{ "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": "after_14:30_no_new_upgrade,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": "after_14:30_no_new_upgrade,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": "2026-06-25T14:30:59", "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": "2026-06-25T14:30:59", "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": 74.3277, "price_vs_vwap_pct": 0.03, "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": 1.0185, "prev_amount_yi": 1.1217, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 74.49, "high": 74.49, "low": 74.4, "close": 74.4, "amount_yi": 0.2947 }, { "time": "14:29", "open": 74.39, "high": 74.41, "low": 74.39, "close": 74.41, "amount_yi": 0.3363 }, { "time": "14:30", "open": 74.37, "high": 74.37, "low": 74.35, "close": 74.35, "amount_yi": 0.3875 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.35, "ts": "2026-06-25T14:30:57", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.35, "ask1": 74.36, "bid_qty1": 533, "ask_qty1": 25 }, "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": "2026-06-25T14:30:59", "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": 53.0751, "price_vs_vwap_pct": 5.8877, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2385, "prev_amount_yi": 0.2523, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 56.2, "high": 56.2, "low": 56.18, "close": 56.18, "amount_yi": 0.0868 }, { "time": "14:29", "open": 56.2, "high": 56.2, "low": 56.2, "close": 56.2, "amount_yi": 0.0809 }, { "time": "14:30", "open": 56.2, "high": 56.2, "low": 56.2, "close": 56.2, "amount_yi": 0.0708 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.2, "ts": "2026-06-25T14:30:57", "prev_close": 51.76, "open": 51.26, "high": 56.9, "low": 49.8, "bid1": 56.19, "ask1": 56.2, "bid_qty1": 7, "ask_qty1": 14 }, "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": "2026-06-25T14:30:59", "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": 77.3207, "price_vs_vwap_pct": 1.2665, "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": 0.8616, "prev_amount_yi": 0.86, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 78.25, "high": 78.25, "low": 78.22, "close": 78.22, "amount_yi": 0.2956 }, { "time": "14:29", "open": 78.22, "high": 78.24, "low": 78.22, "close": 78.24, "amount_yi": 0.2224 }, { "time": "14:30", "open": 78.25, "high": 78.3, "low": 78.25, "close": 78.3, "amount_yi": 0.3436 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.3, "ts": "2026-06-25T14:30:57", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.29, "ask1": 78.3, "bid_qty1": 149, "ask_qty1": 130 }, "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": "2026-06-25T14:30:59", "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": 214.2999, "price_vs_vwap_pct": -1.0779, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6223, "prev_amount_yi": 0.3717, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 212.19, "high": 212.42, "low": 212.19, "close": 212.42, "amount_yi": 0.1884 }, { "time": "14:29", "open": 212.0, "high": 212.0, "low": 211.0, "close": 211.0, "amount_yi": 0.2814 }, { "time": "14:30", "open": 211.9, "high": 211.99, "low": 211.9, "close": 211.99, "amount_yi": 0.1525 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 211.99, "ts": "2026-06-25T14:30:58", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 211.93, "ask1": 211.99, "bid_qty1": 6, "ask_qty1": 4 }, "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": "2026-06-25T14:30:59", "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": 258.6318, "price_vs_vwap_pct": 1.9867, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2008, "prev_amount_yi": 0.1475, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 264.64, "high": 264.64, "low": 264.41, "close": 264.41, "amount_yi": 0.0521 }, { "time": "14:29", "open": 264.26, "high": 264.26, "low": 263.75, "close": 263.75, "amount_yi": 0.0657 }, { "time": "14:30", "open": 263.74, "high": 263.77, "low": 263.74, "close": 263.77, "amount_yi": 0.083 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 263.77, "ts": "2026-06-25T14:30:58", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 263.72, "ask1": 263.77, "bid_qty1": 5, "ask_qty1": 26 }, "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": "2026-06-25T14:30:59", "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": 49.5308, "price_vs_vwap_pct": 0.4022, "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": 0.5573, "prev_amount_yi": 0.608, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 49.89, "high": 49.89, "low": 49.78, "close": 49.78, "amount_yi": 0.1693 }, { "time": "14:29", "open": 49.8, "high": 49.82, "low": 49.8, "close": 49.82, "amount_yi": 0.1725 }, { "time": "14:30", "open": 49.76, "high": 49.76, "low": 49.73, "close": 49.73, "amount_yi": 0.2155 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.73, "ts": "2026-06-25T14:30:58", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.72, "ask1": 49.73, "bid_qty1": 91, "ask_qty1": 6 }, "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": "2026-06-25T14:30:59", "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": 77.8318, "price_vs_vwap_pct": 9.8523, "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": 0.1464, "prev_amount_yi": 0.4102, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3569, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 85.89, "high": 85.98, "low": 85.89, "close": 85.98, "amount_yi": 0.0459 }, { "time": "14:29", "open": 85.6, "high": 85.63, "low": 85.6, "close": 85.63, "amount_yi": 0.0481 }, { "time": "14:30", "open": 85.68, "high": 85.68, "low": 85.5, "close": 85.5, "amount_yi": 0.0524 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 85.5, "ts": "2026-06-25T14:30:54", "prev_close": 74.95, "open": 74.63, "high": 86.79, "low": 69.0, "bid1": 85.5, "ask1": 85.51, "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.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": "2026-06-25T14:30:59", "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": 795.0059, "price_vs_vwap_pct": 1.003, "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": 0.4792, "prev_amount_yi": 0.5114, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 801.39, "high": 801.39, "low": 801.24, "close": 801.24, "amount_yi": 0.1282 }, { "time": "14:29", "open": 800.48, "high": 801.24, "low": 800.48, "close": 801.24, "amount_yi": 0.1265 }, { "time": "14:30", "open": 801.5, "high": 802.98, "low": 801.5, "close": 802.98, "amount_yi": 0.2245 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 802.98, "ts": "2026-06-25T14:30:57", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 802.62, "ask1": 802.99, "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.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": "2026-06-25T14:30:59", "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": 7.4516, "price_vs_vwap_pct": 0.6495, "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": 1.6268, "prev_amount_yi": 1.6973, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9585, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 7.51, "high": 7.51, "low": 7.51, "close": 7.51, "amount_yi": 0.4118 }, { "time": "14:29", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.2533 }, { "time": "14:30", "open": 7.49, "high": 7.5, "low": 7.49, "close": 7.5, "amount_yi": 0.9617 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.49, "ask1": 7.5, "bid_qty1": 2570, "ask_qty1": 9798 }, "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": "2026-06-25T14:30:59", "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": 90.3999, "price_vs_vwap_pct": -0.8848, "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": 0.1083, "prev_amount_yi": 0.1013, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0691, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 89.61, "high": 89.61, "low": 89.58, "close": 89.58, "amount_yi": 0.0336 }, { "time": "14:29", "open": 89.57, "high": 89.57, "low": 89.57, "close": 89.57, "amount_yi": 0.0379 }, { "time": "14:30", "open": 89.59, "high": 89.6, "low": 89.59, "close": 89.6, "amount_yi": 0.0368 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.6, "ts": "2026-06-25T14:30:57", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 88.8, "bid1": 89.59, "ask1": 89.6, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:30:59", "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": 3.8704, "intraday_vwap": 135.1199, "price_vs_vwap_pct": 0.755, "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": 0.0797, "prev_amount_yi": 0.084, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 136.1, "high": 136.32, "low": 136.1, "close": 136.32, "amount_yi": 0.0147 }, { "time": "14:29", "open": 136.25, "high": 136.35, "low": 136.25, "close": 136.35, "amount_yi": 0.0277 }, { "time": "14:30", "open": 136.12, "high": 136.14, "low": 136.12, "close": 136.14, "amount_yi": 0.0373 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64578.42, "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": 136.14, "ts": "2026-06-25T14:30:54", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 136.14, "ask1": 136.16, "bid_qty1": 14, "ask_qty1": 31 }, "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": "2026-06-25T14:30:59", "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": 667.0475, "price_vs_vwap_pct": 1.9747, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0471, "prev_amount_yi": 0.979, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 679.75, "high": 679.75, "low": 679.0, "close": 679.0, "amount_yi": 0.2888 }, { "time": "14:29", "open": 678.54, "high": 678.54, "low": 678.2, "close": 678.2, "amount_yi": 0.2938 }, { "time": "14:30", "open": 680.0, "high": 680.22, "low": 680.0, "close": 680.22, "amount_yi": 0.4645 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129156.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 680.22, "ts": "2026-06-25T14:30:54", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 680.23, "ask1": 680.3, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": 3.1236, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.175, "prev_amount_yi": 1.3778, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 156.3, "high": 156.3, "low": 156.13, "close": 156.13, "amount_yi": 0.2909 }, { "time": "14:29", "open": 156.2, "high": 156.2, "low": 156.13, "close": 156.13, "amount_yi": 0.3024 }, { "time": "14:30", "open": 156.5, "high": 156.53, "low": 156.5, "close": 156.53, "amount_yi": 0.5817 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64578.42, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 156.53, "ts": "2026-06-25T14:30:56", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 156.53, "ask1": 156.55, "bid_qty1": 211, "ask_qty1": 98 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 25.2181, "price_vs_vwap_pct": 2.823, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2628, "prev_amount_yi": 0.1395, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 25.93, "high": 25.93, "low": 25.93, "close": 25.93, "amount_yi": 0.0439 }, { "time": "14:27", "open": 25.96, "high": 25.96, "low": 25.95, "close": 25.95, "amount_yi": 0.032 }, { "time": "14:28", "open": 25.99, "high": 25.99, "low": 25.99, "close": 25.99, "amount_yi": 0.089 }, { "time": "14:29", "open": 25.98, "high": 25.99, "low": 25.98, "close": 25.99, "amount_yi": 0.0457 }, { "time": "14:30", "open": 25.91, "high": 25.93, "low": 25.91, "close": 25.93, "amount_yi": 0.0522 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.93, "ts": "2026-06-25T14:30:58", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.93, "ask1": 25.94, "bid_qty1": 18, "ask_qty1": 108 }, "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": "2026-06-25T14:30:59", "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": 0.0059, "prev_amount_yi": 0.0096, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0009 }, { "time": "14:27", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0028 }, { "time": "14:28", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0006 }, { "time": "14:29", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0004 }, { "time": "14:30", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 26782, "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": "2026-06-25T14:30:59", "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": 33.5206, "price_vs_vwap_pct": -0.9564, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3851, "prev_amount_yi": 0.2864, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 33.02, "high": 33.03, "low": 33.02, "close": 33.03, "amount_yi": 0.0656 }, { "time": "14:27", "open": 33.09, "high": 33.19, "low": 33.09, "close": 33.19, "amount_yi": 0.1109 }, { "time": "14:28", "open": 33.23, "high": 33.28, "low": 33.23, "close": 33.28, "amount_yi": 0.056 }, { "time": "14:29", "open": 33.17, "high": 33.19, "low": 33.17, "close": 33.19, "amount_yi": 0.079 }, { "time": "14:30", "open": 33.14, "high": 33.2, "low": 33.14, "close": 33.2, "amount_yi": 0.0736 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.2, "ts": "2026-06-25T14:30:57", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 33.19, "ask1": 33.2, "bid_qty1": 109, "ask_qty1": 351 }, "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": "OBSERVE", "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": "2026-06-25T14:30:59", "sim_reason": "waiting_trigger", "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": 167.608, "price_vs_vwap_pct": 0.6515, "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": 1.0996, "prev_amount_yi": 1.28, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 167.66, "high": 167.66, "low": 167.66, "close": 167.66, "amount_yi": 0.273 }, { "time": "14:27", "open": 167.6, "high": 167.8, "low": 167.6, "close": 167.8, "amount_yi": 0.2524 }, { "time": "14:28", "open": 167.88, "high": 168.0, "low": 167.88, "close": 168.0, "amount_yi": 0.2198 }, { "time": "14:29", "open": 168.08, "high": 168.22, "low": 168.08, "close": 168.22, "amount_yi": 0.1741 }, { "time": "14:30", "open": 168.5, "high": 168.7, "low": 168.5, "close": 168.7, "amount_yi": 0.1803 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 168.7, "ts": "2026-06-25T14:30:56", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 168.7, "ask1": 168.8, "bid_qty1": 21, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T14:30:59", "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": 262.4631, "price_vs_vwap_pct": -0.3441, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2562, "prev_amount_yi": 1.3978, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 261.56, "high": 261.76, "low": 261.56, "close": 261.76, "amount_yi": 0.2517 }, { "time": "14:27", "open": 262.0, "high": 262.02, "low": 262.0, "close": 262.02, "amount_yi": 0.2914 }, { "time": "14:28", "open": 262.08, "high": 262.08, "low": 261.97, "close": 261.97, "amount_yi": 0.2453 }, { "time": "14:29", "open": 261.8, "high": 261.8, "low": 261.73, "close": 261.73, "amount_yi": 0.2016 }, { "time": "14:30", "open": 261.51, "high": 261.56, "low": 261.51, "close": 261.56, "amount_yi": 0.2662 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.56, "ts": "2026-06-25T14:30:57", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 261.51, "ask1": 261.56, "bid_qty1": 1, "ask_qty1": 23 }, "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": "NEAR_TRIGGER", "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": "2026-06-25T14:30:59", "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": 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": 1319.1776, "price_vs_vwap_pct": 0.9856, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.3013, "prev_amount_yi": 6.6466, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 1332.99, "high": 1335.0, "low": 1332.99, "close": 1335.0, "amount_yi": 1.7473 }, { "time": "14:27", "open": 1334.0, "high": 1334.03, "low": 1334.0, "close": 1334.03, "amount_yi": 1.0927 }, { "time": "14:28", "open": 1335.8, "high": 1335.8, "low": 1333.79, "close": 1333.79, "amount_yi": 1.7982 }, { "time": "14:29", "open": 1334.44, "high": 1334.48, "low": 1334.44, "close": 1334.48, "amount_yi": 1.1264 }, { "time": "14:30", "open": 1332.13, "high": 1332.18, "low": 1332.13, "close": 1332.18, "amount_yi": 1.5367 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1332.18, "ts": "2026-06-25T14:30:57", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1331.5, "ask1": 1332.02, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-25T14:30:59", "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": 582.6012, "price_vs_vwap_pct": 4.4454, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.3164, "prev_amount_yi": 4.1526, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2803, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 609.82, "high": 609.99, "low": 609.82, "close": 609.99, "amount_yi": 1.3268 }, { "time": "14:27", "open": 609.95, "high": 609.95, "low": 609.92, "close": 609.92, "amount_yi": 1.0691 }, { "time": "14:28", "open": 609.79, "high": 609.79, "low": 609.78, "close": 609.78, "amount_yi": 0.9812 }, { "time": "14:29", "open": 610.0, "high": 610.0, "low": 609.95, "close": 609.95, "amount_yi": 1.1915 }, { "time": "14:30", "open": 608.42, "high": 608.5, "low": 608.42, "close": 608.5, "amount_yi": 0.7478 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 608.5, "ts": "2026-06-25T14:30:54", "prev_close": 555.3, "open": 560.0, "high": 610.8, "low": 550.06, "bid1": 608.31, "ask1": 608.68, "bid_qty1": 17, "ask_qty1": 4 }, "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": "2026-06-25T14:30:59", "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": 48.7898, "price_vs_vwap_pct": -1.2908, "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": 0.3108, "prev_amount_yi": 0.3281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 48.03, "high": 48.03, "low": 48.02, "close": 48.02, "amount_yi": 0.0775 }, { "time": "14:27", "open": 48.06, "high": 48.11, "low": 48.06, "close": 48.11, "amount_yi": 0.0604 }, { "time": "14:28", "open": 48.06, "high": 48.09, "low": 48.06, "close": 48.09, "amount_yi": 0.0738 }, { "time": "14:29", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.0365 }, { "time": "14:30", "open": 48.11, "high": 48.16, "low": 48.11, "close": 48.16, "amount_yi": 0.0626 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 77056.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.16, "ts": "2026-06-25T14:30:56", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 48.16, "ask1": 48.2, "bid_qty1": 82, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000811:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000811:BREAK_PREV_HIGH", "symbol": "SZSE.000811", "name": "冰轮环境", "side": "BUY", "priority": "W8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 49.47, "exec_low": 49.47, "exec_high": 50.21, "invalid_price": 47.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 52.9118, "price_vs_vwap_pct": 1.1495, "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": 0.0235, "prev_amount_yi": 0.0155, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5161, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0019 }, { "time": "14:27", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0011 }, { "time": "14:28", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.005 }, { "time": "14:29", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0112 }, { "time": "14:30", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.52, "ask1": 0.0, "bid_qty1": 6046, "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": "2026-06-25T14:30:59", "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": 31.2623, "price_vs_vwap_pct": 1.56, "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": 0.1258, "prev_amount_yi": 0.1469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 31.77, "high": 31.77, "low": 31.76, "close": 31.76, "amount_yi": 0.0139 }, { "time": "14:27", "open": 31.76, "high": 31.8, "low": 31.76, "close": 31.8, "amount_yi": 0.0254 }, { "time": "14:28", "open": 31.81, "high": 31.82, "low": 31.81, "close": 31.82, "amount_yi": 0.0321 }, { "time": "14:29", "open": 31.8, "high": 31.81, "low": 31.8, "close": 31.81, "amount_yi": 0.028 }, { "time": "14:30", "open": 31.79, "high": 31.79, "low": 31.75, "close": 31.75, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.75, "ts": "2026-06-25T14:30:57", "prev_close": 31.5, "open": 31.48, "high": 32.35, "low": 30.0, "bid1": 31.75, "ask1": 31.76, "bid_qty1": 526, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002975:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002975:BREAK_PREV_HIGH", "symbol": "SZSE.002975", "name": "博杰股份", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 152.7, "exec_low": 152.7, "exec_high": 154.99, "invalid_price": 148.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.9367, "intraday_vwap": 149.7951, "price_vs_vwap_pct": 2.9273, "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": 0.4482, "prev_amount_yi": 0.4977, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9005, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 154.72, "high": 154.72, "low": 154.61, "close": 154.61, "amount_yi": 0.1334 }, { "time": "14:27", "open": 154.63, "high": 154.63, "low": 154.0, "close": 154.0, "amount_yi": 0.1422 }, { "time": "14:28", "open": 154.0, "high": 154.22, "low": 154.0, "close": 154.22, "amount_yi": 0.0407 }, { "time": "14:29", "open": 154.18, "high": 154.18, "low": 154.14, "close": 154.14, "amount_yi": 0.0761 }, { "time": "14:30", "open": 154.13, "high": 154.18, "low": 154.13, "close": 154.18, "amount_yi": 0.0558 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": 154.18, "ts": "2026-06-25T14:30:57", "prev_close": 151.32, "open": 150.0, "high": 156.66, "low": 145.6, "bid1": 154.18, "ask1": 154.19, "bid_qty1": 13, "ask_qty1": 13 }, "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": "2026-06-25T14:30:59", "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": 23.9623, "price_vs_vwap_pct": -0.6356, "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": 0.0876, "prev_amount_yi": 0.1029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 23.94, "high": 23.95, "low": 23.94, "close": 23.95, "amount_yi": 0.0141 }, { "time": "14:27", "open": 24.02, "high": 24.02, "low": 23.98, "close": 23.98, "amount_yi": 0.0186 }, { "time": "14:28", "open": 23.96, "high": 23.96, "low": 23.95, "close": 23.95, "amount_yi": 0.0131 }, { "time": "14:29", "open": 23.97, "high": 23.97, "low": 23.96, "close": 23.96, "amount_yi": 0.0089 }, { "time": "14:30", "open": 23.87, "high": 23.87, "low": 23.81, "close": 23.81, "amount_yi": 0.0329 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.81, "ask1": 23.82, "bid_qty1": 47, "ask_qty1": 120 }, "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": "2026-06-25T14:30:59", "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": 35.678, "price_vs_vwap_pct": -1.5079, "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": 0.2848, "prev_amount_yi": 0.2805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0153, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 34.99, "high": 35.01, "low": 34.99, "close": 35.01, "amount_yi": 0.0617 }, { "time": "14:27", "open": 35.01, "high": 35.02, "low": 35.01, "close": 35.02, "amount_yi": 0.0513 }, { "time": "14:28", "open": 35.03, "high": 35.04, "low": 35.03, "close": 35.04, "amount_yi": 0.0489 }, { "time": "14:29", "open": 35.05, "high": 35.06, "low": 35.05, "close": 35.06, "amount_yi": 0.0598 }, { "time": "14:30", "open": 35.07, "high": 35.14, "low": 35.07, "close": 35.14, "amount_yi": 0.0631 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.14, "ts": "2026-06-25T14:30:57", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.14, "ask1": 35.15, "bid_qty1": 33, "ask_qty1": 161 }, "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": "2026-06-25T14:30:59", "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": 