4, "low": 53.4, "close": 53.4, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.4, "ts": "2026-06-25T13:29:09", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.39, "ask1": 53.4, "bid_qty1": 68, "ask_qty1": 51 }, "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": "2026-06-25T13:29:12", "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": 4.4017, "intraday_vwap": 31.1056, "price_vs_vwap_pct": 3.6791, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.431, "prev_amount_yi": 0.337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 31.97, "high": 32.0, "low": 31.97, "close": 32.0, "amount_yi": 0.0809 }, { "time": "13:26", "open": 32.2, "high": 32.2, "low": 32.07, "close": 32.07, "amount_yi": 0.1421 }, { "time": "13:27", "open": 32.13, "high": 32.13, "low": 32.13, "close": 32.13, "amount_yi": 0.0573 }, { "time": "13:28", "open": 32.1, "high": 32.1, "low": 32.07, "close": 32.07, "amount_yi": 0.0538 }, { "time": "13:29", "open": 32.25, "high": 32.25, "low": 32.25, "close": 32.25, "amount_yi": 0.0969 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 32.25, "ts": "2026-06-25T13:29:09", "prev_close": 31.5, "open": 31.48, "high": 32.26, "low": 30.0, "bid1": 32.25, "ask1": 32.26, "bid_qty1": 165, "ask_qty1": 74 }, "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": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 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": 148.6542, "price_vs_vwap_pct": 4.8204, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2785, "prev_amount_yi": 0.3507, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.6456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 151.5, "high": 151.82, "low": 151.5, "close": 151.82, "amount_yi": 0.0514 }, { "time": "13:26", "open": 152.59, "high": 153.21, "low": 152.59, "close": 153.21, "amount_yi": 0.237 }, { "time": "13:27", "open": 153.02, "high": 154.25, "low": 153.02, "close": 154.25, "amount_yi": 0.219 }, { "time": "13:28", "open": 154.48, "high": 156.36, "low": 154.48, "close": 156.36, "amount_yi": 0.6376 }, { "time": "13:29", "open": 155.82, "high": 155.82, "low": 155.82, "close": 155.82, "amount_yi": 0.1335 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 155.82, "ts": "2026-06-25T13:29:09", "prev_close": 151.32, "open": 150.0, "high": 156.66, "low": 145.6, "bid1": 155.58, "ask1": 155.82, "bid_qty1": 39, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 23.9821, "price_vs_vwap_pct": -2.177, "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": 0.1232, "prev_amount_yi": 0.1249, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 23.37, "high": 23.37, "low": 23.3, "close": 23.3, "amount_yi": 0.0357 }, { "time": "13:26", "open": 23.31, "high": 23.34, "low": 23.31, "close": 23.34, "amount_yi": 0.0247 }, { "time": "13:27", "open": 23.35, "high": 23.47, "low": 23.35, "close": 23.47, "amount_yi": 0.0213 }, { "time": "13:28", "open": 23.58, "high": 23.58, "low": 23.55, "close": 23.55, "amount_yi": 0.0343 }, { "time": "13:29", "open": 23.46, "high": 23.46, "low": 23.46, "close": 23.46, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.46, "ts": "2026-06-25T13:29:09", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.46, "ask1": 23.53, "bid_qty1": 151, "ask_qty1": 177 }, "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": "2026-06-25T13:29:12", "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": 35.7608, "price_vs_vwap_pct": -0.953, "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": 0.2454, "prev_amount_yi": 0.2651, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 35.24, "high": 35.24, "low": 35.22, "close": 35.22, "amount_yi": 0.0463 }, { "time": "13:26", "open": 35.37, "high": 35.38, "low": 35.37, "close": 35.38, "amount_yi": 0.0585 }, { "time": "13:27", "open": 35.28, "high": 35.37, "low": 35.28, "close": 35.37, "amount_yi": 0.0951 }, { "time": "13:28", "open": 35.39, "high": 35.39, "low": 35.39, "close": 35.39, "amount_yi": 0.0289 }, { "time": "13:29", "open": 35.42, "high": 35.42, "low": 35.42, "close": 35.42, "amount_yi": 0.0166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:29:09", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.41, "ask1": 35.42, "bid_qty1": 127, "ask_qty1": 39 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:29:12", "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": 27.9642, "price_vs_vwap_pct": -3.5553, "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": 0.3793, "prev_amount_yi": 0.5489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.691, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 26.79, "high": 26.79, "low": 26.71, "close": 26.71, "amount_yi": 0.096 }, { "time": "13:26", "open": 26.73, "high": 26.75, "low": 26.73, "close": 26.75, "amount_yi": 0.1202 }, { "time": "13:27", "open": 26.81, "high": 26.84, "low": 26.81, "close": 26.84, "amount_yi": 0.0541 }, { "time": "13:28", "open": 26.85, "high": 26.91, "low": 26.85, "close": 26.91, "amount_yi": 0.0736 }, { "time": "13:29", "open": 26.97, "high": 26.97, "low": 26.97, "close": 26.97, "amount_yi": 0.0354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.97, "ts": "2026-06-25T13:29:09", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.68, "bid1": 26.95, "ask1": 26.97, "bid_qty1": 148, "ask_qty1": 12 }, "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": "2026-06-25T13:29:12", "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": 132.857, "price_vs_vwap_pct": 1.6431, "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": 0.6368, "prev_amount_yi": 1.0374, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 134.37, "high": 134.37, "low": 134.16, "close": 134.16, "amount_yi": 0.1077 }, { "time": "13:26", "open": 134.1, "high": 134.25, "low": 134.1, "close": 134.25, "amount_yi": 0.2073 }, { "time": "13:27", "open": 134.49, "high": 134.64, "low": 134.49, "close": 134.64, "amount_yi": 0.0694 }, { "time": "13:28", "open": 134.73, "high": 134.99, "low": 134.73, "close": 134.99, "amount_yi": 0.1691 }, { "time": "13:29", "open": 135.04, "high": 135.04, "low": 135.04, "close": 135.04, "amount_yi": 0.0833 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.04, "ts": "2026-06-25T13:29:09", "prev_close": 132.99, "open": 132.03, "high": 136.0, "low": 129.26, "bid1": 135.02, "ask1": 135.04, "bid_qty1": 69, "ask_qty1": 17 }, "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": "2026-06-25T13:29:12", "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": 94.8713, "price_vs_vwap_pct": 2.9605, "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": 2.8962, "prev_amount_yi": 2.8379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 97.9, "high": 97.98, "low": 97.9, "close": 97.98, "amount_yi": 1.3694 }, { "time": "13:26", "open": 97.73, "high": 97.73, "low": 97.28, "close": 97.28, "amount_yi": 0.4294 }, { "time": "13:27", "open": 97.6, "high": 97.71, "low": 97.6, "close": 97.71, "amount_yi": 0.5143 }, { "time": "13:28", "open": 97.82, "high": 97.82, "low": 97.56, "close": 97.56, "amount_yi": 0.4329 }, { "time": "13:29", "open": 97.68, "high": 97.68, "low": 97.68, "close": 97.68, "amount_yi": 0.1502 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 97.68, "ts": "2026-06-25T13:29:09", "prev_close": 91.72, "open": 93.5, "high": 99.5, "low": 87.0, "bid1": 97.73, "ask1": 97.78, "bid_qty1": 20, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002141:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002141:BREAK_PREV_HIGH", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 5.04, "exec_low": 5.04, "exec_high": 5.12, "invalid_price": 4.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 4.5693, "price_vs_vwap_pct": 3.0792, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1849, "prev_amount_yi": 0.0816, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 4.62, "high": 4.62, "low": 4.62, "close": 4.62, "amount_yi": 0.0149 }, { "time": "13:26", "open": 4.62, "high": 4.62, "low": 4.62, "close": 4.62, "amount_yi": 0.0103 }, { "time": "13:27", "open": 4.63, "high": 4.64, "low": 4.63, "close": 4.64, "amount_yi": 0.0535 }, { "time": "13:28", "open": 4.68, "high": 4.68, "low": 4.68, "close": 4.68, "amount_yi": 0.0369 }, { "time": "13:29", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0693 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.71, "ts": "2026-06-25T13:29:09", "prev_close": 4.76, "open": 4.52, "high": 4.75, "low": 4.45, "bid1": 4.71, "ask1": 4.72, "bid_qty1": 1115, "ask_qty1": 1759 }, "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": "2026-06-25T13:29:12", "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": 22.2827, "price_vs_vwap_pct": 0.5713, "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": 0.0985, "prev_amount_yi": 0.1509, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 22.45, "high": 22.47, "low": 22.45, "close": 22.47, "amount_yi": 0.0211 }, { "time": "13:26", "open": 22.5, "high": 22.5, "low": 22.5, "close": 22.5, "amount_yi": 0.0239 }, { "time": "13:27", "open": 22.5, "high": 22.5, "low": 22.46, "close": 22.46, "amount_yi": 0.0189 }, { "time": "13:28", "open": 22.46, "high": 22.46, "low": 22.42, "close": 22.42, "amount_yi": 0.0212 }, { "time": "13:29", "open": 22.41, "high": 22.41, "low": 22.41, "close": 22.41, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.41, "ts": "2026-06-25T13:29:09", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.42, "ask1": 22.43, "bid_qty1": 5, "ask_qty1": 89 }, "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": "2026-06-25T13:29:12", "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": 75.7382, "price_vs_vwap_pct": -4.2755, "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": 0.1779, "prev_amount_yi": 0.2406, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 72.15, "high": 72.15, "low": 71.99, "close": 71.99, "amount_yi": 0.0331 }, { "time": "13:26", "open": 72.04, "high": 72.18, "low": 72.04, "close": 72.18, "amount_yi": 0.0316 }, { "time": "13:27", "open": 72.0, "high": 72.0, "low": 72.0, "close": 72.0, "amount_yi": 0.0389 }, { "time": "13:28", "open": 72.07, "high": 72.07, "low": 72.06, "close": 72.06, "amount_yi": 0.0526 }, { "time": "13:29", "open": 72.5, "high": 72.5, "low": 72.5, "close": 72.5, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.5, "ts": "2026-06-25T13:29:09", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 72.35, "ask1": 72.5, "bid_qty1": 24, "ask_qty1": 190 }, "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": "2026-06-25T13:29:12", "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": 114.8405, "price_vs_vwap_pct": -0.5142, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4875, "prev_amount_yi": 0.1975, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 113.99, "high": 114.0, "low": 113.99, "close": 114.0, "amount_yi": 0.0327 }, { "time": "13:26", "open": 114.0, "high": 114.0, "low": 113.99, "close": 113.99, "amount_yi": 0.0287 }, { "time": "13:27", "open": 113.82, "high": 113.87, "low": 113.82, "close": 113.87, "amount_yi": 0.368 }, { "time": "13:28", "open": 113.91, "high": 114.08, "low": 113.91, "close": 114.08, "amount_yi": 0.05 }, { "time": "13:29", "open": 114.25, "high": 114.25, "low": 114.25, "close": 114.25, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.25, "ts": "2026-06-25T13:29:10", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 114.19, "ask1": 114.25, "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.