{ "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": "2026-06-25T14:25:21", "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": "2026-06-25T14:25:21", "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": 74.3268, "price_vs_vwap_pct": 0.0716, "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": 1.7449, "prev_amount_yi": 2.5059, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 74.3, "high": 74.35, "low": 74.3, "close": 74.35, "amount_yi": 0.7781 }, { "time": "14:24", "open": 74.4, "high": 74.45, "low": 74.4, "close": 74.45, "amount_yi": 0.73 }, { "time": "14:25", "open": 74.38, "high": 74.38, "low": 74.38, "close": 74.38, "amount_yi": 0.2368 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.38, "ts": "2026-06-25T14:25:18", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.37, "ask1": 74.38, "bid_qty1": 560, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "P1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.23, "exec_low": 52.23, "exec_high": 53.8, "invalid_price": 50.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 53.0564, "price_vs_vwap_pct": 5.7365, "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": 0.2963, "prev_amount_yi": 0.5752, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5151, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 56.72, "high": 56.72, "low": 56.59, "close": 56.59, "amount_yi": 0.1642 }, { "time": "14:24", "open": 56.46, "high": 56.46, "low": 56.29, "close": 56.29, "amount_yi": 0.0767 }, { "time": "14:25", "open": 56.1, "high": 56.1, "low": 56.1, "close": 56.1, "amount_yi": 0.0554 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.1, "ts": "2026-06-25T14:25:18", "prev_close": 51.76, "open": 51.26, "high": 56.9, "low": 49.8, "bid1": 56.07, "ask1": 56.08, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-25T14:25:21", "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": 77.3098, "price_vs_vwap_pct": 1.2161, "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": 0.4306, "prev_amount_yi": 0.6194, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 78.18, "high": 78.21, "low": 78.18, "close": 78.21, "amount_yi": 0.139 }, { "time": "14:24", "open": 78.22, "high": 78.22, "low": 78.21, "close": 78.21, "amount_yi": 0.1854 }, { "time": "14:25", "open": 78.25, "high": 78.25, "low": 78.25, "close": 78.25, "amount_yi": 0.1062 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.25, "ts": "2026-06-25T14:25:18", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.24, "ask1": 78.25, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-25T14:25:21", "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": 214.3365, "price_vs_vwap_pct": -1.8833, "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": 0.3452, "prev_amount_yi": 0.6622, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5213, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 209.87, "high": 209.87, "low": 209.85, "close": 209.85, "amount_yi": 0.1534 }, { "time": "14:24", "open": 209.99, "high": 210.19, "low": 209.99, "close": 210.19, "amount_yi": 0.1144 }, { "time": "14:25", "open": 210.3, "high": 210.3, "low": 210.3, "close": 210.3, "amount_yi": 0.0774 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 210.3, "ts": "2026-06-25T14:25:19", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 210.28, "ask1": 210.3, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T14:25:21", "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": 258.581, "price_vs_vwap_pct": 2.115, "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": 0.1144, "prev_amount_yi": 0.1545, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 264.4, "high": 264.67, "low": 264.4, "close": 264.67, "amount_yi": 0.0309 }, { "time": "14:24", "open": 264.42, "high": 264.42, "low": 264.17, "close": 264.17, "amount_yi": 0.0645 }, { "time": "14:25", "open": 264.05, "high": 264.05, "low": 264.05, "close": 264.05, "amount_yi": 0.019 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 264.05, "ts": "2026-06-25T14:25:19", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 264.05, "ask1": 264.15, "bid_qty1": 3, "ask_qty1": 18 }, "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": "2026-06-25T14:25:21", "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": 49.5259, "price_vs_vwap_pct": 0.7352, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5657, "prev_amount_yi": 0.4283, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3208, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 49.8, "high": 49.83, "low": 49.8, "close": 49.83, "amount_yi": 0.1368 }, { "time": "14:24", "open": 49.86, "high": 49.86, "low": 49.83, "close": 49.83, "amount_yi": 0.3414 }, { "time": "14:25", "open": 49.89, "high": 49.89, "low": 49.89, "close": 49.89, "amount_yi": 0.0875 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.89, "ts": "2026-06-25T14:25:18", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.89, "ask1": 49.9, "bid_qty1": 17, "ask_qty1": 85 }, "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": "2026-06-25T14:25:21", "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": 77.7666, "price_vs_vwap_pct": 10.6902, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.308, "prev_amount_yi": 0.112, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.75, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 85.48, "high": 85.49, "low": 85.48, "close": 85.49, "amount_yi": 0.0644 }, { "time": "14:24", "open": 85.46, "high": 85.46, "low": 85.43, "close": 85.43, "amount_yi": 0.0291 }, { "time": "14:25", "open": 86.08, "high": 86.08, "low": 86.08, "close": 86.08, "amount_yi": 0.2145 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.08, "ts": "2026-06-25T14:25:18", "prev_close": 74.95, "open": 74.63, "high": 86.79, "low": 69.0, "bid1": 86.02, "ask1": 86.08, "bid_qty1": 1, "ask_qty1": 61 }, "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": "2026-06-25T14:25:21", "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": 794.9393, "price_vs_vwap_pct": 0.6366, "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": 0.2606, "prev_amount_yi": 0.433, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 802.3, "high": 802.3, "low": 802.23, "close": 802.23, "amount_yi": 0.1404 }, { "time": "14:24", "open": 801.3, "high": 801.3, "low": 800.99, "close": 800.99, "amount_yi": 0.0802 }, { "time": "14:25", "open": 800.0, "high": 800.0, "low": 800.0, "close": 800.0, "amount_yi": 0.04 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 800.0, "ts": "2026-06-25T14:25:18", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 800.0, "ask1": 800.39, "bid_qty1": 31, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.15, "exec_low": 7.15, "exec_high": 7.36, "invalid_price": 6.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 7.451, "price_vs_vwap_pct": 0.6576, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.3233, "prev_amount_yi": 1.1414, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 7.49, "high": 7.49, "low": 7.49, "close": 7.49, "amount_yi": 0.4001 }, { "time": "14:24", "open": 7.49, "high": 7.5, "low": 7.49, "close": 7.5, "amount_yi": 0.6772 }, { "time": "14:25", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.246 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.5, "ts": "2026-06-25T14:25:18", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.49, "ask1": 7.5, "bid_qty1": 18180, "ask_qty1": 1545 }, "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": "2026-06-25T14:25:21", "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": 90.4081, "price_vs_vwap_pct": -0.9713, "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": 0.1197, "prev_amount_yi": 0.1251, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9568, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 89.5, "high": 89.54, "low": 89.5, "close": 89.54, "amount_yi": 0.0764 }, { "time": "14:24", "open": 89.52, "high": 89.53, "low": 89.52, "close": 89.53, "amount_yi": 0.03 }, { "time": "14:25", "open": 89.53, "high": 89.53, "low": 89.53, "close": 89.53, "amount_yi": 0.0133 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.53, "ts": "2026-06-25T14:25:19", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 88.8, "bid1": 89.53, "ask1": 89.54, "bid_qty1": 6, "ask_qty1": 126 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301021:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301021:BREAK_PREV_HIGH", "symbol": "SZSE.301021", "name": "英诺激光", "side": "BUY", "priority": "P10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 134.94, "exec_low": 134.94, "exec_high": 138.99, "invalid_price": 130.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": 3.8916, "intraday_vwap": 135.1069, "price_vs_vwap_pct": 0.6684, "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": 0.0831, "prev_amount_yi": 0.1254, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 136.38, "high": 136.38, "low": 136.08, "close": 136.08, "amount_yi": 0.051 }, { "time": "14:24", "open": 136.29, "high": 136.29, "low": 136.01, "close": 136.01, "amount_yi": 0.0146 }, { "time": "14:25", "open": 136.01, "high": 136.01, "low": 136.01, "close": 136.01, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64550.46, "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": 136.01, "ts": "2026-06-25T14:25:18", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 135.86, "ask1": 136.19, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH", "symbol": "SZSE.301308", "name": "江波龙", "side": "BUY", "priority": "P11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 619.99, "exec_low": 619.99, "exec_high": 638.59, "invalid_price": 601.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 666.9054, "price_vs_vwap_pct": 1.7371, "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": 0.6555, "prev_amount_yi": 0.8222, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 681.5, "high": 681.5, "low": 680.12, "close": 680.12, "amount_yi": 0.3504 }, { "time": "14:24", "open": 679.37, "high": 679.37, "low": 679.15, "close": 679.15, "amount_yi": 0.2073 }, { "time": "14:25", "open": 678.49, "high": 678.49, "low": 678.49, "close": 678.49, "amount_yi": 0.0978 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 678.49, "ts": "2026-06-25T14:25:18", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 678.29, "ask1": 678.49, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "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": "2026-06-25T14:25:21", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9471, "prev_amount_yi": 1.0646, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:23", "open": 156.07, "high": 156.07, "low": 156.02, "close": 156.02, "amount_yi": 0.3197 }, { "time": "14:24", "open": 155.82, "high": 155.82, "low": 155.75, "close": 155.75, "amount_yi": 0.2722 }, { "time": "14:25", "open": 155.6, "high": 155.6, "low": 155.6, "close": 155.6, "amount_yi": 0.3552 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129100.92, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 155.6, "ts": "2026-06-25T14:25:20", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 155.6, "ask1": 155.71, "bid_qty1": 15, "ask_qty1": 5 }, "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": "2026-06-25T14:25:21", "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": 25.2108, "price_vs_vwap_pct": 2.6148, "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": 0.1283, "prev_amount_yi": 0.1969, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 25.86, "high": 25.86, "low": 25.85, "close": 25.85, "amount_yi": 0.0376 }, { "time": "14:22", "open": 25.85, "high": 25.87, "low": 25.85, "close": 25.87, "amount_yi": 0.0239 }, { "time": "14:23", "open": 25.89, "high": 25.89, "low": 25.89, "close": 25.89, "amount_yi": 0.0316 }, { "time": "14:24", "open": 25.89, "high": 25.89, "low": 25.87, "close": 25.87, "amount_yi": 0.0294 }, { "time": "14:25", "open": 25.87, "high": 25.87, "low": 25.87, "close": 25.87, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.87, "ts": "2026-06-25T14:25:19", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.87, "ask1": 25.88, "bid_qty1": 47, "ask_qty1": 44 }, "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": "2026-06-25T14:25:21", "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": 14.6937, "price_vs_vwap_pct": 0.9276, "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": 0.0091, "prev_amount_yi": 0.0152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0061 }, { "time": "14:22", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0018 }, { "time": "14:23", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0004 }, { "time": "14:24", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0003 }, { "time": "14:25", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 26544, "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": "2026-06-25T14:25:21", "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": 33.5268, "price_vs_vwap_pct": -1.6309, "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": 0.2083, "prev_amount_yi": 0.307, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6785, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 32.97, "high": 32.97, "low": 32.97, "close": 32.97, "amount_yi": 0.0438 }, { "time": "14:22", "open": 33.0, "high": 33.0, "low": 32.98, "close": 32.98, "amount_yi": 0.0548 }, { "time": "14:23", "open": 33.0, "high": 33.0, "low": 32.99, "close": 32.99, "amount_yi": 0.0393 }, { "time": "14:24", "open": 32.94, "high": 32.96, "low": 32.94, "close": 32.96, "amount_yi": 0.0506 }, { "time": "14:25", "open": 32.98, "high": 32.98, "low": 32.98, "close": 32.98, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.98, "ts": "2026-06-25T14:25:18", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 32.98, "ask1": 32.99, "bid_qty1": 3, "ask_qty1": 503 }, "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": "2026-06-25T14:25:21", "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": 167.6045, "price_vs_vwap_pct": 0.1166, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1819, "prev_amount_yi": 0.6128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 164.05, "high": 164.2, "low": 164.05, "close": 164.2, "amount_yi": 0.0561 }, { "time": "14:22", "open": 164.58, "high": 164.99, "low": 164.58, "close": 164.99, "amount_yi": 0.0613 }, { "time": "14:23", "open": 166.18, "high": 166.58, "low": 166.18, "close": 166.58, "amount_yi": 0.3462 }, { "time": "14:24", "open": 167.85, "high": 168.5, "low": 167.85, "close": 168.5, "amount_yi": 0.4036 }, { "time": "14:25", "open": 167.8, "high": 167.8, "low": 167.8, "close": 167.8, "amount_yi": 0.3147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 167.8, "ts": "2026-06-25T14:25:20", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 167.7, "ask1": 167.8, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002281:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002281:BREAK_PREV_HIGH", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.44, "exec_low": 272.44, "exec_high": 276.53, "invalid_price": 264.