27.8141, "price_vs_vwap_pct": -2.9988, "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": 0.402, "prev_amount_yi": 0.3871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 26.96, "high": 26.96, "low": 26.96, "close": 26.96, "amount_yi": 0.0791 }, { "time": "14:27", "open": 26.98, "high": 27.0, "low": 26.98, "close": 27.0, "amount_yi": 0.0567 }, { "time": "14:28", "open": 26.99, "high": 26.99, "low": 26.94, "close": 26.94, "amount_yi": 0.1107 }, { "time": "14:29", "open": 26.95, "high": 26.95, "low": 26.95, "close": 26.95, "amount_yi": 0.0743 }, { "time": "14:30", "open": 26.96, "high": 26.98, "low": 26.96, "close": 26.98, "amount_yi": 0.0812 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.98, "ts": "2026-06-25T14:30:57", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.55, "bid1": 26.98, "ask1": 26.99, "bid_qty1": 2, "ask_qty1": 353 }, "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": "2026-06-25T14:30:59", "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": 133.4933, "price_vs_vwap_pct": 2.3048, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6063, "prev_amount_yi": 0.4429, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 136.9, "high": 137.0, "low": 136.9, "close": 137.0, "amount_yi": 0.1061 }, { "time": "14:27", "open": 137.02, "high": 137.1, "low": 137.02, "close": 137.1, "amount_yi": 0.1705 }, { "time": "14:28", "open": 137.12, "high": 137.12, "low": 137.09, "close": 137.09, "amount_yi": 0.1436 }, { "time": "14:29", "open": 137.04, "high": 137.04, "low": 137.0, "close": 137.0, "amount_yi": 0.0947 }, { "time": "14:30", "open": 136.88, "high": 136.88, "low": 136.57, "close": 136.57, "amount_yi": 0.0914 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.57, "ts": "2026-06-25T14:30:57", "prev_close": 132.99, "open": 132.03, "high": 138.0, "low": 129.26, "bid1": 136.55, "ask1": 136.57, "bid_qty1": 2, "ask_qty1": 9 }, "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": "2026-06-25T14:30:59", "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": 95.6943, "price_vs_vwap_pct": 3.7157, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2428, "prev_amount_yi": 1.1162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 100.01, "high": 100.01, "low": 100.01, "close": 100.01, "amount_yi": 0.1571 }, { "time": "14:27", "open": 99.9, "high": 99.9, "low": 99.83, "close": 99.83, "amount_yi": 0.2481 }, { "time": "14:28", "open": 99.91, "high": 99.97, "low": 99.91, "close": 99.97, "amount_yi": 0.1924 }, { "time": "14:29", "open": 99.84, "high": 99.97, "low": 99.84, "close": 99.97, "amount_yi": 0.2176 }, { "time": "14:30", "open": 99.67, "high": 99.67, "low": 99.25, "close": 99.25, "amount_yi": 0.4276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.25, "ts": "2026-06-25T14:30:57", "prev_close": 91.72, "open": 93.5, "high": 100.98, "low": 87.0, "bid1": 99.25, "ask1": 99.42, "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.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": "2026-06-25T14:30:59", "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": 4.7649, "price_vs_vwap_pct": 9.9708, "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": 0.0619, "prev_amount_yi": 0.0553, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1193, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0056 }, { "time": "14:27", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0212 }, { "time": "14:28", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0099 }, { "time": "14:29", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.017 }, { "time": "14:30", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 4.76, "open": 4.52, "high": 5.24, "low": 4.45, "bid1": 5.24, "ask1": 0.0, "bid_qty1": 88998, "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": "2026-06-25T14:30:59", "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": 22.2891, "price_vs_vwap_pct": 0.677, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2536, "prev_amount_yi": 0.1459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 22.38, "high": 22.39, "low": 22.38, "close": 22.39, "amount_yi": 0.0229 }, { "time": "14:27", "open": 22.38, "high": 22.38, "low": 22.38, "close": 22.38, "amount_yi": 0.0143 }, { "time": "14:28", "open": 22.39, "high": 22.4, "low": 22.39, "close": 22.4, "amount_yi": 0.0717 }, { "time": "14:29", "open": 22.43, "high": 22.43, "low": 22.42, "close": 22.42, "amount_yi": 0.0503 }, { "time": "14:30", "open": 22.47, "high": 22.47, "low": 22.44, "close": 22.44, "amount_yi": 0.0944 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.44, "ts": "2026-06-25T14:30:54", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.43, "ask1": 22.44, "bid_qty1": 40, "ask_qty1": 11 }, "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": "2026-06-25T14:30:59", "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": 75.3376, "price_vs_vwap_pct": -3.5143, "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": 0.0832, "prev_amount_yi": 0.1019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8165, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 72.9, "high": 72.9, "low": 72.88, "close": 72.88, "amount_yi": 0.0124 }, { "time": "14:27", "open": 72.86, "high": 73.08, "low": 72.86, "close": 73.08, "amount_yi": 0.0098 }, { "time": "14:28", "open": 73.03, "high": 73.03, "low": 72.99, "close": 72.99, "amount_yi": 0.0196 }, { "time": "14:29", "open": 72.89, "high": 72.89, "low": 72.79, "close": 72.79, "amount_yi": 0.0285 }, { "time": "14:30", "open": 72.68, "high": 72.69, "low": 72.68, "close": 72.69, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.69, "ts": "2026-06-25T14:30:54", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 72.66, "ask1": 72.69, "bid_qty1": 5, "ask_qty1": 11 }, "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": "2026-06-25T14:30:59", "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": 114.908, "price_vs_vwap_pct": 0.2454, "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": 0.0991, "prev_amount_yi": 0.1008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 115.28, "high": 115.28, "low": 115.26, "close": 115.26, "amount_yi": 0.0044 }, { "time": "14:27", "open": 115.27, "high": 115.28, "low": 115.27, "close": 115.28, "amount_yi": 0.0143 }, { "time": "14:28", "open": 115.37, "high": 115.37, "low": 115.36, "close": 115.36, "amount_yi": 0.0269 }, { "time": "14:29", "open": 115.3, "high": 115.31, "low": 115.3, "close": 115.31, "amount_yi": 0.0267 }, { "time": "14:30", "open": 115.19, "high": 115.19, "low": 115.19, "close": 115.19, "amount_yi": 0.0268 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.19, "ts": "2026-06-25T14:30:58", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 115.14, "ask1": 115.19, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:30:59", "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": 17.7118, "price_vs_vwap_pct": 0.4415, "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": 0.2115, "prev_amount_yi": 0.1803, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 17.81, "high": 17.82, "low": 17.81, "close": 17.82, "amount_yi": 0.0165 }, { "time": "14:27", "open": 17.81, "high": 17.81, "low": 17.81, "close": 17.81, "amount_yi": 0.0539 }, { "time": "14:28", "open": 17.8, "high": 17.8, "low": 17.79, "close": 17.79, "amount_yi": 0.0345 }, { "time": "14:29", "open": 17.78, "high": 17.78, "low": 17.77, "close": 17.77, "amount_yi": 0.0652 }, { "time": "14:30", "open": 17.78, "high": 17.79, "low": 17.78, "close": 17.79, "amount_yi": 0.0414 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.79, "ts": "2026-06-25T14:30:54", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.78, "ask1": 17.79, "bid_qty1": 238, "ask_qty1": 59 }, "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": "2026-06-25T14:30:59", "sim_reason": "minute_energy_ratio_too_low", "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": 3.5196, "intraday_vwap": 107.5214, "price_vs_vwap_pct": 1.989, "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": 0.3538, "prev_amount_yi": 0.6535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 109.79, "high": 109.81, "low": 109.79, "close": 109.81, "amount_yi": 0.0939 }, { "time": "14:27", "open": 109.79, "high": 109.79, "low": 109.79, "close": 109.79, "amount_yi": 0.0681 }, { "time": "14:28", "open": 109.77, "high": 109.77, "low": 109.71, "close": 109.71, "amount_yi": 0.0645 }, { "time": "14:29", "open": 109.6, "high": 109.6, "low": 109.52, "close": 109.52, "amount_yi": 0.0547 }, { "time": "14:30", "open": 109.68, "high": 109.68, "low": 109.66, "close": 109.66, "amount_yi": 0.0726 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": 109.66, "ts": "2026-06-25T14:30:54", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 109.66, "ask1": 109.67, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-06-25T14:30:59", "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": 59.1181, "price_vs_vwap_pct": -0.7749, "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": 0.3431, "prev_amount_yi": 0.3643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9418, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 58.79, "high": 58.79, "low": 58.78, "close": 58.78, "amount_yi": 0.0655 }, { "time": "14:27", "open": 58.79, "high": 58.79, "low": 58.78, "close": 58.78, "amount_yi": 0.0454 }, { "time": "14:28", "open": 58.73, "high": 58.73, "low": 58.7, "close": 58.7, "amount_yi": 0.0795 }, { "time": "14:29", "open": 58.69, "high": 58.69, "low": 58.68, "close": 58.68, "amount_yi": 0.064 }, { "time": "14:30", "open": 58.65, "high": 58.66, "low": 58.65, "close": 58.66, "amount_yi": 0.0887 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.66, "ts": "2026-06-25T14:30:57", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 58.67, "ask1": 58.68, "bid_qty1": 5, "ask_qty1": 20 }, "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": "2026-06-25T14:30:59", "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": 237.6051, "price_vs_vwap_pct": 7.5482, "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": 0.2356, "prev_amount_yi": 0.2162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 255.68, "high": 256.1, "low": 255.68, "close": 256.1, "amount_yi": 0.0327 }, { "time": "14:27", "open": 256.33, "high": 256.78, "low": 256.33, "close": 256.78, "amount_yi": 0.0367 }, { "time": "14:28", "open": 255.6, "high": 255.6, "low": 255.25, "close": 255.25, "amount_yi": 0.0719 }, { "time": "14:29", "open": 255.26, "high": 255.66, "low": 255.26, "close": 255.66, "amount_yi": 0.0422 }, { "time": "14:30", "open": 255.6, "high": 255.6, "low": 255.54, "close": 255.54, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 255.54, "ts": "2026-06-25T14:30:54", "prev_close": 248.33, "open": 238.36, "high": 259.8, "low": 225.88, "bid1": 255.27, "ask1": 255.54, "bid_qty1": 5, "ask_qty1": 17 }, "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": "2026-06-25T14:30:59", "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": 407.2374, "price_vs_vwap_pct": -1.9319, "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": 0.0992, "prev_amount_yi": 0.175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5669, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:26", "open": 397.56, "high": 397.68, "low": 397.56, "close": 397.68, "amount_yi": 0.0095 }, { "time": "14:27", "open": 398.05, "high": 398.9, "low": 398.05, "close": 398.9, "amount_yi": 0.0083 }, { "time": "14:28", "open": 399.42, "high": 399.42, "low": 399.39, "close": 399.39, "amount_yi": 0.0136 }, { "time": "14:29", "open": 398.38, "high": 398.38, "low": 398.32, "close": 398.32, "amount_yi": 0.0239 }, { "time": "14:30", "open": 399.34, "high": 399.37, "low": 399.34, "close": 399.37, "amount_yi": 0.0439 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 399.37, "ts": "2026-06-25T14:30:51", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 399.36, "ask1": 399.37, "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.