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": "2026-06-25T13:29:12", "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": 17.6965, "price_vs_vwap_pct": -0.2063, "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": 0.1847, "prev_amount_yi": 0.2928, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 17.61, "high": 17.62, "low": 17.61, "close": 17.62, "amount_yi": 0.0219 }, { "time": "13:26", "open": 17.61, "high": 17.65, "low": 17.61, "close": 17.65, "amount_yi": 0.0393 }, { "time": "13:27", "open": 17.66, "high": 17.68, "low": 17.66, "close": 17.68, "amount_yi": 0.025 }, { "time": "13:28", "open": 17.65, "high": 17.65, "low": 17.63, "close": 17.63, "amount_yi": 0.0893 }, { "time": "13:29", "open": 17.66, "high": 17.66, "low": 17.66, "close": 17.66, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.66, "ts": "2026-06-25T13:29:09", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.66, "ask1": 17.67, "bid_qty1": 100, "ask_qty1": 21 }, "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": "2026-06-25T13:29:12", "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": 107.2052, "price_vs_vwap_pct": 0.788, "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": 0.1319, "prev_amount_yi": 0.2356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 107.99, "high": 107.99, "low": 107.74, "close": 107.74, "amount_yi": 0.0343 }, { "time": "13:26", "open": 107.71, "high": 107.71, "low": 107.7, "close": 107.7, "amount_yi": 0.0242 }, { "time": "13:27", "open": 107.76, "high": 107.88, "low": 107.76, "close": 107.88, "amount_yi": 0.0351 }, { "time": "13:28", "open": 107.98, "high": 108.0, "low": 107.98, "close": 108.0, "amount_yi": 0.0201 }, { "time": "13:29", "open": 108.05, "high": 108.05, "low": 108.05, "close": 108.05, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.05, "ts": "2026-06-25T13:29:09", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 108.05, "ask1": 108.06, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300302:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300302:BREAK_PREV_HIGH", "symbol": "SZSE.300302", "name": "同有科技", "side": "BUY", "priority": "W22", "status": "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": "2026-06-25T13:29:12", "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": 59.0344, "price_vs_vwap_pct": 0.704, "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": 0.3916, "prev_amount_yi": 0.7534, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5198, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 58.51, "high": 58.51, "low": 58.51, "close": 58.51, "amount_yi": 0.1197 }, { "time": "13:26", "open": 58.52, "high": 58.54, "low": 58.52, "close": 58.54, "amount_yi": 0.0811 }, { "time": "13:27", "open": 58.76, "high": 58.88, "low": 58.76, "close": 58.88, "amount_yi": 0.0512 }, { "time": "13:28", "open": 59.04, "high": 59.23, "low": 59.04, "close": 59.23, "amount_yi": 0.0883 }, { "time": "13:29", "open": 59.45, "high": 59.45, "low": 59.45, "close": 59.45, "amount_yi": 0.0513 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.45, "ts": "2026-06-25T13:29:09", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 59.46, "ask1": 59.48, "bid_qty1": 2, "ask_qty1": 15 }, "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": "2026-06-25T13:29:12", "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": 233.5075, "price_vs_vwap_pct": 4.926, "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": 0.4088, "prev_amount_yi": 0.4976, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 248.42, "high": 248.43, "low": 248.42, "close": 248.43, "amount_yi": 0.0521 }, { "time": "13:26", "open": 248.39, "high": 248.39, "low": 247.0, "close": 247.0, "amount_yi": 0.1509 }, { "time": "13:27", "open": 245.88, "high": 246.84, "low": 245.88, "close": 246.84, "amount_yi": 0.1386 }, { "time": "13:28", "open": 246.48, "high": 246.48, "low": 245.97, "close": 245.97, "amount_yi": 0.0473 }, { "time": "13:29", "open": 245.01, "high": 245.01, "low": 245.01, "close": 245.01, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 245.01, "ts": "2026-06-25T13:29:09", "prev_close": 248.33, "open": 238.36, "high": 248.98, "low": 225.88, "bid1": 245.01, "ask1": 245.4, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "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": 408.4671, "price_vs_vwap_pct": -1.3433, "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": 0.0885, "prev_amount_yi": 0.0601, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 400.25, "high": 400.25, "low": 400.0, "close": 400.0, "amount_yi": 0.0212 }, { "time": "13:26", "open": 400.0, "high": 400.0, "low": 400.0, "close": 400.0, "amount_yi": 0.0152 }, { "time": "13:27", "open": 400.01, "high": 401.33, "low": 400.01, "close": 401.33, "amount_yi": 0.0168 }, { "time": "13:28", "open": 401.38, "high": 402.94, "low": 401.38, "close": 402.94, "amount_yi": 0.0305 }, { "time": "13:29", "open": 402.98, "high": 402.98, "low": 402.98, "close": 402.98, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 402.98, "ts": "2026-06-25T13:29:09", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 402.98, "ask1": 403.0, "bid_qty1": 6, "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": "2026-06-25T13:29:12", "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": 80.1062, "price_vs_vwap_pct": 0.941, "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": 0.1493, "prev_amount_yi": 0.1476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 80.24, "high": 80.24, "low": 80.16, "close": 80.16, "amount_yi": 0.0179 }, { "time": "13:26", "open": 80.14, "high": 80.2, "low": 80.14, "close": 80.2, "amount_yi": 0.0426 }, { "time": "13:27", "open": 80.24, "high": 80.4, "low": 80.24, "close": 80.4, "amount_yi": 0.0139 }, { "time": "13:28", "open": 80.52, "high": 80.71, "low": 80.52, "close": 80.71, "amount_yi": 0.0357 }, { "time": "13:29", "open": 80.86, "high": 80.86, "low": 80.86, "close": 80.86, "amount_yi": 0.0392 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.86, "ts": "2026-06-25T13:29:09", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.86, "ask1": 80.87, "bid_qty1": 9, "ask_qty1": 7 }, "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": "2026-06-25T13:29:12", "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": 94.7776, "price_vs_vwap_pct": 0.5195, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4244, "prev_amount_yi": 0.3703, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 94.71, "high": 94.72, "low": 94.71, "close": 94.72, "amount_yi": 0.0787 }, { "time": "13:26", "open": 94.6, "high": 95.0, "low": 94.6, "close": 95.0, "amount_yi": 0.148 }, { "time": "13:27", "open": 95.0, "high": 95.0, "low": 94.99, "close": 94.99, "amount_yi": 0.0386 }, { "time": "13:28", "open": 95.15, "high": 95.16, "low": 95.15, "close": 95.16, "amount_yi": 0.1067 }, { "time": "13:29", "open": 95.27, "high": 95.27, "low": 95.27, "close": 95.27, "amount_yi": 0.0524 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.27, "ts": "2026-06-25T13:29:09", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 95.25, "ask1": 95.27, "bid_qty1": 31, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603823:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603823:BREAK_PREV_HIGH", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.66, "exec_low": 56.66, "exec_high": 57.51, "invalid_price": 54.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 53.2168, "price_vs_vwap_pct": -0.1443, "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": 0.0473, "prev_amount_yi": 0.0652, "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": "13:25", "open": 52.92, "high": 52.92, "low": 52.9, "close": 52.9, "amount_yi": 0.0078 }, { "time": "13:26", "open": 52.91, "high": 52.93, "low": 52.91, "close": 52.93, "amount_yi": 0.0062 }, { "time": "13:27", "open": 53.0, "high": 53.1, "low": 53.0, "close": 53.1, "amount_yi": 0.0091 }, { "time": "13:28", "open": 53.02, "high": 53.06, "low": 53.02, "close": 53.06, "amount_yi": 0.0142 }, { "time": "13:29", "open": 53.14, "high": 53.14, "low": 53.14, "close": 53.14, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.14, "ts": "2026-06-25T13:29:08", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.14, "ask1": 53.15, "bid_qty1": 3, "ask_qty1": 6 }, "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": "2026-06-25T13:29:12", "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": 69.8609, "price_vs_vwap_pct": -1.4041, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4278, "prev_amount_yi": 0.2227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.921, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 68.92, "high": 68.92, "low": 68.86, "close": 68.86, "amount_yi": 0.1056 }, { "time": "13:26", "open": 68.81, "high": 68.83, "low": 68.81, "close": 68.83, "amount_yi": 0.1727 }, { "time": "13:27", "open": 68.86, "high": 68.95, "low": 68.86, "close": 68.95, "amount_yi": 0.046 }, { "time": "13:28", "open": 68.94, "high": 68.94, "low": 68.88, "close": 68.88, "amount_yi": 0.0724 }, { "time": "13:29", "open": 68.88, "high": 68.88, "low": 68.88, "close": 68.88, "amount_yi": 0.0311 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.88, "ts": "2026-06-25T13:29:09", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.68, "bid1": 68.88, "ask1": 68.89, "bid_qty1": 10, "ask_qty1": 80 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.6017, "intraday_vwap": 50.2018, "price_vs_vwap_pct": 1.1916, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.973, "prev_amount_yi": 0.731, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 50.15, "high": 50.19, "low": 50.15, "close": 50.19, "amount_yi": 0.1364 }, { "time": "13:26", "open": 50.14, "high": 50.19, "low": 50.14, "close": 50.19, "amount_yi": 0.1603 }, { "time": "13:27", "open": 50.25, "high": 50.44, "low": 50.25, "close": 50.44, "amount_yi": 0.1119 }, { "time": "13:28", "open": 50.55, "high": 50.77, "low": 50.55, "close": 50.77, "amount_yi": 0.4068 }, { "time": "13:29", "open": 50.8, "high": 50.8, "low": 50.8, "close": 50.8, "amount_yi": 0.1576 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 50.8, "ts": "2026-06-25T13:29:09", "prev_close": 49.63, "open": 50.65, "high": 51.48, "low": 48.65, "bid1": 50.8, "ask1": 50.81, "bid_qty1": 14, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.98, "exec_low": 18.98, "exec_high": 19.26, "invalid_price": 18.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 3.3088, "intraday_vwap": 18.9497, "price_vs_vwap_pct": 0.4765, "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": 0.0747, "prev_amount_yi": 0.0867, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8616, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 19.03, "high": 19.03, "low": 18.98, "close": 18.98, "amount_yi": 0.0224 }, { "time": "13:26", "open": 19.0, "high": 19.02, "low": 19.0, "close": 19.02, "amount_yi": 0.0181 }, { "time": "13:27", "open": 19.01, "high": 19.03, "low": 19.01, "close": 19.03, "amount_yi": 0.0114 }, { "time": "13:28", "open": 19.03, "high": 19.03, "low": 19.03, "close": 19.03, "amount_yi": 0.0156 }, { "time": "13:29", "open": 19.04, "high": 19.04, "low": 19.04, "close": 19.04, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 19.04, "ts": "2026-06-25T13:29:09", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 19.03, "ask1": 19.04, "bid_qty1": 303, "ask_qty1": 234 }, "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": "2026-06-25T13:29:12", "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": 39.5881, "price_vs_vwap_pct": -0.1973, "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": 0.289, "prev_amount_yi": 0.3935, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 39.42, "high": 39.42, "low": 39.38, "close": 39.38, "amount_yi": 0.0575 }, { "time": "13:26", "open": 39.42, "high": 39.45, "low": 39.42, "close": 39.45, "amount_yi": 0.0629 }, { "time": "13:27", "open": 39.52, "high": 39.57, "low": 39.52, "close": 39.57, "amount_yi": 0.0616 }, { "time": "13:28", "open": 39.52, "high": 39.52, "low": 39.52, "close": 39.52, "amount_yi": 0.081 }, { "time": "13:29", "open": 39.51, "high": 39.51, "low": 39.51, "close": 39.51, "amount_yi": 0.026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.51, "ts": "2026-06-25T13:29:09", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.51, "ask1": 39.52, "bid_qty1": 9, "ask_qty1": 208 }, "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": "2026-06-25T13:29:12", "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": 16.622, "price_vs_vwap_pct": 0.5896, "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": 0.0438, "prev_amount_yi": 0.0915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 16.68, "high": 16.68, "low": 16.66, "close": 16.66, "amount_yi": 0.0082 }, { "time": "13:26", "open": 16.66, "high": 16.68, "low": 16.66, "close": 16.68, "amount_yi": 0.0035 }, { "time": "13:27", "open": 16.68, "high": 16.69, "low": 16.68, "close": 16.69, "amount_yi": 0.0035 }, { "time": "13:28", "open": 16.69, "high": 16.74, "low": 16.69, "close": 16.74, "amount_yi": 0.0249 }, { "time": "13:29", "open": 16.72, "high": 16.72, "low": 16.72, "close": 16.72, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.72, "ts": "2026-06-25T13:29:09", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.72, "ask1": 