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 262.4717, "price_vs_vwap_pct": -0.6255, "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": 1.2366, "prev_amount_yi": 1.2039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 261.9, "high": 261.94, "low": 261.9, "close": 261.94, "amount_yi": 0.121 }, { "time": "14:22", "open": 261.65, "high": 261.65, "low": 261.2, "close": 261.2, "amount_yi": 0.4182 }, { "time": "14:23", "open": 261.0, "high": 261.0, "low": 261.0, "close": 261.0, "amount_yi": 0.3618 }, { "time": "14:24", "open": 260.98, "high": 260.98, "low": 260.87, "close": 260.87, "amount_yi": 0.2427 }, { "time": "14:25", "open": 260.83, "high": 260.83, "low": 260.83, "close": 260.83, "amount_yi": 0.0929 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 260.83, "ts": "2026-06-25T14:25:18", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 260.83, "ask1": 260.86, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-06-25T14:25:21", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1385.23, "max_chase_pct": 1.5, "base_exec_high": 1365.05, "dynamic_exec_high": null, "entry_zone_low": 1324.71, "entry_zone_high": 1365.05, "entry_risk_pct": null, "intraday_vwap": 1318.9246, "price_vs_vwap_pct": 0.6661, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.1215, "prev_amount_yi": 10.5798, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 1337.88, "high": 1337.88, "low": 1336.0, "close": 1336.0, "amount_yi": 1.3613 }, { "time": "14:22", "open": 1333.2, "high": 1333.2, "low": 1332.05, "close": 1332.05, "amount_yi": 0.9125 }, { "time": "14:23", "open": 1330.03, "high": 1330.62, "low": 1330.03, "close": 1330.62, "amount_yi": 1.703 }, { "time": "14:24", "open": 1325.8, "high": 1325.8, "low": 1325.23, "close": 1325.23, "amount_yi": 1.6327 }, { "time": "14:25", "open": 1327.71, "high": 1327.71, "low": 1327.71, "close": 1327.71, "amount_yi": 0.512 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1327.71, "ts": "2026-06-25T14:25:18", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1327.68, "ask1": 1327.71, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 574.48, "exec_low": 574.48, "exec_high": 583.1, "invalid_price": 557.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 582.1874, "price_vs_vwap_pct": 4.0215, "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": 3.5484, "prev_amount_yi": 4.7238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 609.66, "high": 609.66, "low": 608.37, "close": 608.37, "amount_yi": 0.9333 }, { "time": "14:22", "open": 608.06, "high": 608.06, "low": 605.5, "close": 605.5, "amount_yi": 0.8128 }, { "time": "14:23", "open": 606.04, "high": 606.15, "low": 606.04, "close": 606.15, "amount_yi": 0.7913 }, { "time": "14:24", "open": 605.87, "high": 605.87, "low": 605.62, "close": 605.62, "amount_yi": 0.6852 }, { "time": "14:25", "open": 605.6, "high": 605.6, "low": 605.6, "close": 605.6, "amount_yi": 0.3258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 605.6, "ts": "2026-06-25T14:25:18", "prev_close": 555.3, "open": 560.0, "high": 610.8, "low": 550.06, "bid1": 605.6, "ask1": 605.62, "bid_qty1": 5, "ask_qty1": 15 }, "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": "2026-06-25T14:25:21", "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": 48.7962, "price_vs_vwap_pct": -1.5087, "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": 0.302, "prev_amount_yi": 0.503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 48.58, "high": 48.58, "low": 48.38, "close": 48.38, "amount_yi": 0.0817 }, { "time": "14:22", "open": 48.37, "high": 48.37, "low": 48.32, "close": 48.32, "amount_yi": 0.0725 }, { "time": "14:23", "open": 48.3, "high": 48.3, "low": 48.22, "close": 48.22, "amount_yi": 0.0766 }, { "time": "14:24", "open": 48.15, "high": 48.15, "low": 48.08, "close": 48.08, "amount_yi": 0.054 }, { "time": "14:25", "open": 48.06, "high": 48.06, "low": 48.06, "close": 48.06, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 76896.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.06, "ts": "2026-06-25T14:25:17", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 48.05, "ask1": 48.06, "bid_qty1": 11, "ask_qty1": 18 }, "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": "2026-06-25T14:25:21", "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": 52.9114, "price_vs_vwap_pct": 1.1502, "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": 0.0149, "prev_amount_yi": 0.0418, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3565, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0019 }, { "time": "14:22", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.004 }, { "time": "14:23", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0041 }, { "time": "14:24", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.003 }, { "time": "14:25", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.52, "ask1": 0.0, "bid_qty1": 8968, "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": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.79, "exec_low": 31.79, "exec_high": 32.27, "invalid_price": 30.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.74, "max_chase_pct": 1.5, "base_exec_high": 32.27, "dynamic_exec_high": null, "entry_zone_low": 31.31, "entry_zone_high": 32.27, "entry_risk_pct": null, "intraday_vwap": 31.2557, "price_vs_vwap_pct": 1.6135, "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": 0.1336, "prev_amount_yi": 0.0848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 31.78, "high": 31.78, "low": 31.74, "close": 31.74, "amount_yi": 0.022 }, { "time": "14:22", "open": 31.71, "high": 31.71, "low": 31.69, "close": 31.69, "amount_yi": 0.0337 }, { "time": "14:23", "open": 31.71, "high": 31.73, "low": 31.71, "close": 31.73, "amount_yi": 0.02 }, { "time": "14:24", "open": 31.72, "high": 31.74, "low": 31.72, "close": 31.74, "amount_yi": 0.0424 }, { "time": "14:25", "open": 31.76, "high": 31.76, "low": 31.76, "close": 31.76, "amount_yi": 0.0155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.76, "ts": "2026-06-25T14:25:18", "prev_close": 31.5, "open": 31.48, "high": 32.35, "low": 30.0, "bid1": 31.76, "ask1": 31.77, "bid_qty1": 163, "ask_qty1": 48 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002975:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002975:BREAK_PREV_HIGH", "symbol": "SZSE.002975", "name": "博杰股份", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 152.7, "exec_low": 152.7, "exec_high": 154.99, "invalid_price": 148.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "minute_energy_ratio_too_low", "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": 3.5677, "intraday_vwap": 149.6963, "price_vs_vwap_pct": 2.6077, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3793, "prev_amount_yi": 0.6848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5539, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 154.27, "high": 154.27, "low": 153.95, "close": 153.95, "amount_yi": 0.0789 }, { "time": "14:22", "open": 153.83, "high": 153.9, "low": 153.83, "close": 153.9, "amount_yi": 0.1138 }, { "time": "14:23", "open": 153.84, "high": 153.86, "low": 153.84, "close": 153.86, "amount_yi": 0.0598 }, { "time": "14:24", "open": 153.82, "high": 153.82, "low": 153.74, "close": 153.74, "amount_yi": 0.0864 }, { "time": "14:25", "open": 153.6, "high": 153.6, "low": 153.6, "close": 153.6, "amount_yi": 0.0404 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "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": 153.6, "ts": "2026-06-25T14:25:18", "prev_close": 151.32, "open": 150.0, "high": 156.66, "low": 145.6, "bid1": 153.59, "ask1": 153.6, "bid_qty1": 9, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300522:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300522:BREAK_PREV_HIGH", "symbol": "SZSE.300522", "name": "世名科技", "side": "BUY", "priority": "W11", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.6, "exec_low": 25.6, "exec_high": 25.98, "invalid_price": 24.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 23.9629, "price_vs_vwap_pct": -0.6381, "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": 0.0892, "prev_amount_yi": 0.1094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8154, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 23.82, "high": 23.82, "low": 23.82, "close": 23.82, "amount_yi": 0.035 }, { "time": "14:22", "open": 23.81, "high": 23.84, "low": 23.81, "close": 23.84, "amount_yi": 0.008 }, { "time": "14:23", "open": 23.85, "high": 23.88, "low": 23.85, "close": 23.88, "amount_yi": 0.0091 }, { "time": "14:24", "open": 23.82, "high": 23.82, "low": 23.82, "close": 23.82, "amount_yi": 0.0228 }, { "time": "14:25", "open": 23.81, "high": 23.81, "low": 23.81, "close": 23.81, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.81, "ts": "2026-06-25T14:25:18", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.8, "ask1": 23.81, "bid_qty1": 25, "ask_qty1": 91 }, "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": "2026-06-25T14:25:21", "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": 35.6848, "price_vs_vwap_pct": -2.0591, "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": 0.2367, "prev_amount_yi": 0.3023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 35.1, "high": 35.1, "low": 35.09, "close": 35.09, "amount_yi": 0.033 }, { "time": "14:22", "open": 35.08, "high": 35.08, "low": 35.06, "close": 35.06, "amount_yi": 0.0414 }, { "time": "14:23", "open": 35.01, "high": 35.03, "low": 35.01, "close": 35.03, "amount_yi": 0.0752 }, { "time": "14:24", "open": 35.01, "high": 35.01, "low": 34.98, "close": 34.98, "amount_yi": 0.0622 }, { "time": "14:25", "open": 34.95, "high": 34.95, "low": 34.95, "close": 34.95, "amount_yi": 0.0249 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.95, "ts": "2026-06-25T14:25:18", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 34.95, "ask1": 34.96, "bid_qty1": 108, "ask_qty1": 194 }, "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": "2026-06-25T14:25:21", "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": 27.8229, "price_vs_vwap_pct": -3.3889, "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": 0.3686, "prev_amount_yi": 0.4905, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 26.88, "high": 26.88, "low": 26.85, "close": 26.85, "amount_yi": 0.1012 }, { "time": "14:22", "open": 26.85, "high": 26.85, "low": 26.85, "close": 26.85, "amount_yi": 0.0744 }, { "time": "14:23", "open": 26.86, "high": 26.89, "low": 26.86, "close": 26.89, "amount_yi": 0.0433 }, { "time": "14:24", "open": 26.86, "high": 26.86, "low": 26.86, "close": 26.86, "amount_yi": 0.1058 }, { "time": "14:25", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0439 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.88, "ts": "2026-06-25T14:25:18", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.55, "bid1": 26.88, "ask1": 26.92, "bid_qty1": 240, "ask_qty1": 39 }, "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": "2026-06-25T14:25:21", "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": 133.4422, "price_vs_vwap_pct": 2.5613, "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": 0.4055, "prev_amount_yi": 0.4716, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 136.91, "high": 136.95, "low": 136.91, "close": 136.95, "amount_yi": 0.0892 }, { "time": "14:22", "open": 136.94, "high": 136.97, "low": 136.94, "close": 136.97, "amount_yi": 0.0938 }, { "time": "14:23", "open": 136.97, "high": 136.97, "low": 136.97, "close": 136.97, "amount_yi": 0.0918 }, { "time": "14:24", "open": 136.88, "high": 136.96, "low": 136.88, "close": 136.96, "amount_yi": 0.0957 }, { "time": "14:25", "open": 136.86, "high": 136.86, "low": 136.86, "close": 136.86, "amount_yi": 0.035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.86, "ts": "2026-06-25T14:25:18", "prev_close": 132.99, "open": 132.03, "high": 138.0, "low": 129.26, "bid1": 136.85, "ask1": 136.86, "bid_qty1": 18, "ask_qty1": 8 }, "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": "2026-06-25T14:25:21", "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": 95.6537, "price_vs_vwap_pct": 4.5438, "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": 0.9772, "prev_amount_yi": 1.3514, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 100.07, "high": 100.07, "low": 100.05, "close": 100.05, "amount_yi": 0.1376 }, { "time": "14:22", "open": 100.04, "high": 100.04, "low": 99.97, "close": 99.97, "amount_yi": 0.2857 }, { "time": "14:23", "open": 99.91, "high": 100.0, "low": 99.91, "close": 100.0, "amount_yi": 0.2045 }, { "time": "14:24", "open": 99.94, "high": 100.0, "low": 99.94, "close": 100.0, "amount_yi": 0.2853 }, { "time": "14:25", "open": 100.0, "high": 100.0, "low": 100.0, "close": 100.0, "amount_yi": 0.0641 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.0, "ts": "2026-06-25T14:25:18", "prev_close": 91.72, "open": 93.5, "high": 100.98, "low": 87.0, "bid1": 99.99, "ask1": 100.0, "bid_qty1": 115, "ask_qty1": 248 }, "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": "2026-06-25T14:25:21", "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": 4.7618, "price_vs_vwap_pct": 10.0424, "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": 0.0479, "prev_amount_yi": 0.1265, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0071 }, { "time": "14:22", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.012 }, { "time": "14:23", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.011 }, { "time": "14:24", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0076 }, { "time": "14:25", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.24, "ts": "2026-06-25T14:25:18", "prev_close": 4.76, "open": 4.52, "high": 5.24, "low": 4.45, "bid1": 5.24, "ask1": 0.0, "bid_qty1": 103697, "ask_qty1": 0 }, "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": "2026-06-25T14:25:21", "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": 22.2868, "price_vs_vwap_pct": 0.3284, "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": 0.1237, "prev_amount_yi": 0.1879, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 22.35, "high": 22.35, "low": 22.35, "close": 22.35, "amount_yi": 0.0306 }, { "time": "14:22", "open": 22.36, "high": 22.39, "low": 22.36, "close": 22.39, "amount_yi": 0.0347 }, { "time": "14:23", "open": 22.38, "high": 22.38, "low": 22.37, "close": 22.37, "amount_yi": 0.0276 }, { "time": "14:24", "open": 22.37, "high": 22.37, "low": 22.37, "close": 22.37, "amount_yi": 0.0215 }, { "time": "14:25", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.36, "ts": "2026-06-25T14:25:18", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.36, "ask1": 22.37, "bid_qty1": 214, "ask_qty1": 222 }, "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": "2026-06-25T14:25:21", "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": 75.3559, "price_vs_vwap_pct": -3.2723, "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": 0.0886, "prev_amount_yi": 0.1065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 73.61, "high": 73.61, "low": 73.37, "close": 73.37, "amount_yi": 