{ "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": "2026-06-25T14:05:58", "signals": [ { "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "P0", "status": "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": "2026-06-25T14:05:58", "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": 74.3296, "price_vs_vwap_pct": -0.3223, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.045, "prev_amount_yi": 1.6587, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.63, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 73.8, "high": 73.81, "low": 73.8, "close": 73.81, "amount_yi": 0.3278 }, { "time": "14:04", "open": 73.73, "high": 73.79, "low": 73.73, "close": 73.79, "amount_yi": 0.2858 }, { "time": "14:05", "open": 74.0, "high": 74.09, "low": 74.0, "close": 74.09, "amount_yi": 0.4314 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.09, "ts": "2026-06-25T14:05:54", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.09, "ask1": 74.1, "bid_qty1": 19, "ask_qty1": 64 }, "previous_state": "CANCELLED", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 53.8, "max_chase_pct": 3.0, "base_exec_high": 53.8, "dynamic_exec_high": null, "entry_zone_low": 51.45, "entry_zone_high": 53.01, "entry_risk_pct": null, "intraday_vwap": 52.9753, "price_vs_vwap_pct": 5.8984, "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": 0.225, "prev_amount_yi": 0.2665, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 55.92, "high": 56.0, "low": 55.92, "close": 56.0, "amount_yi": 0.0499 }, { "time": "14:04", "open": 55.98, "high": 55.98, "low": 55.92, "close": 55.92, "amount_yi": 0.0732 }, { "time": "14:05", "open": 56.07, "high": 56.1, "low": 56.07, "close": 56.1, "amount_yi": 0.1019 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.1, "ts": "2026-06-25T14:05:54", "prev_close": 51.76, "open": 51.26, "high": 56.9, "low": 49.8, "bid1": 56.1, "ask1": 56.12, "bid_qty1": 5, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002156:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002156:BREAK_PREV_HIGH", "symbol": "SZSE.002156", "name": "通富微电", "side": "BUY", "priority": "P2", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.84, "exec_low": 74.84, "exec_high": 77.09, "invalid_price": 72.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 77.09, "max_chase_pct": 3.0, "base_exec_high": 77.09, "dynamic_exec_high": null, "entry_zone_low": 73.72, "entry_zone_high": 75.96, "entry_risk_pct": null, "intraday_vwap": 77.2748, "price_vs_vwap_pct": 1.689, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0841, "prev_amount_yi": 1.1647, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 78.36, "high": 78.54, "low": 78.36, "close": 78.54, "amount_yi": 0.5992 }, { "time": "14:04", "open": 78.66, "high": 78.66, "low": 78.57, "close": 78.57, "amount_yi": 0.2601 }, { "time": "14:05", "open": 78.53, "high": 78.58, "low": 78.53, "close": 78.58, "amount_yi": 0.2248 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.58, "ts": "2026-06-25T14:05:54", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.58, "ask1": 78.59, "bid_qty1": 3, "ask_qty1": 56 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 228.78, "max_chase_pct": 3.0, "base_exec_high": 228.78, "dynamic_exec_high": null, "entry_zone_low": 218.79, "entry_zone_high": 225.45, "entry_risk_pct": null, "intraday_vwap": 214.667, "price_vs_vwap_pct": -2.5048, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.2885, "prev_amount_yi": 0.4239, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0396, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 210.63, "high": 210.63, "low": 210.29, "close": 210.29, "amount_yi": 0.2819 }, { "time": "14:04", "open": 210.17, "high": 210.17, "low": 210.03, "close": 210.03, "amount_yi": 0.1965 }, { "time": "14:05", "open": 209.88, "high": 209.88, "low": 209.29, "close": 209.29, "amount_yi": 0.8101 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 209.29, "ts": "2026-06-25T14:05:56", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 209.25, "ask1": 209.29, "bid_qty1": 4, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 262.4, "max_chase_pct": 3.0, "base_exec_high": 262.4, "dynamic_exec_high": null, "entry_zone_low": 250.94, "entry_zone_high": 258.58, "entry_risk_pct": null, "intraday_vwap": 258.4264, "price_vs_vwap_pct": 2.7449, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3198, "prev_amount_yi": 0.2507, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2756, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 266.22, "high": 266.5, "low": 266.22, "close": 266.5, "amount_yi": 0.2265 }, { "time": "14:04", "open": 265.82, "high": 265.82, "low": 265.49, "close": 265.49, "amount_yi": 0.0617 }, { "time": "14:05", "open": 265.52, "high": 265.52, "low": 265.52, "close": 265.52, "amount_yi": 0.0316 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 265.52, "ts": "2026-06-25T14:05:55", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 265.51, "ask1": 265.67, "bid_qty1": 17, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600460:BREAK_PREV_HIGH", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "P5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.8, "exec_low": 50.8, "exec_high": 52.32, "invalid_price": 49.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 52.32, "max_chase_pct": 3.0, "base_exec_high": 52.32, "dynamic_exec_high": null, "entry_zone_low": 50.04, "entry_zone_high": 51.56, "entry_risk_pct": null, "intraday_vwap": 49.5165, "price_vs_vwap_pct": 0.1686, "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": 0.4261, "prev_amount_yi": 0.4672, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 49.48, "high": 49.49, "low": 49.48, "close": 49.49, "amount_yi": 0.1097 }, { "time": "14:04", "open": 49.43, "high": 49.49, "low": 49.43, "close": 49.49, "amount_yi": 0.1507 }, { "time": "14:05", "open": 49.6, "high": 49.6, "low": 49.6, "close": 49.6, "amount_yi": 0.1657 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.6, "ts": "2026-06-25T14:05:54", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.59, "ask1": 49.6, "bid_qty1": 7, "ask_qty1": 203 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 79.26, "max_chase_pct": 3.0, "base_exec_high": 79.26, "dynamic_exec_high": null, "entry_zone_low": 75.8, "entry_zone_high": 78.1, "entry_risk_pct": null, "intraday_vwap": 77.497, "price_vs_vwap_pct": 10.4817, "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": 0.2432, "prev_amount_yi": 0.3296, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 85.81, "high": 85.81, "low": 85.58, "close": 85.58, "amount_yi": 0.104 }, { "time": "14:04", "open": 85.4, "high": 85.5, "low": 85.4, "close": 85.5, "amount_yi": 0.0407 }, { "time": "14:05", "open": 85.55, "high": 85.62, "low": 85.55, "close": 85.62, "amount_yi": 0.0985 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 85.62, "ts": "2026-06-25T14:05:54", "prev_close": 74.95, "open": 74.63, "high": 86.79, "low": 69.0, "bid1": 85.55, "ask1": 85.62, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002371:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002371:BREAK_PREV_HIGH", "symbol": "SZSE.002371", "name": "北方华创", "side": "BUY", "priority": "P7", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 774.5, "exec_low": 774.5, "exec_high": 797.74, "invalid_price": 751.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 797.74, "max_chase_pct": 3.0, "base_exec_high": 797.74, "dynamic_exec_high": null, "entry_zone_low": 762.88, "entry_zone_high": 786.12, "entry_risk_pct": null, "intraday_vwap": 794.7108, "price_vs_vwap_pct": 0.5888, "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": 0.4533, "prev_amount_yi": 0.574, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 799.27, "high": 800.52, "low": 799.27, "close": 800.52, "amount_yi": 0.1751 }, { "time": "14:04", "open": 798.85, "high": 798.85, "low": 798.06, "close": 798.06, "amount_yi": 0.1799 }, { "time": "14:05", "open": 799.5, "high": 799.5, "low": 799.39, "close": 799.39, "amount_yi": 0.0983 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 799.39, "ts": "2026-06-25T14:05:54", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 799.0, "ask1": 799.5, "bid_qty1": 6, "ask_qty1": 16 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.15, "exec_low": 7.15, "exec_high": 7.36, "invalid_price": 6.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 7.36, "max_chase_pct": 3.0, "base_exec_high": 7.36, "dynamic_exec_high": null, "entry_zone_low": 7.04, "entry_zone_high": 7.26, "entry_risk_pct": null, "intraday_vwap": 7.4488, "price_vs_vwap_pct": -0.3866, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0583, "prev_amount_yi": 1.2159, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 7.41, "high": 7.42, "low": 7.41, "close": 7.42, "amount_yi": 0.3235 }, { "time": "14:04", "open": 7.41, "high": 7.41, "low": 7.41, "close": 7.41, "amount_yi": 0.2273 }, { "time": "14:05", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.5075 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.42, "ts": "2026-06-25T14:05:54", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.42, "ask1": 7.43, "bid_qty1": 11143, "ask_qty1": 700 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 94.34, "max_chase_pct": 3.0, "base_exec_high": 94.34, "dynamic_exec_high": null, "entry_zone_low": 90.22, "entry_zone_high": 92.96, "entry_risk_pct": null, "intraday_vwap": 90.4473, "price_vs_vwap_pct": -1.4011, "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": 0.115, "prev_amount_yi": 0.2166, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5309, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 88.99, "high": 89.0, "low": 88.99, "close": 89.0, "amount_yi": 0.0399 }, { "time": "14:04", "open": 89.05, "high": 89.05, "low": 89.05, "close": 89.05, "amount_yi": 0.0458 }, { "time": "14:05", "open": 89.08, "high": 89.18, "low": 89.08, "close": 89.18, "amount_yi": 0.0293 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.18, "ts": "2026-06-25T14:05:54", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 88.8, "bid1": 89.17, "ask1": 89.18, "bid_qty1": 9, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301021:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301021:BREAK_PREV_HIGH", "symbol": "SZSE.301021", "name": "英诺激光", "side": "BUY", "priority": "P10", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 134.94, "exec_low": 134.94, "exec_high": 138.99, "invalid_price": 130.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": null, "intraday_vwap": 135.02, "price_vs_vwap_pct": -0.3629, "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": 0.058, "prev_amount_yi": 0.062, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9355, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 134.55, "high": 134.64, "low": 134.55, "close": 134.64, "amount_yi": 0.0096 }, { "time": "14:04", "open": 134.42, "high": 134.47, "low": 134.42, "close": 134.47, "amount_yi": 0.0359 }, { "time": "14:05", "open": 134.49, "high": 134.53, "low": 134.49, "close": 134.53, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 134.53, "ts": "2026-06-25T14:05:51", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 134.53, "ask1": 134.6, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH", "symbol": "SZSE.301308", "name": "江波龙", "side": "BUY", "priority": "P11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 619.99, "exec_low": 619.99, "exec_high": 638.59, "invalid_price": 601.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / 存储模组", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 638.59, "max_chase_pct": 3.0, "base_exec_high": 638.59, "dynamic_exec_high": null, "entry_zone_low": 610.69, "entry_zone_high": 629.29, "entry_risk_pct": null, "intraday_vwap": 666.3763, "price_vs_vwap_pct": 2.0459, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0616, "prev_amount_yi": 0.862, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 680.0, "high": 681.18, "low": 680.0, "close": 681.18, "amount_yi": 0.2592 }, { "time": "14:04", "open": 682.0, "high": 682.0, "low": 681.99, "close": 681.99, "amount_yi": 0.5033 }, { "time": "14:05", "open": 681.0, "high": 681.0, "low": 680.01, "close": 680.01, "amount_yi": 0.2991 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 680.01, "ts": "2026-06-25T14:05:54", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 680.0, "ask1": 680.01, "bid_qty1": 51, "ask_qty1": 54 }, "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": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1422, "prev_amount_yi": 1.1832, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:03", "open": 154.9, "high": 154.9, "low": 154.83, "close": 154.83, "amount_yi": 0.3697 }, { "time": "14:04", "open": 154.85, "high": 154.85, "low": 154.84, "close": 154.84, "amount_yi": 0.3303 }, { "time": "14:05", "open": 155.4, "high": 155.4, "low": 155.3, "close": 155.3, "amount_yi": 0.4422 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129147.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 155.3, "ts": "2026-06-25T14:05:56", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 155.3, "ask1": 155.33, "bid_qty1": 27, "ask_qty1": 31 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 27.68, "max_chase_pct": 1.5, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.47, "entry_zone_high": 27.27, "entry_risk_pct": null, "intraday_vwap": 25.1881, "price_vs_vwap_pct": 2.7866, "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": 0.227, "prev_amount_yi": 0.2111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0753, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 25.76, "high": 25.76, "low": 25.76, "close": 25.76, "amount_yi": 0.0405 }, { "time": "14:02", "open": 25.77, "high": 25.85, "low": 25.77, "close": 25.85, "amount_yi": 0.0308 }, { "time": "14:03", "open": 25.86, "high": 25.89, "low": 25.86, "close": 25.89, "amount_yi": 0.0644 }, { "time": "14:04", "open": 25.94, "high": 25.98, "low": 25.94, "close": 25.98, "amount_yi": 0.0529 }, { "time": "14:05", "open": 25.92, "high": 25.92, "low": 25.89, "close": 25.89, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.89, "ts": "2026-06-25T14:05:55", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.89, "ask1": 25.9, "bid_qty1": 35, "ask_qty1": 6 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PVDF / 氟化工材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.1, "max_chase_pct": 1.5, "base_exec_high": 13.9, "dynamic_exec_high": null, "entry_zone_low": 13.48, "entry_zone_high": 13.9, "entry_risk_pct": null, "intraday_vwap": 14.6933, "price_vs_vwap_pct": 0.9304, "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": 0.0309, "prev_amount_yi": 0.0201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0009 }, { "time": "14:02", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.005 }, { "time": "14:03", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0209 }, { "time": "14:04", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0009 }, { "time": "14:05", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:54", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 27706, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "军工材料 / 碳基复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.36, "max_chase_pct": 1.5, "base_exec_high": 34.84, "dynamic_exec_high": null, "entry_zone_low": 33.82, "entry_zone_high": 34.84, "entry_risk_pct": null, "intraday_vwap": 33.5439, "price_vs_vwap_pct": -1.9196, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3406, "prev_amount_yi": 0.2526, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3484, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 32.82, "high": 32.83, "low": 32.82, "close": 32.83, "amount_yi": 0.037 }, { "time": "14:02", "open": 32.79, "high": 32.8, "low": 32.79, "close": 32.8, "amount_yi": 0.0373 }, { "time": "14:03", "open": 32.78, "high": 32.85, "low": 32.78, "close": 32.85, "amount_yi": 0.0672 }, { "time": "14:04", "open": 32.84, "high": 32.86, "low": 32.84, "close": 32.86, "amount_yi": 0.0392 }, { "time": "14:05", "open": 32.9, "high": 32.9, "low": 32.9, "close": 32.9, "amount_yi": 0.1599 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.9, "ts": "2026-06-25T14:05:54", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.89, "ask1": 32.9, "bid_qty1": 28, "ask_qty1": 48 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 178.18, "max_chase_pct": 1.5, "base_exec_high": 175.58, "dynamic_exec_high": null, "entry_zone_low": 170.4, "entry_zone_high": 175.58, "entry_risk_pct": null, "intraday_vwap": 167.7964, "price_vs_vwap_pct": -3.0968, "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": 0.43, "prev_amount_yi": 0.7888, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 162.79, "high": 162.87, "low": 162.79, "close": 162.87, "amount_yi": 0.1234 }, { "time": "14:02", "open": 162.98, "high": 163.03, "low": 162.98, "close": 163.03, "amount_yi": 0.0656 }, { "time": "14:03", "open": 163.1, "high": 163.16, "low": 163.1, "close": 163.16, "amount_yi": 0.086 }, { "time": "14:04", "open": 163.04, "high": 163.04, "low": 162.91, "close": 162.91, "amount_yi": 0.0955 }, { "time": "14:05", "open": 162.81, "high": 162.81, "low": 162.6, "close": 162.6, "amount_yi": 0.0595 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 162.6, "ts": "2026-06-25T14:05:56", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 162.58, "ask1": 162.6, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002281:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002281:BREAK_PREV_HIGH", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.44, "exec_low": 272.44, "exec_high": 276.53, "invalid_price": 264.