16.73, "bid_qty1": 5, "ask_qty1": 180 }, "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": "2026-06-25T13:29:12", "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": 23.9511, "price_vs_vwap_pct": -0.7561, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3353, "prev_amount_yi": 0.2291, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4636, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 23.72, "high": 23.72, "low": 23.72, "close": 23.72, "amount_yi": 0.0292 }, { "time": "13:26", "open": 23.71, "high": 23.72, "low": 23.71, "close": 23.72, "amount_yi": 0.0343 }, { "time": "13:27", "open": 23.75, "high": 23.8, "low": 23.75, "close": 23.8, "amount_yi": 0.2096 }, { "time": "13:28", "open": 23.81, "high": 23.81, "low": 23.8, "close": 23.8, "amount_yi": 0.0436 }, { "time": "13:29", "open": 23.77, "high": 23.77, "low": 23.77, "close": 23.77, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.77, "ts": "2026-06-25T13:29:09", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.77, "ask1": 23.78, "bid_qty1": 5, "ask_qty1": 270 }, "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": "2026-06-25T13:29:12", "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": 151.7484, "price_vs_vwap_pct": -0.2428, "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": 1.2772, "prev_amount_yi": 2.6853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4756, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 150.64, "high": 150.64, "low": 150.61, "close": 150.61, "amount_yi": 0.3071 }, { "time": "13:26", "open": 150.56, "high": 150.92, "low": 150.56, "close": 150.92, "amount_yi": 0.4753 }, { "time": "13:27", "open": 150.99, "high": 151.06, "low": 150.99, "close": 151.06, "amount_yi": 0.2346 }, { "time": "13:28", "open": 151.0, "high": 151.1, "low": 151.0, "close": 151.1, "amount_yi": 0.169 }, { "time": "13:29", "open": 151.38, "high": 151.38, "low": 151.38, "close": 151.38, "amount_yi": 0.0912 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 151.38, "ts": "2026-06-25T13:29:09", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 151.38, "ask1": 151.39, "bid_qty1": 84, "ask_qty1": 1 }, "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": "2026-06-25T13:29:12", "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": 30.0062, "price_vs_vwap_pct": -0.6539, "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": 0.0655, "prev_amount_yi": 0.0727, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 29.99, "high": 29.99, "low": 29.99, "close": 29.99, "amount_yi": 0.0077 }, { "time": "13:26", "open": 29.95, "high": 29.95, "low": 29.93, "close": 29.93, "amount_yi": 0.0155 }, { "time": "13:27", "open": 29.95, "high": 29.95, "low": 29.94, "close": 29.94, "amount_yi": 0.0169 }, { "time": "13:28", "open": 29.9, "high": 29.9, "low": 29.88, "close": 29.88, "amount_yi": 0.0239 }, { "time": "13:29", "open": 29.81, "high": 29.81, "low": 29.81, "close": 29.81, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.81, "ts": "2026-06-25T13:29:09", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 29.81, "ask1": 29.82, "bid_qty1": 53, "ask_qty1": 104 }, "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": "2026-06-25T13:29:12", "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": 82.1267, "price_vs_vwap_pct": 2.3053, "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": 0.0262, "prev_amount_yi": 0.0441, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5941, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0067 }, { "time": "13:26", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.002 }, { "time": "13:27", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0045 }, { "time": "13:28", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0021 }, { "time": "13:29", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:29:06", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 22968, "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": "2026-06-25T13:29:12", "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": 32.9307, "price_vs_vwap_pct": -0.6095, "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": 0.0618, "prev_amount_yi": 0.1228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5033, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 32.68, "high": 32.69, "low": 32.68, "close": 32.69, "amount_yi": 0.018 }, { "time": "13:26", "open": 32.69, "high": 32.69, "low": 32.69, "close": 32.69, "amount_yi": 0.0203 }, { "time": "13:27", "open": 32.7, "high": 32.7, "low": 32.69, "close": 32.69, "amount_yi": 0.0071 }, { "time": "13:28", "open": 32.69, "high": 32.72, "low": 32.69, "close": 32.72, "amount_yi": 0.0105 }, { "time": "13:29", "open": 32.73, "high": 32.73, "low": 32.73, "close": 32.73, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.73, "ts": "2026-06-25T13:29:09", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.62, "bid1": 32.71, "ask1": 32.73, "bid_qty1": 29, "ask_qty1": 72 }, "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": "2026-06-25T13:29:12", "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": 3.5391, "intraday_vwap": 185.595, "price_vs_vwap_pct": 1.2743, "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": 0.283, "prev_amount_yi": 0.2813, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.006, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 187.2, "high": 187.2, "low": 187.2, "close": 187.2, "amount_yi": 0.0393 }, { "time": "13:26", "open": 187.26, "high": 187.37, "low": 187.26, "close": 187.37, "amount_yi": 0.0622 }, { "time": "13:27", "open": 187.45, "high": 187.7, "low": 187.45, "close": 187.7, "amount_yi": 0.0739 }, { "time": "13:28", "open": 187.55, "high": 187.83, "low": 187.55, "close": 187.83, "amount_yi": 0.0597 }, { "time": "13:29", "open": 187.96, "high": 187.96, "low": 187.96, "close": 187.96, "amount_yi": 0.0479 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 187.96, "ts": "2026-06-25T13:29:08", "prev_close": 185.39, "open": 186.8, "high": 188.78, "low": 182.36, "bid1": 187.85, "ask1": 187.9, "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.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": "2026-06-25T13:29:12", "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": 37.1645, "price_vs_vwap_pct": -0.2543, "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": 0.0679, "prev_amount_yi": 0.0535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 37.0, "high": 37.0, "low": 36.99, "close": 36.99, "amount_yi": 0.0119 }, { "time": "13:26", "open": 36.97, "high": 37.06, "low": 36.97, "close": 37.06, "amount_yi": 0.043 }, { "time": "13:27", "open": 37.06, "high": 37.07, "low": 37.06, "close": 37.07, "amount_yi": 0.0043 }, { "time": "13:28", "open": 37.12, "high": 37.12, "low": 37.09, "close": 37.09, "amount_yi": 0.006 }, { "time": "13:29", "open": 37.07, "high": 37.07, "low": 37.07, "close": 37.07, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.07, "ts": "2026-06-25T13:29:09", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.4, "bid1": 37.07, "ask1": 37.08, "bid_qty1": 86, "ask_qty1": 30 }, "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": "2026-06-25T13:29:12", "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": 54.6103, "price_vs_vwap_pct": 0.2924, "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": 0.4227, "prev_amount_yi": 0.52, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 54.79, "high": 54.79, "low": 54.76, "close": 54.76, "amount_yi": 0.0909 }, { "time": "13:26", "open": 54.77, "high": 54.77, "low": 54.74, "close": 54.74, "amount_yi": 0.0744 }, { "time": "13:27", "open": 54.78, "high": 54.78, "low": 54.65, "close": 54.65, "amount_yi": 0.0571 }, { "time": "13:28", "open": 54.68, "high": 54.68, "low": 54.65, "close": 54.65, "amount_yi": 0.0719 }, { "time": "13:29", "open": 54.77, "high": 54.77, "low": 54.77, "close": 54.77, "amount_yi": 0.1284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.77, "ts": "2026-06-25T13:29:09", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 54.77, "ask1": 54.78, "bid_qty1": 4, "ask_qty1": 25 }, "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": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 10.25, "max_chase_pct": 1.5, "base_exec_high": 10.1, "dynamic_exec_high": null, "entry_zone_low": 9.8, "entry_zone_high": 10.1, "entry_risk_pct": null, "intraday_vwap": 10.0242, "price_vs_vwap_pct": 1.1552, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2544, "prev_amount_yi": 0.1308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.945, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 10.08, "high": 10.08, "low": 10.07, "close": 10.07, "amount_yi": 0.0268 }, { "time": "13:26", "open": 10.07, "high": 10.07, "low": 10.07, "close": 10.07, "amount_yi": 0.0313 }, { "time": "13:27", "open": 10.08, "high": 10.1, "low": 10.08, "close": 10.1, "amount_yi": 0.0855 }, { "time": "13:28", "open": 10.12, "high": 10.15, "low": 10.12, "close": 10.15, "amount_yi": 0.0507 }, { "time": "13:29", "open": 10.14, "high": 10.14, "low": 10.14, "close": 10.14, "amount_yi": 0.0601 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.14, "ts": "2026-06-25T13:29:09", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.14, "ask1": 10.15, "bid_qty1": 637, "ask_qty1": 81 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 99.5467, "price_vs_vwap_pct": 2.1732, "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": 0.4022, "prev_amount_yi": 0.4523, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 101.6, "high": 101.6, "low": 101.42, "close": 101.42, "amount_yi": 0.0777 }, { "time": "13:26", "open": 101.62, "high": 101.62, "low": 101.5, "close": 101.5, "amount_yi": 0.1787 }, { "time": "13:27", "open": 101.4, "high": 101.4, "low": 101.33, "close": 101.33, "amount_yi": 0.0529 }, { "time": "13:28", "open": 101.36, "high": 101.36, "low": 101.32, "close": 101.32, "amount_yi": 0.0508 }, { "time": "13:29", "open": 101.71, "high": 101.71, "low": 101.71, "close": 101.71, "amount_yi": 0.0421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.71, "ts": "2026-06-25T13:29:09", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 101.63, "ask1": 101.7, "bid_qty1": 5, "ask_qty1": 3 }, "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": "2026-06-25T13:29:12", "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": 37.6758, "price_vs_vwap_pct": -1.8734, "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": 0.2093, "prev_amount_yi": 0.5216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 36.88, "high": 36.88, "low": 36.83, "close": 36.83, "amount_yi": 0.0388 }, { "time": "13:26", "open": 36.82, "high": 36.9, "low": 36.82, "close": 36.9, "amount_yi": 0.0548 }, { "time": "13:27", "open": 36.91, "high": 36.91, "low": 36.9, "close": 36.9, "amount_yi": 0.0363 }, { "time": "13:28", "open": 36.91, "high": 36.92, "low": 36.91, "close": 36.92, "amount_yi": 0.0553 }, { "time": "13:29", "open": 36.97, "high": 36.97, "low": 36.97, "close": 36.97, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.97, "ts": "2026-06-25T13:29:08", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 36.95, "ask1": 36.97, "bid_qty1": 8, "ask_qty1": 32 }, "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": "2026-06-25T13:29:12", "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": 3.9543, "intraday_vwap": 116.0626, "price_vs_vwap_pct": 1.6951, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0639, "prev_amount_yi": 1.1654, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.771, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 118.29, "high": 118.29, "low": 118.18, "close": 118.18, "amount_yi": 0.8543 }, { "time": "13:26", "open": 118.25, "high": 118.35, "low": 118.25, "close": 118.35, "amount_yi": 0.2473 }, { "time": "13:27", "open": 118.31, "high": 118.46, "low": 118.31, "close": 118.46, "amount_yi": 0.4566 }, { "time": "13:28", "open": 118.47, "high": 118.47, "low": 118.01, "close": 118.01, "amount_yi": 0.3744 }, { "time": "13:29", "open": 118.03, "high": 118.03, "low": 118.03, "close": 118.03, "amount_yi": 0.1313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 118.03, "ts": "2026-06-25T13:29:10", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 118.03, "ask1": 118.1, "bid_qty1": 1, "ask_qty1": 1163 }, "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": "CANCELLED", "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": "2026-06-25T13:29:12", "sim_reason": "invalid_price_broken", "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": 74.3252, "price_vs_vwap_pct": -3.5051, "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": 0.2245, "prev_amount_yi": 0.273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8223, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 71.9, "high": 71.98, "low": 71.9, "close": 71.98, "amount_yi": 0.0811 }, { "time": "13:26", "open": 71.93, "high": 71.93, "low": 71.93, "close": 71.93, "amount_yi": 0.027 }, { "time": "13:27", "open": 71.9, "high": 71.9, "low": 71.85, "close": 71.85, "amount_yi": 0.0375 }, { "time": "13:28", "open": 71.76, "high": 71.76, "low": 71.75, "close": 71.75, "amount_yi": 0.0438 }, { "time": "13:29", "open": 71.72, "high": 71.72, "low": 71.72, "close": 71.72, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.72, "ts": "2026-06-25T13:29:08", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.67, "bid1": 71.72, "ask1": 71.79, "bid_qty1": 35, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T13:29:12", "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": 191.5629, "price_vs_vwap_pct": 0.3535, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.318, "prev_amount_yi": 0.2407, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 190.65, "high": 191.17, "low": 190.65, "close": 191.17, "amount_yi": 0.0769 }, { "time": "13:26", "open": 191.25, "high": 191.25, "low": 191.25, "close": 191.25, "amount_yi": 0.039 }, { "time": "13:27", "open": 191.85, "high": 192.5, "low": 191.85, "close": 192.5, "amount_yi": 0.124 }, { "time": "13:28", "open": 192.01, "high": 192.01, "low": 192.0, "close": 192.0, "amount_yi": 0.0484 }, { "time": "13:29", "open": 192.24, "high": 192.24, "low": 192.24, "close": 192.24, "amount_yi": 0.0297 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 192.24, "ts": "2026-06-25T13:29:09", "prev_close": 194.0, "open": 193.51, "high": 196.65, "low": 188.01, "bid1": 192.14, "ask1": 192.39, "bid_qty1": 6, "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": "2026-06-25T13:29:12", "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": 19.1166, "price_vs_vwap_pct": -2.6501, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1458, "prev_amount_yi": 0.1161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 18.6, "high": 18.6, "low": 18.51, "close": 18.51, "amount_yi": 0.0854 }, { "time": "13:26", "open": 18.52, "high": 18.57, "low": 18.52, "close": 18.57, "amount_yi": 0.0311 }, { "time": "13:27", "open": 18.6, "high": 18.61, "low": 18.6, "close": 18.61, "amount_yi": 0.0084 }, { "time": "13:28", "open": 18.61, "high": 18.61, "low": 18.6, "close": 18.6, "amount_yi": 0.0166 }, { "time": "13:29", "open": 18.61, "high": 18.61, "low": 18.61, "close": 18.61, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.61, "ts": "2026-06-25T13:29:09", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 18.6, "ask1": 18.61, "bid_qty1": 216, "ask_qty1": 57 }, "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": "2026-06-25T13:29:12", "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": 12.8085, "price_vs_vwap_pct": -1.2375, "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": 0.0597, "prev_amount_yi": 0.0958, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 12.62, "high": 12.63, "low": 12.62, "close": 12.63, "amount_yi": 0.0214 }, { "time": "13:26", "open": 12.64, "high": 12.64, "low": 12.64, "close": 12.64, "amount_yi": 0.0106 }, { "time": "13:27", "open": 12.65, "high": 12.66, "low": 12.65, "close": 12.66, "amount_yi": 0.0146 }, { "time": "13:28", "open": 12.65, "high": 12.65, "low": 12.64, "close": 12.64, "amount_yi": 0.0086 }, { "time": "13:29", "open": 12.65, "high": 12.65, "low": 12.65, "close": 12.65, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.65, "ts": "2026-06-25T13:29:09", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.59, "bid1": 12.64, "ask1": 12.65, "bid_qty1": 85, "ask_qty1": 57 }, "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": "2026-06-25T13:29:12", "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": 34.7611, "price_vs_vwap_pct": -0.9525, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6469, "prev_amount_yi": 0.4203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 34.37, "high": 34.38, "low": 34.37, "close": 34.38, "amount_yi": 0.1229 }, { "time": "13:26", "open": 34.44, "high": 34.46, "low": 34.44, "close": 34.46, "amount_yi": 0.0958 }, { "time": "13:27", "open": 34.49, "high": 34.54, "low": 34.49, "close": 34.54, "amount_yi": 0.207 }, { "time": "13:28", "open": 34.48, "high": 34.48, "low": 34.46, "close": 34.46, "amount_yi": 0.1726 }, { "time": "13:29", "open": 34.43, "high": 34.43, "low": 34.43, "close": 34.43, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.43, "ts": "2026-06-25T13:29:09", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.43, "ask1": 34.44, "bid_qty1": 66, "ask_qty1": 4 }, "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": "2026-06-25T13:29:12", "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": 62.2619, "price_vs_vwap_pct": -2.0268, "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": 0.0906, "prev_amount_yi": 0.0836, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 61.06, "high": 61.06, "low": 61.0, "close": 61.0, "amount_yi": 0.0353 }, { "time": "13:26", "open": 60.97, "high": 60.98, "low": 60.97, "close": 60.98, "amount_yi": 0.017 }, { "time": "13:27", "open": 61.0, "high": 61.05, "low": 61.0, "close": 61.05, "amount_yi": 0.0162 }, { "time": "13:28", "open": 61.01, "high": 61.01, "low": 61.0, "close": 61.0, "amount_yi": 0.018 }, { "time": "13:29", "open": 61.0, "high": 61.0, "low": 61.0, "close": 61.0, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.0, "ts": "2026-06-25T13:29:09", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.78, "bid1": 60.99, "ask1": 61.0, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-25T13:29:12", "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": 22.94, "price_vs_vwap_pct": 3.9669, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1453, "prev_amount_yi": 0.1199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 23.9, "high": 23.9, "low": 23.84, "close": 23.84, "amount_yi": 0.0342 }, { "time": "13:26", "open": 23.77, "high": 23.77, "low": 23.74, "close": 23.74, "amount_yi": 0.0303 }, { "time": "13:27", "open": 23.74, "high": 23.79, "low": 23.74, "close": 23.79, "amount_yi": 0.0405 }, { "time": "13:28", "open": 23.84, "high": 23.88, "low": 23.84, "close": 23.88, "amount_yi": 0.019 }, { "time": "13:29", "open": 23.85, "high": 23.85, "low": 23.85, "close": 23.85, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.85, "ts": "2026-06-25T13:29:09", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 23.85, "ask1": 23.86, "bid_qty1": 209, "ask_qty1": 71 }, "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": "2026-06-25T13:29:12", "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": 28.9865, "price_vs_vwap_pct": -1.2644, "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": 0.0538, "prev_amount_yi": 0.0564, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9539, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 28.66, "high": 28.66, "low": 28.65, "close": 28.65, "amount_yi": 0.0041 }, { "time": "13:26", "open": 28.64, "high": 28.64, "low": 28.62, "close": 28.62, "amount_yi": 0.0101 }, { "time": "13:27", "open": 28.62, "high": 28.62, "low": 28.61, "close": 28.61, "amount_yi": 0.0094 }, { "time": "13:28", "open": 28.62, "high": 28.62, "low": 28.62, "close": 28.62, "amount_yi": 0.0041 }, { "time": "13:29", "open": 28.62, "high": 28.62, "low": 28.62, "close": 28.62, "amount_yi": 0.0261 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.62, "ts": "2026-06-25T13:29:09", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.5, "bid1": 28.62, "ask1": 28.64, "bid_qty1": 14, "ask_qty1": 89 }, "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": "2026-06-25T13:29:12", "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": 112.3, "price_vs_vwap_pct": 0.0267, "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": 0.2487, "prev_amount_yi": 0.3193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 111.92, "high": 111.96, "low": 111.92, "close": 111.96, "amount_yi": 0.0458 }, { "time": "13:26", "open": 111.83, "high": 112.0, "low": 111.83, "close": 112.0, "amount_yi": 0.0534 }, { "time": "13:27", "open": 112.1, "high": 112.16, "low": 112.1, "close": 112.16, "amount_yi": 0.057 }, { "time": "13:28", "open": 112.26, "high": 112.3, "low": 112.26, "close": 112.3, "amount_yi": 0.0717 }, { "time": "13:29", "open": 112.33, "high": 112.33, "low": 112.33, "close": 112.33, "amount_yi": 0.0208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 202140.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.33, "ts": "2026-06-25T13:29:09", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 112.28, "ask1": 112.33, "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.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": "NEAR_TRIGGER", "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": "2026-06-25T13:29:12", "sim_reason": "near_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": 91.5962, "price_vs_vwap_pct": -0.6509, "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": 0.0716, "prev_amount_yi": 0.0345, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 90.79, "high": 90.8, "low": 90.79, "close": 90.8, "amount_yi": 0.0049 }, { "time": "13:26", "open": 90.8, "high": 90.91, "low": 90.8, "close": 90.91, "amount_yi": 0.0065 }, { "time": "13:27", "open": 90.7, "high": 90.7, "low": 90.66, "close": 90.66, "amount_yi": 0.019 }, { "time": "13:28", "open": 91.08, "high": 91.08, "low": 90.99, "close": 90.99, "amount_yi": 0.0368 }, { "time": "13:29", "open": 91.0, "high": 91.0, "low": 91.0, "close": 91.0, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.0, "ts": "2026-06-25T13:29:09", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.81, "ask1": 90.97, "bid_qty1": 5, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T13:29:12", "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": 74.8942, "price_vs_vwap_pct": -0.7667, "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": 0.6664, "prev_amount_yi": 0.697, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 73.98, "high": 73.98, "low": 73.91, "close": 73.91, "amount_yi": 0.1358 }, { "time": "13:26", "open": 74.0, "high": 74.15, "low": 74.0, "close": 74.15, "amount_yi": 0.0845 }, { "time": "13:27", "open": 74.23, "high": 74.28, "low": 74.23, "close": 74.28, "amount_yi": 0.1831 }, { "time": "13:28", "open": 74.24, "high": 74.27, "low": 74.24, "close": 74.27, "amount_yi": 0.2268 }, { "time": "13:29", "open": 74.32, "high": 74.32, "low": 74.32, "close": 74.32, "amount_yi": 0.0362 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.32, "ts": "2026-06-25T13:29:09", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.32, "ask1": 74.33, "bid_qty1": 10, "ask_qty1": 4 }, "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": "2026-06-25T13:29:12", "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": 53.4041, "price_vs_vwap_pct": 1.5652, "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": 0.1557, "prev_amount_yi": 0.1302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 54.02, "high": 54.02, "low": 53.93, "close": 53.93, "amount_yi": 0.0353 }, { "time": "13:26", "open": 53.9, "high": 53.9, "low": 53.87, "close": 53.87, "amount_yi": 0.0152 }, { "time": "13:27", "open": 53.92, "high": 54.0, "low": 53.92, "close": 54.0, "amount_yi": 0.0154 }, { "time": "13:28", "open": 54.3, "high": 54.3, "low": 54.26, "close": 54.26, "amount_yi": 0.0756 }, { "time": "13:29", "open": 54.24, "high": 54.24, "low": 54.24, "close": 54.24, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.24, "ts": "2026-06-25T13:29:09", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 54.21, "ask1": 54.24, "bid_qty1": 17, "ask_qty1": 41 }, "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": "2026-06-25T13:29:12", "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": 21.1785, "price_vs_vwap_pct": 0.1015, "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": 