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": "2026-06-25T14:30:59", "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": 80.165, "price_vs_vwap_pct": 0.9044, "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": 0.1222, "prev_amount_yi": 0.1042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:26", "open": 80.81, "high": 80.81, "low": 80.78, "close": 80.78, "amount_yi": 0.0162 }, { "time": "14:27", "open": 80.84, "high": 80.89, "low": 80.84, "close": 80.89, "amount_yi": 0.0237 }, { "time": "14:28", "open": 80.91, "high": 80.91, "low": 80.89, "close": 80.89, "amount_yi": 0.0184 }, { "time": "14:29", "open": 80.88, "high": 80.88, "low": 80.88, "close": 80.88, "amount_yi": 0.0189 }, { "time": "14:30", "open": 80.88, "high": 80.89, "low": 80.88, "close": 80.89, "amount_yi": 0.045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.89, "ts": "2026-06-25T14:30:54", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.89, "ask1": 80.91, "bid_qty1": 1, "ask_qty1": 46 }, "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": "2026-06-25T14:30:59", "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": 94.9147, "price_vs_vwap_pct": 1.1013, "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": 0.481, "prev_amount_yi": 0.4645, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0355, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 96.19, "high": 96.21, "low": 96.19, "close": 96.21, "amount_yi": 0.1057 }, { "time": "14:27", "open": 96.28, "high": 96.3, "low": 96.28, "close": 96.3, "amount_yi": 0.1098 }, { "time": "14:28", "open": 96.1, "high": 96.1, "low": 96.05, "close": 96.05, "amount_yi": 0.1042 }, { "time": "14:29", "open": 95.98, "high": 95.98, "low": 95.95, "close": 95.95, "amount_yi": 0.0922 }, { "time": "14:30", "open": 95.94, "high": 95.96, "low": 95.94, "close": 95.96, "amount_yi": 0.0691 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.96, "ts": "2026-06-25T14:30:57", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 95.96, "ask1": 95.98, "bid_qty1": 16, "ask_qty1": 11 }, "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": "2026-06-25T14:30:59", "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": 53.2743, "price_vs_vwap_pct": 0.4612, "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": 0.1342, "prev_amount_yi": 0.0761, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7635, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 53.63, "high": 53.63, "low": 53.63, "close": 53.63, "amount_yi": 0.0151 }, { "time": "14:27", "open": 53.63, "high": 53.64, "low": 53.63, "close": 53.64, "amount_yi": 0.0081 }, { "time": "14:28", "open": 53.46, "high": 53.46, "low": 53.44, "close": 53.44, "amount_yi": 0.0736 }, { "time": "14:29", "open": 53.44, "high": 53.51, "low": 53.44, "close": 53.51, "amount_yi": 0.026 }, { "time": "14:30", "open": 53.45, "high": 53.52, "low": 53.45, "close": 53.52, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:56", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.48, "ask1": 53.52, "bid_qty1": 18, "ask_qty1": 30 }, "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": "2026-06-25T14:30:59", "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": 69.558, "price_vs_vwap_pct": -1.8804, "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": 0.4236, "prev_amount_yi": 0.5111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 68.24, "high": 68.24, "low": 68.21, "close": 68.21, "amount_yi": 0.0827 }, { "time": "14:27", "open": 68.22, "high": 68.25, "low": 68.22, "close": 68.25, "amount_yi": 0.082 }, { "time": "14:28", "open": 68.25, "high": 68.25, "low": 68.25, "close": 68.25, "amount_yi": 0.0827 }, { "time": "14:29", "open": 68.2, "high": 68.21, "low": 68.2, "close": 68.21, "amount_yi": 0.0979 }, { "time": "14:30", "open": 68.22, "high": 68.25, "low": 68.22, "close": 68.25, "amount_yi": 0.0783 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.25, "ts": "2026-06-25T14:30:57", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.04, "bid1": 68.24, "ask1": 68.25, "bid_qty1": 244, "ask_qty1": 39 }, "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": "2026-06-25T14:30:59", "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": 50.3532, "price_vs_vwap_pct": 0.1327, "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": 0.6827, "prev_amount_yi": 0.6959, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 50.34, "high": 50.35, "low": 50.34, "close": 50.35, "amount_yi": 0.1294 }, { "time": "14:27", "open": 50.37, "high": 50.46, "low": 50.37, "close": 50.46, "amount_yi": 0.1061 }, { "time": "14:28", "open": 50.6, "high": 50.6, "low": 50.58, "close": 50.58, "amount_yi": 0.1478 }, { "time": "14:29", "open": 50.56, "high": 50.56, "low": 50.55, "close": 50.55, "amount_yi": 0.1647 }, { "time": "14:30", "open": 50.49, "high": 50.49, "low": 50.42, "close": 50.42, "amount_yi": 0.1347 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.42, "ts": "2026-06-25T14:30:58", "prev_close": 49.63, "open": 50.65, "high": 52.0, "low": 48.65, "bid1": 50.4, "ask1": 50.41, "bid_qty1": 141, "ask_qty1": 3 }, "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": "2026-06-25T14:30:59", "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": 18.9528, "price_vs_vwap_pct": -0.0675, "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": 0.1144, "prev_amount_yi": 0.0776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 18.95, "high": 18.95, "low": 18.94, "close": 18.94, "amount_yi": 0.0118 }, { "time": "14:27", "open": 18.94, "high": 18.94, "low": 18.94, "close": 18.94, "amount_yi": 0.0247 }, { "time": "14:28", "open": 18.94, "high": 18.94, "low": 18.94, "close": 18.94, "amount_yi": 0.0312 }, { "time": "14:29", "open": 18.92, "high": 18.92, "low": 18.91, "close": 18.91, "amount_yi": 0.0218 }, { "time": "14:30", "open": 18.92, "high": 18.94, "low": 18.92, "close": 18.94, "amount_yi": 0.0249 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.93, "ask1": 18.94, "bid_qty1": 133, "ask_qty1": 230 }, "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": "2026-06-25T14:30:59", "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": 39.6633, "price_vs_vwap_pct": 1.1514, "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": 0.311, "prev_amount_yi": 0.3147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9882, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 40.16, "high": 40.16, "low": 40.14, "close": 40.14, "amount_yi": 0.04 }, { "time": "14:27", "open": 40.12, "high": 40.2, "low": 40.12, "close": 40.2, "amount_yi": 0.0829 }, { "time": "14:28", "open": 40.22, "high": 40.22, "low": 40.17, "close": 40.17, "amount_yi": 0.0758 }, { "time": "14:29", "open": 40.13, "high": 40.13, "low": 40.09, "close": 40.09, "amount_yi": 0.0407 }, { "time": "14:30", "open": 40.08, "high": 40.12, "low": 40.08, "close": 40.12, "amount_yi": 0.0716 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.12, "ts": "2026-06-25T14:30:54", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 40.11, "ask1": 40.12, "bid_qty1": 5, "ask_qty1": 29 }, "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": "2026-06-25T14:30:59", "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": 16.6357, "price_vs_vwap_pct": 0.4466, "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": 0.089, "prev_amount_yi": 0.0487, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 16.74, "high": 16.75, "low": 16.74, "close": 16.75, "amount_yi": 0.0104 }, { "time": "14:27", "open": 16.75, "high": 16.76, "low": 16.75, "close": 16.76, "amount_yi": 0.0135 }, { "time": "14:28", "open": 16.72, "high": 16.72, "low": 16.72, "close": 16.72, "amount_yi": 0.0327 }, { "time": "14:29", "open": 16.72, "high": 16.72, "low": 16.72, "close": 16.72, "amount_yi": 0.0045 }, { "time": "14:30", "open": 16.72, "high": 16.72, "low": 16.71, "close": 16.71, "amount_yi": 0.0279 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.71, "ts": "2026-06-25T14:30:54", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.69, "ask1": 16.7, "bid_qty1": 60, "ask_qty1": 11 }, "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": "2026-06-25T14:30:59", "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": 23.9159, "price_vs_vwap_pct": -0.9446, "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": 0.1796, "prev_amount_yi": 0.1763, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 23.7, "high": 23.71, "low": 23.7, "close": 23.71, "amount_yi": 0.0194 }, { "time": "14:27", "open": 23.71, "high": 23.72, "low": 23.71, "close": 23.72, "amount_yi": 0.0261 }, { "time": "14:28", "open": 23.71, "high": 23.71, "low": 23.69, "close": 23.69, "amount_yi": 0.0647 }, { "time": "14:29", "open": 23.68, "high": 23.69, "low": 23.68, "close": 23.69, "amount_yi": 0.0282 }, { "time": "14:30", "open": 23.69, "high": 23.69, "low": 23.69, "close": 23.69, "amount_yi": 0.0412 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.69, "ts": "2026-06-25T14:30:57", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.69, "ask1": 23.7, "bid_qty1": 419, "ask_qty1": 2434 }, "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": "2026-06-25T14:30:59", "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": 151.8368, "price_vs_vwap_pct": 0.7332, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6608, "prev_amount_yi": 1.2946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 152.6, "high": 152.6, "low": 152.55, "close": 152.55, "amount_yi": 0.2748 }, { "time": "14:27", "open": 152.65, "high": 153.01, "low": 152.65, "close": 153.01, "amount_yi": 0.3737 }, { "time": "14:28", "open": 153.03, "high": 153.2, "low": 153.03, "close": 153.2, "amount_yi": 0.4125 }, { "time": "14:29", "open": 153.15, "high": 153.16, "low": 153.15, "close": 153.16, "amount_yi": 0.3635 }, { "time": "14:30", "open": 153.18, "high": 153.18, "low": 152.95, "close": 152.95, "amount_yi": 0.2363 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.95, "ts": "2026-06-25T14:30:57", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 152.91, "ask1": 152.95, "bid_qty1": 3, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301348:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301348:BREAK_PREV_HIGH", "symbol": "SZSE.301348", "name": "蓝箭电子", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.2, "exec_low": 31.2, "exec_high": 31.67, "invalid_price": 30.