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.61, "max_chase_pct": 1.5, "base_exec_high": 276.53, "dynamic_exec_high": null, "entry_zone_low": 268.35, "entry_zone_high": 276.53, "entry_risk_pct": null, "intraday_vwap": 262.5062, "price_vs_vwap_pct": -0.6157, "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": 1.258, "prev_amount_yi": 1.5953, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7886, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 260.5, "high": 260.5, "low": 260.15, "close": 260.15, "amount_yi": 0.1942 }, { "time": "14:02", "open": 260.02, "high": 260.48, "low": 260.02, "close": 260.48, "amount_yi": 0.3244 }, { "time": "14:03", "open": 260.58, "high": 260.58, "low": 260.4, "close": 260.4, "amount_yi": 0.3147 }, { "time": "14:04", "open": 260.35, "high": 260.39, "low": 260.35, "close": 260.39, "amount_yi": 0.2749 }, { "time": "14:05", "open": 260.54, "high": 260.89, "low": 260.54, "close": 260.89, "amount_yi": 0.1498 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 260.89, "ts": "2026-06-25T14:05:54", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 260.87, "ask1": 260.92, "bid_qty1": 43, "ask_qty1": 12 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 1317.558, "price_vs_vwap_pct": 0.4282, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.7703, "prev_amount_yi": 6.7752, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 1316.79, "high": 1316.79, "low": 1315.99, "close": 1315.99, "amount_yi": 1.0455 }, { "time": "14:02", "open": 1315.99, "high": 1316.32, "low": 1315.99, "close": 1316.32, "amount_yi": 1.1782 }, { "time": "14:03", "open": 1316.61, "high": 1316.61, "low": 1316.48, "close": 1316.48, "amount_yi": 0.7307 }, { "time": "14:04", "open": 1316.61, "high": 1317.5, "low": 1316.61, "close": 1317.5, "amount_yi": 0.6901 }, { "time": "14:05", "open": 1320.64, "high": 1323.2, "low": 1320.64, "close": 1323.2, "amount_yi": 1.1258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1323.2, "ts": "2026-06-25T14:05:54", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1323.19, "ask1": 1323.2, "bid_qty1": 11, "ask_qty1": 8 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 591.71, "max_chase_pct": 1.5, "base_exec_high": 583.1, "dynamic_exec_high": null, "entry_zone_low": 565.86, "entry_zone_high": 583.1, "entry_risk_pct": null, "intraday_vwap": 580.3909, "price_vs_vwap_pct": 4.2901, "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": 3.9867, "prev_amount_yi": 4.8459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 601.17, "high": 601.17, "low": 601.01, "close": 601.01, "amount_yi": 0.749 }, { "time": "14:02", "open": 600.11, "high": 601.5, "low": 600.11, "close": 601.5, "amount_yi": 0.7365 }, { "time": "14:03", "open": 601.35, "high": 601.35, "low": 601.05, "close": 601.05, "amount_yi": 0.6509 }, { "time": "14:04", "open": 601.7, "high": 602.05, "low": 601.7, "close": 602.05, "amount_yi": 0.7057 }, { "time": "14:05", "open": 603.82, "high": 605.29, "low": 603.82, "close": 605.29, "amount_yi": 1.1446 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 605.29, "ts": "2026-06-25T14:05:54", "prev_close": 555.3, "open": 560.0, "high": 608.3, "low": 550.06, "bid1": 605.29, "ask1": 605.34, "bid_qty1": 10, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600353:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600353:BREAK_PREV_HIGH", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "W7", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 53.68, "exec_low": 53.68, "exec_high": 54.49, "invalid_price": 52.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.29, "max_chase_pct": 1.5, "base_exec_high": 54.49, "dynamic_exec_high": null, "entry_zone_low": 52.87, "entry_zone_high": 54.49, "entry_risk_pct": null, "intraday_vwap": 48.801, "price_vs_vwap_pct": -0.3094, "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": 0.5842, "prev_amount_yi": 0.6369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 49.1, "high": 49.1, "low": 49.05, "close": 49.05, "amount_yi": 0.1801 }, { "time": "14:02", "open": 48.8, "high": 48.8, "low": 48.59, "close": 48.59, "amount_yi": 0.1032 }, { "time": "14:03", "open": 48.73, "high": 48.91, "low": 48.73, "close": 48.91, "amount_yi": 0.0748 }, { "time": "14:04", "open": 49.0, "high": 49.0, "low": 48.85, "close": 48.85, "amount_yi": 0.1393 }, { "time": "14:05", "open": 48.86, "high": 48.86, "low": 48.65, "close": 48.65, "amount_yi": 0.0868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 78128.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.65, "ts": "2026-06-25T14:05:53", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 48.65, "ask1": 48.67, "bid_qty1": 3, "ask_qty1": 7 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "工业制冷 / 冷链设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 50.95, "max_chase_pct": 1.5, "base_exec_high": 50.21, "dynamic_exec_high": null, "entry_zone_low": 48.73, "entry_zone_high": 50.21, "entry_risk_pct": null, "intraday_vwap": 52.9099, "price_vs_vwap_pct": 1.1531, "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": 0.0833, "prev_amount_yi": 0.1185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0086 }, { "time": "14:02", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0042 }, { "time": "14:03", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0556 }, { "time": "14:04", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0118 }, { "time": "14:05", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.52, "ts": "2026-06-25T14:05:54", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.52, "ask1": 0.0, "bid_qty1": 7201, "ask_qty1": 0 }, "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": "2026-06-25T14:05:58", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.74, "max_chase_pct": 1.5, "base_exec_high": 32.27, "dynamic_exec_high": null, "entry_zone_low": 31.31, "entry_zone_high": 32.27, "entry_risk_pct": 3.3835, "intraday_vwap": 31.234, "price_vs_vwap_pct": 2.1643, "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": 0.1576, "prev_amount_yi": 0.1659, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.95, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 31.89, "high": 31.89, "low": 31.83, "close": 31.83, "amount_yi": 0.0472 }, { "time": "14:02", "open": 31.81, "high": 31.83, "low": 31.81, "close": 31.83, "amount_yi": 0.0176 }, { "time": "14:03", "open": 31.81, "high": 31.81, "low": 31.81, "close": 31.81, "amount_yi": 0.0171 }, { "time": "14:04", "open": 31.8, "high": 31.8, "low": 31.79, "close": 31.79, "amount_yi": 0.0162 }, { "time": "14:05", "open": 31.89, "high": 31.91, "low": 31.89, "close": 31.91, "amount_yi": 0.0595 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.91, "ts": "2026-06-25T14:05:54", "prev_close": 31.5, "open": 31.48, "high": 32.35, "low": 30.0, "bid1": 31.9, "ask1": 31.92, "bid_qty1": 115, "ask_qty1": 61 }, "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": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 152.7, "exec_low": 152.7, "exec_high": 154.99, "invalid_price": 148.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 157.28, "max_chase_pct": 1.5, "base_exec_high": 154.99, "dynamic_exec_high": null, "entry_zone_low": 150.41, "entry_zone_high": 154.99, "entry_risk_pct": null, "intraday_vwap": 149.4502, "price_vs_vwap_pct": 1.8266, "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": 0.2922, "prev_amount_yi": 0.344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 152.23, "high": 152.24, "low": 152.23, "close": 152.24, "amount_yi": 0.0716 }, { "time": "14:02", "open": 152.24, "high": 152.24, "low": 152.24, "close": 152.24, "amount_yi": 0.0335 }, { "time": "14:03", "open": 152.2, "high": 152.2, "low": 151.57, "close": 151.57, "amount_yi": 0.0936 }, { "time": "14:04", "open": 151.55, "high": 151.66, "low": 151.55, "close": 151.66, "amount_yi": 0.0421 }, { "time": "14:05", "open": 152.07, "high": 152.18, "low": 152.07, "close": 152.18, "amount_yi": 0.0514 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.18, "ts": "2026-06-25T14:05:54", "prev_close": 151.32, "open": 150.0, "high": 156.66, "low": 145.6, "bid1": 152.18, "ask1": 152.21, "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.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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.37, "max_chase_pct": 1.5, "base_exec_high": 25.98, "dynamic_exec_high": null, "entry_zone_low": 25.22, "entry_zone_high": 25.98, "entry_risk_pct": null, "intraday_vwap": 23.9666, "price_vs_vwap_pct": -0.57, "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": 0.0806, "prev_amount_yi": 0.0734, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 23.83, "high": 23.83, "low": 23.82, "close": 23.82, "amount_yi": 0.0083 }, { "time": "14:02", "open": 23.76, "high": 23.78, "low": 23.76, "close": 23.78, "amount_yi": 0.0266 }, { "time": "14:03", "open": 23.75, "high": 23.75, "low": 23.72, "close": 23.72, "amount_yi": 0.0119 }, { "time": "14:04", "open": 23.7, "high": 23.74, "low": 23.7, "close": 23.74, "amount_yi": 0.0232 }, { "time": "14:05", "open": 23.84, "high": 23.84, "low": 23.83, "close": 23.83, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.83, "ts": "2026-06-25T14:05:54", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.83, "ask1": 23.84, "bid_qty1": 197, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600961:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600961:BREAK_PREV_HIGH", "symbol": "SHSE.600961", "name": "株冶集团", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 35.75, "exec_low": 35.75, "exec_high": 36.29, "invalid_price": 34.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "小金属 / 铅锌", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 36.82, "max_chase_pct": 1.5, "base_exec_high": 36.29, "dynamic_exec_high": null, "entry_zone_low": 35.21, "entry_zone_high": 36.29, "entry_risk_pct": null, "intraday_vwap": 35.7096, "price_vs_vwap_pct": -1.8191, "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": 0.3247, "prev_amount_yi": 0.4782, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 35.0, "high": 35.01, "low": 35.0, "close": 35.01, "amount_yi": 0.0848 }, { "time": "14:02", "open": 34.97, "high": 34.97, "low": 34.96, "close": 34.96, "amount_yi": 0.0666 }, { "time": "14:03", "open": 34.99, "high": 35.0, "low": 34.99, "close": 35.0, "amount_yi": 0.0469 }, { "time": "14:04", "open": 35.02, "high": 35.05, "low": 35.02, "close": 35.05, "amount_yi": 0.0591 }, { "time": "14:05", "open": 35.05, "high": 35.06, "low": 35.05, "close": 35.06, "amount_yi": 0.0673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.06, "ts": "2026-06-25T14:05:54", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.05, "ask1": 35.06, "bid_qty1": 63, "ask_qty1": 246 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600552:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600552:BREAK_PREV_HIGH", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "W13", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.97, "exec_low": 27.97, "exec_high": 28.39, "invalid_price": 27.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.81, "max_chase_pct": 1.5, "base_exec_high": 28.39, "dynamic_exec_high": null, "entry_zone_low": 27.55, "entry_zone_high": 28.39, "entry_risk_pct": null, "intraday_vwap": 27.858, "price_vs_vwap_pct": -3.726, "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": 0.3158, "prev_amount_yi": 0.7455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 26.78, "high": 26.78, "low": 26.77, "close": 26.77, "amount_yi": 0.093 }, { "time": "14:02", "open": 26.75, "high": 26.79, "low": 26.75, "close": 26.79, "amount_yi": 0.0757 }, { "time": "14:03", "open": 26.75, "high": 26.75, "low": 26.74, "close": 26.74, "amount_yi": 0.0436 }, { "time": "14:04", "open": 26.73, "high": 26.77, "low": 26.73, "close": 26.77, "amount_yi": 0.0568 }, { "time": "14:05", "open": 26.78, "high": 26.82, "low": 26.78, "close": 26.82, "amount_yi": 0.0467 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.82, "ts": "2026-06-25T14:05:54", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.55, "bid1": 26.81, "ask1": 26.82, "bid_qty1": 26, "ask_qty1": 218 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "第三代半导体 / 碳化硅", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 147.0, "max_chase_pct": 1.5, "base_exec_high": 144.86, "dynamic_exec_high": null, "entry_zone_low": 140.58, "entry_zone_high": 144.86, "entry_risk_pct": null, "intraday_vwap": 133.2665, "price_vs_vwap_pct": 2.1262, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1701, "prev_amount_yi": 0.6647, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 135.66, "high": 135.92, "low": 135.66, "close": 135.92, "amount_yi": 0.2031 }, { "time": "14:02", "open": 136.28, "high": 136.72, "low": 136.28, "close": 136.72, "amount_yi": 0.5089 }, { "time": "14:03", "open": 137.11, "high": 137.82, "low": 137.11, "close": 137.82, "amount_yi": 0.3681 }, { "time": "14:04", "open": 137.3, "high": 137.3, "low": 137.16, "close": 137.16, "amount_yi": 0.6897 }, { "time": "14:05", "open": 136.17, "high": 136.17, "low": 136.1, "close": 136.1, "amount_yi": 0.4003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.1, "ts": "2026-06-25T14:05:54", "prev_close": 132.99, "open": 132.03, "high": 138.0, "low": 129.26, "bid1": 136.1, "ask1": 136.16, "bid_qty1": 62, "ask_qty1": 2 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": null, "intraday_vwap": 95.4609, "price_vs_vwap_pct": 4.6187, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.3913, "prev_amount_yi": 1.9544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7352, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 98.3, "high": 98.6, "low": 98.3, "close": 98.6, "amount_yi": 0.2948 }, { "time": "14:02", "open": 99.06, "high": 99.41, "low": 99.06, "close": 99.41, "amount_yi": 0.406 }, { "time": "14:03", "open": 99.36, "high": 99.8, "low": 99.36, "close": 99.8, "amount_yi": 0.5729 }, { "time": "14:04", "open": 100.14, "high": 100.58, "low": 100.14, "close": 100.58, "amount_yi": 1.5464 }, { "time": "14:05", "open": 100.23, "high": 100.23, "low": 99.87, "close": 99.87, "amount_yi": 0.5712 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.87, "ts": "2026-06-25T14:05:54", "prev_close": 91.72, "open": 93.5, "high": 100.8, "low": 87.0, "bid1": 99.72, "ask1": 99.84, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "TOUCHED", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 4.6802, "price_vs_vwap_pct": 10.038, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7489, "prev_amount_yi": 0.6972, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 5.02, "high": 5.09, "low": 5.02, "close": 5.09, "amount_yi": 0.1688 }, { "time": "14:02", "open": 5.1, "high": 5.15, "low": 5.1, "close": 5.15, "amount_yi": 0.2531 }, { "time": "14:03", "open": 5.1, "high": 5.14, "low": 5.1, "close": 5.14, "amount_yi": 0.1059 }, { "time": "14:04", "open": 5.15, "high": 5.15, "low": 5.15, "close": 5.15, "amount_yi": 0.1346 }, { "time": "14:05", "open": 5.16, "high": 5.16, "low": 5.15, "close": 5.15, "amount_yi": 0.0865 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.15, "ts": "2026-06-25T14:05:54", "prev_close": 4.76, "open": 4.52, "high": 5.2, "low": 4.45, "bid1": 5.14, "ask1": 5.15, "bid_qty1": 930, "ask_qty1": 895 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "未归入强势板块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.64, "max_chase_pct": 1.5, "base_exec_high": 24.28, "dynamic_exec_high": null, "entry_zone_low": 23.56, "entry_zone_high": 24.28, "entry_risk_pct": null, "intraday_vwap": 