0.1679, "prev_amount_yi": 0.1567, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0715, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 21.19, "high": 21.19, "low": 21.19, "close": 21.19, "amount_yi": 0.0477 }, { "time": "13:26", "open": 21.17, "high": 21.2, "low": 21.17, "close": 21.2, "amount_yi": 0.0256 }, { "time": "13:27", "open": 21.2, "high": 21.21, "low": 21.2, "close": 21.21, "amount_yi": 0.0204 }, { "time": "13:28", "open": 21.2, "high": 21.2, "low": 21.2, "close": 21.2, "amount_yi": 0.0548 }, { "time": "13:29", "open": 21.2, "high": 21.2, "low": 21.2, "close": 21.2, "amount_yi": 0.0194 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.2, "ts": "2026-06-25T13:29:09", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.19, "ask1": 21.2, "bid_qty1": 8, "ask_qty1": 133 }, "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": "2026-06-25T13:29:12", "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": 84.5773, "price_vs_vwap_pct": -1.392, "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": 0.3275, "prev_amount_yi": 0.3542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9246, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 83.2, "high": 83.2, "low": 83.16, "close": 83.16, "amount_yi": 0.0938 }, { "time": "13:26", "open": 83.26, "high": 83.26, "low": 83.24, "close": 83.24, "amount_yi": 0.05 }, { "time": "13:27", "open": 83.36, "high": 83.47, "low": 83.36, "close": 83.47, "amount_yi": 0.0998 }, { "time": "13:28", "open": 83.52, "high": 83.52, "low": 83.47, "close": 83.47, "amount_yi": 0.0485 }, { "time": "13:29", "open": 83.4, "high": 83.4, "low": 83.4, "close": 83.4, "amount_yi": 0.0354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.4, "ts": "2026-06-25T13:29:09", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.39, "ask1": 83.4, "bid_qty1": 12, "ask_qty1": 17 }, "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": "2026-06-25T13:29:12", "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": 103.221, "price_vs_vwap_pct": -2.6748, "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": 0.2983, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7043, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 100.02, "high": 100.07, "low": 100.02, "close": 100.07, "amount_yi": 0.0911 }, { "time": "13:26", "open": 100.0, "high": 100.06, "low": 100.0, "close": 100.06, "amount_yi": 0.0363 }, { "time": "13:27", "open": 100.17, "high": 100.38, "low": 100.17, "close": 100.38, "amount_yi": 0.0323 }, { "time": "13:28", "open": 100.24, "high": 100.45, "low": 100.24, "close": 100.45, "amount_yi": 0.0332 }, { "time": "13:29", "open": 100.46, "high": 100.46, "low": 100.46, "close": 100.46, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.46, "ts": "2026-06-25T13:29:09", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.47, "ask1": 100.55, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-25T13:29:12", "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": 44.7802, "price_vs_vwap_pct": -0.5364, "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": 0.1107, "prev_amount_yi": 0.1702, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6504, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 44.3, "high": 44.3, "low": 44.26, "close": 44.26, "amount_yi": 0.0139 }, { "time": "13:26", "open": 44.27, "high": 44.32, "low": 44.27, "close": 44.32, "amount_yi": 0.0216 }, { "time": "13:27", "open": 44.4, "high": 44.49, "low": 44.4, "close": 44.49, "amount_yi": 0.0339 }, { "time": "13:28", "open": 44.46, "high": 44.52, "low": 44.46, "close": 44.52, "amount_yi": 0.0307 }, { "time": "13:29", "open": 44.54, "high": 44.54, "low": 44.54, "close": 44.54, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.54, "ts": "2026-06-25T13:29:08", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 44.49, "ask1": 44.54, "bid_qty1": 25, "ask_qty1": 2 }, "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": "2026-06-25T13:29:12", "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": 21.9431, "price_vs_vwap_pct": 2.2189, "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": 0.5653, "prev_amount_yi": 0.9867, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5729, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 22.38, "high": 22.38, "low": 22.38, "close": 22.38, "amount_yi": 0.1273 }, { "time": "13:26", "open": 22.37, "high": 22.39, "low": 22.37, "close": 22.39, "amount_yi": 0.1464 }, { "time": "13:27", "open": 22.41, "high": 22.41, "low": 22.4, "close": 22.4, "amount_yi": 0.1352 }, { "time": "13:28", "open": 22.42, "high": 22.43, "low": 22.42, "close": 22.43, "amount_yi": 0.107 }, { "time": "13:29", "open": 22.43, "high": 22.43, "low": 22.43, "close": 22.43, "amount_yi": 0.0494 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.43, "ts": "2026-06-25T13:29:09", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.43, "ask1": 22.44, "bid_qty1": 43, "ask_qty1": 88 }, "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": "2026-06-25T13:29:12", "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": 388.1499, "price_vs_vwap_pct": 1.1723, "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": 0.3463, "prev_amount_yi": 0.4934, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 389.25, "high": 389.29, "low": 389.25, "close": 389.29, "amount_yi": 0.0393 }, { "time": "13:26", "open": 389.72, "high": 389.74, "low": 389.72, "close": 389.74, "amount_yi": 0.0498 }, { "time": "13:27", "open": 390.88, "high": 391.6, "low": 390.88, "close": 391.6, "amount_yi": 0.0644 }, { "time": "13:28", "open": 391.66, "high": 391.66, "low": 391.61, "close": 391.61, "amount_yi": 0.1308 }, { "time": "13:29", "open": 392.7, "high": 392.7, "low": 392.7, "close": 392.7, "amount_yi": 0.062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 392.7, "ts": "2026-06-25T13:29:09", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 392.7, "ask1": 392.73, "bid_qty1": 13, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300990:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300990:WATCH_CONFIRM", "symbol": "SZSE.300990", "name": "同飞股份", "side": "BUY", "priority": "W63", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 101.5, "exec_low": 101.5, "exec_high": 103.02, "invalid_price": 98.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 109.792, "price_vs_vwap_pct": -1.2041, "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": 0.0905, "prev_amount_yi": 0.0805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 107.93, "high": 107.93, "low": 107.86, "close": 107.86, "amount_yi": 0.0138 }, { "time": "13:26", "open": 107.84, "high": 108.1, "low": 107.84, "close": 108.1, "amount_yi": 0.0435 }, { "time": "13:27", "open": 108.15, "high": 108.18, "low": 108.15, "close": 108.18, "amount_yi": 0.0163 }, { "time": "13:28", "open": 108.13, "high": 108.15, "low": 108.13, "close": 108.15, "amount_yi": 0.0147 }, { "time": "13:29", "open": 108.47, "high": 108.47, "low": 108.47, "close": 108.47, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.47, "ts": "2026-06-25T13:29:09", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 108.4, "ask1": 108.47, "bid_qty1": 3, "ask_qty1": 4 }, "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": "2026-06-25T13:29:12", "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": 12.7396, "price_vs_vwap_pct": -0.8603, "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": 0.1078, "prev_amount_yi": 0.1376, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 12.64, "high": 12.64, "low": 12.63, "close": 12.63, "amount_yi": 0.0183 }, { "time": "13:26", "open": 12.63, "high": 12.64, "low": 12.63, "close": 12.64, "amount_yi": 0.015 }, { "time": "13:27", "open": 12.64, "high": 12.67, "low": 12.64, "close": 12.67, "amount_yi": 0.0315 }, { "time": "13:28", "open": 12.66, "high": 12.66, "low": 12.64, "close": 12.64, "amount_yi": 0.0269 }, { "time": "13:29", "open": 12.63, "high": 12.63, "low": 12.63, "close": 12.63, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.63, "ts": "2026-06-25T13:29:09", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.63, "ask1": 12.64, "bid_qty1": 86, "ask_qty1": 91 }, "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": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 86.37, "max_chase_pct": 1.5, "base_exec_high": 85.11, "dynamic_exec_high": null, "entry_zone_low": 82.59, "entry_zone_high": 85.11, "entry_risk_pct": null, "intraday_vwap": 84.4586, "price_vs_vwap_pct": 3.6958, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.5114, "prev_amount_yi": 3.6132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2486, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 85.53, "high": 85.53, "low": 85.5, "close": 85.5, "amount_yi": 0.3013 }, { "time": "13:26", "open": 86.28, "high": 86.28, "low": 86.18, "close": 86.18, "amount_yi": 1.9293 }, { "time": "13:27", "open": 86.23, "high": 86.78, "low": 86.23, "close": 86.78, "amount_yi": 0.6204 }, { "time": "13:28", "open": 86.81, "high": 86.81, "low": 86.67, "close": 86.67, "amount_yi": 0.8563 }, { "time": "13:29", "open": 87.58, "high": 87.58, "low": 87.58, "close": 87.58, "amount_yi": 0.8041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.58, "ts": "2026-06-25T13:29:09", "prev_close": 83.64, "open": 84.0, "high": 87.58, "low": 82.87, "bid1": 87.53, "ask1": 87.58, "bid_qty1": 18, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 866.8163, "price_vs_vwap_pct": 2.7899, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 15.001, "prev_amount_yi": 2.5286, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.9325, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 885.5, "high": 885.5, "low": 885.01, "close": 885.01, "amount_yi": 0.4381 }, { "time": "13:26", "open": 887.97, "high": 889.05, "low": 887.97, "close": 889.05, "amount_yi": 2.1984 }, { "time": "13:27", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 11.4433 }, { "time": "13:28", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.7189 }, { "time": "13:29", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.2023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 891.0, "ts": "2026-06-25T13:29:09", "prev_close": 810.0, "open": 830.0, "high": 891.0, "low": 829.19, "bid1": 891.0, "ask1": 0.0, "bid_qty1": 15797, "ask_qty1": 0 }, "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": "2026-06-25T13:29:12", "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": 261.5379, "price_vs_vwap_pct": -0.7792, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1959, "prev_amount_yi": 0.1424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3757, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 258.08, "high": 258.08, "low": 257.33, "close": 257.33, "amount_yi": 0.0209 }, { "time": "13:26", "open": 257.98, "high": 258.01, "low": 257.98, "close": 258.01, "amount_yi": 0.0227 }, { "time": "13:27", "open": 258.72, "high": 259.61, "low": 258.72, "close": 259.61, "amount_yi": 0.0274 }, { "time": "13:28", "open": 259.53, "high": 259.53, "low": 258.99, "close": 258.99, "amount_yi": 0.1182 }, { "time": "13:29", "open": 259.5, "high": 259.5, "low": 259.5, "close": 259.5, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 259.5, "ts": "2026-06-25T13:29:09", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 259.04, "ask1": 259.51, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "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": 65.8543, "price_vs_vwap_pct": -1.0087, "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": 0.4111, "prev_amount_yi": 0.4102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0022, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 65.24, "high": 65.24, "low": 65.2, "close": 65.2, "amount_yi": 0.0949 }, { "time": "13:26", "open": 65.2, "high": 65.2, "low": 65.12, "close": 65.12, "amount_yi": 0.0854 }, { "time": "13:27", "open": 65.19, "high": 65.23, "low": 65.19, "close": 65.23, "amount_yi": 0.1265 }, { "time": "13:28", "open": 65.22, "high": 65.22, "low": 65.2, "close": 65.2, "amount_yi": 0.0665 }, { "time": "13:29", "open": 65.19, "high": 65.19, "low": 65.19, "close": 65.19, "amount_yi": 0.0378 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.19, "ts": "2026-06-25T13:29:09", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.88, "bid1": 65.18, "ask1": 65.2, "bid_qty1": 24, "ask_qty1": 116 }, "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": "2026-06-25T13:29:12", "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": 4.3494, "intraday_vwap": 27.7554, "price_vs_vwap_pct": 1.0614, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.389, "prev_amount_yi": 0.3595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0821, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 27.95, "high": 27.95, "low": 27.95, "close": 27.95, "amount_yi": 0.0769 }, { "time": "13:26", "open": 27.93, "high": 27.99, "low": 27.93, "close": 27.99, "amount_yi": 0.0931 }, { "time": "13:27", "open": 27.99, "high": 28.02, "low": 27.99, "close": 28.02, "amount_yi": 0.078 }, { "time": "13:28", "open": 28.01, "high": 28.02, "low": 28.01, "close": 28.02, "amount_yi": 0.0889 }, { "time": "13:29", "open": 28.05, "high": 28.05, "low": 28.05, "close": 28.05, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 28.05, "ts": "2026-06-25T13:29:09", "prev_close": 27.66, "open": 27.61, "high": 28.31, "low": 27.06, "bid1": 28.04, "ask1": 28.05, "bid_qty1": 219, "ask_qty1": 118 }, "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": "2026-06-25T13:29:12", "sim_reason": "minute_energy_amount_too_low", "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": 3.7284, "intraday_vwap": 171.9187, "price_vs_vwap_pct": 0.9198, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1374, "prev_amount_yi": 0.1753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7838, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 173.21, "high": 173.28, "low": 173.21, "close": 173.28, "amount_yi": 0.0221 }, { "time": "13:26", "open": 173.32, "high": 173.32, "low": 173.2, "close": 173.2, "amount_yi": 0.017 }, { "time": "13:27", "open": 173.08, "high": 173.09, "low": 173.08, "close": 173.09, "amount_yi": 0.0112 }, { "time": "13:28", "open": 173.07, "high": 173.07, "low": 172.93, "close": 172.93, "amount_yi": 0.06 }, { "time": "13:29", "open": 173.5, "high": 173.5, "low": 173.5, "close": 173.5, "amount_yi": 0.0271 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 173.5, "ts": "2026-06-25T13:29:09", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 173.5, "ask1": 173.8, "bid_qty1": 45, "ask_qty1": 10 }, "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": "2026-06-25T13:29:12", "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": 81.5228, "price_vs_vwap_pct": 2.548, "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": 0.0271, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0175 }, { "time": "13:26", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0028 }, { "time": "13:27", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0048 }, { "time": "13:28", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0018 }, { "time": "13:29", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:29:09", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 18840, "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": "2026-06-25T13:29:12", "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": 127.7964, "price_vs_vwap_pct": 2.765, "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": 0.0101, "prev_amount_yi": 0.0342, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2953, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0024 }, { "time": "13:25", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0059 }, { "time": "13:26", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0008 }, { "time": "13:27", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0007 }, { "time": "13:29", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T13:29:10", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 13540, "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": "2026-06-25T13:29:12", "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": 81.2424, "price_vs_vwap_pct": -0.6307, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2407, "prev_amount_yi": 0.1713, "amount_floor_yi": 0.25, "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": "13:25", "open": 80.59, "high": 80.59, "low": 80.4, "close": 80.4, "amount_yi": 0.072 }, { "time": "13:26", "open": 80.37, "high": 80.53, "low": 80.37, "close": 80.53, "amount_yi": 0.045 }, { "time": "13:27", "open": 80.53, "high": 80.54, "low": 80.53, "close": 80.54, "amount_yi": 0.0387 }, { "time": "13:28", "open": 80.53, "high": 80.69, "low": 80.53, "close": 80.69, "amount_yi": 0.067 }, { "time": "13:29", "open": 80.73, "high": 80.73, "low": 80.73, "close": 80.73, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.73, "ts": "2026-06-25T13:29:09", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.72, "ask1": 80.73, "bid_qty1": 31, "ask_qty1": 38 }, "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": "2026-06-25T13:29:12", "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": 239.7956, "price_vs_vwap_pct": 4.8143, "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": 0.83, "prev_amount_yi": 1.1865, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6995, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 253.35, "high": 253.35, "low": 251.6, "close": 251.6, "amount_yi": 0.2085 }, { "time": "13:26", "open": 251.13, "high": 251.17, "low": 251.13, "close": 251.17, "amount_yi": 0.1429 }, { "time": "13:27", "open": 252.0, "high": 252.47, "low": 252.0, "close": 252.47, "amount_yi": 0.1932 }, { "time": "13:28", "open": 251.35, "high": 251.35, "low": 250.74, "close": 250.74, "amount_yi": 0.248 }, { "time": "13:29", "open": 251.34, "high": 251.34, "low": 251.34, "close": 251.34, "amount_yi": 0.0374 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 251.34, "ts": "2026-06-25T13:29:09", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 251.34, "ask1": 251.36, "bid_qty1": 15, "ask_qty1": 20 }, "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": "2026-06-25T13:29:12", "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": 123.1182, "price_vs_vwap_pct": 1.9671, "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": 0.1333, "prev_amount_yi": 0.2277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 125.04, "high": 125.04, "low": 124.86, "close": 124.86, "amount_yi": 0.0444 }, { "time": "13:26", "open": 124.86, "high": 125.11, "low": 124.86, "close": 125.11, "amount_yi": 0.0285 }, { "time": "13:27", "open": 125.01, "high": 125.35, "low": 125.01, "close": 125.35, "amount_yi": 0.0268 }, { "time": "13:28", "open": 125.3, "high": 125.42, "low": 125.3, "close": 125.42, "amount_yi": 0.0303 }, { "time": "13:29", "open": 125.54, "high": 125.54, "low": 125.54, "close": 125.54, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.54, "ts": "2026-06-25T13:29:09", "prev_close": 121.58, "open": 122.3, "high": 125.97, "low": 120.0, "bid1": 125.54, "ask1": 125.57, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.35, "max_chase_pct": 1.5, "base_exec_high": 38.77, "dynamic_exec_high": null, "entry_zone_low": 37.63, "entry_zone_high": 38.77, "entry_risk_pct": 3.1626, "intraday_vwap": 38.1084, "price_vs_vwap_pct": 0.3716, "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": 0.0819, "prev_amount_yi": 0.0805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0174, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 38.19, "high": 38.19, "low": 38.16, "close": 38.16, "amount_yi": 0.0198 }, { "time": "13:26", "open": 38.14, "high": 38.14, "low": 38.11, "close": 38.11, "amount_yi": 0.0211 }, { "time": "13:27", "open": 38.1, "high": 38.12, "low": 38.1, "close": 38.12, "amount_yi": 0.0219 }, { "time": "13:28", "open": 38.17, "high": 38.22, "low": 38.17, "close": 38.22, "amount_yi": 0.0161 }, { "time": "13:29", "open": 38.25, "high": 38.25, "low": 38.25, "close": 38.25, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 38.25, "ts": "2026-06-25T13:29:09", "prev_close": 38.1, "open": 38.12, "high": 38.64, "low": 37.55, "bid1": 38.25, "ask1": 38.26, "bid_qty1": 29, "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": "2026-06-25T13:29:12", "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": 75.9519, "price_vs_vwap_pct": 0.3003, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1785, "prev_amount_yi": 1.0401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 75.92, "high": 75.92, "low": 75.92, "close": 75.92, "amount_yi": 0.3725 }, { "time": "13:26", "open": 75.86, "high": 75.87, "low": 75.86, "close": 75.87, "amount_yi": 0.2002 }, { "time": "13:27", "open": 75.93, "high": 76.06, "low": 75.93, "close": 76.06, "amount_yi": 0.3355 }, { "time": "13:28", "open": 76.13, "high": 76.18, "low": 76.13, "close": 76.18, "amount_yi": 0.159 }, { "time": "13:29", "open": 76.18, "high": 76.18, "low": 76.18, "close": 76.18, "amount_yi": 0.1113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.18, "ts": "2026-06-25T13:29:08", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.16, "ask1": 76.18, "bid_qty1": 39, "ask_qty1": 77 }, "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": "2026-06-25T13:29:12", "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": 110.282, "price_vs_vwap_pct": 7.207, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.602, "prev_amount_yi": 0.9239, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 118.2, "high": 118.77, "low": 118.2, "close": 118.77, "amount_yi": 0.4817 }, { "time": "13:26", "open": 118.77, "high": 118.77, "low": 118.63, "close": 118.63, "amount_yi": 0.2705 }, { "time": "13:27", "open": 118.88, "high": 119.09, "low": 118.88, "close": 119.09, "amount_yi": 0.3391 }, { "time": "13:28", "open": 119.02, "high": 119.02, "low": 118.8, "close": 118.8, "amount_yi": 0.4062 }, { "time": "13:29", "open": 118.23, "high": 118.23, "low": 118.23, "close": 118.23, "amount_yi": 0.1045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.23, "ts": "2026-06-25T13:29:09", "prev_close": 100.09, "open": 102.0, "high": 119.25, "low": 100.0, "bid1": 118.2, "ask1": 118.23, "bid_qty1": 537, "ask_qty1": 11 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301630:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301630:BREAK_PREV_HIGH", "symbol": "SZSE.301630", "name": "同宇新材", "side": "BUY", "priority": "W79", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 406.04, "exec_low": 406.04, "exec_high": 412.13, "invalid_price": 393.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 280.7316, "price_vs_vwap_pct": 1.6986, "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": 0.1261, "prev_amount_yi": 0.0647, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.949, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 284.0, "high": 284.0, "low": 284.0, "close": 284.0, "amount_yi": 0.0122 }, { "time": "13:26", "open": 284.0, "high": 284.86, "low": 284.0, "close": 284.86, "amount_yi": 0.0133 }, { "time": "13:27", "open": 285.8, "high": 285.85, "low": 285.8, "close": 285.85, "amount_yi": 0.0341 }, { "time": "13:28", "open": 285.79, "high": 285.79, "low": 285.76, "close": 285.76, "amount_yi": 0.0389 }, { "time": "13:29", "open": 285.5, "high": 285.5, "low": 285.5, "close": 285.5, "amount_yi": 0.0276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 285.5, "ts": "2026-06-25T13:29:09", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 285.49, "ask1": 285.5, "bid_qty1": 9, "ask_qty1": 12 }, "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": "2026-06-25T13:29:12", "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": 322.4933, "price_vs_vwap_pct": 3.227, "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": 0.4982, "prev_amount_yi": 0.6099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8169, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 330.87, "high": 330.87, "low": 330.55, "close": 330.55, "amount_yi": 0.1354 }, { "time": "13:26", "open": 330.29, "high": 331.1, "low": 330.29, "close": 331.1, "amount_yi": 0.1618 }, { "time": "13:27", "open": 331.97, "high": 331.97, "low": 331.86, "close": 331.86, "amount_yi": 0.0534 }, { "time": "13:28", "open": 332.16, "high": 332.88, "low": 332.16, "close": 332.88, "amount_yi": 0.1166 }, { "time": "13:29", "open": 332.9, "high": 332.9, "low": 332.9, "close": 332.9, "amount_yi": 0.031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 332.9, "ts": "2026-06-25T13:29:09", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 332.99, "ask1": 333.0, "bid_qty1": 2, "ask_qty1": 44 }, "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": "2026-06-25T13:29:12", "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": 70.4353, "price_vs_vwap_pct": 2.3209, "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": 0.1719, "prev_amount_yi": 0.1573, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 71.8, "high": 71.8, "low": 71.69, "close": 71.69, "amount_yi": 0.0438 }, { "time": "13:26", "open": 71.66, "high": 71.82, "low": 71.66, "close": 71.82, "amount_yi": 0.0207 }, { "time": "13:27", "open": 71.85, "high": 71.85, "low": 71.85, "close": 71.85, "amount_yi": 0.0216 }, { "time": "13:28", "open": 71.88, "high": 72.03, "low": 71.88, "close": 72.03, "amount_yi": 0.0539 }, { "time": "13:29", "open": 72.07, "high": 72.07, "low": 72.07, "close": 72.07, "amount_yi": 0.0319 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.07, "ts": "2026-06-25T13:29:09", "prev_close": 68.82, "open": 68.88, "high": 72.35, "low": 68.13, "bid1": 72.05, "ask1": 72.16, "bid_qty1": 1, "ask_qty1": 30 }, "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": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 118.31, "exec_low": 118.31, "exec_high": 120.08, "invalid_price": 114.