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 30.0215, "price_vs_vwap_pct": 0.1616, "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": 0.0821, "prev_amount_yi": 0.0641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 30.12, "high": 30.12, "low": 30.09, "close": 30.09, "amount_yi": 0.0241 }, { "time": "14:27", "open": 30.06, "high": 30.06, "low": 30.06, "close": 30.06, "amount_yi": 0.0093 }, { "time": "14:28", "open": 30.08, "high": 30.08, "low": 30.07, "close": 30.07, "amount_yi": 0.0231 }, { "time": "14:29", "open": 30.07, "high": 30.07, "low": 30.07, "close": 30.07, "amount_yi": 0.0119 }, { "time": "14:30", "open": 30.07, "high": 30.07, "low": 30.07, "close": 30.07, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.07, "ts": "2026-06-25T14:30:54", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 30.06, "ask1": 30.07, "bid_qty1": 81, "ask_qty1": 49 }, "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": "2026-06-25T14:30:59", "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": 82.1693, "price_vs_vwap_pct": 2.2523, "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": 0.0169, "prev_amount_yi": 0.035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0023 }, { "time": "14:27", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0019 }, { "time": "14:28", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0034 }, { "time": "14:29", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0023 }, { "time": "14:30", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 13990, "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": "2026-06-25T14:30:59", "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": 32.8944, "price_vs_vwap_pct": -0.439, "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": 0.0702, "prev_amount_yi": 0.0712, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.986, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 32.79, "high": 32.79, "low": 32.77, "close": 32.77, "amount_yi": 0.0082 }, { "time": "14:27", "open": 32.79, "high": 32.79, "low": 32.78, "close": 32.78, "amount_yi": 0.0063 }, { "time": "14:28", "open": 32.78, "high": 32.8, "low": 32.78, "close": 32.8, "amount_yi": 0.0163 }, { "time": "14:29", "open": 32.75, "high": 32.75, "low": 32.74, "close": 32.74, "amount_yi": 0.0252 }, { "time": "14:30", "open": 32.76, "high": 32.76, "low": 32.75, "close": 32.75, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.75, "ts": "2026-06-25T14:30:58", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.52, "bid1": 32.74, "ask1": 32.75, "bid_qty1": 9, "ask_qty1": 7 }, "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": "2026-06-25T14:30:59", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 192.47, "max_chase_pct": 1.5, "base_exec_high": 189.66, "dynamic_exec_high": null, "entry_zone_low": 184.06, "entry_zone_high": 189.66, "entry_risk_pct": 3.9532, "intraday_vwap": 186.2981, "price_vs_vwap_pct": 1.2946, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3655, "prev_amount_yi": 0.2335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 188.79, "high": 188.94, "low": 188.79, "close": 188.94, "amount_yi": 0.084 }, { "time": "14:27", "open": 188.94, "high": 188.94, "low": 188.91, "close": 188.91, "amount_yi": 0.0886 }, { "time": "14:28", "open": 188.93, "high": 188.93, "low": 188.92, "close": 188.92, "amount_yi": 0.0603 }, { "time": "14:29", "open": 188.6, "high": 188.67, "low": 188.6, "close": 188.67, "amount_yi": 0.09 }, { "time": "14:30", "open": 188.69, "high": 188.71, "low": 188.69, "close": 188.71, "amount_yi": 0.0426 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": 188.71, "ts": "2026-06-25T14:30:56", "prev_close": 185.39, "open": 186.8, "high": 189.98, "low": 182.36, "bid1": 188.7, "ask1": 188.71, "bid_qty1": 13, "ask_qty1": 2 }, "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": "2026-06-25T14:30:59", "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": 36.9194, "price_vs_vwap_pct": -2.7882, "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": 0.1698, "prev_amount_yi": 0.392, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 35.91, "high": 35.91, "low": 35.91, "close": 35.91, "amount_yi": 0.0171 }, { "time": "14:27", "open": 35.93, "high": 36.0, "low": 35.93, "close": 36.0, "amount_yi": 0.0235 }, { "time": "14:28", "open": 36.05, "high": 36.07, "low": 36.05, "close": 36.07, "amount_yi": 0.0262 }, { "time": "14:29", "open": 36.06, "high": 36.08, "low": 36.06, "close": 36.08, "amount_yi": 0.0392 }, { "time": "14:30", "open": 36.0, "high": 36.0, "low": 35.89, "close": 35.89, "amount_yi": 0.0638 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.89, "ts": "2026-06-25T14:30:57", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 35.73, "bid1": 35.85, "ask1": 35.89, "bid_qty1": 13, "ask_qty1": 2 }, "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": "TOUCHED", "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": "2026-06-25T14:30:59", "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": 57.04, "max_chase_pct": 1.5, "base_exec_high": 56.21, "dynamic_exec_high": null, "entry_zone_low": 54.55, "entry_zone_high": 56.21, "entry_risk_pct": null, "intraday_vwap": 54.7373, "price_vs_vwap_pct": 3.0193, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3102, "prev_amount_yi": 1.2162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 56.05, "high": 56.05, "low": 56.03, "close": 56.03, "amount_yi": 0.2084 }, { "time": "14:27", "open": 55.87, "high": 55.99, "low": 55.87, "close": 55.99, "amount_yi": 0.1561 }, { "time": "14:28", "open": 56.1, "high": 56.1, "low": 55.9, "close": 55.9, "amount_yi": 0.295 }, { "time": "14:29", "open": 56.29, "high": 56.29, "low": 56.26, "close": 56.26, "amount_yi": 0.3 }, { "time": "14:30", "open": 56.17, "high": 56.39, "low": 56.17, "close": 56.39, "amount_yi": 0.3507 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.39, "ts": "2026-06-25T14:30:57", "prev_close": 54.48, "open": 55.35, "high": 56.66, "low": 53.01, "bid1": 56.39, "ask1": 56.4, "bid_qty1": 20, "ask_qty1": 132 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-25T14:30:59", "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": 10.0983, "price_vs_vwap_pct": 2.7896, "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": 0.1963, "prev_amount_yi": 0.2023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 10.33, "high": 10.34, "low": 10.33, "close": 10.34, "amount_yi": 0.0403 }, { "time": "14:27", "open": 10.34, "high": 10.35, "low": 10.34, "close": 10.35, "amount_yi": 0.0277 }, { "time": "14:28", "open": 10.37, "high": 10.39, "low": 10.37, "close": 10.39, "amount_yi": 0.0498 }, { "time": "14:29", "open": 10.39, "high": 10.39, "low": 10.39, "close": 10.39, "amount_yi": 0.0346 }, { "time": "14:30", "open": 10.39, "high": 10.39, "low": 10.38, "close": 10.38, "amount_yi": 0.0439 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.38, "ts": "2026-06-25T14:30:54", "prev_close": 9.95, "open": 9.91, "high": 10.49, "low": 9.76, "bid1": 10.38, "ask1": 10.39, "bid_qty1": 18, "ask_qty1": 380 }, "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": "2026-06-25T14:30:59", "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": 99.7333, "price_vs_vwap_pct": 1.5709, "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": 0.1988, "prev_amount_yi": 0.2582, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7699, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 101.33, "high": 101.33, "low": 101.3, "close": 101.3, "amount_yi": 0.0198 }, { "time": "14:27", "open": 101.25, "high": 101.29, "low": 101.25, "close": 101.29, "amount_yi": 0.0163 }, { "time": "14:28", "open": 101.28, "high": 101.28, "low": 101.26, "close": 101.26, "amount_yi": 0.0227 }, { "time": "14:29", "open": 101.23, "high": 101.23, "low": 101.23, "close": 101.23, "amount_yi": 0.0288 }, { "time": "14:30", "open": 101.33, "high": 101.33, "low": 101.3, "close": 101.3, "amount_yi": 0.1112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.3, "ts": "2026-06-25T14:30:57", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 101.3, "ask1": 101.31, "bid_qty1": 19, "ask_qty1": 10 }, "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": "OBSERVE", "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": "2026-06-25T14:30:59", "sim_reason": "waiting_trigger", "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": 37.6165, "price_vs_vwap_pct": -0.5755, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4896, "prev_amount_yi": 0.2501, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9576, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 37.15, "high": 37.2, "low": 37.15, "close": 37.2, "amount_yi": 0.1104 }, { "time": "14:27", "open": 37.2, "high": 37.32, "low": 37.2, "close": 37.32, "amount_yi": 0.1323 }, { "time": "14:28", "open": 37.29, "high": 37.29, "low": 37.27, "close": 37.27, "amount_yi": 0.0628 }, { "time": "14:29", "open": 37.25, "high": 37.33, "low": 37.25, "close": 37.33, "amount_yi": 0.0597 }, { "time": "14:30", "open": 37.41, "high": 37.41, "low": 37.4, "close": 37.4, "amount_yi": 0.1244 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.4, "ts": "2026-06-25T14:30:56", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 37.41, "ask1": 37.42, "bid_qty1": 6, "ask_qty1": 67 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-25T14:30:59", "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": 3.3487, "intraday_vwap": 116.2188, "price_vs_vwap_pct": 0.9733, "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": 0.7794, "prev_amount_yi": 0.876, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 117.3, "high": 117.3, "low": 117.26, "close": 117.26, "amount_yi": 0.1543 }, { "time": "14:27", "open": 117.22, "high": 117.26, "low": 117.22, "close": 117.26, "amount_yi": 0.1751 }, { "time": "14:28", "open": 117.39, "high": 117.4, "low": 117.39, "close": 117.4, "amount_yi": 0.152 }, { "time": "14:29", "open": 117.3, "high": 117.3, "low": 117.14, "close": 117.14, "amount_yi": 0.1479 }, { "time": "14:30", "open": 117.25, "high": 117.35, "low": 117.25, "close": 117.35, "amount_yi": 0.1501 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": 117.35, "ts": "2026-06-25T14:30:58", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.35, "ask1": 117.36, "bid_qty1": 4, "ask_qty1": 19 }, "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": "2026-06-25T14:30:59", "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": 74.0798, "price_vs_vwap_pct": -2.9695, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1494, "prev_amount_yi": 0.1001, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 71.79, "high": 71.79, "low": 71.78, "close": 71.78, "amount_yi": 0.0163 }, { "time": "14:27", "open": 71.77, "high": 71.81, "low": 71.77, "close": 71.81, "amount_yi": 0.0288 }, { "time": "14:28", "open": 71.79, "high": 71.79, "low": 71.7, "close": 71.7, "amount_yi": 0.0424 }, { "time": "14:29", "open": 71.8, "high": 71.81, "low": 71.8, "close": 71.81, "amount_yi": 0.0265 }, { "time": "14:30", "open": 71.84, "high": 71.88, "low": 71.84, "close": 71.88, "amount_yi": 0.0354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.88, "ts": "2026-06-25T14:30:56", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.27, "bid1": 71.88, "ask1": 71.89, "bid_qty1": 13, "ask_qty1": 2 }, "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": "2026-06-25T14:30:59", "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": 3.3931, "intraday_vwap": 192.4975, "price_vs_vwap_pct": 1.6429, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4394, "prev_amount_yi": 0.4087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 195.34, "high": 195.41, "low": 195.34, "close": 195.41, "amount_yi": 0.0654 }, { "time": "14:27", "open": 195.76, "high": 195.76, "low": 195.69, "close": 195.69, "amount_yi": 0.1038 }, { "time": "14:28", "open": 195.7, "high": 195.7, "low": 195.62, "close": 195.62, "amount_yi": 0.1067 }, { "time": "14:29", "open": 195.66, "high": 195.66, "low": 195.61, "close": 195.61, "amount_yi": 0.0965 }, { "time": "14:30", "open": 195.29, "high": 195.66, "low": 195.29, "close": 195.66, "amount_yi": 0.067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": 195.66, "ts": "2026-06-25T14:30:57", "prev_close": 194.0, "open": 193.51, "high": 198.0, "low": 188.01, "bid1": 195.64, "ask1": 195.69, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:30:59", "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": 19.145, "price_vs_vwap_pct": 1.3319, "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": 0.1459, "prev_amount_yi": 0.1425, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 19.41, "high": 19.42, "low": 19.41, "close": 19.42, "amount_yi": 0.0252 }, { "time": "14:27", "open": 19.37, "high": 19.37, "low": 19.36, "close": 19.36, "amount_yi": 0.0697 }, { "time": "14:28", "open": 19.34, "high": 19.34, "low": 19.34, "close": 19.34, "amount_yi": 0.0163 }, { "time": "14:29", "open": 19.35, "high": 19.35, "low": 19.34, "close": 19.34, "amount_yi": 0.0248 }, { "time": "14:30", "open": 19.39, "high": 19.4, "low": 19.39, "close": 19.4, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.4, "ts": "2026-06-25T14:30:57", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 19.38, "ask1": 19.4, "bid_qty1": 33, "ask_qty1": 13 }, "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": "2026-06-25T14:30:59", "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": 12.7461, "price_vs_vwap_pct": -1.8523, "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": 0.0828, "prev_amount_yi": 0.0646, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2817, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 