0.0234 }, { "time": "14:22", "open": 73.19, "high": 73.19, "low": 73.02, "close": 73.02, "amount_yi": 0.0294 }, { "time": "14:23", "open": 73.04, "high": 73.09, "low": 73.04, "close": 73.09, "amount_yi": 0.0104 }, { "time": "14:24", "open": 73.09, "high": 73.09, "low": 72.91, "close": 72.91, "amount_yi": 0.0188 }, { "time": "14:25", "open": 72.89, "high": 72.89, "low": 72.89, "close": 72.89, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.89, "ts": "2026-06-25T14:25:18", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 72.76, "ask1": 72.89, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T14:25:21", "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": 114.9049, "price_vs_vwap_pct": 0.2655, "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": 0.0952, "prev_amount_yi": 0.2393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3978, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 115.52, "high": 115.53, "low": 115.52, "close": 115.53, "amount_yi": 0.0215 }, { "time": "14:22", "open": 115.46, "high": 115.46, "low": 115.3, "close": 115.3, "amount_yi": 0.0143 }, { "time": "14:23", "open": 115.39, "high": 115.39, "low": 115.39, "close": 115.39, "amount_yi": 0.0164 }, { "time": "14:24", "open": 115.2, "high": 115.2, "low": 115.2, "close": 115.2, "amount_yi": 0.0349 }, { "time": "14:25", "open": 115.21, "high": 115.21, "low": 115.21, "close": 115.21, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.21, "ts": "2026-06-25T14:25:19", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 115.2, "ask1": 115.25, "bid_qty1": 13, "ask_qty1": 11 }, "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": "2026-06-25T14:25:21", "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": 17.7108, "price_vs_vwap_pct": 0.5036, "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": 0.1563, "prev_amount_yi": 0.2606, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5998, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 17.78, "high": 17.79, "low": 17.78, "close": 17.79, "amount_yi": 0.0354 }, { "time": "14:22", "open": 17.78, "high": 17.79, "low": 17.78, "close": 17.79, "amount_yi": 0.0332 }, { "time": "14:23", "open": 17.78, "high": 17.8, "low": 17.78, "close": 17.8, "amount_yi": 0.0284 }, { "time": "14:24", "open": 17.81, "high": 17.81, "low": 17.79, "close": 17.79, "amount_yi": 0.0512 }, { "time": "14:25", "open": 17.8, "high": 17.8, "low": 17.8, "close": 17.8, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.8, "ts": "2026-06-25T14:25:18", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.8, "ask1": 17.81, "bid_qty1": 472, "ask_qty1": 100 }, "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": "OBSERVE", "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": "2026-06-25T14:25:21", "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": 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": 3.5812, "intraday_vwap": 107.4755, "price_vs_vwap_pct": 2.107, "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": 0.6191, "prev_amount_yi": 0.7449, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 109.18, "high": 109.45, "low": 109.18, "close": 109.45, "amount_yi": 0.0936 }, { "time": "14:22", "open": 109.64, "high": 109.72, "low": 109.64, "close": 109.72, "amount_yi": 0.2155 }, { "time": "14:23", "open": 109.42, "high": 109.51, "low": 109.42, "close": 109.51, "amount_yi": 0.15 }, { "time": "14:24", "open": 109.7, "high": 109.76, "low": 109.7, "close": 109.76, "amount_yi": 0.0685 }, { "time": "14:25", "open": 109.74, "high": 109.74, "low": 109.74, "close": 109.74, "amount_yi": 0.0915 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "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": 109.74, "ts": "2026-06-25T14:25:18", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 109.71, "ask1": 109.74, "bid_qty1": 30, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T14:25:21", "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": 59.1209, "price_vs_vwap_pct": -0.5766, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3447, "prev_amount_yi": 0.3257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 59.0, "high": 59.0, "low": 58.9, "close": 58.9, "amount_yi": 0.0955 }, { "time": "14:22", "open": 58.87, "high": 58.87, "low": 58.87, "close": 58.87, "amount_yi": 0.0873 }, { "time": "14:23", "open": 58.87, "high": 58.88, "low": 58.87, "close": 58.88, "amount_yi": 0.0539 }, { "time": "14:24", "open": 58.88, "high": 58.88, "low": 58.79, "close": 58.79, "amount_yi": 0.0733 }, { "time": "14:25", "open": 58.78, "high": 58.78, "low": 58.78, "close": 58.78, "amount_yi": 0.0347 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.78, "ts": "2026-06-25T14:25:18", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 58.78, "ask1": 58.79, "bid_qty1": 5, "ask_qty1": 17 }, "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": "2026-06-25T14:25:21", "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": 237.4005, "price_vs_vwap_pct": 7.6493, "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": 0.1812, "prev_amount_yi": 0.2301, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 254.84, "high": 254.98, "low": 254.84, "close": 254.98, "amount_yi": 0.0377 }, { "time": "14:22", "open": 254.97, "high": 254.97, "low": 254.82, "close": 254.82, "amount_yi": 0.0273 }, { "time": "14:23", "open": 254.76, "high": 254.76, "low": 254.63, "close": 254.63, "amount_yi": 0.053 }, { "time": "14:24", "open": 254.65, "high": 255.2, "low": 254.65, "close": 255.2, "amount_yi": 0.0509 }, { "time": "14:25", "open": 255.56, "high": 255.56, "low": 255.56, "close": 255.56, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 255.56, "ts": "2026-06-25T14:25:18", "prev_close": 248.33, "open": 238.36, "high": 259.8, "low": 225.88, "bid1": 255.28, "ask1": 255.57, "bid_qty1": 3, "ask_qty1": 6 }, "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": "2026-06-25T14:25:21", "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": 407.3551, "price_vs_vwap_pct": -2.326, "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": 0.1558, "prev_amount_yi": 0.1753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8888, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:21", "open": 398.89, "high": 399.7, "low": 398.89, "close": 399.7, "amount_yi": 0.0124 }, { "time": "14:22", "open": 398.95, "high": 398.95, "low": 398.89, "close": 398.89, "amount_yi": 0.0184 }, { "time": "14:23", "open": 398.89, "high": 398.93, "low": 398.89, "close": 398.93, "amount_yi": 0.0283 }, { "time": "14:24", "open": 398.91, "high": 398.91, "low": 398.0, "close": 398.0, "amount_yi": 0.0713 }, { "time": "14:25", "open": 397.88, "high": 397.88, "low": 397.88, "close": 397.88, "amount_yi": 0.0254 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 397.88, "ts": "2026-06-25T14:25:18", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 397.88, "ask1": 398.04, "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.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": "2026-06-25T14:25:21", "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": 80.1597, "price_vs_vwap_pct": 0.6366, "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": 0.0843, "prev_amount_yi": 0.1085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.777, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:21", "open": 80.7, "high": 80.7, "low": 80.7, "close": 80.7, "amount_yi": 0.0238 }, { "time": "14:22", "open": 80.7, "high": 80.7, "low": 80.65, "close": 80.65, "amount_yi": 0.0182 }, { "time": "14:23", "open": 80.63, "high": 80.7, "low": 80.63, "close": 80.7, "amount_yi": 0.0228 }, { "time": "14:24", "open": 80.7, "high": 80.7, "low": 80.65, "close": 80.65, "amount_yi": 0.0169 }, { "time": "14:25", "open": 80.67, "high": 80.67, "low": 80.67, "close": 80.67, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.67, "ts": "2026-06-25T14:25:18", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.68, "ask1": 80.7, "bid_qty1": 2, "ask_qty1": 18 }, "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": "2026-06-25T14:25:21", "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": 94.9003, "price_vs_vwap_pct": 1.2642, "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": 0.4237, "prev_amount_yi": 0.6204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 96.07, "high": 96.07, "low": 95.98, "close": 95.98, "amount_yi": 0.0863 }, { "time": "14:22", "open": 95.93, "high": 95.95, "low": 95.93, "close": 95.95, "amount_yi": 0.0745 }, { "time": "14:23", "open": 95.96, "high": 95.96, "low": 95.91, "close": 95.91, "amount_yi": 0.0906 }, { "time": "14:24", "open": 96.0, "high": 96.04, "low": 96.0, "close": 96.04, "amount_yi": 0.1009 }, { "time": "14:25", "open": 96.1, "high": 96.1, "low": 96.1, "close": 96.1, "amount_yi": 0.0714 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.1, "ts": "2026-06-25T14:25:18", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 96.1, "ask1": 96.11, "bid_qty1": 41, "ask_qty1": 2 }, "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": "2026-06-25T14:25:21", "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": 53.2711, "price_vs_vwap_pct": 0.6925, "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": 0.0733, "prev_amount_yi": 0.1072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6838, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 53.8, "high": 53.8, "low": 53.77, "close": 53.77, "amount_yi": 0.0197 }, { "time": "14:22", "open": 53.76, "high": 53.77, "low": 53.76, "close": 53.77, "amount_yi": 0.0134 }, { "time": "14:23", "open": 53.72, "high": 53.72, "low": 53.63, "close": 53.63, "amount_yi": 0.0258 }, { "time": "14:24", "open": 53.62, "high": 53.65, "low": 53.62, "close": 53.65, "amount_yi": 0.0077 }, { "time": "14:25", "open": 53.64, "high": 53.64, "low": 53.64, "close": 53.64, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.64, "ts": "2026-06-25T14:25:17", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.64, "ask1": 53.65, "bid_qty1": 6, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002460:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002460:BREAK_PREV_HIGH", "symbol": "SZSE.002460", "name": "赣锋锂业", "side": "BUY", "priority": "W28", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 72.3, "exec_low": 72.3, "exec_high": 73.38, "invalid_price": 70.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 69.5755, "price_vs_vwap_pct": -2.1063, "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": 0.4107, "prev_amount_yi": 0.7511, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5468, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 68.16, "high": 68.16, "low": 68.15, "close": 68.15, "amount_yi": 0.0762 }, { "time": "14:22", "open": 68.13, "high": 68.15, "low": 68.13, "close": 68.15, "amount_yi": 0.0823 }, { "time": "14:23", "open": 68.12, "high": 68.14, "low": 68.12, "close": 68.14, "amount_yi": 0.0669 }, { "time": "14:24", "open": 68.13, "high": 68.13, "low": 68.13, "close": 68.13, "amount_yi": 0.0683 }, { "time": "14:25", "open": 68.11, "high": 68.11, "low": 68.11, "close": 68.11, "amount_yi": 0.117 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.11, "ts": "2026-06-25T14:25:18", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.04, "bid1": 68.11, "ask1": 68.12, "bid_qty1": 2, "ask_qty1": 48 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.02, "max_chase_pct": 1.5, "base_exec_high": 51.26, "dynamic_exec_high": null, "entry_zone_low": 49.74, "entry_zone_high": 51.26, "entry_risk_pct": null, "intraday_vwap": 50.3519, "price_vs_vwap_pct": -0.0832, "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": 0.6372, "prev_amount_yi": 1.2124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5256, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 50.35, "high": 50.45, "low": 50.35, "close": 50.45, "amount_yi": 0.1028 }, { "time": "14:22", "open": 50.32, "high": 50.32, "low": 50.24, "close": 50.24, "amount_yi": 0.204 }, { "time": "14:23", "open": 50.22, "high": 50.28, "low": 50.22, "close": 50.28, "amount_yi": 0.1116 }, { "time": "14:24", "open": 50.34, "high": 50.34, "low": 50.34, "close": 50.34, "amount_yi": 0.1319 }, { "time": "14:25", "open": 50.31, "high": 50.31, "low": 50.31, "close": 50.31, "amount_yi": 0.0869 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.31, "ts": "2026-06-25T14:25:18", "prev_close": 49.63, "open": 50.65, "high": 52.0, "low": 48.65, "bid1": 50.31, "ask1": 50.32, "bid_qty1": 5, "ask_qty1": 21 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "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": "2026-06-25T14:25:21", "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": 18.953, "price_vs_vwap_pct": -0.0686, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0683, "prev_amount_yi": 0.0997, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6851, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 18.93, "high": 18.93, "low": 18.93, "close": 18.93, "amount_yi": 0.0108 }, { "time": "14:22", "open": 18.95, "high": 18.95, "low": 18.94, "close": 18.94, "amount_yi": 0.0271 }, { "time": "14:23", "open": 18.93, "high": 18.94, "low": 18.93, "close": 18.94, "amount_yi": 0.006 }, { "time": "14:24", "open": 18.94, "high": 18.94, "low": 18.94, "close": 18.94, "amount_yi": 0.013 }, { "time": "14:25", "open": 18.94, "high": 18.94, "low": 18.94, "close": 18.94, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.94, "ask1": 18.95, "bid_qty1": 1, "ask_qty1": 231 }, "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": "2026-06-25T14:25:21", "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": 39.6589, "price_vs_vwap_pct": 1.2131, "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": 0.2793, "prev_amount_yi": 0.8204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3404, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 40.23, "high": 40.23, "low": 40.2, "close": 40.2, "amount_yi": 0.0471 }, { "time": "14:22", "open": 40.19, "high": 40.19, "low": 40.13, "close": 40.13, "amount_yi": 0.0748 }, { "time": "14:23", "open": 40.15, "high": 40.15, "low": 40.14, "close": 40.14, "amount_yi": 0.0574 }, { "time": "14:24", "open": 40.14, "high": 40.14, "low": 40.13, "close": 40.13, "amount_yi": 0.0391 }, { "time": "14:25", "open": 40.14, "high": 40.14, "low": 40.14, "close": 40.14, "amount_yi": 0.0609 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 40.14, "ask1": 40.15, "bid_qty1": 71, "ask_qty1": 81 }, "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": "2026-06-25T14:25:21", "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": 16.6343, "price_vs_vwap_pct": 0.5753, "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": 0.0472, "prev_amount_yi": 0.0765, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 16.72, "high": 16.72, "low": 16.7, "close": 16.7, "amount_yi": 0.0048 }, { "time": "14:22", "open": 16.71, "high": 16.71, "low": 16.71, "close": 16.71, "amount_yi": 0.0181 }, { "time": "14:23", "open": 16.73, "high": 16.73, "low": 16.73, "close": 16.73, "amount_yi": 0.0076 }, { "time": "14:24", "open": 