22.286, "price_vs_vwap_pct": -0.0269, "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": 0.1177, "prev_amount_yi": 0.1925, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6114, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 22.24, "high": 22.26, "low": 22.24, "close": 22.26, "amount_yi": 0.0154 }, { "time": "14:02", "open": 22.26, "high": 22.26, "low": 22.26, "close": 22.26, "amount_yi": 0.0327 }, { "time": "14:03", "open": 22.29, "high": 22.3, "low": 22.29, "close": 22.3, "amount_yi": 0.0425 }, { "time": "14:04", "open": 22.32, "high": 22.32, "low": 22.32, "close": 22.32, "amount_yi": 0.0191 }, { "time": "14:05", "open": 22.3, "high": 22.3, "low": 22.28, "close": 22.28, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.28, "ts": "2026-06-25T14:05:54", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.28, "ask1": 22.29, "bid_qty1": 55, "ask_qty1": 142 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "口腔医疗 / 齿科材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 86.2, "max_chase_pct": 1.5, "base_exec_high": 84.95, "dynamic_exec_high": null, "entry_zone_low": 82.43, "entry_zone_high": 84.95, "entry_risk_pct": null, "intraday_vwap": 75.4414, "price_vs_vwap_pct": -3.6736, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0941, "prev_amount_yi": 0.1125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8364, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 72.15, "high": 72.15, "low": 72.08, "close": 72.08, "amount_yi": 0.0163 }, { "time": "14:02", "open": 72.0, "high": 72.0, "low": 71.88, "close": 71.88, "amount_yi": 0.0133 }, { "time": "14:03", "open": 72.1, "high": 72.1, "low": 71.99, "close": 71.99, "amount_yi": 0.0072 }, { "time": "14:04", "open": 71.94, "high": 72.1, "low": 71.94, "close": 72.1, "amount_yi": 0.0132 }, { "time": "14:05", "open": 72.44, "high": 72.67, "low": 72.44, "close": 72.67, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.67, "ts": "2026-06-25T14:05:54", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 72.61, "ask1": 72.67, "bid_qty1": 14, "ask_qty1": 12 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.97, "max_chase_pct": 1.5, "base_exec_high": 119.21, "dynamic_exec_high": null, "entry_zone_low": 115.69, "entry_zone_high": 119.21, "entry_risk_pct": null, "intraday_vwap": 114.8332, "price_vs_vwap_pct": 0.4849, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2523, "prev_amount_yi": 0.1299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9423, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 114.83, "high": 114.83, "low": 114.78, "close": 114.78, "amount_yi": 0.0199 }, { "time": "14:02", "open": 115.0, "high": 115.28, "low": 115.0, "close": 115.28, "amount_yi": 0.0899 }, { "time": "14:03", "open": 115.4, "high": 115.4, "low": 115.22, "close": 115.22, "amount_yi": 0.0472 }, { "time": "14:04", "open": 115.02, "high": 115.1, "low": 115.02, "close": 115.1, "amount_yi": 0.0418 }, { "time": "14:05", "open": 115.27, "high": 115.39, "low": 115.27, "close": 115.39, "amount_yi": 0.0535 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.39, "ts": "2026-06-25T14:05:55", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 115.32, "ask1": 115.38, "bid_qty1": 1, "ask_qty1": 3 }, "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": "OBSERVE", "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 17.7043, "price_vs_vwap_pct": 0.3146, "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": 0.1482, "prev_amount_yi": 0.2116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 17.71, "high": 17.71, "low": 17.7, "close": 17.7, "amount_yi": 0.0294 }, { "time": "14:02", "open": 17.7, "high": 17.7, "low": 17.7, "close": 17.7, "amount_yi": 0.0327 }, { "time": "14:03", "open": 17.69, "high": 17.7, "low": 17.69, "close": 17.7, "amount_yi": 0.0235 }, { "time": "14:04", "open": 17.7, "high": 17.7, "low": 17.7, "close": 17.7, "amount_yi": 0.0254 }, { "time": "14:05", "open": 17.76, "high": 17.76, "low": 17.76, "close": 17.76, "amount_yi": 0.0372 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.76, "ts": "2026-06-25T14:05:54", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.75, "ask1": 17.76, "bid_qty1": 32, "ask_qty1": 117 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.35, "max_chase_pct": 1.5, "base_exec_high": 110.72, "dynamic_exec_high": null, "entry_zone_low": 107.44, "entry_zone_high": 110.72, "entry_risk_pct": null, "intraday_vwap": 107.3168, "price_vs_vwap_pct": 0.7764, "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": 0.1647, "prev_amount_yi": 0.2358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 108.17, "high": 108.17, "low": 108.05, "close": 108.05, "amount_yi": 0.0222 }, { "time": "14:02", "open": 107.94, "high": 107.94, "low": 107.8, "close": 107.8, "amount_yi": 0.0182 }, { "time": "14:03", "open": 107.66, "high": 107.66, "low": 107.66, "close": 107.66, "amount_yi": 0.034 }, { "time": "14:04", "open": 107.96, "high": 107.96, "low": 107.9, "close": 107.9, "amount_yi": 0.0244 }, { "time": "14:05", "open": 108.2, "high": 108.2, "low": 108.15, "close": 108.15, "amount_yi": 0.0659 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.15, "ts": "2026-06-25T14:05:54", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 108.05, "ask1": 108.16, "bid_qty1": 4, "ask_qty1": 12 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 61.91, "max_chase_pct": 1.5, "base_exec_high": 61.01, "dynamic_exec_high": null, "entry_zone_low": 59.21, "entry_zone_high": 61.01, "entry_risk_pct": null, "intraday_vwap": 59.1321, "price_vs_vwap_pct": -0.2234, "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": 0.3685, "prev_amount_yi": 0.4523, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 59.01, "high": 59.01, "low": 58.91, "close": 58.91, "amount_yi": 0.0825 }, { "time": "14:02", "open": 58.78, "high": 58.78, "low": 58.7, "close": 58.7, "amount_yi": 0.0925 }, { "time": "14:03", "open": 58.62, "high": 58.68, "low": 58.62, "close": 58.68, "amount_yi": 0.0549 }, { "time": "14:04", "open": 58.77, "high": 58.78, "low": 58.77, "close": 58.78, "amount_yi": 0.057 }, { "time": "14:05", "open": 58.84, "high": 59.0, "low": 58.84, "close": 59.0, "amount_yi": 0.0816 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.0, "ts": "2026-06-25T14:05:54", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 59.0, "ask1": 59.01, "bid_qty1": 4, "ask_qty1": 5 }, "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": "TOUCHED", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "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": 236.682, "price_vs_vwap_pct": 8.4958, "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": 0.2414, "prev_amount_yi": 0.3187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 255.23, "high": 255.26, "low": 255.23, "close": 255.26, "amount_yi": 0.0739 }, { "time": "14:02", "open": 254.62, "high": 255.84, "low": 254.62, "close": 255.84, "amount_yi": 0.0434 }, { "time": "14:03", "open": 256.14, "high": 256.74, "low": 256.14, "close": 256.74, "amount_yi": 0.0274 }, { "time": "14:04", "open": 256.82, "high": 256.82, "low": 256.37, "close": 256.37, "amount_yi": 0.0608 }, { "time": "14:05", "open": 256.32, "high": 256.79, "low": 256.32, "close": 256.79, "amount_yi": 0.0359 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 256.79, "ts": "2026-06-25T14:05:54", "prev_close": 248.33, "open": 238.36, "high": 259.8, "low": 225.88, "bid1": 256.5, "ask1": 256.79, "bid_qty1": 6, "ask_qty1": 22 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体设备 / 前道&封装设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 396.09, "max_chase_pct": 1.5, "base_exec_high": 390.32, "dynamic_exec_high": null, "entry_zone_low": 378.78, "entry_zone_high": 390.32, "entry_risk_pct": null, "intraday_vwap": 407.7638, "price_vs_vwap_pct": -2.1247, "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": 0.0958, "prev_amount_yi": 0.2416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:01", "open": 400.24, "high": 400.24, "low": 399.42, "close": 399.42, "amount_yi": 0.012 }, { "time": "14:02", "open": 399.0, "high": 399.05, "low": 399.0, "close": 399.05, "amount_yi": 0.0247 }, { "time": "14:03", "open": 399.76, "high": 399.76, "low": 399.06, "close": 399.06, "amount_yi": 0.0272 }, { "time": "14:04", "open": 399.06, "high": 399.06, "low": 399.0, "close": 399.0, "amount_yi": 0.0231 }, { "time": "14:05", "open": 399.98, "high": 399.98, "low": 399.1, "close": 399.1, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 399.1, "ts": "2026-06-25T14:05:54", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 399.07, "ask1": 399.97, "bid_qty1": 4, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 71.21, "max_chase_pct": 1.5, "base_exec_high": 70.18, "dynamic_exec_high": null, "entry_zone_low": 68.1, "entry_zone_high": 70.18, "entry_risk_pct": null, "intraday_vwap": 80.1478, "price_vs_vwap_pct": 0.6765, "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": 0.1263, "prev_amount_yi": 0.2478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5097, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:01", "open": 80.4, "high": 80.4, "low": 80.28, "close": 80.28, "amount_yi": 0.0172 }, { "time": "14:02", "open": 80.15, "high": 80.17, "low": 80.15, "close": 80.17, "amount_yi": 0.0196 }, { "time": "14:03", "open": 80.79, "high": 80.79, "low": 80.49, "close": 80.49, "amount_yi": 0.0472 }, { "time": "14:04", "open": 80.55, "high": 80.55, "low": 80.5, "close": 80.5, "amount_yi": 0.024 }, { "time": "14:05", "open": 80.7, "high": 80.7, "low": 80.69, "close": 80.69, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.69, "ts": "2026-06-25T14:05:54", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.69, "ask1": 80.7, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.58, "max_chase_pct": 1.5, "base_exec_high": 99.11, "dynamic_exec_high": null, "entry_zone_low": 96.19, "entry_zone_high": 99.11, "entry_risk_pct": null, "intraday_vwap": 94.8443, "price_vs_vwap_pct": 1.0709, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6353, "prev_amount_yi": 0.4277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 95.88, "high": 95.88, "low": 95.76, "close": 95.76, "amount_yi": 0.3006 }, { "time": "14:02", "open": 95.75, "high": 95.75, "low": 95.51, "close": 95.51, "amount_yi": 0.089 }, { "time": "14:03", "open": 95.61, "high": 95.61, "low": 95.56, "close": 95.56, "amount_yi": 0.1182 }, { "time": "14:04", "open": 95.4, "high": 95.49, "low": 95.4, "close": 95.49, "amount_yi": 0.0622 }, { "time": "14:05", "open": 95.67, "high": 95.86, "low": 95.67, "close": 95.86, "amount_yi": 0.0653 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.86, "ts": "2026-06-25T14:05:54", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 95.85, "ask1": 95.88, "bid_qty1": 2, "ask_qty1": 8 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.36, "max_chase_pct": 1.5, "base_exec_high": 57.51, "dynamic_exec_high": null, "entry_zone_low": 55.81, "entry_zone_high": 57.51, "entry_risk_pct": null, "intraday_vwap": 53.2579, "price_vs_vwap_pct": 1.0367, "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": 0.1541, "prev_amount_yi": 0.1709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 54.13, "high": 54.13, "low": 54.09, "close": 54.09, "amount_yi": 0.0325 }, { "time": "14:02", "open": 53.88, "high": 53.88, "low": 53.59, "close": 53.59, "amount_yi": 0.0639 }, { "time": "14:03", "open": 53.6, "high": 53.67, "low": 53.6, "close": 53.67, "amount_yi": 0.0219 }, { "time": "14:04", "open": 53.72, "high": 53.77, "low": 53.72, "close": 53.77, "amount_yi": 0.0138 }, { "time": "14:05", "open": 53.89, "high": 53.89, "low": 53.81, "close": 53.81, "amount_yi": 0.022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.81, "ts": "2026-06-25T14:05:53", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.83, "ask1": 53.84, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 74.47, "max_chase_pct": 1.5, "base_exec_high": 73.38, "dynamic_exec_high": null, "entry_zone_low": 71.22, "entry_zone_high": 73.38, "entry_risk_pct": null, "intraday_vwap": 69.6572, "price_vs_vwap_pct": -2.1207, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5063, "prev_amount_yi": 0.4729, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 68.12, "high": 68.12, "low": 68.11, "close": 68.11, "amount_yi": 0.185 }, { "time": "14:02", "open": 68.13, "high": 68.13, "low": 68.12, "close": 68.12, "amount_yi": 0.0589 }, { "time": "14:03", "open": 68.11, "high": 68.13, "low": 68.11, "close": 68.13, "amount_yi": 0.083 }, { "time": "14:04", "open": 68.18, "high": 68.18, "low": 68.18, "close": 68.18, "amount_yi": 0.075 }, { "time": "14:05", "open": 68.21, "high": 68.21, "low": 68.18, "close": 68.18, "amount_yi": 0.1044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.18, "ts": "2026-06-25T14:05:54", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.1, "bid1": 68.17, "ask1": 68.18, "bid_qty1": 41, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "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": "2026-06-25T14:05:58", "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": 3.3734, "intraday_vwap": 50.344, "price_vs_vwap_pct": 0.6873, "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": 0.6993, "prev_amount_yi": 0.7341, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9526, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 50.61, "high": 50.61, "low": 50.58, "close": 50.58, "amount_yi": 0.2173 }, { "time": "14:02", "open": 50.57, "high": 50.57, "low": 50.57, "close": 50.57, "amount_yi": 0.1548 }, { "time": "14:03", "open": 50.8, "high": 50.8, "low": 50.77, "close": 50.77, "amount_yi": 0.1489 }, { "time": "14:04", "open": 50.76, "high": 50.76, "low": 50.75, "close": 50.75, "amount_yi": 0.1001 }, { "time": "14:05", "open": 50.69, "high": 50.69, "low": 50.69, "close": 50.69, "amount_yi": 0.0782 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "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": 50.69, "ts": "2026-06-25T14:05:55", "prev_close": 49.63, "open": 50.65, "high": 52.0, "low": 48.65, "bid1": 50.68, "ask1": 50.69, "bid_qty1": 21, "ask_qty1": 45 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.98, "exec_low": 18.98, "exec_high": 19.26, "invalid_price": 18.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.55, "max_chase_pct": 1.5, "base_exec_high": 19.26, "dynamic_exec_high": null, "entry_zone_low": 18.7, "entry_zone_high": 19.26, "entry_risk_pct": null, "intraday_vwap": 18.9535, "price_vs_vwap_pct": -0.0712, "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": 0.0817, "prev_amount_yi": 0.139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5878, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 18.95, "high": 18.95, "low": 18.92, "close": 18.92, "amount_yi": 0.0186 }, { "time": "14:02", "open": 18.9, "high": 18.92, "low": 18.9, "close": 18.92, "amount_yi": 0.0131 }, { "time": "14:03", "open": 18.89, "high": 18.9, "low": 18.89, "close": 18.9, "amount_yi": 0.0199 }, { "time": "14:04", "open": 18.93, "high": 18.93, "low": 18.92, "close": 18.92, "amount_yi": 0.0189 }, { "time": "14:05", "open": 18.92, "high": 18.94, "low": 18.92, "close": 18.94, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.94, "ts": "2026-06-25T14:05:54", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.93, "ask1": 18.94, "bid_qty1": 385, "ask_qty1": 105 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300458:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300458:BREAK_PREV_HIGH", "symbol": "SZSE.300458", "name": "全志科技", "side": "BUY", "priority": "W31", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 37.68, "exec_low": 37.68, "exec_high": 38.25, "invalid_price": 36.