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 121.86, "max_chase_pct": 1.5, "base_exec_high": 120.08, "dynamic_exec_high": null, "entry_zone_low": 116.54, "entry_zone_high": 120.08, "entry_risk_pct": null, "intraday_vwap": 115.7049, "price_vs_vwap_pct": 1.4909, "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": 0.2872, "prev_amount_yi": 0.2947, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 117.47, "high": 117.47, "low": 117.39, "close": 117.39, "amount_yi": 0.0634 }, { "time": "13:26", "open": 117.51, "high": 117.6, "low": 117.51, "close": 117.6, "amount_yi": 0.0626 }, { "time": "13:27", "open": 117.8, "high": 117.92, "low": 117.8, "close": 117.92, "amount_yi": 0.0375 }, { "time": "13:28", "open": 117.86, "high": 117.86, "low": 117.43, "close": 117.43, "amount_yi": 0.0817 }, { "time": "13:29", "open": 117.43, "high": 117.43, "low": 117.43, "close": 117.43, "amount_yi": 0.042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.43, "ts": "2026-06-25T13:29:09", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 117.43, "ask1": 117.44, "bid_qty1": 34, "ask_qty1": 8 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300570:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300570:BREAK_PREV_HIGH", "symbol": "SZSE.300570", "name": "太辰光", "side": "BUY", "priority": "W83", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 273.0, "exec_low": 273.0, "exec_high": 277.09, "invalid_price": 264.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 259.8896, "price_vs_vwap_pct": -3.3089, "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": 1.1433, "prev_amount_yi": 1.6872, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6776, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 250.85, "high": 251.97, "low": 250.85, "close": 251.97, "amount_yi": 0.2427 }, { "time": "13:26", "open": 252.1, "high": 252.14, "low": 252.1, "close": 252.14, "amount_yi": 0.2165 }, { "time": "13:27", "open": 252.8, "high": 252.83, "low": 252.8, "close": 252.83, "amount_yi": 0.258 }, { "time": "13:28", "open": 252.64, "high": 252.64, "low": 251.88, "close": 251.88, "amount_yi": 0.2415 }, { "time": "13:29", "open": 251.29, "high": 251.29, "low": 251.29, "close": 251.29, "amount_yi": 0.1846 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 251.29, "ts": "2026-06-25T13:29:09", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 251.25, "ask1": 251.79, "bid_qty1": 1, "ask_qty1": 1 }, "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": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 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": 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": 0.3844, "prev_amount_yi": 0.3492, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 42.38, "high": 42.38, "low": 42.27, "close": 42.27, "amount_yi": 0.0716 }, { "time": "13:26", "open": 42.35, "high": 42.63, "low": 42.35, "close": 42.63, "amount_yi": 0.1986 }, { "time": "13:27", "open": 42.61, "high": 42.61, "low": 42.61, "close": 42.61, "amount_yi": 0.0584 }, { "time": "13:28", "open": 42.6, "high": 42.6, "low": 42.6, "close": 42.6, "amount_yi": 0.04 }, { "time": "13:29", "open": 42.57, "high": 42.57, "low": 42.57, "close": 42.57, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.57, "ts": "2026-06-25T13:29:09", "prev_close": 41.26, "open": 41.7, "high": 42.68, "low": 40.86, "bid1": 42.56, "ask1": 42.57, "bid_qty1": 27, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T13:29:12", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.43, "max_chase_pct": 1.5, "base_exec_high": 10.28, "dynamic_exec_high": null, "entry_zone_low": 9.98, "entry_zone_high": 10.28, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1672, "prev_amount_yi": 0.3345, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4999, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 9.92, "high": 9.93, "low": 9.92, "close": 9.93, "amount_yi": 0.0481 }, { "time": "13:26", "open": 9.92, "high": 9.93, "low": 9.92, "close": 9.93, "amount_yi": 0.0308 }, { "time": "13:27", "open": 9.93, "high": 9.93, "low": 9.93, "close": 9.93, "amount_yi": 0.0423 }, { "time": "13:28", "open": 9.93, "high": 9.94, "low": 9.93, "close": 9.94, "amount_yi": 0.0253 }, { "time": "13:29", "open": 9.93, "high": 9.93, "low": 9.93, "close": 9.93, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.93, "ts": "2026-06-25T13:29:08", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.93, "ask1": 9.94, "bid_qty1": 540, "ask_qty1": 265 }, "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": "2026-06-25T13:29:12", "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": 0.065, "prev_amount_yi": 0.0728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 40.34, "high": 40.34, "low": 40.29, "close": 40.29, "amount_yi": 0.0077 }, { "time": "13:26", "open": 40.27, "high": 40.28, "low": 40.27, "close": 40.28, "amount_yi": 0.031 }, { "time": "13:27", "open": 40.3, "high": 40.34, "low": 40.3, "close": 40.34, "amount_yi": 0.0047 }, { "time": "13:28", "open": 40.34, "high": 40.34, "low": 40.33, "close": 40.33, "amount_yi": 0.0181 }, { "time": "13:29", "open": 40.35, "high": 40.35, "low": 40.35, "close": 40.35, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.35, "ts": "2026-06-25T13:29:03", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.35, "ask1": 40.37, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688099:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688099:BREAK_PREV_HIGH", "symbol": "SHSE.688099", "name": "晶晨股份", "side": "BUY", "priority": "W87", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 104.43, "exec_low": 104.43, "exec_high": 106.0, "invalid_price": 101.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T13:29:12", "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": 0.1641, "prev_amount_yi": 0.1706, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 100.08, "high": 100.1, "low": 100.08, "close": 100.1, "amount_yi": 0.0431 }, { "time": "13:26", "open": 100.14, "high": 100.2, "low": 100.14, "close": 100.2, "amount_yi": 0.0462 }, { "time": "13:27", "open": 100.32, "high": 100.44, "low": 100.32, "close": 100.44, "amount_yi": 0.0191 }, { "time": "13:28", "open": 100.32, "high": 100.39, "low": 100.32, "close": 100.39, "amount_yi": 0.0471 }, { "time": "13:29", "open": 100.32, "high": 100.32, "low": 100.32, "close": 100.32, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.32, "ts": "2026-06-25T13:29:10", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.32, "ask1": 100.43, "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.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": "2026-06-25T13:29:12", "sim_reason": "position_sizing_entry_risk_reduced", "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": 4.3604, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2464, "prev_amount_yi": 0.2026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 168.06, "high": 168.06, "low": 168.0, "close": 168.0, "amount_yi": 0.0488 }, { "time": "13:26", "open": 168.44, "high": 168.44, "low": 168.4, "close": 168.4, "amount_yi": 0.0481 }, { "time": "13:27", "open": 168.53, "high": 168.94, "low": 168.53, "close": 168.94, "amount_yi": 0.0724 }, { "time": "13:28", "open": 168.77, "high": 168.88, "low": 168.77, "close": 168.88, "amount_yi": 0.0411 }, { "time": "13:29", "open": 169.2, "high": 169.2, "low": 169.2, "close": 169.2, "amount_yi": 0.036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "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": 169.2, "ts": "2026-06-25T13:29:10", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 169.2, "ask1": 169.25, "bid_qty1": 189, "ask_qty1": 45 }, "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": "2026-06-25T13:29:12", "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": 234.9137, "price_vs_vwap_pct": -0.8104, "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": 0.0198, "prev_amount_yi": 0.0504, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 232.89, "high": 232.89, "low": 232.83, "close": 232.83, "amount_yi": 0.0065 }, { "time": "13:26", "open": 232.84, "high": 233.0, "low": 232.84, "close": 233.0, "amount_yi": 0.0042 }, { "time": "13:27", "open": 233.37, "high": 233.37, "low": 233.37, "close": 233.37, "amount_yi": 0.0033 }, { "time": "13:28", "open": 232.98, "high": 233.01, "low": 232.98, "close": 233.01, "amount_yi": 0.003 }, { "time": "13:29", "open": 233.01, "high": 233.01, "low": 233.01, "close": 233.01, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 233.01, "ts": "2026-06-25T13:29:09", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 233.01, "ask1": 233.38, "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": "2026-06-25T13:29:12", "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": 23.7873, "price_vs_vwap_pct": 1.1464, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1572, "prev_amount_yi": 0.1142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 23.81, "high": 23.94, "low": 23.81, "close": 23.94, "amount_yi": 0.0493 }, { "time": "13:26", "open": 23.95, "high": 23.96, "low": 23.95, "close": 23.96, "amount_yi": 0.0202 }, { "time": "13:27", "open": 23.97, "high": 23.99, "low": 23.97, "close": 23.99, "amount_yi": 0.0275 }, { "time": "13:28", "open": 24.0, "high": 24.0, "low": 24.0, "close": 24.0, "amount_yi": 0.0512 }, { "time": "13:29", "open": 24.06, "high": 24.06, "low": 24.06, "close": 24.06, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.06, "ts": "2026-06-25T13:29:10", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 24.05, "ask1": 24.06, "bid_qty1": 71, "ask_qty1": 2 }, "previous_state": "TOUCHED", "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": "2026-06-25T13:29:12", "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": 143.0427, "price_vs_vwap_pct": -0.6031, "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": 0.1072, "prev_amount_yi": 0.1006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 141.65, "high": 141.65, "low": 141.58, "close": 141.58, "amount_yi": 0.0271 }, { "time": "13:26", "open": 141.81, "high": 142.46, "low": 141.81, "close": 142.46, "amount_yi": 0.0369 }, { "time": "13:27", "open": 142.37, "high": 142.37, "low": 142.09, "close": 142.09, "amount_yi": 0.0241 }, { "time": "13:28", "open": 141.97, "high": 142.18, "low": 141.97, "close": 142.18, "amount_yi": 0.0161 }, { "time": "13:29", "open": 142.18, "high": 142.18, "low": 142.18, "close": 142.18, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.18, "ts": "2026-06-25T13:29:09", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 141.42, "bid1": 142.17, "ask1": 142.18, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-25T13:29:12", "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": 71.6147, "price_vs_vwap_pct": 0.4822, "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": 0.0947, "prev_amount_yi": 0.2053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4613, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 72.0, "high": 72.0, "low": 71.74, "close": 71.74, "amount_yi": 0.0262 }, { "time": "13:26", "open": 71.76, "high": 71.94, "low": 71.76, "close": 71.94, "amount_yi": 0.0174 }, { "time": "13:27", "open": 71.8, "high": 71.93, "low": 