16.72, "high": 16.73, "low": 16.72, "close": 16.73, "amount_yi": 0.0076 }, { "time": "14:25", "open": 16.73, "high": 16.73, "low": 16.73, "close": 16.73, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.73, "ts": "2026-06-25T14:25:18", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.73, "ask1": 16.74, "bid_qty1": 204, "ask_qty1": 60 }, "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": "2026-06-25T14:25:21", "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": 23.9183, "price_vs_vwap_pct": -0.9127, "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": 0.1176, "prev_amount_yi": 0.1814, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 23.7, "high": 23.7, "low": 23.67, "close": 23.67, "amount_yi": 0.0251 }, { "time": "14:22", "open": 23.67, "high": 23.67, "low": 23.67, "close": 23.67, "amount_yi": 0.0257 }, { "time": "14:23", "open": 23.69, "high": 23.7, "low": 23.69, "close": 23.7, "amount_yi": 0.0232 }, { "time": "14:24", "open": 23.7, "high": 23.7, "low": 23.7, "close": 23.7, "amount_yi": 0.03 }, { "time": "14:25", "open": 23.7, "high": 23.7, "low": 23.7, "close": 23.7, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.7, "ts": "2026-06-25T14:25:18", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.69, "ask1": 23.7, "bid_qty1": 58, "ask_qty1": 161 }, "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": "2026-06-25T14:25:21", "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": 151.8201, "price_vs_vwap_pct": 0.5466, "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": 1.1765, "prev_amount_yi": 1.1252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 153.0, "high": 153.0, "low": 152.77, "close": 152.77, "amount_yi": 0.2956 }, { "time": "14:22", "open": 152.75, "high": 152.99, "low": 152.75, "close": 152.99, "amount_yi": 0.173 }, { "time": "14:23", "open": 152.92, "high": 152.96, "low": 152.92, "close": 152.96, "amount_yi": 0.2161 }, { "time": "14:24", "open": 152.74, "high": 152.74, "low": 152.68, "close": 152.68, "amount_yi": 0.3333 }, { "time": "14:25", "open": 152.65, "high": 152.65, "low": 152.65, "close": 152.65, "amount_yi": 0.1585 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.65, "ts": "2026-06-25T14:25:18", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 152.65, "ask1": 152.71, "bid_qty1": 3, "ask_qty1": 9 }, "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": "2026-06-25T14:25:21", "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": 30.0207, "price_vs_vwap_pct": 0.3974, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0618, "prev_amount_yi": 0.0559, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1055, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 30.19, "high": 30.19, "low": 30.19, "close": 30.19, "amount_yi": 0.021 }, { "time": "14:22", "open": 30.15, "high": 30.15, "low": 30.14, "close": 30.14, "amount_yi": 0.0179 }, { "time": "14:23", "open": 30.14, "high": 30.15, "low": 30.14, "close": 30.15, "amount_yi": 0.0116 }, { "time": "14:24", "open": 30.15, "high": 30.15, "low": 30.15, "close": 30.15, "amount_yi": 0.0054 }, { "time": "14:25", "open": 30.14, "high": 30.14, "low": 30.14, "close": 30.14, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.14, "ts": "2026-06-25T14:25:18", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 30.14, "ask1": 30.15, "bid_qty1": 37, "ask_qty1": 40 }, "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": "2026-06-25T14:25:21", "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": 82.1681, "price_vs_vwap_pct": 2.2538, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0324, "prev_amount_yi": 0.0436, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7431, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0022 }, { "time": "14:22", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0114 }, { "time": "14:23", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0037 }, { "time": "14:24", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0024 }, { "time": "14:25", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 15592, "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": "2026-06-25T14:25:21", "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": 32.8956, "price_vs_vwap_pct": -0.321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0685, "prev_amount_yi": 0.1048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6536, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 32.8, "high": 32.8, "low": 32.8, "close": 32.8, "amount_yi": 0.0149 }, { "time": "14:22", "open": 32.76, "high": 32.76, "low": 32.75, "close": 32.75, "amount_yi": 0.016 }, { "time": "14:23", "open": 32.78, "high": 32.78, "low": 32.77, "close": 32.77, "amount_yi": 0.0139 }, { "time": "14:24", "open": 32.76, "high": 32.78, "low": 32.76, "close": 32.78, "amount_yi": 0.0156 }, { "time": "14:25", "open": 32.79, "high": 32.79, "low": 32.79, "close": 32.79, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.79, "ts": "2026-06-25T14:25:18", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.52, "bid1": 32.78, "ask1": 32.79, "bid_qty1": 3, "ask_qty1": 34 }, "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": "2026-06-25T14:25:21", "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": 192.47, "max_chase_pct": 1.5, "base_exec_high": 189.66, "dynamic_exec_high": null, "entry_zone_low": 184.06, "entry_zone_high": 189.66, "entry_risk_pct": 3.9277, "intraday_vwap": 186.2613, "price_vs_vwap_pct": 1.2824, "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": 0.2192, "prev_amount_yi": 0.3689, "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": "14:21", "open": 188.75, "high": 188.75, "low": 188.58, "close": 188.58, "amount_yi": 0.0334 }, { "time": "14:22", "open": 188.54, "high": 188.55, "low": 188.54, "close": 188.55, "amount_yi": 0.0481 }, { "time": "14:23", "open": 188.59, "high": 188.72, "low": 188.59, "close": 188.72, "amount_yi": 0.0439 }, { "time": "14:24", "open": 188.77, "high": 188.77, "low": 188.62, "close": 188.62, "amount_yi": 0.0753 }, { "time": "14:25", "open": 188.65, "high": 188.65, "low": 188.65, "close": 188.65, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "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": 188.65, "ts": "2026-06-25T14:25:20", "prev_close": 185.39, "open": 186.8, "high": 189.98, "low": 182.36, "bid1": 188.65, "ask1": 188.66, "bid_qty1": 3, "ask_qty1": 10 }, "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": "2026-06-25T14:25:21", "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": 36.95, "price_vs_vwap_pct": -2.9229, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3414, "prev_amount_yi": 0.3201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 35.89, "high": 35.89, "low": 35.89, "close": 35.89, "amount_yi": 0.0408 }, { "time": "14:22", "open": 35.9, "high": 35.9, "low": 35.87, "close": 35.87, "amount_yi": 0.0293 }, { "time": "14:23", "open": 35.84, "high": 35.84, "low": 35.84, "close": 35.84, "amount_yi": 0.0384 }, { "time": "14:24", "open": 35.85, "high": 35.87, "low": 35.85, "close": 35.87, "amount_yi": 0.2199 }, { "time": "14:25", "open": 35.87, "high": 35.87, "low": 35.87, "close": 35.87, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.87, "ts": "2026-06-25T14:25:18", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 35.73, "bid1": 35.87, "ask1": 35.88, "bid_qty1": 51, "ask_qty1": 1049 }, "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": "2026-06-25T14:25:21", "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": 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": 4.2766, "intraday_vwap": 54.6816, "price_vs_vwap_pct": 2.6305, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1109, "prev_amount_yi": 0.4252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6127, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 55.31, "high": 55.33, "low": 55.31, "close": 55.33, "amount_yi": 0.0813 }, { "time": "14:22", "open": 55.48, "high": 55.65, "low": 55.48, "close": 55.65, "amount_yi": 0.3051 }, { "time": "14:23", "open": 55.6, "high": 55.63, "low": 55.6, "close": 55.63, "amount_yi": 0.1357 }, { "time": "14:24", "open": 56.2, "high": 56.2, "low": 56.0, "close": 56.0, "amount_yi": 0.4993 }, { "time": "14:25", "open": 56.12, "high": 56.12, "low": 56.12, "close": 56.12, "amount_yi": 0.0895 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "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": 56.12, "ts": "2026-06-25T14:25:18", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 56.11, "ask1": 56.12, "bid_qty1": 74, "ask_qty1": 3 }, "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": "2026-06-25T14:25:21", "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": 10.0947, "price_vs_vwap_pct": 2.529, "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": 0.1876, "prev_amount_yi": 0.4111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4563, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 10.37, "high": 10.37, "low": 10.37, "close": 10.37, "amount_yi": 0.045 }, { "time": "14:22", "open": 10.38, "high": 10.38, "low": 10.37, "close": 10.37, "amount_yi": 0.0312 }, { "time": "14:23", "open": 10.36, "high": 10.37, "low": 10.36, "close": 10.37, "amount_yi": 0.0313 }, { "time": "14:24", "open": 10.36, "high": 10.36, "low": 10.36, "close": 10.36, "amount_yi": 0.0643 }, { "time": "14:25", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.35, "ts": "2026-06-25T14:25:18", "prev_close": 9.95, "open": 9.91, "high": 10.49, "low": 9.76, "bid1": 10.34, "ask1": 10.35, "bid_qty1": 943, "ask_qty1": 490 }, "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": "2026-06-25T14:25:21", "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": 99.7209, "price_vs_vwap_pct": 1.6637, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2403, "prev_amount_yi": 0.1808, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 101.47, "high": 101.47, "low": 101.45, "close": 101.45, "amount_yi": 0.0238 }, { "time": "14:22", "open": 101.37, "high": 101.37, "low": 101.34, "close": 101.34, "amount_yi": 0.0497 }, { "time": "14:23", "open": 101.33, "high": 101.33, "low": 101.31, "close": 101.31, "amount_yi": 0.0263 }, { "time": "14:24", "open": 101.33, "high": 101.33, "low": 101.3, "close": 101.3, "amount_yi": 0.0286 }, { "time": "14:25", "open": 101.38, "high": 101.38, "low": 101.38, "close": 101.38, "amount_yi": 0.1119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.38, "ts": "2026-06-25T14:25:18", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 101.23, "ask1": 101.38, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600641:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600641:BREAK_PREV_HIGH", "symbol": "SHSE.600641", "name": "先导基电", "side": "BUY", "priority": "W43", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.45, "exec_low": 38.45, "exec_high": 39.03, "invalid_price": 37.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 37.6221, "price_vs_vwap_pct": -1.3346, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2313, "prev_amount_yi": 0.1573, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 37.2, "high": 37.2, "low": 37.17, "close": 37.17, "amount_yi": 0.0898 }, { "time": "14:22", "open": 37.17, "high": 37.17, "low": 37.14, "close": 37.14, "amount_yi": 0.0342 }, { "time": "14:23", "open": 37.14, "high": 37.15, "low": 37.14, "close": 37.15, "amount_yi": 0.0459 }, { "time": "14:24", "open": 37.18, "high": 37.19, "low": 37.18, "close": 37.19, "amount_yi": 0.0206 }, { "time": "14:25", "open": 37.12, "high": 37.12, "low": 37.12, "close": 37.12, "amount_yi": 0.0408 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.12, "ts": "2026-06-25T14:25:17", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 37.12, "ask1": 37.13, "bid_qty1": 30, "ask_qty1": 21 }, "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": "2026-06-25T14:25:21", "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": 3.3981, "intraday_vwap": 116.2075, "price_vs_vwap_pct": 1.0176, "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": 0.7749, "prev_amount_yi": 0.8354, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 117.0, "high": 117.0, "low": 116.92, "close": 116.92, "amount_yi": 0.1747 }, { "time": "14:22", "open": 116.97, "high": 116.97, "low": 116.97, "close": 116.97, "amount_yi": 0.1068 }, { "time": "14:23", "open": 117.01, "high": 117.15, "low": 117.01, "close": 117.15, "amount_yi": 0.1405 }, { "time": "14:24", "open": 117.19, "high": 117.35, "low": 117.19, "close": 117.35, "amount_yi": 0.2922 }, { "time": "14:25", "open": 117.39, "high": 117.39, "low": 117.39, "close": 117.39, "amount_yi": 0.0607 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.39, "ts": "2026-06-25T14:25:19", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.39, "ask1": 117.42, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T14:25:21", "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": 74.1005, "price_vs_vwap_pct": -3.1316, "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": 0.0909, "prev_amount_yi": 0.1664, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 71.97, "high": 71.97, "low": 71.82, "close": 71.82, "amount_yi": 0.036 }, { "time": "14:22", "open": 71.81, "high": 71.88, "low": 71.81, "close": 71.88, "amount_yi": 0.0116 }, { "time": "14:23", "open": 71.88, "high": 71.93, "low": 71.88, "close": 71.93, "amount_yi": 0.011 }, { "time": "14:24", "open": 71.86, "high": 71.86, "low": 71.86, "close": 71.86, "amount_yi": 0.021 }, { "time": "14:25", "open": 71.78, "high": 71.78, "low": 71.78, "close": 71.78, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.78, "ts": "2026-06-25T14:25:20", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.27, "bid1": 71.78, "ask1": 71.79, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.003031:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.003031:BREAK_PREV_HIGH", "symbol": "SZSE.003031", "name": "中瓷电子", "side": "BUY", "priority": "W46", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 194.9, "exec_low": 194.9, "exec_high": 197.82, "invalid_price": 189.