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 38.81, "max_chase_pct": 1.5, "base_exec_high": 38.25, "dynamic_exec_high": null, "entry_zone_low": 37.11, "entry_zone_high": 38.25, "entry_risk_pct": null, "intraday_vwap": 39.6093, "price_vs_vwap_pct": -0.0235, "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": 0.2616, "prev_amount_yi": 0.3366, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 39.57, "high": 39.57, "low": 39.56, "close": 39.56, "amount_yi": 0.0424 }, { "time": "14:02", "open": 39.53, "high": 39.56, "low": 39.53, "close": 39.56, "amount_yi": 0.0607 }, { "time": "14:03", "open": 39.56, "high": 39.56, "low": 39.51, "close": 39.51, "amount_yi": 0.0333 }, { "time": "14:04", "open": 39.49, "high": 39.53, "low": 39.49, "close": 39.53, "amount_yi": 0.048 }, { "time": "14:05", "open": 39.55, "high": 39.6, "low": 39.55, "close": 39.6, "amount_yi": 0.0772 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.6, "ts": "2026-06-25T14:05:54", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.59, "ask1": 39.6, "bid_qty1": 18, "ask_qty1": 124 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.66, "max_chase_pct": 1.5, "base_exec_high": 17.41, "dynamic_exec_high": null, "entry_zone_low": 16.89, "entry_zone_high": 17.41, "entry_risk_pct": null, "intraday_vwap": 16.6282, "price_vs_vwap_pct": 0.3115, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0636, "prev_amount_yi": 0.0761, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 16.66, "high": 16.66, "low": 16.66, "close": 16.66, "amount_yi": 0.0064 }, { "time": "14:02", "open": 16.66, "high": 16.66, "low": 16.65, "close": 16.65, "amount_yi": 0.0067 }, { "time": "14:03", "open": 16.65, "high": 16.65, "low": 16.63, "close": 16.63, "amount_yi": 0.0091 }, { "time": "14:04", "open": 16.61, "high": 16.62, "low": 16.61, "close": 16.62, "amount_yi": 0.0343 }, { "time": "14:05", "open": 16.67, "high": 16.68, "low": 16.67, "close": 16.68, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.68, "ts": "2026-06-25T14:05:54", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.67, "ask1": 16.68, "bid_qty1": 138, "ask_qty1": 195 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "消费电子 / ARVR", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.88, "max_chase_pct": 1.5, "base_exec_high": 24.52, "dynamic_exec_high": null, "entry_zone_low": 23.8, "entry_zone_high": 24.52, "entry_risk_pct": null, "intraday_vwap": 23.9258, "price_vs_vwap_pct": -1.0691, "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": 0.1831, "prev_amount_yi": 0.4071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 23.62, "high": 23.62, "low": 23.6, "close": 23.6, "amount_yi": 0.052 }, { "time": "14:02", "open": 23.61, "high": 23.61, "low": 23.61, "close": 23.61, "amount_yi": 0.0329 }, { "time": "14:03", "open": 23.61, "high": 23.61, "low": 23.61, "close": 23.61, "amount_yi": 0.0181 }, { "time": "14:04", "open": 23.61, "high": 23.61, "low": 23.61, "close": 23.61, "amount_yi": 0.031 }, { "time": "14:05", "open": 23.65, "high": 23.67, "low": 23.65, "close": 23.67, "amount_yi": 0.0491 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.67, "ts": "2026-06-25T14:05:54", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.66, "ask1": 23.67, "bid_qty1": 52, "ask_qty1": 41 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 162.47, "max_chase_pct": 1.5, "base_exec_high": 160.11, "dynamic_exec_high": null, "entry_zone_low": 155.37, "entry_zone_high": 160.11, "entry_risk_pct": null, "intraday_vwap": 151.7778, "price_vs_vwap_pct": 0.2518, "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": 0.8773, "prev_amount_yi": 1.2492, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7023, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 151.88, "high": 151.88, "low": 151.88, "close": 151.88, "amount_yi": 0.1819 }, { "time": "14:02", "open": 151.87, "high": 151.87, "low": 151.78, "close": 151.78, "amount_yi": 0.1626 }, { "time": "14:03", "open": 151.76, "high": 151.76, "low": 151.75, "close": 151.75, "amount_yi": 0.1454 }, { "time": "14:04", "open": 151.67, "high": 151.71, "low": 151.67, "close": 151.71, "amount_yi": 0.1835 }, { "time": "14:05", "open": 152.11, "high": 152.16, "low": 152.11, "close": 152.16, "amount_yi": 0.2039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.16, "ts": "2026-06-25T14:05:54", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 152.16, "ask1": 152.18, "bid_qty1": 3, "ask_qty1": 13 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.14, "max_chase_pct": 1.5, "base_exec_high": 31.67, "dynamic_exec_high": null, "entry_zone_low": 30.73, "entry_zone_high": 31.67, "entry_risk_pct": null, "intraday_vwap": 30.0163, "price_vs_vwap_pct": 0.1123, "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": 0.0582, "prev_amount_yi": 0.1269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4586, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 29.88, "high": 29.88, "low": 29.88, "close": 29.88, "amount_yi": 0.0198 }, { "time": "14:02", "open": 29.96, "high": 30.0, "low": 29.96, "close": 30.0, "amount_yi": 0.0076 }, { "time": "14:03", "open": 30.01, "high": 30.02, "low": 30.01, "close": 30.02, "amount_yi": 0.0072 }, { "time": "14:04", "open": 30.02, "high": 30.02, "low": 30.02, "close": 30.02, "amount_yi": 0.0146 }, { "time": "14:05", "open": 30.04, "high": 30.05, "low": 30.04, "close": 30.05, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.05, "ts": "2026-06-25T14:05:54", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 30.05, "ask1": 30.08, "bid_qty1": 35, "ask_qty1": 43 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.98, "max_chase_pct": 1.5, "base_exec_high": 77.83, "dynamic_exec_high": null, "entry_zone_low": 75.53, "entry_zone_high": 77.83, "entry_risk_pct": null, "intraday_vwap": 82.1552, "price_vs_vwap_pct": 2.2699, "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": 0.0742, "prev_amount_yi": 0.1481, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.501, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0377 }, { "time": "14:02", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0074 }, { "time": "14:03", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0092 }, { "time": "14:04", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0164 }, { "time": "14:05", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:54", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 11097, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.01, "max_chase_pct": 1.5, "base_exec_high": 34.5, "dynamic_exec_high": null, "entry_zone_low": 33.48, "entry_zone_high": 34.5, "entry_risk_pct": null, "intraday_vwap": 32.9018, "price_vs_vwap_pct": -0.5222, "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": 0.1056, "prev_amount_yi": 0.217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4866, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 32.63, "high": 32.63, "low": 32.63, "close": 32.63, "amount_yi": 0.0148 }, { "time": "14:02", "open": 32.64, "high": 32.66, "low": 32.64, "close": 32.66, "amount_yi": 0.0124 }, { "time": "14:03", "open": 32.66, "high": 32.66, "low": 32.64, "close": 32.64, "amount_yi": 0.0291 }, { "time": "14:04", "open": 32.66, "high": 32.66, "low": 32.65, "close": 32.65, "amount_yi": 0.0173 }, { "time": "14:05", "open": 32.71, "high": 32.73, "low": 32.71, "close": 32.73, "amount_yi": 0.032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:54", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.52, "bid1": 32.72, "ask1": 32.73, "bid_qty1": 106, "ask_qty1": 12 }, "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": "2026-06-25T14:05:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 4.0244, "intraday_vwap": 185.9872, "price_vs_vwap_pct": 1.5124, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8184, "prev_amount_yi": 0.3148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 187.52, "high": 187.52, "low": 187.52, "close": 187.52, "amount_yi": 0.1755 }, { "time": "14:02", "open": 187.75, "high": 187.75, "low": 187.56, "close": 187.56, "amount_yi": 0.1336 }, { "time": "14:03", "open": 187.65, "high": 187.65, "low": 187.54, "close": 187.54, "amount_yi": 0.0591 }, { "time": "14:04", "open": 187.56, "high": 188.1, "low": 187.56, "close": 188.1, "amount_yi": 0.1893 }, { "time": "14:05", "open": 188.86, "high": 188.86, "low": 188.8, "close": 188.8, "amount_yi": 0.2609 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 188.8, "ts": "2026-06-25T14:05:56", "prev_close": 185.39, "open": 186.8, "high": 188.88, "low": 182.36, "bid1": 188.8, "ask1": 188.85, "bid_qty1": 4, "ask_qty1": 6 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "包装印刷 / 消费电子包装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.61, "max_chase_pct": 1.5, "base_exec_high": 39.04, "dynamic_exec_high": null, "entry_zone_low": 37.88, "entry_zone_high": 39.04, "entry_risk_pct": null, "intraday_vwap": 37.0848, "price_vs_vwap_pct": -1.8196, "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": 0.0799, "prev_amount_yi": 0.1266, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 36.5, "high": 36.5, "low": 36.49, "close": 36.49, "amount_yi": 0.0106 }, { "time": "14:02", "open": 36.5, "high": 36.5, "low": 36.49, "close": 36.49, "amount_yi": 0.0142 }, { "time": "14:03", "open": 36.49, "high": 36.5, "low": 36.49, "close": 36.5, "amount_yi": 0.0158 }, { "time": "14:04", "open": 36.48, "high": 36.48, "low": 36.46, "close": 36.46, "amount_yi": 0.0183 }, { "time": "14:05", "open": 36.46, "high": 36.46, "low": 36.41, "close": 36.41, "amount_yi": 0.021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.41, "ts": "2026-06-25T14:05:54", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 36.4, "bid1": 36.41, "ask1": 36.42, "bid_qty1": 107, "ask_qty1": 22 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 57.04, "max_chase_pct": 1.5, "base_exec_high": 56.21, "dynamic_exec_high": null, "entry_zone_low": 54.55, "entry_zone_high": 56.21, "entry_risk_pct": null, "intraday_vwap": 54.614, "price_vs_vwap_pct": -0.0256, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6722, "prev_amount_yi": 0.495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 54.53, "high": 54.53, "low": 54.45, "close": 54.45, "amount_yi": 0.1193 }, { "time": "14:02", "open": 54.36, "high": 54.39, "low": 54.36, "close": 54.39, "amount_yi": 0.1021 }, { "time": "14:03", "open": 54.37, "high": 54.37, "low": 54.19, "close": 54.19, "amount_yi": 0.1636 }, { "time": "14:04", "open": 54.26, "high": 54.26, "low": 54.2, "close": 54.2, "amount_yi": 0.0624 }, { "time": "14:05", "open": 54.44, "high": 54.6, "low": 54.44, "close": 54.6, "amount_yi": 0.2248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.6, "ts": "2026-06-25T14:05:54", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 54.57, "ask1": 54.61, "bid_qty1": 52, "ask_qty1": 17 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 10.0349, "price_vs_vwap_pct": 1.0473, "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": 0.1524, "prev_amount_yi": 0.1746, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8729, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 10.11, "high": 10.11, "low": 10.11, "close": 10.11, "amount_yi": 0.0379 }, { "time": "14:02", "open": 10.12, "high": 10.12, "low": 10.11, "close": 10.11, "amount_yi": 0.0143 }, { "time": "14:03", "open": 10.12, "high": 10.12, "low": 10.11, "close": 10.11, "amount_yi": 0.0231 }, { "time": "14:04", "open": 10.1, "high": 10.11, "low": 10.1, "close": 10.11, "amount_yi": 0.0233 }, { "time": "14:05", "open": 10.11, "high": 10.14, "low": 10.11, "close": 10.14, "amount_yi": 0.0538 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:54", "prev_close": 9.95, "open": 9.91, "high": 10.23, "low": 9.76, "bid1": 10.13, "ask1": 10.14, "bid_qty1": 31, "ask_qty1": 592 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锆材料 / 固态电池材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.03, "max_chase_pct": 1.5, "base_exec_high": 107.44, "dynamic_exec_high": null, "entry_zone_low": 104.26, "entry_zone_high": 107.44, "entry_risk_pct": null, "intraday_vwap": 99.6619, "price_vs_vwap_pct": 1.5132, "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": 0.1515, "prev_amount_yi": 0.2793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 101.59, "high": 101.59, "low": 101.45, "close": 101.45, "amount_yi": 0.0245 }, { "time": "14:02", "open": 101.3, "high": 101.3, "low": 101.25, "close": 101.25, "amount_yi": 0.0333 }, { "time": "14:03", "open": 101.31, "high": 101.31, "low": 101.3, "close": 101.3, "amount_yi": 0.0197 }, { "time": "14:04", "open": 101.22, "high": 101.22, "low": 101.2, "close": 101.2, "amount_yi": 0.0228 }, { "time": "14:05", "open": 101.23, "high": 101.23, "low": 101.17, "close": 101.17, "amount_yi": 0.0512 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.17, "ts": "2026-06-25T14:05:54", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 101.08, "ask1": 101.15, "bid_qty1": 52, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.6, "max_chase_pct": 1.5, "base_exec_high": 39.03, "dynamic_exec_high": null, "entry_zone_low": 37.87, "entry_zone_high": 39.03, "entry_risk_pct": null, "intraday_vwap": 37.6345, "price_vs_vwap_pct": -1.5531, "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": 0.2148, "prev_amount_yi": 0.2425, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8858, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 37.01, "high": 37.01, "low": 37.01, "close": 37.01, "amount_yi": 0.0426 }, { "time": "14:02", "open": 36.92, "high": 37.0, "low": 36.92, "close": 37.0, "amount_yi": 0.0563 }, { "time": "14:03", "open": 37.05, "high": 37.05, "low": 36.99, "close": 36.99, "amount_yi": 0.0568 }, { "time": "14:04", "open": 36.97, "high": 36.98, "low": 36.97, "close": 36.98, "amount_yi": 0.0193 }, { "time": "14:05", "open": 37.04, "high": 37.05, "low": 37.04, "close": 37.05, "amount_yi": 0.0398 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.05, "ts": "2026-06-25T14:05:53", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 37.01, "ask1": 37.05, "bid_qty1": 36, "ask_qty1": 70 }, "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": "2026-06-25T14:05:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "医药研发服务 / CXO", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.45, "max_chase_pct": 1.5, "base_exec_high": 118.69, "dynamic_exec_high": null, "entry_zone_low": 115.19, "entry_zone_high": 118.69, "entry_risk_pct": 3.0513, "intraday_vwap": 116.1806, "price_vs_vwap_pct": 0.6967, "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": 0.7232, "prev_amount_yi": 1.0713, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 116.75, "high": 116.84, "low": 116.75, "close": 116.84, "amount_yi": 0.0992 }, { "time": "14:02", "open": 116.73, "high": 116.73, "low": 116.66, "close": 116.66, "amount_yi": 0.151 }, { "time": "14:03", "open": 116.77, "high": 116.77, "low": 116.77, "close": 116.77, "amount_yi": 0.1458 }, { "time": "14:04", "open": 116.83, "high": 116.89, "low": 116.83, "close": 116.89, "amount_yi": 0.1538 }, { "time": "14:05", "open": 116.91, "high": 116.99, "low": 116.91, "close": 116.99, "amount_yi": 0.1734 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "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": 116.99, "ts": "2026-06-25T14:05:55", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 116.99, "ask1": 117.0, "bid_qty1": 10, "ask_qty1": 322 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-25T14:05:58", "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": 74.1606, "price_vs_vwap_pct": -2.9269, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2981, "prev_amount_yi": 0.1405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 71.71, "high": 71.71, "low": 71.48, "close": 71.48, "amount_yi": 0.085 }, { "time": "14:02", "open": 71.31, "high": 71.31, "low": 71.31, "close": 71.31, "amount_yi": 0.1094 }, { "time": "14:03", "open": 71.55, "high": 71.82, "low": 71.55, "close": 71.82, "amount_yi": 0.0252 }, { "time": "14:04", "open": 71.88, "high": 71.88, "low": 71.83, "close": 71.83, "amount_yi": 0.0322 }, { "time": "14:05", "open": 71.9, "high": 71.99, "low": 71.9, "close": 71.99, "amount_yi": 0.0463 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.99, "ts": "2026-06-25T14:05:56", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.27, "bid1": 71.99, "ask1": 72.0, "bid_qty1": 8, "ask_qty1": 215 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 192.3197, "price_vs_vwap_pct": 1.2689, "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": 0.3934, "prev_amount_yi": 0.422, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9322, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 193.55, "high": 193.55, "low": 193.11, "close": 193.11, "amount_yi": 0.0941 }, { "time": "14:02", "open": 193.18, "high": 193.29, "low": 193.18, "close": 193.29, "amount_yi": 0.04 }, { "time": "14:03", "open": 193.21, "high": 193.21, "low": 193.21, "close": 193.21, "amount_yi": 0.058 }, { "time": "14:04", "open": 193.04, "high": 193.2, "low": 193.04, "close": 193.2, "amount_yi": 0.1113 }, { "time": "14:05", "open": 194.2, "high": 194.76, "low": 194.2, "close": 194.76, "amount_yi": 0.09 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 194.76, "ts": "2026-06-25T14:05:54", "prev_close": 194.0, "open": 193.51, "high": 198.0, "low": 188.01, "bid1": 194.69, "ask1": 194.76, "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.