12.5, "high": 12.5, "low": 12.49, "close": 12.49, "amount_yi": 0.0201 }, { "time": "14:27", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0188 }, { "time": "14:28", "open": 12.49, "high": 12.5, "low": 12.49, "close": 12.5, "amount_yi": 0.0151 }, { "time": "14:29", "open": 12.51, "high": 12.51, "low": 12.51, "close": 12.51, "amount_yi": 0.0172 }, { "time": "14:30", "open": 12.51, "high": 12.51, "low": 12.51, "close": 12.51, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.51, "ts": "2026-06-25T14:30:57", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.39, "bid1": 12.5, "ask1": 12.51, "bid_qty1": 833, "ask_qty1": 22 }, "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": "2026-06-25T14:30:59", "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": 34.7059, "price_vs_vwap_pct": -1.1984, "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": 0.4778, "prev_amount_yi": 0.5186, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9213, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 34.3, "high": 34.3, "low": 34.3, "close": 34.3, "amount_yi": 0.1075 }, { "time": "14:27", "open": 34.31, "high": 34.33, "low": 34.31, "close": 34.33, "amount_yi": 0.1267 }, { "time": "14:28", "open": 34.32, "high": 34.32, "low": 34.29, "close": 34.29, "amount_yi": 0.0707 }, { "time": "14:29", "open": 34.29, "high": 34.29, "low": 34.29, "close": 34.29, "amount_yi": 0.0629 }, { "time": "14:30", "open": 34.29, "high": 34.29, "low": 34.29, "close": 34.29, "amount_yi": 0.11 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.29, "ask1": 34.3, "bid_qty1": 61, "ask_qty1": 368 }, "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": "2026-06-25T14:30:59", "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": 62.0018, "price_vs_vwap_pct": -2.4706, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1698, "prev_amount_yi": 0.1011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 60.53, "high": 60.53, "low": 60.53, "close": 60.53, "amount_yi": 0.0238 }, { "time": "14:27", "open": 60.53, "high": 60.54, "low": 60.53, "close": 60.54, "amount_yi": 0.0299 }, { "time": "14:28", "open": 60.54, "high": 60.54, "low": 60.51, "close": 60.51, "amount_yi": 0.0129 }, { "time": "14:29", "open": 60.51, "high": 60.51, "low": 60.49, "close": 60.49, "amount_yi": 0.0672 }, { "time": "14:30", "open": 60.48, "high": 60.48, "low": 60.47, "close": 60.47, "amount_yi": 0.036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.47, "ts": "2026-06-25T14:30:57", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.36, "bid1": 60.47, "ask1": 60.48, "bid_qty1": 8, "ask_qty1": 26 }, "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": "2026-06-25T14:30:59", "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": 23.0062, "price_vs_vwap_pct": 3.2765, "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": 0.135, "prev_amount_yi": 0.1177, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 23.71, "high": 23.71, "low": 23.71, "close": 23.71, "amount_yi": 0.0211 }, { "time": "14:27", "open": 23.71, "high": 23.71, "low": 23.7, "close": 23.7, "amount_yi": 0.0181 }, { "time": "14:28", "open": 23.75, "high": 23.75, "low": 23.74, "close": 23.74, "amount_yi": 0.0444 }, { "time": "14:29", "open": 23.75, "high": 23.75, "low": 23.74, "close": 23.74, "amount_yi": 0.0294 }, { "time": "14:30", "open": 23.74, "high": 23.76, "low": 23.74, "close": 23.76, "amount_yi": 0.022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.76, "ts": "2026-06-25T14:30:57", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 23.76, "ask1": 23.77, "bid_qty1": 22, "ask_qty1": 287 }, "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": "2026-06-25T14:30:59", "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": 28.8604, "price_vs_vwap_pct": -2.0111, "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": 0.076, "prev_amount_yi": 0.0514, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 28.34, "high": 28.35, "low": 28.34, "close": 28.35, "amount_yi": 0.0065 }, { "time": "14:27", "open": 28.34, "high": 28.34, "low": 28.31, "close": 28.31, "amount_yi": 0.0301 }, { "time": "14:28", "open": 28.31, "high": 28.31, "low": 28.31, "close": 28.31, "amount_yi": 0.0091 }, { "time": "14:29", "open": 28.27, "high": 28.27, "low": 28.26, "close": 28.26, "amount_yi": 0.0152 }, { "time": "14:30", "open": 28.27, "high": 28.28, "low": 28.27, "close": 28.28, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.28, "ts": "2026-06-25T14:30:57", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.18, "bid1": 28.28, "ask1": 28.29, "bid_qty1": 49, "ask_qty1": 62 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300236:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300236:BREAK_PREV_HIGH", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "W53", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 115.2, "exec_low": 115.2, "exec_high": 116.93, "invalid_price": 111.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 112.449, "price_vs_vwap_pct": 1.157, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3593, "prev_amount_yi": 0.2211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6251, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 113.73, "high": 113.73, "low": 113.73, "close": 113.73, "amount_yi": 0.0296 }, { "time": "14:27", "open": 113.76, "high": 113.88, "low": 113.76, "close": 113.88, "amount_yi": 0.0327 }, { "time": "14:28", "open": 113.79, "high": 113.79, "low": 113.75, "close": 113.75, "amount_yi": 0.0941 }, { "time": "14:29", "open": 113.57, "high": 113.61, "low": 113.57, "close": 113.61, "amount_yi": 0.1384 }, { "time": "14:30", "open": 113.73, "high": 113.75, "low": 113.73, "close": 113.75, "amount_yi": 0.0645 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 204750.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.75, "ts": "2026-06-25T14:30:54", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 113.66, "ask1": 113.75, "bid_qty1": 2, "ask_qty1": 22 }, "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": "2026-06-25T14:30:59", "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": 91.49, "price_vs_vwap_pct": -0.7105, "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": 0.0353, "prev_amount_yi": 0.0466, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 90.81, "high": 90.82, "low": 90.81, "close": 90.82, "amount_yi": 0.003 }, { "time": "14:27", "open": 90.8, "high": 90.8, "low": 90.73, "close": 90.73, "amount_yi": 0.0057 }, { "time": "14:28", "open": 90.79, "high": 90.79, "low": 90.79, "close": 90.79, "amount_yi": 0.0087 }, { "time": "14:29", "open": 90.79, "high": 90.79, "low": 90.76, "close": 90.76, "amount_yi": 0.0058 }, { "time": "14:30", "open": 90.79, "high": 90.84, "low": 90.79, "close": 90.84, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.84, "ts": "2026-06-25T14:30:54", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.83, "ask1": 90.84, "bid_qty1": 17, "ask_qty1": 9 }, "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": "2026-06-25T14:30:59", "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": 74.8662, "price_vs_vwap_pct": 0.1386, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8688, "prev_amount_yi": 0.5909, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 74.92, "high": 74.97, "low": 74.92, "close": 74.97, "amount_yi": 0.0892 }, { "time": "14:27", "open": 75.04, "high": 75.07, "low": 75.04, "close": 75.07, "amount_yi": 0.1515 }, { "time": "14:28", "open": 75.1, "high": 75.1, "low": 75.1, "close": 75.1, "amount_yi": 0.2012 }, { "time": "14:29", "open": 75.06, "high": 75.12, "low": 75.06, "close": 75.12, "amount_yi": 0.1661 }, { "time": "14:30", "open": 75.08, "high": 75.08, "low": 74.97, "close": 74.97, "amount_yi": 0.2608 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.97, "ts": "2026-06-25T14:30:57", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.94, "ask1": 74.99, "bid_qty1": 16, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301297:BREAK_PREV_HIGH", "symbol": "SZSE.301297", "name": "富乐德", "side": "BUY", "priority": "W56", "status": "OBSERVE", "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": "2026-06-25T14:30:59", "sim_reason": "waiting_trigger", "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": 53.6236, "price_vs_vwap_pct": 4.0587, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9135, "prev_amount_yi": 0.4983, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 54.92, "high": 54.92, "low": 54.81, "close": 54.81, "amount_yi": 0.1125 }, { "time": "14:27", "open": 54.78, "high": 54.85, "low": 54.78, "close": 54.85, "amount_yi": 0.0502 }, { "time": "14:28", "open": 54.86, "high": 54.86, "low": 54.74, "close": 54.74, "amount_yi": 0.0679 }, { "time": "14:29", "open": 54.71, "high": 55.35, "low": 54.71, "close": 55.35, "amount_yi": 0.2143 }, { "time": "14:30", "open": 55.45, "high": 55.8, "low": 55.45, "close": 55.8, "amount_yi": 0.4686 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.8, "ts": "2026-06-25T14:30:54", "prev_close": 54.74, "open": 55.0, "high": 56.0, "low": 51.77, "bid1": 55.6, "ask1": 55.77, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:30:59", "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": 21.1538, "price_vs_vwap_pct": -0.7271, "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": 0.2266, "prev_amount_yi": 0.2418, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9371, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 21.0, "high": 21.01, "low": 21.0, "close": 21.01, "amount_yi": 0.0289 }, { "time": "14:27", "open": 20.98, "high": 21.01, "low": 20.98, "close": 21.01, "amount_yi": 0.0587 }, { "time": "14:28", "open": 21.03, "high": 21.03, "low": 21.0, "close": 21.0, "amount_yi": 0.0306 }, { "time": "14:29", "open": 20.99, "high": 20.99, "low": 20.98, "close": 20.98, "amount_yi": 0.0263 }, { "time": "14:30", "open": 20.98, "high": 21.0, "low": 20.98, "close": 21.0, "amount_yi": 0.0821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.0, "ts": "2026-06-25T14:30:57", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 20.99, "ask1": 21.0, "bid_qty1": 81, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH", "symbol": "SZSE.300442", "name": "润泽科技", "side": "BUY", "priority": "W58", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 85.86, "exec_low": 85.86, "exec_high": 87.15, "invalid_price": 83.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": null, "intraday_vwap": 84.3807, "price_vs_vwap_pct": -1.103, "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": 0.4219, "prev_amount_yi": 0.5824, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 83.37, "high": 83.37, "low": 83.37, "close": 83.37, "amount_yi": 0.1099 }, { "time": "14:27", "open": 83.36, "high": 83.37, "low": 83.36, "close": 83.37, "amount_yi": 0.0378 }, { "time": "14:28", "open": 83.39, "high": 83.51, "low": 83.39, "close": 83.51, "amount_yi": 0.0883 }, { "time": "14:29", "open": 83.47, "high": 83.47, "low": 83.44, "close": 83.44, "amount_yi": 0.1066 }, { "time": "14:30", "open": 83.43, "high": 83.45, "low": 83.43, "close": 83.45, "amount_yi": 0.0793 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.45, "ts": "2026-06-25T14:30:54", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.45, "ask1": 83.46, "bid_qty1": 10, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH", "symbol": "SZSE.301095", "name": "广立微", "side": "BUY", "priority": "W59", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 106.01, "exec_low": 106.01, "exec_high": 107.6, "invalid_price": 102.