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 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": 3.1407, "intraday_vwap": 192.446, "price_vs_vwap_pct": 1.4051, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3828, "prev_amount_yi": 0.3325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 195.02, "high": 195.39, "low": 195.02, "close": 195.39, "amount_yi": 0.0915 }, { "time": "14:22", "open": 195.38, "high": 195.38, "low": 195.0, "close": 195.0, "amount_yi": 0.0911 }, { "time": "14:23", "open": 195.27, "high": 195.3, "low": 195.27, "close": 195.3, "amount_yi": 0.0621 }, { "time": "14:24", "open": 195.24, "high": 195.24, "low": 195.2, "close": 195.2, "amount_yi": 0.0789 }, { "time": "14:25", "open": 195.15, "high": 195.15, "low": 195.15, "close": 195.15, "amount_yi": 0.0592 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "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": 195.15, "ts": "2026-06-25T14:25:18", "prev_close": 194.0, "open": 193.51, "high": 198.0, "low": 188.01, "bid1": 195.11, "ask1": 195.18, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:25:21", "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": 19.1413, "price_vs_vwap_pct": 1.5605, "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": 0.1381, "prev_amount_yi": 0.2924, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 19.6, "high": 19.62, "low": 19.6, "close": 19.62, "amount_yi": 0.042 }, { "time": "14:22", "open": 19.62, "high": 19.62, "low": 19.52, "close": 19.52, "amount_yi": 0.036 }, { "time": "14:23", "open": 19.54, "high": 19.55, "low": 19.54, "close": 19.55, "amount_yi": 0.008 }, { "time": "14:24", "open": 19.47, "high": 19.47, "low": 19.41, "close": 19.41, "amount_yi": 0.0407 }, { "time": "14:25", "open": 19.44, "high": 19.44, "low": 19.44, "close": 19.44, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.44, "ts": "2026-06-25T14:25:18", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 19.42, "ask1": 19.44, "bid_qty1": 264, "ask_qty1": 11 }, "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": "2026-06-25T14:25:21", "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": 12.7493, "price_vs_vwap_pct": -2.0338, "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": 0.0609, "prev_amount_yi": 0.0735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 12.45, "high": 12.45, "low": 12.45, "close": 12.45, "amount_yi": 0.0142 }, { "time": "14:22", "open": 12.46, "high": 12.46, "low": 12.46, "close": 12.46, "amount_yi": 0.0126 }, { "time": "14:23", "open": 12.48, "high": 12.49, "low": 12.48, "close": 12.49, "amount_yi": 0.0108 }, { "time": "14:24", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0154 }, { "time": "14:25", "open": 12.49, "high": 12.49, "low": 12.49, "close": 12.49, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.49, "ts": "2026-06-25T14:25:18", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.39, "bid1": 12.48, "ask1": 12.49, "bid_qty1": 375, "ask_qty1": 3 }, "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": "2026-06-25T14:25:21", "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": 34.7109, "price_vs_vwap_pct": -1.2126, "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": 0.4429, "prev_amount_yi": 0.6389, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6932, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 34.26, "high": 34.26, "low": 34.24, "close": 34.24, "amount_yi": 0.0862 }, { "time": "14:22", "open": 34.31, "high": 34.31, "low": 34.29, "close": 34.29, "amount_yi": 0.1367 }, { "time": "14:23", "open": 34.3, "high": 34.3, "low": 34.29, "close": 34.29, "amount_yi": 0.0745 }, { "time": "14:24", "open": 34.29, "high": 34.29, "low": 34.28, "close": 34.28, "amount_yi": 0.0892 }, { "time": "14:25", "open": 34.29, "high": 34.29, "low": 34.29, "close": 34.29, "amount_yi": 0.0563 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.29, "ask1": 34.3, "bid_qty1": 51, "ask_qty1": 147 }, "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": "2026-06-25T14:25:21", "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": 62.0246, "price_vs_vwap_pct": -2.4419, "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": 0.0872, "prev_amount_yi": 0.1706, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 60.48, "high": 60.48, "low": 60.45, "close": 60.45, "amount_yi": 0.0137 }, { "time": "14:22", "open": 60.45, "high": 60.45, "low": 60.42, "close": 60.42, "amount_yi": 0.023 }, { "time": "14:23", "open": 60.52, "high": 60.52, "low": 60.51, "close": 60.51, "amount_yi": 0.0203 }, { "time": "14:24", "open": 60.5, "high": 60.52, "low": 60.5, "close": 60.52, "amount_yi": 0.0147 }, { "time": "14:25", "open": 60.51, "high": 60.51, "low": 60.51, "close": 60.51, "amount_yi": 0.0155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.51, "ts": "2026-06-25T14:25:18", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.36, "bid1": 60.48, "ask1": 60.51, "bid_qty1": 22, "ask_qty1": 20 }, "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": "2026-06-25T14:25:21", "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": 23.0003, "price_vs_vwap_pct": 3.0856, "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": 0.1067, "prev_amount_yi": 0.104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.026, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 23.75, "high": 23.75, "low": 23.75, "close": 23.75, "amount_yi": 0.0242 }, { "time": "14:22", "open": 23.75, "high": 23.75, "low": 23.73, "close": 23.73, "amount_yi": 0.0229 }, { "time": "14:23", "open": 23.73, "high": 23.74, "low": 23.73, "close": 23.74, "amount_yi": 0.0254 }, { "time": "14:24", "open": 23.71, "high": 23.71, "low": 23.7, "close": 23.7, "amount_yi": 0.0196 }, { "time": "14:25", "open": 23.71, "high": 23.71, "low": 23.71, "close": 23.71, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.71, "ts": "2026-06-25T14:25:18", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 23.7, "ask1": 23.71, "bid_qty1": 382, "ask_qty1": 167 }, "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": "2026-06-25T14:25:21", "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": 28.8677, "price_vs_vwap_pct": -1.8626, "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": 0.046, "prev_amount_yi": 0.0871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 28.3, "high": 28.3, "low": 28.3, "close": 28.3, "amount_yi": 0.0054 }, { "time": "14:22", "open": 28.32, "high": 28.32, "low": 28.31, "close": 28.31, "amount_yi": 0.01 }, { "time": "14:23", "open": 28.32, "high": 28.36, "low": 28.32, "close": 28.36, "amount_yi": 0.0218 }, { "time": "14:24", "open": 28.34, "high": 28.36, "low": 28.34, "close": 28.36, "amount_yi": 0.0062 }, { "time": "14:25", "open": 28.33, "high": 28.33, "low": 28.33, "close": 28.33, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.33, "ts": "2026-06-25T14:25:18", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.18, "bid1": 28.33, "ask1": 28.34, "bid_qty1": 1, "ask_qty1": 20 }, "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": "2026-06-25T14:25:21", "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": 112.4241, "price_vs_vwap_pct": 1.0371, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2085, "prev_amount_yi": 0.3519, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 113.78, "high": 113.78, "low": 113.6, "close": 113.6, "amount_yi": 0.0652 }, { "time": "14:22", "open": 113.65, "high": 113.65, "low": 113.5, "close": 113.5, "amount_yi": 0.0538 }, { "time": "14:23", "open": 113.48, "high": 113.57, "low": 113.48, "close": 113.57, "amount_yi": 0.0441 }, { "time": "14:24", "open": 113.55, "high": 113.6, "low": 113.55, "close": 113.6, "amount_yi": 0.0228 }, { "time": "14:25", "open": 113.59, "high": 113.59, "low": 113.59, "close": 113.59, "amount_yi": 0.0226 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 204444.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.59, "ts": "2026-06-25T14:25:18", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 113.58, "ask1": 113.59, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:25:21", "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": 91.4942, "price_vs_vwap_pct": -0.7587, "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": 0.0445, "prev_amount_yi": 0.0674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6602, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 90.97, "high": 90.97, "low": 90.88, "close": 90.88, "amount_yi": 0.0031 }, { "time": "14:22", "open": 90.95, "high": 90.95, "low": 90.85, "close": 90.85, "amount_yi": 0.0181 }, { "time": "14:23", "open": 90.87, "high": 90.87, "low": 90.86, "close": 90.86, "amount_yi": 0.0085 }, { "time": "14:24", "open": 90.94, "high": 90.94, "low": 90.89, "close": 90.89, "amount_yi": 0.0079 }, { "time": "14:25", "open": 90.8, "high": 90.8, "low": 90.8, "close": 90.8, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.8, "ts": "2026-06-25T14:25:18", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.81, "ask1": 90.82, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-25T14:25:21", "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": 74.8642, "price_vs_vwap_pct": -0.1926, "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": 0.5476, "prev_amount_yi": 0.9181, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5964, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 74.73, "high": 74.73, "low": 74.67, "close": 74.67, "amount_yi": 0.1815 }, { "time": "14:22", "open": 74.66, "high": 74.74, "low": 74.66, "close": 74.74, "amount_yi": 0.0762 }, { "time": "14:23", "open": 74.77, "high": 74.77, "low": 74.7, "close": 74.7, "amount_yi": 0.1291 }, { "time": "14:24", "open": 74.72, "high": 74.72, "low": 74.72, "close": 74.72, "amount_yi": 0.1057 }, { "time": "14:25", "open": 74.72, "high": 74.72, "low": 74.72, "close": 74.72, "amount_yi": 0.0551 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.72, "ts": "2026-06-25T14:25:18", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.72, "ask1": 74.75, "bid_qty1": 4, "ask_qty1": 103 }, "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": "2026-06-25T14:25:21", "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": 53.4933, "price_vs_vwap_pct": 1.8445, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4542, "prev_amount_yi": 0.1458, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 53.93, "high": 53.93, "low": 53.91, "close": 53.91, "amount_yi": 0.0169 }, { "time": "14:22", "open": 53.95, "high": 53.98, "low": 53.95, "close": 53.98, "amount_yi": 0.0608 }, { "time": "14:23", "open": 54.06, "high": 54.14, "low": 54.06, "close": 54.14, "amount_yi": 0.0865 }, { "time": "14:24", "open": 54.49, "high": 54.55, "low": 54.49, "close": 54.55, "amount_yi": 0.2542 }, { "time": "14:25", "open": 54.48, "high": 54.48, "low": 54.48, "close": 54.48, "amount_yi": 0.0358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.48, "ts": "2026-06-25T14:25:18", "prev_close": 54.74, "open": 55.0, "high": 55.0, "low": 51.77, "bid1": 54.48, "ask1": 54.49, "bid_qty1": 8, "ask_qty1": 36 }, "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": "2026-06-25T14:25:21", "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": 21.1557, "price_vs_vwap_pct": -0.6887, "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": 0.2207, "prev_amount_yi": 0.3009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 20.97, "high": 20.97, "low": 20.96, "close": 20.96, "amount_yi": 0.0323 }, { "time": "14:22", "open": 20.98, "high": 20.98, "low": 20.96, "close": 20.96, "amount_yi": 0.0748 }, { "time": "14:23", "open": 20.96, "high": 21.0, "low": 20.96, "close": 21.0, "amount_yi": 0.0422 }, { "time": "14:24", "open": 21.0, "high": 21.0, "low": 20.99, "close": 20.99, "amount_yi": 0.0538 }, { "time": "14:25", "open": 21.01, "high": 21.01, "low": 21.01, "close": 21.01, "amount_yi": 0.0176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.01, "ts": "2026-06-25T14:25:18", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.0, "ask1": 21.01, "bid_qty1": 148, "ask_qty1": 90 }, "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": "2026-06-25T14:25:21", "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": 84.3952, "price_vs_vwap_pct": -1.3925, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5241, "prev_amount_yi": 0.4354, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2037, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 83.35, "high": 83.35, "low": 83.22, "close": 83.22, "amount_yi": 0.1684 }, { "time": "14:22", "open": 83.27, "high": 83.27, "low": 83.23, "close": 83.23, "amount_yi": 0.1997 }, { "time": "14:23", "open": 83.2, "high": 83.21, "low": 83.2, "close": 83.21, "amount_yi": 0.0592 }, { "time": "14:24", "open": 83.21, "high": 83.21, "low": 83.2, "close": 83.2, "amount_yi": 0.0629 }, { "time": "14:25", "open": 83.22, "high": 83.22, "low": 83.22, "close": 83.22, "amount_yi": 0.0339 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.22, "ts": "2026-06-25T14:25:18", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.2, "ask1": 83.22, "bid_qty1": 15, "ask_qty1": 2 }, "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": "2026-06-25T14:25:21", "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": 102.899, "price_vs_vwap_pct": -2.0107, "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": 0.1912, "prev_amount_yi": 0.2638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7248, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 101.32, "high": 101.35, "low": 101.32, "close": 101.35, "amount_yi": 0.0231 }, { "time": "14:22", "open": 101.2, "high": 101.2, "low": 101.19, "close": 101.19, "amount_yi": 0.0508 }, { "time": "14:23", "open": 101.09, "high": 101.09, "low": 101.08, "close": 101.08, "amount_yi": 0.0453 }, { "time": "14:24", "open": 100.87, "high": 100.89, "low": 100.87, "close": 100.89, "amount_yi": 0.038 }, { "time": "14:25", "open": 100.83, "high": 100.83, "low": 100.83, "close": 100.83, "amount_yi": 0.034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.83, "ts": "2026-06-25T14:25:18", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.83, "ask1": 100.87, "bid_qty1": 3, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T14:25:21", "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": 44.9932, "price_vs_vwap_pct": 3.06, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2965, "prev_amount_yi": 0.2235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3266, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 45.9, "high": 45.9, "low": 45.9, "close": 45.9, "amount_yi": 0.0582 }, { "time": "14:22", "open": 45.89, "high": 45.93, "low": 45.89, "close": 45.93, "amount_yi": 0.0512 }, { "time": "14:23", "open": 45.91, "high": 45.94, "low": 45.91, "close": 45.94, "amount_yi": 0.0253 }, { "time": "14:24", "open": 45.95, "high": 46.33, "low": 45.95, "close": 46.33, "amount_yi": 0.1185 }, { "time": "14:25", "open": 46.37, "high": 46.37, "low": 46.37, "close": 46.37, "amount_yi": 0.0433 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.37, "ts": "2026-06-25T14:25:20", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 46.37, "ask1": 46.4, "bid_qty1": 24, "ask_qty1": 62 }, "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": "2026-06-25T14:25:21", "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": 21.9832, "price_vs_vwap_pct": 1.4866, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9487, "prev_amount_yi": 0.8849, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 22.38, "high": 22.38, "low": 22.38, "close": 22.38, "amount_yi": 0.1372 }, { "time": "14:22", "open": 22.35, "high": 22.35, "low": 22.33, "close": 22.33, "amount_yi": 0.3387 }, { "time": "14:23", "open": 22.33, "high": 22.33, "low": 22.33, "close": 22.33, "amount_yi": 0.142 }, { "time": "14:24", "open": 22.33, "high": 22.33, "low": 22.32, "close": 22.32, "amount_yi": 0.257 }, { "time": "14:25", "open": 22.31, "high": 22.31, "low": 22.31, "close": 22.31, "amount_yi": 0.0738 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.31, "ts": "2026-06-25T14:25:18", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.31, "ask1": 