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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "汽车电子 / 整流器", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.28, "max_chase_pct": 1.5, "base_exec_high": 20.97, "dynamic_exec_high": null, "entry_zone_low": 20.35, "entry_zone_high": 20.97, "entry_risk_pct": null, "intraday_vwap": 19.1005, "price_vs_vwap_pct": 0.7827, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2176, "prev_amount_yi": 0.1471, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 19.14, "high": 19.15, "low": 19.14, "close": 19.15, "amount_yi": 0.0593 }, { "time": "14:02", "open": 19.13, "high": 19.18, "low": 19.13, "close": 19.18, "amount_yi": 0.0387 }, { "time": "14:03", "open": 19.13, "high": 19.16, "low": 19.13, "close": 19.16, "amount_yi": 0.0288 }, { "time": "14:04", "open": 19.14, "high": 19.15, "low": 19.14, "close": 19.15, "amount_yi": 0.0232 }, { "time": "14:05", "open": 19.26, "high": 19.26, "low": 19.25, "close": 19.25, "amount_yi": 0.0676 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.25, "ts": "2026-06-25T14:05:54", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 19.22, "ask1": 19.25, "bid_qty1": 179, "ask_qty1": 22 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "玻纤制造 / 复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.06, "max_chase_pct": 1.5, "base_exec_high": 13.85, "dynamic_exec_high": null, "entry_zone_low": 13.45, "entry_zone_high": 13.85, "entry_risk_pct": null, "intraday_vwap": 12.7607, "price_vs_vwap_pct": -2.6699, "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": 0.1391, "prev_amount_yi": 0.1512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.92, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 12.41, "high": 12.42, "low": 12.41, "close": 12.42, "amount_yi": 0.0345 }, { "time": "14:02", "open": 12.41, "high": 12.41, "low": 12.41, "close": 12.41, "amount_yi": 0.0272 }, { "time": "14:03", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.0252 }, { "time": "14:04", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.0352 }, { "time": "14:05", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.42, "ts": "2026-06-25T14:05:54", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.39, "bid1": 12.42, "ask1": 12.43, "bid_qty1": 149, "ask_qty1": 59 }, "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": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.54, "max_chase_pct": 1.5, "base_exec_high": 35.02, "dynamic_exec_high": null, "entry_zone_low": 33.98, "entry_zone_high": 35.02, "entry_risk_pct": null, "intraday_vwap": 34.731, "price_vs_vwap_pct": -1.2698, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5774, "prev_amount_yi": 0.53, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0894, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 34.31, "high": 34.31, "low": 34.3, "close": 34.3, "amount_yi": 0.1088 }, { "time": "14:02", "open": 34.25, "high": 34.27, "low": 34.25, "close": 34.27, "amount_yi": 0.1282 }, { "time": "14:03", "open": 34.24, "high": 34.24, "low": 34.23, "close": 34.23, "amount_yi": 0.0977 }, { "time": "14:04", "open": 34.25, "high": 34.27, "low": 34.25, "close": 34.27, "amount_yi": 0.1592 }, { "time": "14:05", "open": 34.29, "high": 34.29, "low": 34.29, "close": 34.29, "amount_yi": 0.0835 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.29, "ts": "2026-06-25T14:05:54", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.29, "ask1": 34.3, "bid_qty1": 34, "ask_qty1": 195 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 66.98, "max_chase_pct": 1.5, "base_exec_high": 66.01, "dynamic_exec_high": null, "entry_zone_low": 64.05, "entry_zone_high": 66.01, "entry_risk_pct": null, "intraday_vwap": 62.0963, "price_vs_vwap_pct": -2.4902, "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": 0.1185, "prev_amount_yi": 0.0959, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 60.51, "high": 60.51, "low": 60.48, "close": 60.48, "amount_yi": 0.0228 }, { "time": "14:02", "open": 60.5, "high": 60.5, "low": 60.5, "close": 60.5, "amount_yi": 0.0174 }, { "time": "14:03", "open": 60.51, "high": 60.51, "low": 60.51, "close": 60.51, "amount_yi": 0.0108 }, { "time": "14:04", "open": 60.55, "high": 60.63, "low": 60.55, "close": 60.63, "amount_yi": 0.0328 }, { "time": "14:05", "open": 60.59, "high": 60.59, "low": 60.55, "close": 60.55, "amount_yi": 0.0347 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.55, "ts": "2026-06-25T14:05:54", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.38, "bid1": 60.55, "ask1": 60.56, "bid_qty1": 10, "ask_qty1": 32 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻纤制造 / 复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.45, "max_chase_pct": 1.5, "base_exec_high": 23.11, "dynamic_exec_high": null, "entry_zone_low": 22.43, "entry_zone_high": 23.11, "entry_risk_pct": null, "intraday_vwap": 22.9809, "price_vs_vwap_pct": 2.2153, "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": 0.1036, "prev_amount_yi": 0.1864, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 23.51, "high": 23.52, "low": 23.51, "close": 23.52, "amount_yi": 0.0318 }, { "time": "14:02", "open": 23.53, "high": 23.56, "low": 23.53, "close": 23.56, "amount_yi": 0.0174 }, { "time": "14:03", "open": 23.51, "high": 23.51, "low": 23.5, "close": 23.5, "amount_yi": 0.0262 }, { "time": "14:04", "open": 23.49, "high": 23.49, "low": 23.49, "close": 23.49, "amount_yi": 0.0116 }, { "time": "14:05", "open": 23.49, "high": 23.49, "low": 23.49, "close": 23.49, "amount_yi": 0.0166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.49, "ts": "2026-06-25T14:05:54", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 23.49, "ask1": 23.5, "bid_qty1": 210, "ask_qty1": 242 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 31.03, "max_chase_pct": 1.5, "base_exec_high": 30.58, "dynamic_exec_high": null, "entry_zone_low": 29.68, "entry_zone_high": 30.58, "entry_risk_pct": null, "intraday_vwap": 28.8894, "price_vs_vwap_pct": -1.8325, "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": 0.0617, "prev_amount_yi": 0.1561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3953, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 28.26, "high": 28.26, "low": 28.22, "close": 28.22, "amount_yi": 0.0152 }, { "time": "14:02", "open": 28.24, "high": 28.24, "low": 28.24, "close": 28.24, "amount_yi": 0.0088 }, { "time": "14:03", "open": 28.26, "high": 28.26, "low": 28.26, "close": 28.26, "amount_yi": 0.0092 }, { "time": "14:04", "open": 28.31, "high": 28.35, "low": 28.31, "close": 28.35, "amount_yi": 0.0176 }, { "time": "14:05", "open": 28.36, "high": 28.36, "low": 28.36, "close": 28.36, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.36, "ts": "2026-06-25T14:05:54", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.18, "bid1": 28.36, "ask1": 28.38, "bid_qty1": 28, "ask_qty1": 62 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 118.66, "max_chase_pct": 1.5, "base_exec_high": 116.93, "dynamic_exec_high": null, "entry_zone_low": 113.47, "entry_zone_high": 116.93, "entry_risk_pct": null, "intraday_vwap": 112.3636, "price_vs_vwap_pct": 0.7444, "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": 0.2341, "prev_amount_yi": 0.2242, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 112.8, "high": 112.8, "low": 112.78, "close": 112.78, "amount_yi": 0.0555 }, { "time": "14:02", "open": 112.75, "high": 112.8, "low": 112.75, "close": 112.8, "amount_yi": 0.0337 }, { "time": "14:03", "open": 112.81, "high": 112.81, "low": 112.68, "close": 112.68, "amount_yi": 0.0386 }, { "time": "14:04", "open": 112.82, "high": 112.93, "low": 112.82, "close": 112.93, "amount_yi": 0.0332 }, { "time": "14:05", "open": 113.08, "high": 113.2, "low": 113.08, "close": 113.2, "amount_yi": 0.0731 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 203598.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.2, "ts": "2026-06-25T14:05:54", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 113.19, "ask1": 113.2, "bid_qty1": 20, "ask_qty1": 74 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301687:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301687:BREAK_PREV_HIGH", "symbol": "SZSE.301687", "name": "新广益", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 91.88, "exec_low": 91.88, "exec_high": 93.26, "invalid_price": 89.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 94.64, "max_chase_pct": 1.5, "base_exec_high": 93.26, "dynamic_exec_high": null, "entry_zone_low": 90.5, "entry_zone_high": 93.26, "entry_risk_pct": null, "intraday_vwap": 91.516, "price_vs_vwap_pct": -0.9572, "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": 0.0927, "prev_amount_yi": 0.1141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 90.14, "high": 90.14, "low": 90.11, "close": 90.11, "amount_yi": 0.01 }, { "time": "14:02", "open": 90.1, "high": 90.1, "low": 90.0, "close": 90.0, "amount_yi": 0.0135 }, { "time": "14:03", "open": 89.99, "high": 90.0, "low": 89.99, "close": 90.0, "amount_yi": 0.0354 }, { "time": "14:04", "open": 90.24, "high": 90.6, "low": 90.24, "close": 90.6, "amount_yi": 0.0234 }, { "time": "14:05", "open": 90.8, "high": 90.8, "low": 90.64, "close": 90.64, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.64, "ts": "2026-06-25T14:05:54", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.62, "ask1": 90.64, "bid_qty1": 1, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300346:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300346:BREAK_PREV_HIGH", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 78.44, "exec_low": 78.44, "exec_high": 79.62, "invalid_price": 76.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 80.79, "max_chase_pct": 1.5, "base_exec_high": 79.62, "dynamic_exec_high": null, "entry_zone_low": 77.26, "entry_zone_high": 79.62, "entry_risk_pct": null, "intraday_vwap": 74.8667, "price_vs_vwap_pct": -0.423, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6443, "prev_amount_yi": 0.5311, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2131, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 74.3, "high": 74.34, "low": 74.3, "close": 74.34, "amount_yi": 0.1746 }, { "time": "14:02", "open": 74.27, "high": 74.27, "low": 74.22, "close": 74.22, "amount_yi": 0.1199 }, { "time": "14:03", "open": 74.22, "high": 74.22, "low": 74.22, "close": 74.22, "amount_yi": 0.0923 }, { "time": "14:04", "open": 74.2, "high": 74.21, "low": 74.2, "close": 74.21, "amount_yi": 0.0843 }, { "time": "14:05", "open": 74.4, "high": 74.55, "low": 74.4, "close": 74.55, "amount_yi": 0.1732 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.55, "ts": "2026-06-25T14:05:54", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.55, "ask1": 74.58, "bid_qty1": 10, "ask_qty1": 5 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体设备 / 前道&封装设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.09, "max_chase_pct": 1.5, "base_exec_high": 57.25, "dynamic_exec_high": null, "entry_zone_low": 55.55, "entry_zone_high": 57.25, "entry_risk_pct": null, "intraday_vwap": 53.4448, "price_vs_vwap_pct": 0.9079, "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": 0.1024, "prev_amount_yi": 0.1406, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 53.88, "high": 53.88, "low": 53.88, "close": 53.88, "amount_yi": 0.0168 }, { "time": "14:02", "open": 53.83, "high": 53.84, "low": 53.83, "close": 53.84, "amount_yi": 0.0058 }, { "time": "14:03", "open": 53.8, "high": 53.8, "low": 53.78, "close": 53.78, "amount_yi": 0.0177 }, { "time": "14:04", "open": 53.8, "high": 53.8, "low": 53.79, "close": 53.79, "amount_yi": 0.0207 }, { "time": "14:05", "open": 53.92, "high": 53.93, "low": 53.92, "close": 53.93, "amount_yi": 0.0414 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.93, "ts": "2026-06-25T14:05:54", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 53.9, "ask1": 53.93, "bid_qty1": 32, "ask_qty1": 2 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体产业链 / 分销设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.13, "max_chase_pct": 1.5, "base_exec_high": 22.8, "dynamic_exec_high": null, "entry_zone_low": 22.12, "entry_zone_high": 22.8, "entry_risk_pct": null, "intraday_vwap": 21.167, "price_vs_vwap_pct": -0.9307, "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": 0.2238, "prev_amount_yi": 0.3921, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 20.94, "high": 20.94, "low": 20.94, "close": 20.94, "amount_yi": 0.0563 }, { "time": "14:02", "open": 20.91, "high": 20.91, "low": 20.91, "close": 20.91, "amount_yi": 0.0449 }, { "time": "14:03", "open": 20.93, "high": 20.93, "low": 20.93, "close": 20.93, "amount_yi": 0.041 }, { "time": "14:04", "open": 20.94, "high": 20.97, "low": 20.94, "close": 20.97, "amount_yi": 0.0396 }, { "time": "14:05", "open": 20.96, "high": 20.97, "low": 20.96, "close": 20.97, "amount_yi": 0.042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.97, "ts": "2026-06-25T14:05:54", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 20.97, "ask1": 20.98, "bid_qty1": 14, "ask_qty1": 177 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH", "symbol": "SZSE.300442", "name": "润泽科技", "side": "BUY", "priority": "W58", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.86, "exec_low": 85.86, "exec_high": 87.15, "invalid_price": 83.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": null, "intraday_vwap": 84.4668, "price_vs_vwap_pct": -1.5116, "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": 0.3204, "prev_amount_yi": 0.5754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5568, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 83.2, "high": 83.2, "low": 83.14, "close": 83.14, "amount_yi": 0.0517 }, { "time": "14:02", "open": 83.13, "high": 83.13, "low": 83.1, "close": 83.1, "amount_yi": 0.0606 }, { "time": "14:03", "open": 83.09, "high": 83.09, "low": 83.09, "close": 83.09, "amount_yi": 0.0499 }, { "time": "14:04", "open": 83.07, "high": 83.07, "low": 83.07, "close": 83.07, "amount_yi": 0.0569 }, { "time": "14:05", "open": 83.19, "high": 83.19, "low": 83.19, "close": 83.19, "amount_yi": 0.1013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.19, "ts": "2026-06-25T14:05:54", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.16, "ask1": 83.19, "bid_qty1": 1, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH", "symbol": "SZSE.301095", "name": "广立微", "side": "BUY", "priority": "W59", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 106.01, "exec_low": 106.01, "exec_high": 107.6, "invalid_price": 102.