71.8, "close": 71.93, "amount_yi": 0.0129 }, { "time": "13:28", "open": 71.92, "high": 71.94, "low": 71.92, "close": 71.94, "amount_yi": 0.0226 }, { "time": "13:29", "open": 71.96, "high": 71.96, "low": 71.96, "close": 71.96, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.96, "ts": "2026-06-25T13:29:09", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 71.97, "ask1": 71.98, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "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": "2026-06-25T13:29:12", "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": 51.0874, "price_vs_vwap_pct": -0.7975, "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": 0.322, "prev_amount_yi": 0.4021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 50.71, "high": 50.71, "low": 50.69, "close": 50.69, "amount_yi": 0.0511 }, { "time": "13:26", "open": 50.64, "high": 50.64, "low": 50.61, "close": 50.61, "amount_yi": 0.0824 }, { "time": "13:27", "open": 50.61, "high": 50.64, "low": 50.61, "close": 50.64, "amount_yi": 0.0958 }, { "time": "13:28", "open": 50.67, "high": 50.69, "low": 50.67, "close": 50.69, "amount_yi": 0.0723 }, { "time": "13:29", "open": 50.68, "high": 50.68, "low": 50.68, "close": 50.68, "amount_yi": 0.0204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.68, "ts": "2026-06-25T13:29:10", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.66, "ask1": 50.67, "bid_qty1": 13, "ask_qty1": 1 }, "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": "2026-06-25T13:29:12", "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": 278.6832, "price_vs_vwap_pct": 1.3696, "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": 0.2549, "prev_amount_yi": 0.3174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8031, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 282.18, "high": 282.18, "low": 281.5, "close": 281.5, "amount_yi": 0.0714 }, { "time": "13:26", "open": 281.44, "high": 281.44, "low": 281.33, "close": 281.33, "amount_yi": 0.0355 }, { "time": "13:27", "open": 281.35, "high": 282.11, "low": 281.35, "close": 282.11, "amount_yi": 0.0411 }, { "time": "13:28", "open": 282.06, "high": 282.3, "low": 282.06, "close": 282.3, "amount_yi": 0.0705 }, { "time": "13:29", "open": 282.5, "high": 282.5, "low": 282.5, "close": 282.5, "amount_yi": 0.0364 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 282.5, "ts": "2026-06-25T13:29:10", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 282.5, "ask1": 282.52, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "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": 65.9839, "price_vs_vwap_pct": 0.085, "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": 0.0938, "prev_amount_yi": 0.0551, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 66.25, "high": 66.25, "low": 66.18, "close": 66.18, "amount_yi": 0.0216 }, { "time": "13:26", "open": 66.17, "high": 66.17, "low": 66.16, "close": 66.16, "amount_yi": 0.0282 }, { "time": "13:27", "open": 66.1, "high": 66.1, "low": 66.1, "close": 66.1, "amount_yi": 0.0089 }, { "time": "13:28", "open": 66.06, "high": 66.06, "low": 66.06, "close": 66.06, "amount_yi": 0.0223 }, { "time": "13:29", "open": 66.04, "high": 66.04, "low": 66.04, "close": 66.04, "amount_yi": 0.0128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.04, "ts": "2026-06-25T13:29:09", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.02, "ask1": 66.04, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "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": 0.2692, "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": 0.0818, "prev_amount_yi": 0.2361, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 128.18, "high": 128.18, "low": 127.93, "close": 127.93, "amount_yi": 0.0156 }, { "time": "13:26", "open": 127.84, "high": 127.84, "low": 127.65, "close": 127.65, "amount_yi": 0.015 }, { "time": "13:27", "open": 127.81, "high": 127.81, "low": 127.68, "close": 127.68, "amount_yi": 0.0231 }, { "time": "13:28", "open": 127.66, "high": 127.66, "low": 127.46, "close": 127.46, "amount_yi": 0.0198 }, { "time": "13:29", "open": 127.98, "high": 127.98, "low": 127.98, "close": 127.98, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 127.98, "ts": "2026-06-25T13:29:09", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 127.92, "ask1": 127.98, "bid_qty1": 6, "ask_qty1": 7 }, "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": "2026-06-25T13:29:12", "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": 90.4425, "price_vs_vwap_pct": 1.501, "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": 0.416, "prev_amount_yi": 0.4476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 92.48, "high": 92.48, "low": 92.3, "close": 92.3, "amount_yi": 0.1572 }, { "time": "13:26", "open": 92.5, "high": 92.5, "low": 92.02, "close": 92.02, "amount_yi": 0.1476 }, { "time": "13:27", "open": 92.36, "high": 92.42, "low": 92.36, "close": 92.42, "amount_yi": 0.0288 }, { "time": "13:28", "open": 92.21, "high": 92.21, "low": 92.0, "close": 92.0, "amount_yi": 0.0623 }, { "time": "13:29", "open": 91.8, "high": 91.8, "low": 91.8, "close": 91.8, "amount_yi": 0.0201 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.8, "ts": "2026-06-25T13:29:09", "prev_close": 88.25, "open": 87.11, "high": 92.77, "low": 84.9, "bid1": 91.78, "ask1": 91.8, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T13:29:12", "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": 106.8312, "price_vs_vwap_pct": 3.0317, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.0404, "prev_amount_yi": 6.5405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 109.35, "high": 109.36, "low": 109.35, "close": 109.36, "amount_yi": 0.7157 }, { "time": "13:26", "open": 109.41, "high": 109.41, "low": 109.33, "close": 109.33, "amount_yi": 0.7298 }, { "time": "13:27", "open": 109.96, "high": 110.55, "low": 109.96, "close": 110.55, "amount_yi": 5.1432 }, { "time": "13:28", "open": 110.46, "high": 110.46, "low": 110.28, "close": 110.28, "amount_yi": 1.1159 }, { "time": "13:29", "open": 110.07, "high": 110.07, "low": 110.07, "close": 110.07, "amount_yi": 0.3358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 110.07, "ts": "2026-06-25T13:29:09", "prev_close": 103.12, "open": 103.0, "high": 110.63, "low": 102.3, "bid1": 110.07, "ask1": 110.1, "bid_qty1": 2, "ask_qty1": 23 }, "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": "OBSERVE", "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": "2026-06-25T13:29:12", "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": 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": 3.4977, "intraday_vwap": 94.8705, "price_vs_vwap_pct": 0.653, "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": 0.1598, "prev_amount_yi": 0.1736, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 94.85, "high": 94.85, "low": 94.8, "close": 94.8, "amount_yi": 0.0103 }, { "time": "13:26", "open": 94.95, "high": 95.03, "low": 94.95, "close": 95.03, "amount_yi": 0.0272 }, { "time": "13:27", "open": 95.05, "high": 95.37, "low": 95.05, "close": 95.37, "amount_yi": 0.0353 }, { "time": "13:28", "open": 95.51, "high": 95.52, "low": 95.51, "close": 95.52, "amount_yi": 0.0749 }, { "time": "13:29", "open": 95.49, "high": 95.49, "low": 95.49, "close": 95.49, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.49, "ts": "2026-06-25T13:29:09", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 95.43, "ask1": 95.49, "bid_qty1": 148, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T13:29:12", "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": 0.0857, "prev_amount_yi": 0.0874, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 15.39, "high": 15.39, "low": 15.38, "close": 15.38, "amount_yi": 0.0393 }, { "time": "13:26", "open": 15.38, "high": 15.42, "low": 15.38, "close": 15.42, "amount_yi": 0.0143 }, { "time": "13:27", "open": 15.41, "high": 15.43, "low": 15.41, "close": 15.43, "amount_yi": 0.0182 }, { "time": "13:28", "open": 15.43, "high": 15.43, "low": 15.43, "close": 15.43, "amount_yi": 0.0074 }, { "time": "13:29", "open": 15.43, "high": 15.43, "low": 15.43, "close": 15.43, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.43, "ts": "2026-06-25T13:29:09", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.43, "ask1": 15.44, "bid_qty1": 43, "ask_qty1": 445 }, "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": "2026-06-25T13:29:12", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3946, "prev_amount_yi": 0.8467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.466, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 85.04, "high": 85.04, "low": 84.33, "close": 84.33, "amount_yi": 0.1425 }, { "time": "13:26", "open": 84.52, "high": 84.52, "low": 84.41, "close": 84.41, "amount_yi": 0.0642 }, { "time": "13:27", "open": 84.32, "high": 84.6, "low": 84.32, "close": 84.6, "amount_yi": 0.0628 }, { "time": "13:28", "open": 85.0, "high": 85.0, "low": 84.66, "close": 84.66, "amount_yi": 0.0659 }, { "time": "13:29", "open": 84.8, "high": 84.8, "low": 84.8, "close": 84.8, "amount_yi": 0.0592 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.8, "ts": "2026-06-25T13:29:10", "prev_close": 81.4, "open": 85.0, "high": 85.38, "low": 80.26, "bid1": 84.8, "ask1": 85.0, "bid_qty1": 9, "ask_qty1": 439 }, "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": 528474.0, "total_value": 1072967.0, "unrealized_pnl": 81662.0, "unrealized_pnl_pct_of_initial": 8.1662, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 72967.0, "total_pnl_pct": 7.2967 }, "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": "2026-06-25T13:29:12", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.30062341153083 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 112.33, "market_value": 202194.0, "unrealized_pnl": 6821.999999999985, "unrealized_pnl_pct": 3.491800257969402, "updated_at": "2026-06-25T13:29:12", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.844381980060895 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.67, "market_value": 76272.0, "unrealized_pnl": 17552.0, "unrealized_pnl_pct": 29.891008174386926, "updated_at": "2026-06-25T13:29:12", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.1085131229571825 } ], "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": 48.8753, "price_vs_vwap_pct": -2.4661, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4142, "prev_amount_yi": 0.3592, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 47.74, "high": 47.74, "low": 47.71, "close": 47.71, "amount_yi": 0.0606 }, { "time": "13:26", "open": 47.73, "high": 47.73, "low": 47.69, "close": 47.69, "amount_yi": 0.0586 }, { "time": "13:27", "open": 47.63, "high": 47.63, "low": 47.63, "close": 47.63, "amount_yi": 0.1612 }, { "time": "13:28", "open": 47.62, "high": 47.65, "low": 47.62, "close": 47.65, "amount_yi": 0.0832 }, { "time": "13:29", "open": 47.67, "high": 47.67, "low": 47.67, "close": 47.67, "amount_yi": 0.0506 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 76240.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 47.67, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 47.67, "quote_ask1": 47.68, "quote_bid_qty1": 89, "quote_ask_qty1": 14, "quote_ts": "2026-06-25T13:29:08" }, { "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": 48.8753, "price_vs_vwap_pct": -2.4661, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4142, "prev_amount_yi": 0.3592, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:25", "open": 47.74, "high": 47.74, "low": 47.71, "close": 47.71, "amount_yi": 0.0606 }, { "time": "13:26", "open": 47.73, "high": 47.73, "low": 47.69, "close": 47.69, "amount_yi": 0.0586 }, { "time": "13:27", "open": 47.63, "high": 47.63, "low": 47.63, "close": 47.63, "amount_yi": 0.1612 }, { "time": "13:28", "open": 47.62, "high": 47.65, "low": 47.62, "close": 47.65, "amount_yi": 0.0832 }, { "time": "13:29", "open": 47.67, "high": 47.67, "low": 47.67, "close": 47.67, "amount_yi": 0.0506 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 858.3, "current_position_value": 76240.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 47.67, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 47.67, "quote_ask1": 47.68, "quote_bid_qty1": 89, "quote_ask_qty1": 14, "quote_ts": "2026-06-25T13:29:08" } ], "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 } }