22.32, "bid_qty1": 243, "ask_qty1": 38 }, "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": "2026-06-25T14:25:21", "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": 389.0243, "price_vs_vwap_pct": 1.6158, "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": 0.5241, "prev_amount_yi": 0.679, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 396.09, "high": 396.09, "low": 395.5, "close": 395.5, "amount_yi": 0.1442 }, { "time": "14:22", "open": 395.24, "high": 395.24, "low": 395.02, "close": 395.02, "amount_yi": 0.1054 }, { "time": "14:23", "open": 394.84, "high": 395.06, "low": 394.84, "close": 395.06, "amount_yi": 0.1119 }, { "time": "14:24", "open": 395.0, "high": 395.0, "low": 394.9, "close": 394.9, "amount_yi": 0.1239 }, { "time": "14:25", "open": 395.31, "high": 395.31, "low": 395.31, "close": 395.31, "amount_yi": 0.0387 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 395.31, "ts": "2026-06-25T14:25:18", "prev_close": 406.0, "open": 394.01, "high": 397.94, "low": 378.0, "bid1": 395.18, "ask1": 395.31, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-25T14:25:21", "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": 109.5687, "price_vs_vwap_pct": -2.0158, "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": 0.0973, "prev_amount_yi": 0.0916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:21", "open": 107.3, "high": 107.3, "low": 107.18, "close": 107.18, "amount_yi": 0.0374 }, { "time": "14:22", "open": 107.23, "high": 107.23, "low": 107.21, "close": 107.21, "amount_yi": 0.0188 }, { "time": "14:23", "open": 107.35, "high": 107.37, "low": 107.35, "close": 107.37, "amount_yi": 0.021 }, { "time": "14:24", "open": 107.32, "high": 107.32, "low": 107.32, "close": 107.32, "amount_yi": 0.0143 }, { "time": "14:25", "open": 107.36, "high": 107.36, "low": 107.36, "close": 107.36, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.36, "ts": "2026-06-25T14:25:18", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 107.35, "ask1": 107.36, "bid_qty1": 2, "ask_qty1": 9 }, "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": "2026-06-25T14:25:21", "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": 12.7335, "price_vs_vwap_pct": -0.2631, "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": 0.1201, "prev_amount_yi": 0.0898, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3374, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 12.66, "high": 12.67, "low": 12.66, "close": 12.67, "amount_yi": 0.0359 }, { "time": "14:22", "open": 12.67, "high": 12.67, "low": 12.67, "close": 12.67, "amount_yi": 0.0181 }, { "time": "14:23", "open": 12.68, "high": 12.7, "low": 12.68, "close": 12.7, "amount_yi": 0.0326 }, { "time": "14:24", "open": 12.69, "high": 12.7, "low": 12.69, "close": 12.7, "amount_yi": 0.02 }, { "time": "14:25", "open": 12.7, "high": 12.7, "low": 12.7, "close": 12.7, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.7, "ts": "2026-06-25T14:25:18", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.69, "ask1": 12.7, "bid_qty1": 362, "ask_qty1": 31 }, "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": "2026-06-25T14:25:21", "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": 85.5013, "price_vs_vwap_pct": 2.3376, "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": 0.4307, "prev_amount_yi": 0.7542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5711, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 87.8, "high": 87.8, "low": 87.79, "close": 87.79, "amount_yi": 0.099 }, { "time": "14:22", "open": 87.75, "high": 87.75, "low": 87.68, "close": 87.68, "amount_yi": 0.1072 }, { "time": "14:23", "open": 87.67, "high": 87.67, "low": 87.65, "close": 87.65, "amount_yi": 0.1007 }, { "time": "14:24", "open": 87.59, "high": 87.59, "low": 87.53, "close": 87.53, "amount_yi": 0.088 }, { "time": "14:25", "open": 87.5, "high": 87.5, "low": 87.5, "close": 87.5, "amount_yi": 0.0358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.5, "ts": "2026-06-25T14:25:18", "prev_close": 83.64, "open": 84.0, "high": 88.89, "low": 82.87, "bid1": 87.49, "ask1": 87.5, "bid_qty1": 9, "ask_qty1": 25 }, "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": "2026-06-25T14:25:21", "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": 870.186, "price_vs_vwap_pct": 2.3919, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3368, "prev_amount_yi": 0.1621, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0777, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0321 }, { "time": "14:22", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1096 }, { "time": "14:23", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.114 }, { "time": "14:24", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0499 }, { "time": "14:25", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 810.0, "open": 830.0, "high": 891.0, "low": 829.19, "bid1": 891.0, "ask1": 0.0, "bid_qty1": 6860, "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": "2026-06-25T14:25:21", "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": 261.4249, "price_vs_vwap_pct": 0.0134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1951, "prev_amount_yi": 0.1515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2878, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 261.92, "high": 261.98, "low": 261.92, "close": 261.98, "amount_yi": 0.0401 }, { "time": "14:22", "open": 261.7, "high": 261.7, "low": 261.45, "close": 261.45, "amount_yi": 0.0772 }, { "time": "14:23", "open": 261.23, "high": 261.39, "low": 261.23, "close": 261.39, "amount_yi": 0.0219 }, { "time": "14:24", "open": 261.51, "high": 261.51, "low": 261.5, "close": 261.5, "amount_yi": 0.0384 }, { "time": "14:25", "open": 261.46, "high": 261.46, "low": 261.46, "close": 261.46, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.46, "ts": "2026-06-25T14:25:18", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 261.45, "ask1": 261.5, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-06-25T14:25:21", "sim_reason": "invalid_price_broken", "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": 65.577, "price_vs_vwap_pct": -1.8101, "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": 0.3688, "prev_amount_yi": 0.5415, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 64.45, "high": 64.45, "low": 64.4, "close": 64.4, "amount_yi": 0.0915 }, { "time": "14:22", "open": 64.35, "high": 64.4, "low": 64.35, "close": 64.4, "amount_yi": 0.0846 }, { "time": "14:23", "open": 64.41, "high": 64.42, "low": 64.41, "close": 64.42, "amount_yi": 0.0674 }, { "time": "14:24", "open": 64.42, "high": 64.44, "low": 64.42, "close": 64.44, "amount_yi": 0.0795 }, { "time": "14:25", "open": 64.39, "high": 64.39, "low": 64.39, "close": 64.39, "amount_yi": 0.0458 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.39, "ts": "2026-06-25T14:25:18", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.03, "bid1": 64.39, "ask1": 64.4, "bid_qty1": 106, "ask_qty1": 54 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH", "symbol": "SZSE.000938", "name": "紫光股份", "side": "BUY", "priority": "W69", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.66, "exec_low": 27.66, "exec_high": 28.07, "invalid_price": 26.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.49, "max_chase_pct": 1.5, "base_exec_high": 28.07, "dynamic_exec_high": null, "entry_zone_low": 27.25, "entry_zone_high": 28.07, "entry_risk_pct": null, "intraday_vwap": 27.8253, "price_vs_vwap_pct": 1.2747, "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": 0.5232, "prev_amount_yi": 0.8417, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6216, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 28.16, "high": 28.16, "low": 28.16, "close": 28.16, "amount_yi": 0.1376 }, { "time": "14:22", "open": 28.15, "high": 28.15, "low": 28.15, "close": 28.15, "amount_yi": 0.1688 }, { "time": "14:23", "open": 28.18, "high": 28.18, "low": 28.18, "close": 28.18, "amount_yi": 0.052 }, { "time": "14:24", "open": 28.18, "high": 28.18, "low": 28.18, "close": 28.18, "amount_yi": 0.0925 }, { "time": "14:25", "open": 28.18, "high": 28.18, "low": 28.18, "close": 28.18, "amount_yi": 0.0723 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.18, "ts": "2026-06-25T14:25:18", "prev_close": 27.66, "open": 27.61, "high": 28.31, "low": 27.06, "bid1": 28.17, "ask1": 28.18, "bid_qty1": 871, "ask_qty1": 672 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301338:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301338:BREAK_PREV_HIGH", "symbol": "SZSE.301338", "name": "凯格精机", "side": "BUY", "priority": "W70", "status": "NEAR_TRIGGER", "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": "2026-06-25T14:25:21", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 172.1179, "price_vs_vwap_pct": -0.0104, "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": 0.1868, "prev_amount_yi": 0.1766, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 173.29, "high": 173.29, "low": 173.04, "close": 173.04, "amount_yi": 0.0296 }, { "time": "14:22", "open": 173.03, "high": 173.03, "low": 172.8, "close": 172.8, "amount_yi": 0.0586 }, { "time": "14:23", "open": 172.66, "high": 172.66, "low": 172.59, "close": 172.59, "amount_yi": 0.0358 }, { "time": "14:24", "open": 172.15, "high": 172.16, "low": 172.15, "close": 172.16, "amount_yi": 0.0398 }, { "time": "14:25", "open": 172.1, "high": 172.1, "low": 172.1, "close": 172.1, "amount_yi": 0.023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.1, "ts": "2026-06-25T14:25:18", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 172.02, "ask1": 172.1, "bid_qty1": 12, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T14:25:21", "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": 81.5498, "price_vs_vwap_pct": 2.514, "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": 0.0078, "prev_amount_yi": 0.0069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.002 }, { "time": "14:22", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.002 }, { "time": "14:23", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0012 }, { "time": "14:24", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0019 }, { "time": "14:25", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:18", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 16980, "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": "2026-06-25T14:25:21", "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": 127.8421, "price_vs_vwap_pct": 2.7283, "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": 0.0044, "prev_amount_yi": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:20", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0018 }, { "time": "14:21", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0008 }, { "time": "14:22", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0012 }, { "time": "14:23", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0003 }, { "time": "14:24", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:25:13", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 12156, "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": "2026-06-25T14:25:21", "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": 81.1982, "price_vs_vwap_pct": -0.5397, "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": 0.1701, "prev_amount_yi": 0.2396, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 80.85, "high": 80.85, "low": 80.74, "close": 80.74, "amount_yi": 0.0393 }, { "time": "14:22", "open": 80.86, "high": 80.86, "low": 80.78, "close": 80.78, "amount_yi": 0.0317 }, { "time": "14:23", "open": 80.8, "high": 80.81, "low": 80.8, "close": 80.81, "amount_yi": 0.043 }, { "time": "14:24", "open": 80.79, "high": 80.8, "low": 80.79, "close": 80.8, "amount_yi": 0.0341 }, { "time": "14:25", "open": 80.76, "high": 80.76, "low": 80.76, "close": 80.76, "amount_yi": 0.022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.76, "ts": "2026-06-25T14:25:18", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.75, "ask1": 80.76, "bid_qty1": 5, "ask_qty1": 28 }, "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": "2026-06-25T14:25:21", "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": 241.3556, "price_vs_vwap_pct": 3.1341, "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": 0.3628, "prev_amount_yi": 0.4565, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 249.23, "high": 249.23, "low": 248.88, "close": 248.88, "amount_yi": 0.1527 }, { "time": "14:22", "open": 248.98, "high": 248.98, "low": 248.75, "close": 248.75, "amount_yi": 0.0844 }, { "time": "14:23", "open": 248.75, "high": 249.13, "low": 248.75, "close": 249.13, "amount_yi": 0.0353 }, { "time": "14:24", "open": 249.16, "high": 249.16, "low": 248.86, "close": 248.86, "amount_yi": 0.058 }, { "time": "14:25", "open": 248.92, "high": 248.92, "low": 248.92, "close": 248.92, "amount_yi": 0.0324 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 248.92, "ts": "2026-06-25T14:25:18", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 248.91, "ask1": 248.92, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301536:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301536:BREAK_PREV_HIGH", "symbol": "SZSE.301536", "name": "星宸科技", "side": "BUY", "priority": "W75", "status": "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": "2026-06-25T14:25:21", "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": 123.8023, "price_vs_vwap_pct": 2.2113, "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": 0.2648, "prev_amount_yi": 0.4221, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 127.49, "high": 127.49, "low": 127.46, "close": 127.46, "amount_yi": 0.0652 }, { "time": "14:22", "open": 127.16, "high": 127.16, "low": 126.9, "close": 126.9, "amount_yi": 0.0969 }, { "time": "14:23", "open": 126.81, "high": 126.81, "low": 126.78, "close": 126.78, "amount_yi": 0.0312 }, { "time": "14:24", "open": 126.49, "high": 126.49, "low": 126.47, "close": 126.47, "amount_yi": 0.0537 }, { "time": "14:25", "open": 126.54, "high": 126.54, "low": 126.54, "close": 126.54, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.54, "ts": "2026-06-25T14:25:18", "prev_close": 121.58, "open": 122.3, "high": 127.88, "low": 120.0, "bid1": 126.54, "ask1": 126.63, "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.