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.19, "max_chase_pct": 1.5, "base_exec_high": 107.6, "dynamic_exec_high": null, "entry_zone_low": 104.42, "entry_zone_high": 107.6, "entry_risk_pct": null, "intraday_vwap": 102.9906, "price_vs_vwap_pct": -1.826, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1909, "prev_amount_yi": 0.1501, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 101.1, "high": 101.1, "low": 101.09, "close": 101.09, "amount_yi": 0.0696 }, { "time": "14:02", "open": 101.05, "high": 101.05, "low": 100.9, "close": 100.9, "amount_yi": 0.0456 }, { "time": "14:03", "open": 100.85, "high": 101.03, "low": 100.85, "close": 101.03, "amount_yi": 0.0373 }, { "time": "14:04", "open": 100.96, "high": 100.96, "low": 100.89, "close": 100.89, "amount_yi": 0.0189 }, { "time": "14:05", "open": 101.03, "high": 101.11, "low": 101.03, "close": 101.11, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.11, "ts": "2026-06-25T14:05:54", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 101.12, "ask1": 101.17, "bid_qty1": 1, "ask_qty1": 15 }, "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": "OBSERVE", "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 44.8612, "price_vs_vwap_pct": 3.4078, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0778, "prev_amount_yi": 0.2846, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 45.6, "high": 45.74, "low": 45.6, "close": 45.74, "amount_yi": 0.1959 }, { "time": "14:02", "open": 45.69, "high": 45.69, "low": 45.5, "close": 45.5, "amount_yi": 0.1027 }, { "time": "14:03", "open": 45.5, "high": 45.87, "low": 45.5, "close": 45.87, "amount_yi": 0.2006 }, { "time": "14:04", "open": 45.68, "high": 45.68, "low": 45.68, "close": 45.68, "amount_yi": 0.1675 }, { "time": "14:05", "open": 46.4, "high": 46.4, "low": 46.39, "close": 46.39, "amount_yi": 0.4111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.39, "ts": "2026-06-25T14:05:56", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 46.26, "ask1": 46.39, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.86, "max_chase_pct": 1.5, "base_exec_high": 21.54, "dynamic_exec_high": null, "entry_zone_low": 20.9, "entry_zone_high": 21.54, "entry_risk_pct": null, "intraday_vwap": 21.9712, "price_vs_vwap_pct": 1.8151, "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": 0.642, "prev_amount_yi": 1.397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 22.4, "high": 22.4, "low": 22.38, "close": 22.38, "amount_yi": 0.1783 }, { "time": "14:02", "open": 22.36, "high": 22.36, "low": 22.35, "close": 22.35, "amount_yi": 0.0953 }, { "time": "14:03", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.1055 }, { "time": "14:04", "open": 22.36, "high": 22.36, "low": 22.35, "close": 22.35, "amount_yi": 0.1356 }, { "time": "14:05", "open": 22.36, "high": 22.37, "low": 22.36, "close": 22.37, "amount_yi": 0.1273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.37, "ts": "2026-06-25T14:05:54", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.37, "ask1": 22.38, "bid_qty1": 60, "ask_qty1": 565 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 425.7, "max_chase_pct": 1.5, "base_exec_high": 419.5, "dynamic_exec_high": null, "entry_zone_low": 407.1, "entry_zone_high": 419.5, "entry_risk_pct": null, "intraday_vwap": 388.6374, "price_vs_vwap_pct": 1.6063, "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": 0.6127, "prev_amount_yi": 1.2457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 393.5, "high": 393.5, "low": 393.0, "close": 393.0, "amount_yi": 0.168 }, { "time": "14:02", "open": 392.52, "high": 392.55, "low": 392.52, "close": 392.55, "amount_yi": 0.0746 }, { "time": "14:03", "open": 392.97, "high": 393.41, "low": 392.97, "close": 393.41, "amount_yi": 0.0609 }, { "time": "14:04", "open": 393.25, "high": 393.25, "low": 392.8, "close": 392.8, "amount_yi": 0.0755 }, { "time": "14:05", "open": 394.15, "high": 394.88, "low": 394.15, "close": 394.88, "amount_yi": 0.2337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 394.88, "ts": "2026-06-25T14:05:54", "prev_close": 406.0, "open": 394.01, "high": 397.9, "low": 378.0, "bid1": 394.56, "ask1": 394.88, "bid_qty1": 4, "ask_qty1": 138 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.55, "max_chase_pct": 1.5, "base_exec_high": 103.02, "dynamic_exec_high": null, "entry_zone_low": 99.98, "entry_zone_high": 103.02, "entry_risk_pct": null, "intraday_vwap": 109.6626, "price_vs_vwap_pct": -1.4979, "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": 0.0785, "prev_amount_yi": 0.0922, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:01", "open": 107.82, "high": 107.82, "low": 107.82, "close": 107.82, "amount_yi": 0.0072 }, { "time": "14:02", "open": 107.71, "high": 107.83, "low": 107.71, "close": 107.83, "amount_yi": 0.017 }, { "time": "14:03", "open": 107.74, "high": 107.74, "low": 107.69, "close": 107.69, "amount_yi": 0.02 }, { "time": "14:04", "open": 107.72, "high": 107.74, "low": 107.72, "close": 107.74, "amount_yi": 0.0208 }, { "time": "14:05", "open": 107.96, "high": 108.02, "low": 107.96, "close": 108.02, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.02, "ts": "2026-06-25T14:05:54", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 107.88, "ask1": 108.01, "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.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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.51, "max_chase_pct": 1.5, "base_exec_high": 12.33, "dynamic_exec_high": null, "entry_zone_low": 11.97, "entry_zone_high": 12.33, "entry_risk_pct": null, "intraday_vwap": 12.7352, "price_vs_vwap_pct": -0.7475, "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": 0.071, "prev_amount_yi": 0.1769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 12.65, "high": 12.65, "low": 12.64, "close": 12.64, "amount_yi": 0.0167 }, { "time": "14:02", "open": 12.65, "high": 12.65, "low": 12.65, "close": 12.65, "amount_yi": 0.0174 }, { "time": "14:03", "open": 12.65, "high": 12.65, "low": 12.65, "close": 12.65, "amount_yi": 0.0066 }, { "time": "14:04", "open": 12.65, "high": 12.66, "low": 12.65, "close": 12.66, "amount_yi": 0.0198 }, { "time": "14:05", "open": 12.64, "high": 12.64, "low": 12.64, "close": 12.64, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.64, "ts": "2026-06-25T14:05:54", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.63, "ask1": 12.64, "bid_qty1": 850, "ask_qty1": 37 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 85.3535, "price_vs_vwap_pct": 1.929, "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": 0.7919, "prev_amount_yi": 1.0268, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 87.05, "high": 87.05, "low": 86.98, "close": 86.98, "amount_yi": 0.3325 }, { "time": "14:02", "open": 86.97, "high": 86.97, "low": 86.94, "close": 86.94, "amount_yi": 0.0993 }, { "time": "14:03", "open": 86.91, "high": 86.91, "low": 86.87, "close": 86.87, "amount_yi": 0.1046 }, { "time": "14:04", "open": 86.84, "high": 86.84, "low": 86.8, "close": 86.8, "amount_yi": 0.0854 }, { "time": "14:05", "open": 86.89, "high": 87.0, "low": 86.89, "close": 87.0, "amount_yi": 0.1701 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.0, "ts": "2026-06-25T14:05:54", "prev_close": 83.64, "open": 84.0, "high": 88.89, "low": 82.87, "bid1": 87.0, "ask1": 87.01, "bid_qty1": 9, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 841.4, "max_chase_pct": 1.5, "base_exec_high": 829.14, "dynamic_exec_high": null, "entry_zone_low": 804.64, "entry_zone_high": 829.14, "entry_risk_pct": null, "intraday_vwap": 869.937, "price_vs_vwap_pct": 2.4212, "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": 2.3099, "prev_amount_yi": 15.7487, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1467, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 1.6298 }, { "time": "14:02", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.2252 }, { "time": "14:03", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1418 }, { "time": "14:04", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1684 }, { "time": "14:05", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1447 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:54", "prev_close": 810.0, "open": 830.0, "high": 891.0, "low": 829.19, "bid1": 891.0, "ask1": 0.0, "bid_qty1": 6270, "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": "NEAR_TRIGGER", "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": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 261.3718, "price_vs_vwap_pct": -0.1996, "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": 0.1514, "prev_amount_yi": 0.2137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 260.69, "high": 260.69, "low": 260.55, "close": 260.55, "amount_yi": 0.0318 }, { "time": "14:02", "open": 259.68, "high": 260.24, "low": 259.68, "close": 260.24, "amount_yi": 0.0387 }, { "time": "14:03", "open": 260.4, "high": 260.4, "low": 260.28, "close": 260.28, "amount_yi": 0.0161 }, { "time": "14:04", "open": 259.99, "high": 259.99, "low": 259.69, "close": 259.69, "amount_yi": 0.0234 }, { "time": "14:05", "open": 259.95, "high": 260.85, "low": 259.95, "close": 260.85, "amount_yi": 0.0414 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 260.85, "ts": "2026-06-25T14:05:54", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 260.85, "ask1": 260.98, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 68.51, "max_chase_pct": 1.5, "base_exec_high": 67.51, "dynamic_exec_high": null, "entry_zone_low": 65.51, "entry_zone_high": 67.51, "entry_risk_pct": null, "intraday_vwap": 65.6226, "price_vs_vwap_pct": -1.5735, "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": 0.6784, "prev_amount_yi": 1.3775, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 64.33, "high": 64.33, "low": 64.32, "close": 64.32, "amount_yi": 0.2028 }, { "time": "14:02", "open": 64.34, "high": 64.37, "low": 64.34, "close": 64.37, "amount_yi": 0.091 }, { "time": "14:03", "open": 64.35, "high": 64.39, "low": 64.35, "close": 64.39, "amount_yi": 0.1021 }, { "time": "14:04", "open": 64.48, "high": 64.51, "low": 64.48, "close": 64.51, "amount_yi": 0.1073 }, { "time": "14:05", "open": 64.56, "high": 64.59, "low": 64.56, "close": 64.59, "amount_yi": 0.1752 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.59, "ts": "2026-06-25T14:05:54", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.03, "bid1": 64.58, "ask1": 64.59, "bid_qty1": 55, "ask_qty1": 19 }, "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": "2026-06-25T14:05:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.49, "max_chase_pct": 1.5, "base_exec_high": 28.07, "dynamic_exec_high": null, "entry_zone_low": 27.25, "entry_zone_high": 28.07, "entry_risk_pct": 4.3153, "intraday_vwap": 27.8009, "price_vs_vwap_pct": 0.86, "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": 0.4992, "prev_amount_yi": 0.7179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 27.97, "high": 27.99, "low": 27.97, "close": 27.99, "amount_yi": 0.1744 }, { "time": "14:02", "open": 27.97, "high": 27.98, "low": 27.97, "close": 27.98, "amount_yi": 0.0718 }, { "time": "14:03", "open": 27.97, "high": 27.97, "low": 27.95, "close": 27.95, "amount_yi": 0.1093 }, { "time": "14:04", "open": 27.96, "high": 27.98, "low": 27.96, "close": 27.98, "amount_yi": 0.0561 }, { "time": "14:05", "open": 28.0, "high": 28.04, "low": 28.0, "close": 28.04, "amount_yi": 0.0876 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "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": 28.04, "ts": "2026-06-25T14:05:54", "prev_close": 27.66, "open": 27.61, "high": 28.31, "low": 27.06, "bid1": 28.03, "ask1": 28.04, "bid_qty1": 4, "ask_qty1": 13 }, "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": "2026-06-25T14:05:58", "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": 3.6619, "intraday_vwap": 172.0814, "price_vs_vwap_pct": 0.929, "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": 0.1624, "prev_amount_yi": 0.1824, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8904, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 173.2, "high": 173.2, "low": 173.05, "close": 173.05, "amount_yi": 0.0251 }, { "time": "14:02", "open": 172.86, "high": 173.2, "low": 172.86, "close": 173.2, "amount_yi": 0.0344 }, { "time": "14:03", "open": 173.65, "high": 173.65, "low": 173.3, "close": 173.3, "amount_yi": 0.0452 }, { "time": "14:04", "open": 173.35, "high": 173.35, "low": 173.32, "close": 173.32, "amount_yi": 0.0336 }, { "time": "14:05", "open": 173.48, "high": 173.68, "low": 173.48, "close": 173.68, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "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": 173.68, "ts": "2026-06-25T14:05:54", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 173.67, "ask1": 173.68, "bid_qty1": 32, "ask_qty1": 25 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.67, "max_chase_pct": 1.5, "base_exec_high": 77.53, "dynamic_exec_high": null, "entry_zone_low": 75.23, "entry_zone_high": 77.53, "entry_risk_pct": null, "intraday_vwap": 81.544, "price_vs_vwap_pct": 2.5213, "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": 0.0064, "prev_amount_yi": 0.019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0008 }, { "time": "14:02", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0014 }, { "time": "14:03", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0018 }, { "time": "14:04", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0011 }, { "time": "14:05", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:54", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 17505, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / 电容箔材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 124.63, "max_chase_pct": 1.5, "base_exec_high": 122.81, "dynamic_exec_high": null, "entry_zone_low": 119.19, "entry_zone_high": 122.81, "entry_risk_pct": null, "intraday_vwap": 127.832, "price_vs_vwap_pct": 2.7364, "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": 0.0094, "prev_amount_yi": 0.0066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0012 }, { "time": "14:02", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0053 }, { "time": "14:03", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0013 }, { "time": "14:04", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0003 }, { "time": "14:05", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:46", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 12428, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.04, "max_chase_pct": 1.5, "base_exec_high": 86.76, "dynamic_exec_high": null, "entry_zone_low": 84.2, "entry_zone_high": 86.76, "entry_risk_pct": null, "intraday_vwap": 81.2123, "price_vs_vwap_pct": -0.4092, "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": 0.2436, "prev_amount_yi": 0.3794, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 81.08, "high": 81.08, "low": 81.04, "close": 81.04, "amount_yi": 0.0599 }, { "time": "14:02", "open": 81.0, "high": 81.0, "low": 80.95, "close": 80.95, "amount_yi": 0.0598 }, { "time": "14:03", "open": 80.69, "high": 80.69, "low": 80.66, "close": 80.66, "amount_yi": 0.0259 }, { "time": "14:04", "open": 80.52, "high": 80.56, "low": 80.52, "close": 80.56, "amount_yi": 0.0503 }, { "time": "14:05", "open": 80.85, "high": 80.88, "low": 80.85, "close": 80.88, "amount_yi": 0.0477 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.88, "ts": "2026-06-25T14:05:54", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.87, "ask1": 80.88, "bid_qty1": 12, "ask_qty1": 2 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "光伏设备 / HJT电池设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 234.84, "max_chase_pct": 1.5, "base_exec_high": 231.42, "dynamic_exec_high": null, "entry_zone_low": 224.58, "entry_zone_high": 231.42, "entry_risk_pct": null, "intraday_vwap": 241.0419, "price_vs_vwap_pct": 3.4011, "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": 0.3938, "prev_amount_yi": 0.4618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 248.75, "high": 249.29, "low": 248.75, "close": 249.29, "amount_yi": 0.1004 }, { "time": "14:02", "open": 249.03, "high": 249.03, "low": 249.02, "close": 249.02, "amount_yi": 0.0663 }, { "time": "14:03", "open": 249.21, "high": 249.21, "low": 248.5, "close": 248.5, "amount_yi": 0.0832 }, { "time": "14:04", "open": 248.95, "high": 248.95, "low": 248.83, "close": 248.83, "amount_yi": 0.0749 }, { "time": "14:05", "open": 249.0, "high": 249.24, "low": 249.0, "close": 249.24, "amount_yi": 0.069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 249.24, "ts": "2026-06-25T14:05:54", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 249.24, "ask1": 249.26, "bid_qty1": 4, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 126.38, "max_chase_pct": 1.5, "base_exec_high": 124.54, "dynamic_exec_high": null, "entry_zone_low": 120.86, "entry_zone_high": 124.54, "entry_risk_pct": null, "intraday_vwap": 123.3919, "price_vs_vwap_pct": 2.3649, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6243, "prev_amount_yi": 0.2525, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 125.6, "high": 125.6, "low": 125.37, "close": 125.37, "amount_yi": 0.1157 }, { "time": "14:02", "open": 125.36, "high": 126.13, "low": 125.36, "close": 126.13, "amount_yi": 0.1708 }, { "time": "14:03", "open": 126.61, "high": 126.61, "low": 126.34, "close": 126.34, "amount_yi": 0.1807 }, { "time": "14:04", "open": 126.0, "high": 126.0, "low": 125.82, "close": 125.82, "amount_yi": 0.0551 }, { "time": "14:05", "open": 126.09, "high": 126.31, "low": 126.09, "close": 126.31, "amount_yi": 0.102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.31, "ts": "2026-06-25T14:05:54", "prev_close": 121.58, "open": 122.3, "high": 126.66, "low": 120.0, "bid1": 126.31, "ask1": 126.42, "bid_qty1": 9, "ask_qty1": 16 }, "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": "TOUCHED", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.35, "max_chase_pct": 1.5, "base_exec_high": 38.77, "dynamic_exec_high": null, "entry_zone_low": 37.63, "entry_zone_high": 38.77, "entry_risk_pct": null, "intraday_vwap": 38.2724, "price_vs_vwap_pct": 2.3453, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8947, "prev_amount_yi": 0.1293, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.9196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 38.9, "high": 39.18, "low": 38.9, "close": 39.18, "amount_yi": 0.3315 }, { "time": "14:02", "open": 39.6, "high": 39.74, "low": 39.6, "close": 39.74, "amount_yi": 0.1974 }, { "time": "14:03", "open": 39.39, "high": 39.48, "low": 39.39, "close": 39.48, "amount_yi": 0.1585 }, { "time": "14:04", "open": 39.63, "high": 39.63, "low": 39.48, "close": 39.48, "amount_yi": 0.143 }, { "time": "14:05", "open": 39.28, "high": 39.28, "low": 39.17, "close": 39.17, "amount_yi": 