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": "2026-06-25T14:25:21", "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": 38.3527, "price_vs_vwap_pct": 1.6617, "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": 0.1269, "prev_amount_yi": 0.1289, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 38.75, "high": 38.75, "low": 38.7, "close": 38.7, "amount_yi": 0.0391 }, { "time": "14:22", "open": 38.69, "high": 38.72, "low": 38.69, "close": 38.72, "amount_yi": 0.0345 }, { "time": "14:23", "open": 38.85, "high": 39.04, "low": 38.85, "close": 39.04, "amount_yi": 0.0159 }, { "time": "14:24", "open": 39.04, "high": 39.04, "low": 39.0, "close": 39.0, "amount_yi": 0.0286 }, { "time": "14:25", "open": 38.99, "high": 38.99, "low": 38.99, "close": 38.99, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.99, "ts": "2026-06-25T14:25:18", "prev_close": 38.1, "open": 38.12, "high": 39.86, "low": 37.55, "bid1": 38.99, "ask1": 39.0, "bid_qty1": 48, "ask_qty1": 92 }, "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": "2026-06-25T14:25:21", "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": 76.0897, "price_vs_vwap_pct": 0.9204, "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": 2.8742, "prev_amount_yi": 3.6784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7814, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 77.1, "high": 77.1, "low": 77.02, "close": 77.02, "amount_yi": 0.9469 }, { "time": "14:22", "open": 77.0, "high": 77.04, "low": 77.0, "close": 77.04, "amount_yi": 0.5364 }, { "time": "14:23", "open": 77.03, "high": 77.07, "low": 77.03, "close": 77.07, "amount_yi": 0.5658 }, { "time": "14:24", "open": 76.99, "high": 76.99, "low": 76.86, "close": 76.86, "amount_yi": 0.5976 }, { "time": "14:25", "open": 76.79, "high": 76.79, "low": 76.79, "close": 76.79, "amount_yi": 0.2275 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.79, "ts": "2026-06-25T14:25:20", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.79, "ask1": 76.8, "bid_qty1": 11, "ask_qty1": 68 }, "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": "2026-06-25T14:25:21", "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": 111.4522, "price_vs_vwap_pct": 5.7673, "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": 0.1808, "prev_amount_yi": 0.2664, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 118.05, "high": 118.05, "low": 117.82, "close": 117.82, "amount_yi": 0.0189 }, { "time": "14:22", "open": 117.8, "high": 117.87, "low": 117.8, "close": 117.87, "amount_yi": 0.0412 }, { "time": "14:23", "open": 118.0, "high": 118.0, "low": 117.95, "close": 117.95, "amount_yi": 0.0547 }, { "time": "14:24", "open": 117.97, "high": 117.97, "low": 117.96, "close": 117.96, "amount_yi": 0.0421 }, { "time": "14:25", "open": 117.88, "high": 117.88, "low": 117.88, "close": 117.88, "amount_yi": 0.0239 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.88, "ts": "2026-06-25T14:25:18", "prev_close": 100.09, "open": 102.0, "high": 119.93, "low": 100.0, "bid1": 117.88, "ask1": 117.91, "bid_qty1": 11, "ask_qty1": 38 }, "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": "2026-06-25T14:25:21", "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": 281.0243, "price_vs_vwap_pct": 0.0661, "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": 0.0581, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 282.01, "high": 282.01, "low": 281.88, "close": 281.88, "amount_yi": 0.0125 }, { "time": "14:22", "open": 281.93, "high": 281.93, "low": 281.89, "close": 281.89, "amount_yi": 0.0145 }, { "time": "14:23", "open": 281.88, "high": 281.88, "low": 281.5, "close": 281.5, "amount_yi": 0.0206 }, { "time": "14:24", "open": 281.5, "high": 281.5, "low": 281.24, "close": 281.24, "amount_yi": 0.0058 }, { "time": "14:25", "open": 281.21, "high": 281.21, "low": 281.21, "close": 281.21, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 281.21, "ts": "2026-06-25T14:25:18", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 281.21, "ask1": 281.23, "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.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": "2026-06-25T14:25:21", "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": 323.4514, "price_vs_vwap_pct": 2.714, "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": 0.4551, "prev_amount_yi": 1.2721, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 333.85, "high": 333.85, "low": 332.85, "close": 332.85, "amount_yi": 0.1064 }, { "time": "14:22", "open": 332.85, "high": 332.86, "low": 332.85, "close": 332.86, "amount_yi": 0.0705 }, { "time": "14:23", "open": 332.85, "high": 332.85, "low": 332.5, "close": 332.5, "amount_yi": 0.0955 }, { "time": "14:24", "open": 332.0, "high": 332.0, "low": 331.95, "close": 331.95, "amount_yi": 0.0801 }, { "time": "14:25", "open": 332.23, "high": 332.23, "low": 332.23, "close": 332.23, "amount_yi": 0.1026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 332.23, "ts": "2026-06-25T14:25:18", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 332.03, "ask1": 332.23, "bid_qty1": 11, "ask_qty1": 11 }, "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": "2026-06-25T14:25:21", "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": 70.7811, "price_vs_vwap_pct": 1.4395, "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": 0.1663, "prev_amount_yi": 0.2216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 72.02, "high": 72.02, "low": 72.0, "close": 72.0, "amount_yi": 0.0289 }, { "time": "14:22", "open": 71.93, "high": 71.97, "low": 71.93, "close": 71.97, "amount_yi": 0.0404 }, { "time": "14:23", "open": 72.04, "high": 72.04, "low": 72.0, "close": 72.0, "amount_yi": 0.035 }, { "time": "14:24", "open": 71.9, "high": 71.9, "low": 71.86, "close": 71.86, "amount_yi": 0.0486 }, { "time": "14:25", "open": 71.8, "high": 71.8, "low": 71.8, "close": 71.8, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.8, "ts": "2026-06-25T14:25:18", "prev_close": 68.82, "open": 68.88, "high": 73.23, "low": 68.13, "bid1": 71.8, "ask1": 71.86, "bid_qty1": 16, "ask_qty1": 20 }, "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": "CANCELLED", "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": "2026-06-25T14:25:21", "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": 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": 115.6837, "price_vs_vwap_pct": -2.4063, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3599, "prev_amount_yi": 0.6763, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 114.47, "high": 114.47, "low": 114.39, "close": 114.39, "amount_yi": 0.1045 }, { "time": "14:22", "open": 114.22, "high": 114.22, "low": 113.78, "close": 113.78, "amount_yi": 0.2972 }, { "time": "14:23", "open": 113.3, "high": 113.3, "low": 112.96, "close": 112.96, "amount_yi": 0.421 }, { "time": "14:24", "open": 112.51, "high": 113.18, "low": 112.51, "close": 113.18, "amount_yi": 0.3014 }, { "time": "14:25", "open": 112.9, "high": 112.9, "low": 112.9, "close": 112.9, "amount_yi": 0.2358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.9, "ts": "2026-06-25T14:25:18", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 112.89, "ask1": 112.9, "bid_qty1": 1, "ask_qty1": 22 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T14:25:21", "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": 258.55, "price_vs_vwap_pct": -1.1797, "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": 0.6543, "prev_amount_yi": 1.2182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5371, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 256.2, "high": 256.2, "low": 255.84, "close": 255.84, "amount_yi": 0.1687 }, { "time": "14:22", "open": 255.0, "high": 255.0, "low": 254.78, "close": 254.78, "amount_yi": 0.1661 }, { "time": "14:23", "open": 255.0, "high": 255.0, "low": 254.7, "close": 254.7, "amount_yi": 0.1818 }, { "time": "14:24", "open": 255.05, "high": 255.21, "low": 255.05, "close": 255.21, "amount_yi": 0.1127 }, { "time": "14:25", "open": 255.5, "high": 255.5, "low": 255.5, "close": 255.5, "amount_yi": 0.025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 255.5, "ts": "2026-06-25T14:25:18", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 255.5, "ask1": 255.71, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688262:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688262:BREAK_PREV_HIGH", "symbol": "SHSE.688262", "name": "国芯科技", "side": "BUY", "priority": "W84", "status": "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": "2026-06-25T14:25:21", "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": 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": 4.215, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1488, "prev_amount_yi": 0.052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8615, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 42.13, "high": 42.13, "low": 42.1, "close": 42.1, "amount_yi": 0.05 }, { "time": "14:22", "open": 42.13, "high": 42.13, "low": 42.1, "close": 42.1, "amount_yi": 0.0221 }, { "time": "14:23", "open": 42.13, "high": 42.24, "low": 42.13, "close": 42.24, "amount_yi": 0.0683 }, { "time": "14:24", "open": 42.22, "high": 42.22, "low": 42.19, "close": 42.19, "amount_yi": 0.0043 }, { "time": "14:25", "open": 42.23, "high": 42.23, "low": 42.23, "close": 42.23, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.34, "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": 42.23, "ts": "2026-06-25T14:25:19", "prev_close": 41.26, "open": 41.7, "high": 42.7, "low": 40.86, "bid1": 42.2, "ask1": 42.23, "bid_qty1": 3, "ask_qty1": 44 }, "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": "2026-06-25T14:25:21", "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": 0.202, "prev_amount_yi": 0.333, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6066, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.073 }, { "time": "14:22", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0483 }, { "time": "14:23", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0306 }, { "time": "14:24", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.036 }, { "time": "14:25", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.9, "ts": "2026-06-25T14:25:17", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.89, "ask1": 9.9, "bid_qty1": 2631, "ask_qty1": 243 }, "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": "2026-06-25T14:25:21", "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": 0.0687, "prev_amount_yi": 0.0641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 40.06, "high": 40.06, "low": 40.05, "close": 40.05, "amount_yi": 0.0121 }, { "time": "14:22", "open": 39.99, "high": 39.99, "low": 39.95, "close": 39.95, "amount_yi": 0.0243 }, { "time": "14:23", "open": 40.01, "high": 40.02, "low": 40.01, "close": 40.02, "amount_yi": 0.0189 }, { "time": "14:24", "open": 40.01, "high": 40.06, "low": 40.01, "close": 40.06, "amount_yi": 0.01 }, { "time": "14:25", "open": 40.07, "high": 40.07, "low": 40.07, "close": 40.07, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.07, "ts": "2026-06-25T14:25:19", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.08, "ask1": 40.09, "bid_qty1": 5, "ask_qty1": 3 }, "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": "2026-06-25T14:25:21", "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": 0.145, "prev_amount_yi": 0.2605, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5566, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 100.31, "high": 100.31, "low": 100.26, "close": 100.26, "amount_yi": 0.0325 }, { "time": "14:22", "open": 100.24, "high": 100.24, "low": 100.2, "close": 100.2, "amount_yi": 0.0457 }, { "time": "14:23", "open": 100.36, "high": 100.41, "low": 100.36, "close": 100.41, "amount_yi": 0.0277 }, { "time": "14:24", "open": 100.3, "high": 100.3, "low": 100.24, "close": 100.24, "amount_yi": 0.0261 }, { "time": "14:25", "open": 100.31, "high": 100.31, "low": 100.31, "close": 100.31, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.31, "ts": "2026-06-25T14:25:19", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.31, "ask1": 100.32, "bid_qty1": 8, "ask_qty1": 36 }, "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": "2026-06-25T14:25:21", "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": 0.2746, "prev_amount_yi": 0.2593, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 172.29, "high": 172.29, "low": 172.16, "close": 172.16, "amount_yi": 0.0222 }, { "time": "14:22", "open": 172.4, "high": 172.4, "low": 172.0, "close": 172.0, "amount_yi": 0.0355 }, { "time": "14:23", "open": 172.28, "high": 172.36, "low": 172.28, "close": 172.36, "amount_yi": 0.0652 }, { "time": "14:24", "open": 171.8, "high": 171.8, "low": 171.67, "close": 171.67, "amount_yi": 0.1014 }, { "time": "14:25", "open": 171.57, "high": 171.57, "low": 171.57, "close": 171.57, "amount_yi": 0.0503 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.57, "ts": "2026-06-25T14:25:19", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 171.57, "ask1": 172.0, "bid_qty1": 2, "ask_qty1": 23 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301369:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301369:BREAK_PREV_HIGH", "symbol": "SZSE.301369", "name": "联动科技", "side": "BUY", "priority": "W89", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 234.01, "exec_low": 234.01, "exec_high": 237.52, "invalid_price": 226.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 241.03, "max_chase_pct": 1.5, "base_exec_high": 237.52, "dynamic_exec_high": null, "entry_zone_low": 230.5, "entry_zone_high": 237.52, "entry_risk_pct": null, "intraday_vwap": 234.7457, "price_vs_vwap_pct": -0.8757, "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": 0.0862, "prev_amount_yi": 0.0694, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 233.41, "high": 233.41, "low": 233.32, "close": 233.32, "amount_yi": 0.0089 }, { "time": "14:22", "open": 233.5, "high": 233.5, "low": 233.45, "close": 233.45, "amount_yi": 0.01 }, { "time": "14:23", "open": 233.31, "high": 233.32, "low": 233.31, "close": 233.32, "amount_yi": 0.0128 }, { "time": "14:24", "open": 232.68, "high": 232.69, "low": 232.68, "close": 232.69, "amount_yi": 0.0508 }, { "time": "14:25", "open": 232.69, "high": 232.69, "low": 232.69, "close": 232.69, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 232.69, "ts": "2026-06-25T14:25:18", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 232.69, "ask1": 232.88, "bid_qty1": 6, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603316:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603316:BREAK_PREV_HIGH", "symbol": "SHSE.603316", "name": "诚邦股份", "side": "BUY", "priority": "W90", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.5, "exec_low": 23.5, "exec_high": 23.85, "invalid_price": 22.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 23.8597, "price_vs_vwap_pct": 0.8395, "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": 0.062, "prev_amount_yi": 0.0608, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 24.21, "high": 24.21, "low": 24.2, "close": 24.2, "amount_yi": 0.0103 }, { "time": "14:22", "open": 24.19, "high": 24.19, "low": 24.19, "close": 24.19, "amount_yi": 0.0045 }, { "time": "14:23", "open": 24.17, "high": 24.17, "low": 24.15, "close": 24.15, "amount_yi": 0.0103 }, { "time": "14:24", "open": 24.16, "high": 24.16, "low": 24.1, "close": 24.1, "amount_yi": 0.0216 }, { "time": "14:25", "open": 24.06, "high": 24.06, "low": 24.06, "close": 24.06, "amount_yi": 0.0153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.06, "ts": "2026-06-25T14:25:19", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 24.06, "ask1": 24.08, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300843:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300843:BREAK_PREV_HIGH", "symbol": "SZSE.300843", "name": "胜蓝股份", "side": "BUY", "priority": "W91", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 147.5, "exec_low": 147.5, "exec_high": 149.71, "invalid_price": 143.