0.0643 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.17, "ts": "2026-06-25T14:05:54", "prev_close": 38.1, "open": 38.12, "high": 39.86, "low": 37.55, "bid1": 39.15, "ask1": 39.18, "bid_qty1": 1, "ask_qty1": 253 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "NEAR_TRIGGER", "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": "2026-06-25T14:05:58", "sim_reason": "near_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": 75.9833, "price_vs_vwap_pct": 0.7458, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.3671, "prev_amount_yi": 1.7995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3154, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 76.4, "high": 76.4, "low": 76.39, "close": 76.39, "amount_yi": 0.6258 }, { "time": "14:02", "open": 76.39, "high": 76.39, "low": 76.35, "close": 76.35, "amount_yi": 0.3441 }, { "time": "14:03", "open": 76.29, "high": 76.3, "low": 76.29, "close": 76.3, "amount_yi": 0.4177 }, { "time": "14:04", "open": 76.25, "high": 76.33, "low": 76.25, "close": 76.33, "amount_yi": 0.2859 }, { "time": "14:05", "open": 76.55, "high": 76.55, "low": 76.55, "close": 76.55, "amount_yi": 0.6936 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.55, "ts": "2026-06-25T14:05:56", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.54, "ask1": 76.55, "bid_qty1": 31, "ask_qty1": 501 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 105.66, "max_chase_pct": 1.5, "base_exec_high": 104.12, "dynamic_exec_high": null, "entry_zone_low": 101.04, "entry_zone_high": 104.12, "entry_risk_pct": null, "intraday_vwap": 111.2787, "price_vs_vwap_pct": 6.5703, "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": 0.4612, "prev_amount_yi": 0.6668, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 117.86, "high": 117.86, "low": 117.67, "close": 117.67, "amount_yi": 0.0382 }, { "time": "14:02", "open": 117.64, "high": 117.64, "low": 117.5, "close": 117.5, "amount_yi": 0.0488 }, { "time": "14:03", "open": 117.71, "high": 117.71, "low": 117.43, "close": 117.43, "amount_yi": 0.0676 }, { "time": "14:04", "open": 117.5, "high": 118.11, "low": 117.5, "close": 118.11, "amount_yi": 0.1491 }, { "time": "14:05", "open": 118.28, "high": 118.59, "low": 118.28, "close": 118.59, "amount_yi": 0.1575 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.59, "ts": "2026-06-25T14:05:54", "prev_close": 100.09, "open": 102.0, "high": 119.93, "low": 100.0, "bid1": 118.4, "ask1": 118.58, "bid_qty1": 120, "ask_qty1": 2 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 418.22, "max_chase_pct": 1.5, "base_exec_high": 412.13, "dynamic_exec_high": null, "entry_zone_low": 399.95, "entry_zone_high": 412.13, "entry_risk_pct": null, "intraday_vwap": 280.9636, "price_vs_vwap_pct": 0.287, "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": 0.0573, "prev_amount_yi": 0.0909, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 281.36, "high": 281.36, "low": 281.35, "close": 281.35, "amount_yi": 0.0116 }, { "time": "14:02", "open": 281.19, "high": 281.19, "low": 281.0, "close": 281.0, "amount_yi": 0.0282 }, { "time": "14:03", "open": 281.08, "high": 281.21, "low": 281.08, "close": 281.21, "amount_yi": 0.004 }, { "time": "14:04", "open": 281.08, "high": 281.08, "low": 281.08, "close": 281.08, "amount_yi": 0.0086 }, { "time": "14:05", "open": 281.49, "high": 281.77, "low": 281.49, "close": 281.77, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 281.77, "ts": "2026-06-25T14:05:54", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 281.77, "ask1": 282.98, "bid_qty1": 4, "ask_qty1": 5 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 317.88, "max_chase_pct": 1.5, "base_exec_high": 313.25, "dynamic_exec_high": null, "entry_zone_low": 303.99, "entry_zone_high": 313.25, "entry_risk_pct": null, "intraday_vwap": 323.0575, "price_vs_vwap_pct": 2.5576, "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": 0.5605, "prev_amount_yi": 0.9363, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5986, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 330.8, "high": 331.0, "low": 330.8, "close": 331.0, "amount_yi": 0.1249 }, { "time": "14:02", "open": 330.66, "high": 330.66, "low": 330.0, "close": 330.0, "amount_yi": 0.0741 }, { "time": "14:03", "open": 330.4, "high": 330.4, "low": 330.0, "close": 330.0, "amount_yi": 0.1502 }, { "time": "14:04", "open": 329.8, "high": 329.8, "low": 329.58, "close": 329.58, "amount_yi": 0.0976 }, { "time": "14:05", "open": 330.71, "high": 331.32, "low": 330.71, "close": 331.32, "amount_yi": 0.1137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 331.32, "ts": "2026-06-25T14:05:54", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 331.38, "ask1": 331.59, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.41, "max_chase_pct": 1.5, "base_exec_high": 71.35, "dynamic_exec_high": null, "entry_zone_low": 69.25, "entry_zone_high": 71.35, "entry_risk_pct": null, "intraday_vwap": 70.5442, "price_vs_vwap_pct": 1.6101, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1671, "prev_amount_yi": 0.1101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5177, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 71.94, "high": 71.94, "low": 71.72, "close": 71.72, "amount_yi": 0.0654 }, { "time": "14:02", "open": 71.55, "high": 71.59, "low": 71.55, "close": 71.59, "amount_yi": 0.0173 }, { "time": "14:03", "open": 71.54, "high": 71.54, "low": 71.53, "close": 71.53, "amount_yi": 0.0168 }, { "time": "14:04", "open": 71.42, "high": 71.48, "low": 71.42, "close": 71.48, "amount_yi": 0.0321 }, { "time": "14:05", "open": 71.6, "high": 71.68, "low": 71.6, "close": 71.68, "amount_yi": 0.0355 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.68, "ts": "2026-06-25T14:05:54", "prev_close": 68.82, "open": 68.88, "high": 72.35, "low": 68.13, "bid1": 71.64, "ask1": 71.68, "bid_qty1": 25, "ask_qty1": 13 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002636:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002636:BREAK_PREV_HIGH", "symbol": "SZSE.002636", "name": "金安国纪", "side": "BUY", "priority": "W82", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 118.31, "exec_low": 118.31, "exec_high": 120.08, "invalid_price": 114.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 121.86, "max_chase_pct": 1.5, "base_exec_high": 120.08, "dynamic_exec_high": null, "entry_zone_low": 116.54, "entry_zone_high": 120.08, "entry_risk_pct": null, "intraday_vwap": 115.8715, "price_vs_vwap_pct": -0.0531, "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": 0.5849, "prev_amount_yi": 0.6197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9438, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 116.51, "high": 116.52, "low": 116.51, "close": 116.52, "amount_yi": 0.0598 }, { "time": "14:02", "open": 116.58, "high": 116.58, "low": 115.97, "close": 115.97, "amount_yi": 0.1065 }, { "time": "14:03", "open": 115.92, "high": 115.92, "low": 115.85, "close": 115.85, "amount_yi": 0.1435 }, { "time": "14:04", "open": 115.72, "high": 115.77, "low": 115.72, "close": 115.77, "amount_yi": 0.1641 }, { "time": "14:05", "open": 115.86, "high": 115.86, "low": 115.81, "close": 115.81, "amount_yi": 0.111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.81, "ts": "2026-06-25T14:05:54", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 115.81, "ask1": 115.99, "bid_qty1": 17, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300570:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300570:BREAK_PREV_HIGH", "symbol": "SZSE.300570", "name": "太辰光", "side": "BUY", "priority": "W83", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 273.0, "exec_low": 273.0, "exec_high": 277.09, "invalid_price": 264.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 281.19, "max_chase_pct": 1.5, "base_exec_high": 277.09, "dynamic_exec_high": null, "entry_zone_low": 268.9, "entry_zone_high": 277.09, "entry_risk_pct": null, "intraday_vwap": 258.7727, "price_vs_vwap_pct": -2.2463, "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": 0.7599, "prev_amount_yi": 1.2788, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5942, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 252.57, "high": 252.57, "low": 252.5, "close": 252.5, "amount_yi": 0.1771 }, { "time": "14:02", "open": 252.34, "high": 252.34, "low": 252.19, "close": 252.19, "amount_yi": 0.1335 }, { "time": "14:03", "open": 252.56, "high": 252.8, "low": 252.56, "close": 252.8, "amount_yi": 0.099 }, { "time": "14:04", "open": 252.42, "high": 252.85, "low": 252.42, "close": 252.85, "amount_yi": 0.1844 }, { "time": "14:05", "open": 252.87, "high": 252.96, "low": 252.87, "close": 252.96, "amount_yi": 0.1659 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 252.96, "ts": "2026-06-25T14:05:54", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 252.95, "ask1": 252.96, "bid_qty1": 17, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688262:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688262:BREAK_PREV_HIGH", "symbol": "SHSE.688262", "name": "国芯科技", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 41.7, "exec_low": 41.7, "exec_high": 42.33, "invalid_price": 40.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.95, "max_chase_pct": 1.5, "base_exec_high": 42.33, "dynamic_exec_high": null, "entry_zone_low": 41.07, "entry_zone_high": 42.33, "entry_risk_pct": 4.1469, "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": 0.0574, "prev_amount_yi": 0.1004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 42.09, "high": 42.13, "low": 42.09, "close": 42.13, "amount_yi": 0.0162 }, { "time": "14:02", "open": 42.1, "high": 42.1, "low": 42.1, "close": 42.1, "amount_yi": 0.008 }, { "time": "14:03", "open": 42.13, "high": 42.15, "low": 42.13, "close": 42.15, "amount_yi": 0.01 }, { "time": "14:04", "open": 42.1, "high": 42.1, "low": 42.1, "close": 42.1, "amount_yi": 0.0153 }, { "time": "14:05", "open": 42.2, "high": 42.2, "low": 42.2, "close": 42.2, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "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": 42.2, "ts": "2026-06-25T14:05:54", "prev_close": 41.26, "open": 41.7, "high": 42.7, "low": 40.86, "bid1": 42.18, "ask1": 42.2, "bid_qty1": 1, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688469:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688469:BREAK_PREV_HIGH", "symbol": "SHSE.688469", "name": "芯联集成-U", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 10.13, "exec_low": 10.13, "exec_high": 10.28, "invalid_price": 9.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.43, "max_chase_pct": 1.5, "base_exec_high": 10.28, "dynamic_exec_high": null, "entry_zone_low": 9.98, "entry_zone_high": 10.28, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1792, "prev_amount_yi": 0.3697, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4847, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 9.89, "high": 9.89, "low": 9.87, "close": 9.87, "amount_yi": 0.0476 }, { "time": "14:02", "open": 9.87, "high": 9.87, "low": 9.87, "close": 9.87, "amount_yi": 0.0378 }, { "time": "14:03", "open": 9.86, "high": 9.86, "low": 9.86, "close": 9.86, "amount_yi": 0.0221 }, { "time": "14:04", "open": 9.86, "high": 9.87, "low": 9.86, "close": 9.87, "amount_yi": 0.0334 }, { "time": "14:05", "open": 9.88, "high": 9.88, "low": 9.88, "close": 9.88, "amount_yi": 0.0383 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.88, "ts": "2026-06-25T14:05:56", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.88, "ask1": 9.89, "bid_qty1": 1566, "ask_qty1": 1091 }, "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": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.41, "max_chase_pct": 1.5, "base_exec_high": 41.79, "dynamic_exec_high": null, "entry_zone_low": 40.55, "entry_zone_high": 41.79, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0684, "prev_amount_yi": 0.078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 40.1, "high": 40.1, "low": 40.08, "close": 40.08, "amount_yi": 0.0068 }, { "time": "14:02", "open": 40.1, "high": 40.1, "low": 40.09, "close": 40.09, "amount_yi": 0.0029 }, { "time": "14:03", "open": 40.06, "high": 40.06, "low": 40.06, "close": 40.06, "amount_yi": 0.0116 }, { "time": "14:04", "open": 40.03, "high": 40.1, "low": 40.03, "close": 40.1, "amount_yi": 0.0386 }, { "time": "14:05", "open": 40.15, "high": 40.15, "low": 40.14, "close": 40.14, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.14, "ts": "2026-06-25T14:05:55", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.12, "ask1": 40.15, "bid_qty1": 7, "ask_qty1": 6 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 107.56, "max_chase_pct": 1.5, "base_exec_high": 106.0, "dynamic_exec_high": null, "entry_zone_low": 102.86, "entry_zone_high": 106.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1576, "prev_amount_yi": 0.2287, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 99.74, "high": 99.77, "low": 99.74, "close": 99.77, "amount_yi": 0.0596 }, { "time": "14:02", "open": 99.7, "high": 99.74, "low": 99.7, "close": 99.74, "amount_yi": 0.03 }, { "time": "14:03", "open": 99.76, "high": 99.77, "low": 99.76, "close": 99.77, "amount_yi": 0.0145 }, { "time": "14:04", "open": 99.71, "high": 99.75, "low": 99.71, "close": 99.75, "amount_yi": 0.0235 }, { "time": "14:05", "open": 100.0, "high": 100.0, "low": 99.91, "close": 99.91, "amount_yi": 0.03 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.91, "ts": "2026-06-25T14:05:55", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 99.92, "ask1": 99.96, "bid_qty1": 6, "ask_qty1": 26 }, "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": "TOUCHED", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 171.89, "max_chase_pct": 1.5, "base_exec_high": 169.38, "dynamic_exec_high": null, "entry_zone_low": 164.38, "entry_zone_high": 169.38, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6324, "prev_amount_yi": 0.5871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 171.36, "high": 171.47, "low": 171.36, "close": 171.47, "amount_yi": 0.0678 }, { "time": "14:02", "open": 171.58, "high": 172.34, "low": 171.58, "close": 172.34, "amount_yi": 0.1471 }, { "time": "14:03", "open": 172.29, "high": 172.29, "low": 172.02, "close": 172.02, "amount_yi": 0.2684 }, { "time": "14:04", "open": 171.93, "high": 172.0, "low": 171.93, "close": 172.0, "amount_yi": 0.0496 }, { "time": "14:05", "open": 172.39, "high": 172.67, "low": 172.39, "close": 172.67, "amount_yi": 0.0995 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.67, "ts": "2026-06-25T14:05:55", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 172.67, "ask1": 172.79, "bid_qty1": 14, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-25T14:05:58", "sim_reason": "minute_energy_amount_too_low", "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": 3.2686, "intraday_vwap": 234.7909, "price_vs_vwap_pct": -0.1239, "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": 0.0672, "prev_amount_yi": 0.1176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 233.61, "high": 233.61, "low": 233.5, "close": 233.5, "amount_yi": 0.0047 }, { "time": "14:02", "open": 233.5, "high": 233.5, "low": 233.5, "close": 233.5, "amount_yi": 0.0089 }, { "time": "14:03", "open": 233.6, "high": 233.81, "low": 233.6, "close": 233.81, "amount_yi": 0.0056 }, { "time": "14:04", "open": 234.03, "high": 234.39, "low": 234.03, "close": 234.39, "amount_yi": 0.0084 }, { "time": "14:05", "open": 234.48, "high": 234.5, "low": 234.48, "close": 234.5, "amount_yi": 0.0396 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "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": 234.5, "ts": "2026-06-25T14:05:54", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 234.49, "ask1": 234.66, "bid_qty1": 72, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.21, "max_chase_pct": 1.5, "base_exec_high": 23.85, "dynamic_exec_high": null, "entry_zone_low": 23.15, "entry_zone_high": 23.85, "entry_risk_pct": null, "intraday_vwap": 23.8509, "price_vs_vwap_pct": 1.5475, "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": 0.091, "prev_amount_yi": 0.1414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 24.19, "high": 24.23, "low": 24.19, "close": 24.23, "amount_yi": 0.0103 }, { "time": "14:02", "open": 24.17, "high": 24.19, "low": 24.17, "close": 24.19, "amount_yi": 0.0369 }, { "time": "14:03", "open": 24.12, "high": 24.12, "low": 24.11, "close": 24.11, "amount_yi": 0.0191 }, { "time": "14:04", "open": 24.12, "high": 24.12, "low": 24.1, "close": 24.1, "amount_yi": 0.0168 }, { "time": "14:05", "open": 24.15, "high": 24.22, "low": 24.15, "close": 