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "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": 142.8362, "price_vs_vwap_pct": -1.3485, "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": 0.0831, "prev_amount_yi": 0.1073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7745, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 140.89, "high": 140.89, "low": 140.82, "close": 140.82, "amount_yi": 0.0087 }, { "time": "14:22", "open": 140.8, "high": 140.8, "low": 140.7, "close": 140.7, "amount_yi": 0.0134 }, { "time": "14:23", "open": 140.78, "high": 140.78, "low": 140.75, "close": 140.75, "amount_yi": 0.0174 }, { "time": "14:24", "open": 140.67, "high": 140.98, "low": 140.67, "close": 140.98, "amount_yi": 0.0274 }, { "time": "14:25", "open": 140.91, "high": 140.91, "low": 140.91, "close": 140.91, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 140.91, "ts": "2026-06-25T14:25:18", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 140.51, "bid1": 140.9, "ask1": 140.95, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603283:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603283:BREAK_PREV_HIGH", "symbol": "SHSE.603283", "name": "赛腾股份", "side": "BUY", "priority": "W92", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.49, "exec_low": 70.49, "exec_high": 71.55, "invalid_price": 68.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": null, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": null, "intraday_vwap": 71.6674, "price_vs_vwap_pct": 0.478, "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": 0.1099, "prev_amount_yi": 0.1331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 72.11, "high": 72.11, "low": 72.06, "close": 72.06, "amount_yi": 0.0318 }, { "time": "14:22", "open": 72.0, "high": 72.0, "low": 71.95, "close": 71.95, "amount_yi": 0.0257 }, { "time": "14:23", "open": 71.96, "high": 72.05, "low": 71.96, "close": 72.05, "amount_yi": 0.0315 }, { "time": "14:24", "open": 72.01, "high": 72.01, "low": 72.01, "close": 72.01, "amount_yi": 0.0137 }, { "time": "14:25", "open": 72.01, "high": 72.01, "low": 72.01, "close": 72.01, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.01, "ts": "2026-06-25T14:25:18", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 72.01, "ask1": 72.02, "bid_qty1": 21, "ask_qty1": 23 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W93", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 51.34, "exec_low": 51.34, "exec_high": 52.11, "invalid_price": 49.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.88, "max_chase_pct": 1.5, "base_exec_high": 52.11, "dynamic_exec_high": null, "entry_zone_low": 50.57, "entry_zone_high": 52.11, "entry_risk_pct": null, "intraday_vwap": 51.0615, "price_vs_vwap_pct": -0.4142, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3946, "prev_amount_yi": 0.5537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7127, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 51.0, "high": 51.0, "low": 50.98, "close": 50.98, "amount_yi": 0.0771 }, { "time": "14:22", "open": 50.98, "high": 50.98, "low": 50.98, "close": 50.98, "amount_yi": 0.0659 }, { "time": "14:23", "open": 50.95, "high": 50.95, "low": 50.85, "close": 50.85, "amount_yi": 0.0867 }, { "time": "14:24", "open": 50.81, "high": 50.87, "low": 50.81, "close": 50.87, "amount_yi": 0.0765 }, { "time": "14:25", "open": 50.85, "high": 50.85, "low": 50.85, "close": 50.85, "amount_yi": 0.0884 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.85, "ts": "2026-06-25T14:25:19", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.84, "ask1": 50.85, "bid_qty1": 16, "ask_qty1": 45 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W94", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.0, "exec_low": 272.0, "exec_high": 276.08, "invalid_price": 263.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:25:21", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.16, "max_chase_pct": 1.5, "base_exec_high": 276.08, "dynamic_exec_high": null, "entry_zone_low": 267.92, "entry_zone_high": 276.08, "entry_risk_pct": null, "intraday_vwap": 278.9482, "price_vs_vwap_pct": -0.512, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3152, "prev_amount_yi": 0.9156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4364, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 278.08, "high": 278.08, "low": 276.99, "close": 276.99, "amount_yi": 0.1541 }, { "time": "14:22", "open": 275.82, "high": 276.88, "low": 275.82, "close": 276.88, "amount_yi": 0.6801 }, { "time": "14:23", "open": 277.33, "high": 277.51, "low": 277.33, "close": 277.51, "amount_yi": 0.2136 }, { "time": "14:24", "open": 276.8, "high": 277.01, "low": 276.8, "close": 277.01, "amount_yi": 0.2042 }, { "time": "14:25", "open": 277.52, "high": 277.52, "low": 277.52, "close": 277.52, "amount_yi": 0.0632 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 277.52, "ts": "2026-06-25T14:25:19", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 277.52, "ask1": 277.81, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:25:21", "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": 66.0339, "price_vs_vwap_pct": 0.191, "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": 0.0793, "prev_amount_yi": 0.1164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 66.15, "high": 66.15, "low": 66.11, "close": 66.11, "amount_yi": 0.0221 }, { "time": "14:22", "open": 66.12, "high": 66.16, "low": 66.12, "close": 66.16, "amount_yi": 0.0244 }, { "time": "14:23", "open": 66.16, "high": 66.16, "low": 66.16, "close": 66.16, "amount_yi": 0.0159 }, { "time": "14:24", "open": 66.17, "high": 66.17, "low": 66.17, "close": 66.17, "amount_yi": 0.0057 }, { "time": "14:25", "open": 66.16, "high": 66.16, "low": 66.16, "close": 66.16, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.16, "ts": "2026-06-25T14:25:18", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.15, "ask1": 66.16, "bid_qty1": 16, "ask_qty1": 82 }, "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": "2026-06-25T14:25:21", "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": 127.8347, "price_vs_vwap_pct": 0.8021, "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": 0.1105, "prev_amount_yi": 0.1606, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.688, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 129.21, "high": 129.21, "low": 128.91, "close": 128.91, "amount_yi": 0.0391 }, { "time": "14:22", "open": 129.0, "high": 129.0, "low": 128.93, "close": 128.93, "amount_yi": 0.0159 }, { "time": "14:23", "open": 128.95, "high": 128.95, "low": 128.9, "close": 128.9, "amount_yi": 0.0362 }, { "time": "14:24", "open": 128.87, "high": 128.87, "low": 128.84, "close": 128.84, "amount_yi": 0.013 }, { "time": "14:25", "open": 128.86, "high": 128.86, "low": 128.86, "close": 128.86, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 128.86, "ts": "2026-06-25T14:25:18", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 128.86, "ask1": 128.87, "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.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": "2026-06-25T14:25:21", "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": 90.6935, "price_vs_vwap_pct": 1.1539, "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": 0.1627, "prev_amount_yi": 0.3235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 91.84, "high": 91.84, "low": 91.63, "close": 91.63, "amount_yi": 0.0522 }, { "time": "14:22", "open": 91.68, "high": 91.68, "low": 91.68, "close": 91.68, "amount_yi": 0.0248 }, { "time": "14:23", "open": 91.83, "high": 91.83, "low": 91.75, "close": 91.75, "amount_yi": 0.021 }, { "time": "14:24", "open": 91.66, "high": 91.66, "low": 91.63, "close": 91.63, "amount_yi": 0.0469 }, { "time": "14:25", "open": 91.74, "high": 91.74, "low": 91.74, "close": 91.74, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.74, "ts": "2026-06-25T14:25:18", "prev_close": 88.25, "open": 87.11, "high": 93.36, "low": 84.9, "bid1": 91.76, "ask1": 91.78, "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": "2026-06-25T14:25:21", "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": 108.9149, "price_vs_vwap_pct": 7.1846, "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": 2.6969, "prev_amount_yi": 3.1165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 115.46, "high": 115.46, "low": 115.39, "close": 115.39, "amount_yi": 0.409 }, { "time": "14:22", "open": 115.3, "high": 115.3, "low": 115.17, "close": 115.17, "amount_yi": 0.3267 }, { "time": "14:23", "open": 116.08, "high": 116.21, "low": 116.08, "close": 116.21, "amount_yi": 0.7576 }, { "time": "14:24", "open": 116.6, "high": 117.0, "low": 116.6, "close": 117.0, "amount_yi": 0.9477 }, { "time": "14:25", "open": 116.74, "high": 116.74, "low": 116.74, "close": 116.74, "amount_yi": 0.2559 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.74, "ts": "2026-06-25T14:25:18", "prev_close": 103.12, "open": 103.0, "high": 117.56, "low": 102.3, "bid1": 116.7, "ask1": 116.74, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:25:21", "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": 94.8567, "price_vs_vwap_pct": -0.6923, "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": 0.0686, "prev_amount_yi": 0.1059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 94.29, "high": 94.29, "low": 94.21, "close": 94.21, "amount_yi": 0.0213 }, { "time": "14:22", "open": 94.2, "high": 94.2, "low": 94.17, "close": 94.17, "amount_yi": 0.0128 }, { "time": "14:23", "open": 94.19, "high": 94.19, "low": 94.19, "close": 94.19, "amount_yi": 0.0111 }, { "time": "14:24", "open": 94.13, "high": 94.13, "low": 94.13, "close": 94.13, "amount_yi": 0.0183 }, { "time": "14:25", "open": 94.2, "high": 94.2, "low": 94.2, "close": 94.2, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.2, "ts": "2026-06-25T14:25:18", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.19, "ask1": 94.26, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-06-25T14:25:21", "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": 0.1124, "prev_amount_yi": 0.1629, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.69, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 15.66, "high": 15.66, "low": 15.63, "close": 15.63, "amount_yi": 0.023 }, { "time": "14:22", "open": 15.61, "high": 15.61, "low": 15.6, "close": 15.6, "amount_yi": 0.0375 }, { "time": "14:23", "open": 15.65, "high": 15.66, "low": 15.65, "close": 15.66, "amount_yi": 0.02 }, { "time": "14:24", "open": 15.62, "high": 15.63, "low": 15.62, "close": 15.63, "amount_yi": 0.0142 }, { "time": "14:25", "open": 15.64, "high": 15.64, "low": 15.64, "close": 15.64, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.64, "ts": "2026-06-25T14:25:18", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.63, "ask1": 15.64, "bid_qty1": 3, "ask_qty1": 223 }, "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": "2026-06-25T14:25:21", "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": 0.0909, "prev_amount_yi": 0.1308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 83.86, "high": 84.0, "low": 83.86, "close": 84.0, "amount_yi": 0.0429 }, { "time": "14:22", "open": 83.9, "high": 83.9, "low": 83.83, "close": 83.83, "amount_yi": 0.0123 }, { "time": "14:23", "open": 83.84, "high": 84.08, "low": 83.84, "close": 84.08, "amount_yi": 0.0126 }, { "time": "14:24", "open": 83.93, "high": 83.93, "low": 83.9, "close": 83.9, "amount_yi": 0.0196 }, { "time": "14:25", "open": 83.86, "high": 83.86, "low": 83.86, "close": 83.86, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.86, "ts": "2026-06-25T14:25:19", "prev_close": 81.4, "open": 85.0, "high": 86.0, "low": 80.26, "bid1": 83.86, "ask1": 83.9, "bid_qty1": 1, "ask_qty1": 0 }, "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": 531366.0, "total_value": 1075859.0, "unrealized_pnl": 84554.00000000001, "unrealized_pnl_pct_of_initial": 8.455400000000001, "realized_pnl": -8695.000000000015, "realized_pnl_pct_of_initial": -0.8695000000000015, "total_pnl": 75859.0, "total_pnl_pct": 7.58589999999999 }, "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": "2026-06-25T14:25:21", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.237989364777352 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 113.59, "market_value": 204462.0, "unrealized_pnl": 9089.999999999995, "unrealized_pnl_pct": 4.652662612861613, "updated_at": "2026-06-25T14:25:21", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.00453498088504 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.06, "market_value": 76896.0, "unrealized_pnl": 18176.0, "unrealized_pnl_pct": 30.953678474114433, "updated_at": "2026-06-25T14:25:21", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.147405003815556 } ], "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": 48.7962, "price_vs_vwap_pct": -1.5087, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.302, "prev_amount_yi": 0.503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 48.58, "high": 48.58, "low": 48.38, "close": 48.38, "amount_yi": 0.0817 }, { "time": "14:22", "open": 48.37, "high": 48.37, "low": 48.32, "close": 48.32, "amount_yi": 0.0725 }, { "time": "14:23", "open": 48.3, "high": 48.3, "low": 48.22, "close": 48.22, "amount_yi": 0.0766 }, { "time": "14:24", "open": 48.15, "high": 48.15, "low": 48.08, "close": 48.08, "amount_yi": 0.054 }, { "time": "14:25", "open": 48.06, "high": 48.06, "low": 48.06, "close": 48.06, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 76896.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.06, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.05, "quote_ask1": 48.06, "quote_bid_qty1": 11, "quote_ask_qty1": 18, "quote_ts": "2026-06-25T14:25:17" }, { "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": 48.7962, "price_vs_vwap_pct": -1.5087, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.302, "prev_amount_yi": 0.503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:21", "open": 48.58, "high": 48.58, "low": 48.38, "close": 48.38, "amount_yi": 0.0817 }, { "time": "14:22", "open": 48.37, "high": 48.37, "low": 48.32, "close": 48.32, "amount_yi": 0.0725 }, { "time": "14:23", "open": 48.3, "high": 48.3, "low": 48.22, "close": 48.22, "amount_yi": 0.0766 }, { "time": "14:24", "open": 48.15, "high": 48.15, "low": 48.08, "close": 48.08, "amount_yi": 0.054 }, { "time": "14:25", "open": 48.06, "high": 48.06, "low": 48.06, "close": 48.06, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.67, "current_position_value": 76896.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.06, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.05, "quote_ask1": 48.06, "quote_bid_qty1": 11, "quote_ask_qty1": 18, "quote_ts": "2026-06-25T14:25:17" } ], "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 } }