24.22, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.22, "ts": "2026-06-25T14:05:55", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 24.21, "ask1": 24.22, "bid_qty1": 93, "ask_qty1": 3 }, "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": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "连接器 / 消费电子", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 151.93, "max_chase_pct": 1.5, "base_exec_high": 149.71, "dynamic_exec_high": null, "entry_zone_low": 145.29, "entry_zone_high": 149.71, "entry_risk_pct": null, "intraday_vwap": 142.9075, "price_vs_vwap_pct": -1.1598, "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": 0.1299, "prev_amount_yi": 0.1621, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 140.98, "high": 140.98, "low": 140.89, "close": 140.89, "amount_yi": 0.0142 }, { "time": "14:02", "open": 140.86, "high": 140.91, "low": 140.86, "close": 140.91, "amount_yi": 0.0172 }, { "time": "14:03", "open": 140.9, "high": 140.9, "low": 140.69, "close": 140.69, "amount_yi": 0.0318 }, { "time": "14:04", "open": 140.68, "high": 140.94, "low": 140.68, "close": 140.94, "amount_yi": 0.0221 }, { "time": "14:05", "open": 141.15, "high": 141.25, "low": 141.15, "close": 141.25, "amount_yi": 0.0446 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 141.25, "ts": "2026-06-25T14:05:54", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 140.67, "bid1": 141.04, "ask1": 141.31, "bid_qty1": 1, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603283:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603283:BREAK_PREV_HIGH", "symbol": "SHSE.603283", "name": "赛腾股份", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.49, "exec_low": 71.65, "exec_high": 71.98, "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": "2026-06-25T14:05:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": 71.98, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": 4.975, "intraday_vwap": 71.6546, "price_vs_vwap_pct": 0.3564, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3383, "prev_amount_yi": 0.1833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 71.88, "high": 71.9, "low": 71.88, "close": 71.9, "amount_yi": 0.0232 }, { "time": "14:02", "open": 71.84, "high": 71.84, "low": 71.82, "close": 71.82, "amount_yi": 0.0619 }, { "time": "14:03", "open": 71.84, "high": 71.9, "low": 71.84, "close": 71.9, "amount_yi": 0.0221 }, { "time": "14:04", "open": 71.77, "high": 71.77, "low": 71.67, "close": 71.67, "amount_yi": 0.1791 }, { "time": "14:05", "open": 71.8, "high": 71.91, "low": 71.8, "close": 71.91, "amount_yi": 0.052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.91, "ts": "2026-06-25T14:05:54", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 71.91, "ask1": 71.96, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 51.34, "exec_low": 51.34, "exec_high": 52.11, "invalid_price": 49.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.88, "max_chase_pct": 1.5, "base_exec_high": 52.11, "dynamic_exec_high": null, "entry_zone_low": 50.57, "entry_zone_high": 52.11, "entry_risk_pct": null, "intraday_vwap": 51.0674, "price_vs_vwap_pct": -0.7586, "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": 0.4384, "prev_amount_yi": 0.595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 50.73, "high": 50.73, "low": 50.71, "close": 50.71, "amount_yi": 0.0606 }, { "time": "14:02", "open": 50.72, "high": 50.72, "low": 50.71, "close": 50.71, "amount_yi": 0.0476 }, { "time": "14:03", "open": 50.64, "high": 50.64, "low": 50.63, "close": 50.63, "amount_yi": 0.1073 }, { "time": "14:04", "open": 50.64, "high": 50.64, "low": 50.57, "close": 50.57, "amount_yi": 0.1417 }, { "time": "14:05", "open": 50.61, "high": 50.68, "low": 50.61, "close": 50.68, "amount_yi": 0.0812 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:05:55", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.68, "ask1": 50.69, "bid_qty1": 3, "ask_qty1": 18 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.16, "max_chase_pct": 1.5, "base_exec_high": 276.08, "dynamic_exec_high": null, "entry_zone_low": 267.92, "entry_zone_high": 276.08, "entry_risk_pct": null, "intraday_vwap": 279.0034, "price_vs_vwap_pct": 0.5938, "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": 0.4392, "prev_amount_yi": 0.6972, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6299, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 280.32, "high": 280.76, "low": 280.32, "close": 280.76, "amount_yi": 0.13 }, { "time": "14:02", "open": 280.82, "high": 280.82, "low": 280.38, "close": 280.38, "amount_yi": 0.105 }, { "time": "14:03", "open": 280.02, "high": 280.02, "low": 280.01, "close": 280.01, "amount_yi": 0.0812 }, { "time": "14:04", "open": 280.09, "high": 280.12, "low": 280.09, "close": 280.12, "amount_yi": 0.0751 }, { "time": "14:05", "open": 280.2, "high": 280.66, "low": 280.2, "close": 280.66, "amount_yi": 0.0479 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 280.66, "ts": "2026-06-25T14:05:55", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 280.66, "ask1": 280.9, "bid_qty1": 3, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 63.85, "max_chase_pct": 1.5, "base_exec_high": 62.92, "dynamic_exec_high": null, "entry_zone_low": 61.06, "entry_zone_high": 62.92, "entry_risk_pct": null, "intraday_vwap": 66.0272, "price_vs_vwap_pct": 0.7161, "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": 0.074, "prev_amount_yi": 0.132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5606, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 66.45, "high": 66.45, "low": 66.35, "close": 66.35, "amount_yi": 0.0095 }, { "time": "14:02", "open": 66.12, "high": 66.12, "low": 66.1, "close": 66.1, "amount_yi": 0.0262 }, { "time": "14:03", "open": 66.12, "high": 66.13, "low": 66.12, "close": 66.13, "amount_yi": 0.0133 }, { "time": "14:04", "open": 66.32, "high": 66.33, "low": 66.32, "close": 66.33, "amount_yi": 0.0172 }, { "time": "14:05", "open": 66.36, "high": 66.5, "low": 66.36, "close": 66.5, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.5, "ts": "2026-06-25T14:05:54", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.42, "ask1": 66.5, "bid_qty1": 1, "ask_qty1": 52 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.66, "max_chase_pct": 1.5, "base_exec_high": 123.83, "dynamic_exec_high": null, "entry_zone_low": 120.17, "entry_zone_high": 123.83, "entry_risk_pct": null, "intraday_vwap": 127.7842, "price_vs_vwap_pct": 1.7497, "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": 0.1452, "prev_amount_yi": 0.2414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 130.0, "high": 130.03, "low": 130.0, "close": 130.03, "amount_yi": 0.0501 }, { "time": "14:02", "open": 130.0, "high": 130.0, "low": 129.93, "close": 129.93, "amount_yi": 0.0265 }, { "time": "14:03", "open": 130.0, "high": 130.0, "low": 129.95, "close": 129.95, "amount_yi": 0.0146 }, { "time": "14:04", "open": 129.5, "high": 129.5, "low": 129.49, "close": 129.49, "amount_yi": 0.0356 }, { "time": "14:05", "open": 130.0, "high": 130.02, "low": 130.0, "close": 130.02, "amount_yi": 0.0184 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 130.02, "ts": "2026-06-25T14:05:54", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 130.02, "ask1": 130.03, "bid_qty1": 3, "ask_qty1": 134 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 91.96, "max_chase_pct": 1.5, "base_exec_high": 90.62, "dynamic_exec_high": null, "entry_zone_low": 87.94, "entry_zone_high": 90.62, "entry_risk_pct": null, "intraday_vwap": 90.6524, "price_vs_vwap_pct": 1.2549, "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": 0.1958, "prev_amount_yi": 0.2465, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7943, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 91.81, "high": 91.83, "low": 91.81, "close": 91.83, "amount_yi": 0.0425 }, { "time": "14:02", "open": 91.91, "high": 91.91, "low": 91.81, "close": 91.81, "amount_yi": 0.0438 }, { "time": "14:03", "open": 91.84, "high": 91.84, "low": 91.8, "close": 91.8, "amount_yi": 0.0416 }, { "time": "14:04", "open": 91.85, "high": 91.85, "low": 91.82, "close": 91.82, "amount_yi": 0.0288 }, { "time": "14:05", "open": 91.76, "high": 91.79, "low": 91.76, "close": 91.79, "amount_yi": 0.0391 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.79, "ts": "2026-06-25T14:05:54", "prev_close": 88.25, "open": 87.11, "high": 93.36, "low": 84.9, "bid1": 91.79, "ask1": 91.8, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "射频天线 / 消费电子", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 108.03, "max_chase_pct": 1.5, "base_exec_high": 106.45, "dynamic_exec_high": null, "entry_zone_low": 103.31, "entry_zone_high": 106.45, "entry_risk_pct": null, "intraday_vwap": 108.2445, "price_vs_vwap_pct": 5.9269, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.7374, "prev_amount_yi": 3.3412, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 113.55, "high": 113.58, "low": 113.55, "close": 113.58, "amount_yi": 0.3591 }, { "time": "14:02", "open": 113.56, "high": 113.88, "low": 113.56, "close": 113.88, "amount_yi": 0.5139 }, { "time": "14:03", "open": 114.14, "high": 114.16, "low": 114.14, "close": 114.16, "amount_yi": 1.0502 }, { "time": "14:04", "open": 113.93, "high": 114.2, "low": 113.93, "close": 114.2, "amount_yi": 0.5626 }, { "time": "14:05", "open": 114.41, "high": 114.66, "low": 114.41, "close": 114.66, "amount_yi": 1.2516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.66, "ts": "2026-06-25T14:05:54", "prev_close": 103.12, "open": 103.0, "high": 114.66, "low": 102.3, "bid1": 114.65, "ask1": 114.67, "bid_qty1": 21, "ask_qty1": 33 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301099:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301099:BREAK_PREV_HIGH", "symbol": "SZSE.301099", "name": "雅创电子", "side": "BUY", "priority": "W99", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 95.0, "exec_low": 95.0, "exec_high": 96.42, "invalid_price": 92.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.85, "max_chase_pct": 1.5, "base_exec_high": 96.42, "dynamic_exec_high": null, "entry_zone_low": 93.58, "entry_zone_high": 96.42, "entry_risk_pct": null, "intraday_vwap": 94.8743, "price_vs_vwap_pct": -0.4472, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0765, "prev_amount_yi": 0.0952, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 94.39, "high": 94.43, "low": 94.39, "close": 94.43, "amount_yi": 0.0167 }, { "time": "14:02", "open": 94.38, "high": 94.38, "low": 94.29, "close": 94.29, "amount_yi": 0.0135 }, { "time": "14:03", "open": 94.37, "high": 94.37, "low": 94.34, "close": 94.34, "amount_yi": 0.0095 }, { "time": "14:04", "open": 94.29, "high": 94.33, "low": 94.29, "close": 94.33, "amount_yi": 0.0217 }, { "time": "14:05", "open": 94.43, "high": 94.45, "low": 94.43, "close": 94.45, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.45, "ts": "2026-06-25T14:05:54", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.44, "ask1": 94.45, "bid_qty1": 14, "ask_qty1": 16 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688728:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688728:BREAK_PREV_HIGH", "symbol": "SHSE.688728", "name": "格科微", "side": "BUY", "priority": "W100", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 16.35, "exec_low": 16.35, "exec_high": 16.6, "invalid_price": 15.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:05:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 16.84, "max_chase_pct": 1.5, "base_exec_high": 16.6, "dynamic_exec_high": null, "entry_zone_low": 16.1, "entry_zone_high": 16.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1204, "prev_amount_yi": 0.0955, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2607, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 15.34, "high": 15.35, "low": 15.34, "close": 15.35, "amount_yi": 0.0159 }, { "time": "14:02", "open": 15.34, "high": 15.34, "low": 15.34, "close": 15.34, "amount_yi": 0.017 }, { "time": "14:03", "open": 15.33, "high": 15.36, "low": 15.33, "close": 15.36, "amount_yi": 0.0287 }, { "time": "14:04", "open": 15.39, "high": 15.42, "low": 15.39, "close": 15.42, "amount_yi": 0.0468 }, { "time": "14:05", "open": 15.44, "high": 15.44, "low": 15.44, "close": 15.44, "amount_yi": 0.012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.44, "ts": "2026-06-25T14:05:54", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.43, "ask1": 15.44, "bid_qty1": 12, "ask_qty1": 293 }, "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": "2026-06-25T14:05:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 84.36, "max_chase_pct": 1.5, "base_exec_high": 83.13, "dynamic_exec_high": null, "entry_zone_low": 80.67, "entry_zone_high": 83.13, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1537, "prev_amount_yi": 0.2888, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5322, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 84.39, "high": 84.39, "low": 84.34, "close": 84.34, "amount_yi": 0.0241 }, { "time": "14:02", "open": 84.35, "high": 84.35, "low": 84.01, "close": 84.01, "amount_yi": 0.0699 }, { "time": "14:03", "open": 84.3, "high": 84.3, "low": 84.17, "close": 84.17, "amount_yi": 0.0152 }, { "time": "14:04", "open": 84.29, "high": 84.34, "low": 84.29, "close": 84.34, "amount_yi": 0.0265 }, { "time": "14:05", "open": 84.4, "high": 84.46, "low": 84.4, "close": 84.46, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.46, "ts": "2026-06-25T14:05:55", "prev_close": 81.4, "open": 85.0, "high": 86.0, "low": 80.26, "bid1": 84.35, "ask1": 84.45, "bid_qty1": 3, "ask_qty1": 19 }, "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": 531608.0, "total_value": 1076101.0, "unrealized_pnl": 84796.0, "unrealized_pnl_pct_of_initial": 8.4796, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 76101.0, "total_pnl_pct": 7.610099999999997 }, "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": "2026-06-25T14:05:58", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.2327634673697 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 113.2, "market_value": 203760.0, "unrealized_pnl": 8387.999999999995, "unrealized_pnl_pct": 4.293348074442593, "updated_at": "2026-06-25T14:05:58", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.935025615625296 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.65, "market_value": 77840.0, "unrealized_pnl": 19119.999999999993, "unrealized_pnl_pct": 32.56130790190734, "updated_at": "2026-06-25T14:05:58", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.233521760503893 } ], "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": 48.801, "price_vs_vwap_pct": -0.3094, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5842, "prev_amount_yi": 0.6369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 49.1, "high": 49.1, "low": 49.05, "close": 49.05, "amount_yi": 0.1801 }, { "time": "14:02", "open": 48.8, "high": 48.8, "low": 48.59, "close": 48.59, "amount_yi": 0.1032 }, { "time": "14:03", "open": 48.73, "high": 48.91, "low": 48.73, "close": 48.91, "amount_yi": 0.0748 }, { "time": "14:04", "open": 49.0, "high": 49.0, "low": 48.85, "close": 48.85, "amount_yi": 0.1393 }, { "time": "14:05", "open": 48.86, "high": 48.86, "low": 48.65, "close": 48.65, "amount_yi": 0.0868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 78128.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.65, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.65, "quote_ask1": 48.67, "quote_bid_qty1": 3, "quote_ask_qty1": 7, "quote_ts": "2026-06-25T14:05:53" }, { "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": 48.801, "price_vs_vwap_pct": -0.3094, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5842, "prev_amount_yi": 0.6369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:01", "open": 49.1, "high": 49.1, "low": 49.05, "close": 49.05, "amount_yi": 0.1801 }, { "time": "14:02", "open": 48.8, "high": 48.8, "low": 48.59, "close": 48.59, "amount_yi": 0.1032 }, { "time": "14:03", "open": 48.73, "high": 48.91, "low": 48.73, "close": 48.91, "amount_yi": 0.0748 }, { "time": "14:04", "open": 49.0, "high": 49.0, "low": 48.85, "close": 48.85, "amount_yi": 0.1393 }, { "time": "14:05", "open": 48.86, "high": 48.86, "low": 48.65, "close": 48.65, "amount_yi": 0.0868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.98, "current_position_value": 78128.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.65, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.65, "quote_ask1": 48.67, "quote_bid_qty1": 3, "quote_ask_qty1": 7, "quote_ts": "2026-06-25T14:05:53" } ], "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 } }