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 102.8732, "price_vs_vwap_pct": -1.4126, "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": 0.2029, "prev_amount_yi": 0.2149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 101.03, "high": 101.07, "low": 101.03, "close": 101.07, "amount_yi": 0.0247 }, { "time": "14:27", "open": 101.16, "high": 101.16, "low": 101.12, "close": 101.12, "amount_yi": 0.038 }, { "time": "14:28", "open": 101.29, "high": 101.29, "low": 101.27, "close": 101.27, "amount_yi": 0.0654 }, { "time": "14:29", "open": 101.18, "high": 101.18, "low": 101.15, "close": 101.15, "amount_yi": 0.0327 }, { "time": "14:30", "open": 101.46, "high": 101.46, "low": 101.42, "close": 101.42, "amount_yi": 0.0421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.42, "ts": "2026-06-25T14:30:54", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 101.38, "ask1": 101.42, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-25T14:30:59", "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": 45.0435, "price_vs_vwap_pct": 3.1669, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5536, "prev_amount_yi": 0.3404, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6263, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 46.58, "high": 46.58, "low": 46.5, "close": 46.5, "amount_yi": 0.1062 }, { "time": "14:27", "open": 46.6, "high": 46.6, "low": 46.5, "close": 46.5, "amount_yi": 0.081 }, { "time": "14:28", "open": 46.2, "high": 46.2, "low": 46.19, "close": 46.19, "amount_yi": 0.0474 }, { "time": "14:29", "open": 46.24, "high": 46.42, "low": 46.24, "close": 46.42, "amount_yi": 0.1174 }, { "time": "14:30", "open": 46.68, "high": 46.68, "low": 46.47, "close": 46.47, "amount_yi": 0.2016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.47, "ts": "2026-06-25T14:30:56", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 46.47, "ask1": 46.49, "bid_qty1": 524, "ask_qty1": 83 }, "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": "2026-06-25T14:30:59", "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": 21.9865, "price_vs_vwap_pct": 1.7443, "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": 0.8811, "prev_amount_yi": 0.9972, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 22.36, "high": 22.36, "low": 22.35, "close": 22.35, "amount_yi": 0.1397 }, { "time": "14:27", "open": 22.37, "high": 22.39, "low": 22.37, "close": 22.39, "amount_yi": 0.1368 }, { "time": "14:28", "open": 22.37, "high": 22.37, "low": 22.37, "close": 22.37, "amount_yi": 0.2752 }, { "time": "14:29", "open": 22.36, "high": 22.37, "low": 22.36, "close": 22.37, "amount_yi": 0.157 }, { "time": "14:30", "open": 22.37, "high": 22.37, "low": 22.37, "close": 22.37, "amount_yi": 0.1724 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.37, "ts": "2026-06-25T14:30:57", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.36, "ask1": 22.37, "bid_qty1": 2685, "ask_qty1": 534 }, "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": "2026-06-25T14:30:59", "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": 389.1016, "price_vs_vwap_pct": 1.6907, "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": 0.5496, "prev_amount_yi": 0.6566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 395.64, "high": 395.67, "low": 395.64, "close": 395.67, "amount_yi": 0.0601 }, { "time": "14:27", "open": 396.04, "high": 396.13, "low": 396.04, "close": 396.13, "amount_yi": 0.0856 }, { "time": "14:28", "open": 396.28, "high": 396.33, "low": 396.28, "close": 396.33, "amount_yi": 0.1783 }, { "time": "14:29", "open": 396.36, "high": 396.36, "low": 395.68, "close": 395.68, "amount_yi": 0.12 }, { "time": "14:30", "open": 395.18, "high": 395.68, "low": 395.18, "close": 395.68, "amount_yi": 0.1056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 395.68, "ts": "2026-06-25T14:30:57", "prev_close": 406.0, "open": 394.01, "high": 397.94, "low": 378.0, "bid1": 395.67, "ask1": 395.68, "bid_qty1": 7, "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": "2026-06-25T14:30:59", "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": 109.5343, "price_vs_vwap_pct": -2.0216, "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": 0.1076, "prev_amount_yi": 0.1036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0386, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:26", "open": 107.53, "high": 107.57, "low": 107.53, "close": 107.57, "amount_yi": 0.0178 }, { "time": "14:27", "open": 107.58, "high": 107.66, "low": 107.58, "close": 107.66, "amount_yi": 0.0065 }, { "time": "14:28", "open": 107.59, "high": 107.59, "low": 107.42, "close": 107.42, "amount_yi": 0.027 }, { "time": "14:29", "open": 107.32, "high": 107.32, "low": 107.3, "close": 107.3, "amount_yi": 0.026 }, { "time": "14:30", "open": 107.3, "high": 107.32, "low": 107.3, "close": 107.32, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.32, "ts": "2026-06-25T14:30:54", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 107.3, "ask1": 107.32, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:30:59", "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": 12.7333, "price_vs_vwap_pct": -0.1045, "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": 0.1288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0722, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 12.71, "high": 12.71, "low": 12.71, "close": 12.71, "amount_yi": 0.0131 }, { "time": "14:27", "open": 12.72, "high": 12.73, "low": 12.72, "close": 12.73, "amount_yi": 0.0226 }, { "time": "14:28", "open": 12.72, "high": 12.72, "low": 12.71, "close": 12.71, "amount_yi": 0.0264 }, { "time": "14:29", "open": 12.7, "high": 12.71, "low": 12.7, "close": 12.71, "amount_yi": 0.047 }, { "time": "14:30", "open": 12.72, "high": 12.72, "low": 12.72, "close": 12.72, "amount_yi": 0.029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.72, "ts": "2026-06-25T14:30:57", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.72, "ask1": 12.73, "bid_qty1": 7, "ask_qty1": 460 }, "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": "2026-06-25T14:30:59", "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": 85.5313, "price_vs_vwap_pct": 2.442, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6352, "prev_amount_yi": 0.5745, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 87.49, "high": 87.49, "low": 87.46, "close": 87.46, "amount_yi": 0.0882 }, { "time": "14:27", "open": 87.48, "high": 87.53, "low": 87.48, "close": 87.53, "amount_yi": 0.2062 }, { "time": "14:28", "open": 87.52, "high": 87.52, "low": 87.47, "close": 87.47, "amount_yi": 0.0719 }, { "time": "14:29", "open": 87.51, "high": 87.51, "low": 87.5, "close": 87.5, "amount_yi": 0.0841 }, { "time": "14:30", "open": 87.65, "high": 87.65, "low": 87.62, "close": 87.62, "amount_yi": 0.1848 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.62, "ts": "2026-06-25T14:30:57", "prev_close": 83.64, "open": 84.0, "high": 88.89, "low": 82.87, "bid1": 87.62, "ask1": 87.63, "bid_qty1": 18, "ask_qty1": 5 }, "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": "2026-06-25T14:30:59", "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": 870.2105, "price_vs_vwap_pct": 2.389, "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": 0.1328, "prev_amount_yi": 0.4107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0428 }, { "time": "14:27", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0205 }, { "time": "14:28", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0232 }, { "time": "14:29", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0196 }, { "time": "14:30", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 810.0, "open": 830.0, "high": 891.0, "low": 829.19, "bid1": 891.0, "ask1": 0.0, "bid_qty1": 6809, "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": "2026-06-25T14:30:59", "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": 261.4285, "price_vs_vwap_pct": 0.2186, "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": 0.168, "prev_amount_yi": 0.1993, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.843, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 261.6, "high": 261.61, "low": 261.6, "close": 261.61, "amount_yi": 0.0306 }, { "time": "14:27", "open": 261.59, "high": 261.61, "low": 261.59, "close": 261.61, "amount_yi": 0.0167 }, { "time": "14:28", "open": 261.88, "high": 261.93, "low": 261.88, "close": 261.93, "amount_yi": 0.0301 }, { "time": "14:29", "open": 261.94, "high": 261.94, "low": 261.8, "close": 261.8, "amount_yi": 0.0322 }, { "time": "14:30", "open": 261.94, "high": 262.0, "low": 261.94, "close": 262.0, "amount_yi": 0.0584 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 262.0, "ts": "2026-06-25T14:30:54", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 262.0, "ask1": 262.04, "bid_qty1": 1, "ask_qty1": 14 }, "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": "2026-06-25T14:30:59", "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": 65.5629, "price_vs_vwap_pct": -1.6059, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6169, "prev_amount_yi": 0.3982, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5492, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 64.48, "high": 64.48, "low": 64.4, "close": 64.4, "amount_yi": 0.1302 }, { "time": "14:27", "open": 64.44, "high": 64.5, "low": 64.44, "close": 64.5, "amount_yi": 0.0728 }, { "time": "14:28", "open": 64.52, "high": 64.55, "low": 64.52, "close": 64.55, "amount_yi": 0.1141 }, { "time": "14:29", "open": 64.47, "high": 64.5, "low": 64.47, "close": 64.5, "amount_yi": 0.1369 }, { "time": "14:30", "open": 64.48, "high": 64.51, "low": 64.48, "close": 64.51, "amount_yi": 0.1629 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.51, "ts": "2026-06-25T14:30:57", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.03, "bid1": 64.51, "ask1": 64.52, "bid_qty1": 36, "ask_qty1": 12 }, "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": "2026-06-25T14:30:59", "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": 27.8307, "price_vs_vwap_pct": 1.291, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6086, "prev_amount_yi": 0.5687, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0702, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 28.19, "high": 28.2, "low": 28.19, "close": 28.2, "amount_yi": 0.1416 }, { "time": "14:27", "open": 28.2, "high": 28.2, "low": 28.18, "close": 28.18, "amount_yi": 0.098 }, { "time": "14:28", "open": 28.19, "high": 28.19, "low": 28.19, "close": 28.19, "amount_yi": 0.1195 }, { "time": "14:29", "open": 28.18, "high": 28.18, "low": 28.18, "close": 28.18, "amount_yi": 0.134 }, { "time": "14:30", "open": 28.19, "high": 28.19, "low": 28.19, "close": 28.19, "amount_yi": 0.1155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.19, "ts": "2026-06-25T14:30:57", "prev_close": 27.66, "open": 27.61, "high": 28.31, "low": 27.06, "bid1": 28.19, "ask1": 28.2, "bid_qty1": 45, "ask_qty1": 2372 }, "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": "2026-06-25T14:30:59", "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": 172.121, "price_vs_vwap_pct": 0.1389, "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": 0.1793, "prev_amount_yi": 0.2477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 172.31, "high": 172.59, "low": 172.31, "close": 172.59, "amount_yi": 0.0487 }, { "time": "14:27", "open": 172.62, "high": 172.62, "low": 172.58, "close": 172.58, "amount_yi": 0.0354 }, { "time": "14:28", "open": 172.61, "high": 172.61, "low": 172.5, "close": 172.5, "amount_yi": 0.0536 }, { "time": "14:29", "open": 172.3, "high": 172.31, "low": 172.3, "close": 172.31, "amount_yi": 0.0207 }, { "time": "14:30", "open": 172.31, "high": 172.36, "low": 172.31, "close": 172.36, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.36, "ts": "2026-06-25T14:30:54", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 172.35, "ask1": 172.36, "bid_qty1": 2, "ask_qty1": 92 }, "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": "2026-06-25T14:30:59", "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": 81.5527, "price_vs_vwap_pct": 2.5104, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0126, "prev_amount_yi": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0014 }, { "time": "14:27", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0033 }, { "time": "14:28", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0013 }, { "time": "14:29", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0011 }, { "time": "14:30", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:57", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 16779, "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": "2026-06-25T14:30:59", "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": 127.8512, "price_vs_vwap_pct": 2.721, "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": 0.0147, "prev_amount_yi": 0.0048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.008 }, { "time": "14:27", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0009 }, { "time": "14:28", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0017 }, { "time": "14:29", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0009 }, { "time": "14:30", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:30:55", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 11982, "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": "2026-06-25T14:30:59", "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": 81.1935, "price_vs_vwap_pct": -0.4846, "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": 0.1944, "prev_amount_yi": 0.1853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 80.8, "high": 80.81, "low": 80.8, "close": 80.81, "amount_yi": 0.0513 }, { "time": "14:27", "open": 80.81, "high": 80.86, "low": 80.81, "close": 80.86, "amount_yi": 0.0257 }, { "time": "14:28", "open": 80.89, "high": 80.89, "low": 80.84, "close": 80.84, "amount_yi": 0.0219 }, { "time": "14:29", "open": 80.84, "high": 80.84, "low": 80.82, "close": 80.82, "amount_yi": 0.0599 }, { "time": "14:30", "open": 80.82, "high": 80.82, "low": 80.8, "close": 80.8, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.8, "ts": "2026-06-25T14:30:57", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.79, "ask1": 80.81, "bid_qty1": 4, "ask_qty1": 10 }, "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": "2026-06-25T14:30:59", "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": 241.4808, "price_vs_vwap_pct": 3.0682, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6229, "prev_amount_yi": 0.3864, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 249.11, "high": 249.11, "low": 249.0, "close": 249.0, "amount_yi": 0.0732 }, { "time": "14:27", "open": 249.1, "high": 249.12, "low": 249.1, "close": 249.12, "amount_yi": 0.0563 }, { "time": "14:28", "open": 249.01, "high": 249.01, "low": 249.0, "close": 249.0, "amount_yi": 0.2245 }, { "time": "14:29", "open": 248.6, "high": 248.6, "low": 248.57, "close": 248.57, "amount_yi": 0.2124 }, { "time": "14:30", "open": 249.0, "high": 249.0, "low": 248.89, "close": 248.89, "amount_yi": 0.0565 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 248.89, "ts": "2026-06-25T14:30:54", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 248.77, "ask1": 249.07, "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.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": "2026-06-25T14:30:59", "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": 123.8483, "price_vs_vwap_pct": 2.6336, "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": 0.2103, "prev_amount_yi": 0.2883, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 126.85, "high": 126.9, "low": 126.85, "close": 126.9, "amount_yi": 0.0351 }, { "time": "14:27", "open": 127.25, "high": 127.25, "low": 127.18, "close": 127.18, "amount_yi": 0.0789 }, { "time": "14:28", "open": 127.19, "high": 127.19, "low": 127.09, "close": 127.09, "amount_yi": 0.0327 }, { "time": "14:29", "open": 126.84, "high": 126.87, "low": 126.84, "close": 126.87, "amount_yi": 0.0325 }, { "time": "14:30", "open": 126.98, "high": 127.11, "low": 126.98, "close": 127.11, "amount_yi": 0.0311 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 127.11, "ts": "2026-06-25T14:30:54", "prev_close": 121.58, "open": 122.3, "high": 127.88, "low": 120.0, "bid1": 127.08, "ask1": 127.11, "bid_qty1": 11, "ask_qty1": 3 }, "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": "2026-06-25T14:30:59", "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": 38.3634, "price_vs_vwap_pct": 1.6073, "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": 0.1205, "prev_amount_yi": 0.1338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9006, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 38.9, "high": 38.91, "low": 38.9, "close": 38.91, "amount_yi": 0.013 }, { "time": "14:27", "open": 38.93, "high": 38.98, "low": 38.93, "close": 38.98, "amount_yi": 0.0129 }, { "time": "14:28", "open": 39.0, "high": 39.0, "low": 39.0, "close": 39.0, "amount_yi": 0.0325 }, { "time": "14:29", "open": 39.0, "high": 39.0, "low": 38.99, "close": 38.99, "amount_yi": 0.0485 }, { "time": "14:30", "open": 38.97, "high": 38.98, "low": 38.97, "close": 38.98, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.98, "ts": "2026-06-25T14:30:57", "prev_close": 38.1, "open": 38.12, "high": 39.86, "low": 37.55, "bid1": 38.98, "ask1": 38.99, "bid_qty1": 71, "ask_qty1": 189 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.99, "exec_low": 76.99, "exec_high": 78.14, "invalid_price": 74.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.013, "intraday_vwap": 76.1075, "price_vs_vwap_pct": 1.1727, "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": 2.3297, "prev_amount_yi": 3.1346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 76.91, "high": 77.01, "low": 76.91, "close": 77.01, "amount_yi": 0.379 }, { "time": "14:27", "open": 77.08, "high": 77.08, "low": 77.08, "close": 77.08, "amount_yi": 0.5802 }, { "time": "14:28", "open": 77.07, "high": 77.07, "low": 77.06, "close": 77.06, "amount_yi": 0.4988 }, { "time": "14:29", "open": 77.04, "high": 77.04, "low": 76.99, "close": 76.99, "amount_yi": 0.3816 }, { "time": "14:30", "open": 76.87, "high": 77.0, "low": 76.87, "close": 77.0, "amount_yi": 0.4901 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": 77.0, "ts": "2026-06-25T14:30:56", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.99, "ask1": 77.0, "bid_qty1": 155, "ask_qty1": 423 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300806:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300806:BREAK_PREV_HIGH", "symbol": "SZSE.300806", "name": "斯迪克", "side": "BUY", "priority": "W78", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 102.58, "exec_low": 102.58, "exec_high": 104.12, "invalid_price": 99.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 111.5216, "price_vs_vwap_pct": 5.9705, "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": 0.2821, "prev_amount_yi": 0.2916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9674, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 118.12, "high": 118.12, "low": 118.07, "close": 118.07, "amount_yi": 0.0161 }, { "time": "14:27", "open": 118.19, "high": 118.28, "low": 118.19, "close": 118.28, "amount_yi": 0.1307 }, { "time": "14:28", "open": 118.28, "high": 118.28, "low": 118.27, "close": 118.27, "amount_yi": 0.0374 }, { "time": "14:29", "open": 118.35, "high": 118.39, "low": 118.35, "close": 118.39, "amount_yi": 0.0414 }, { "time": "14:30", "open": 118.1, "high": 118.18, "low": 118.1, "close": 118.18, "amount_yi": 0.0565 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.18, "ts": "2026-06-25T14:30:54", "prev_close": 100.09, "open": 102.0, "high": 119.93, "low": 100.0, "bid1": 118.18, "ask1": 118.25, "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.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": "2026-06-25T14:30:59", "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": 281.024, "price_vs_vwap_pct": -0.1865, "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": 0.1258, "prev_amount_yi": 0.0623, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0193, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 281.71, "high": 281.71, "low": 281.21, "close": 281.21, "amount_yi": 0.0194 }, { "time": "14:27", "open": 281.49, "high": 281.69, "low": 281.49, "close": 281.69, "amount_yi": 0.0048 }, { "time": "14:28", "open": 281.33, "high": 281.33, "low": 281.19, "close": 281.19, "amount_yi": 0.0118 }, { "time": "14:29", "open": 281.09, "high": 281.09, "low": 281.01, "close": 281.01, "amount_yi": 0.0444 }, { "time": "14:30", "open": 280.88, "high": 280.88, "low": 280.5, "close": 280.5, "amount_yi": 0.0454 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 280.5, "ts": "2026-06-25T14:30:54", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 280.3, "ask1": 280.5, "bid_qty1": 10, "ask_qty1": 7 }, "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": "2026-06-25T14:30:59", "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": 323.5095, "price_vs_vwap_pct": 2.8965, "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": 0.4058, "prev_amount_yi": 0.5484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.74, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 332.01, "high": 332.49, "low": 332.01, "close": 332.49, "amount_yi": 0.0538 }, { "time": "14:27", "open": 332.49, "high": 333.16, "low": 332.49, "close": 333.16, "amount_yi": 0.0862 }, { "time": "14:28", "open": 333.22, "high": 333.22, "low": 332.88, "close": 332.88, "amount_yi": 0.1479 }, { "time": "14:29", "open": 332.61, "high": 332.65, "low": 332.61, "close": 332.65, "amount_yi": 0.0569 }, { "time": "14:30", "open": 332.83, "high": 332.88, "low": 332.83, "close": 332.88, "amount_yi": 0.061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 332.88, "ts": "2026-06-25T14:30:54", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 332.88, "ask1": 332.9, "bid_qty1": 18, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300331:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300331:BREAK_PREV_HIGH", "symbol": "SZSE.300331", "name": "苏大维格", "side": "BUY", "priority": "W81", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.3, "exec_low": 70.3, "exec_high": 71.35, "invalid_price": 68.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "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": 70.7955, "price_vs_vwap_pct": 1.5178, "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": 0.1265, "prev_amount_yi": 0.1795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 71.86, "high": 72.0, "low": 71.86, "close": 72.0, "amount_yi": 0.0191 }, { "time": "14:27", "open": 72.0, "high": 72.02, "low": 72.0, "close": 72.02, "amount_yi": 0.0135 }, { "time": "14:28", "open": 71.96, "high": 71.99, "low": 71.96, "close": 71.99, "amount_yi": 0.0279 }, { "time": "14:29", "open": 71.94, "high": 71.94, "low": 71.89, "close": 71.89, "amount_yi": 0.0281 }, { "time": "14:30", "open": 71.9, "high": 71.9, "low": 71.87, "close": 71.87, "amount_yi": 0.0379 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.87, "ts": "2026-06-25T14:30:54", "prev_close": 68.82, "open": 68.88, "high": 73.23, "low": 68.13, "bid1": 71.85, "ask1": 71.87, "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.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": "2026-06-25T14:30:59", "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": 115.575, "price_vs_vwap_pct": -1.8559, "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": 1.1286, "prev_amount_yi": 1.4936, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 112.56, "high": 112.65, "low": 112.56, "close": 112.65, "amount_yi": 0.3896 }, { "time": "14:27", "open": 112.67, "high": 112.89, "low": 112.67, "close": 112.89, "amount_yi": 0.2145 }, { "time": "14:28", "open": 113.2, "high": 113.44, "low": 113.2, "close": 113.44, "amount_yi": 0.1205 }, { "time": "14:29", "open": 113.51, "high": 113.56, "low": 113.51, "close": 113.56, "amount_yi": 0.1859 }, { "time": "14:30", "open": 113.49, "high": 113.49, "low": 113.43, "close": 113.43, "amount_yi": 0.2181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.43, "ts": "2026-06-25T14:30:57", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 113.42, "ask1": 113.43, "bid_qty1": 156, "ask_qty1": 63 }, "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": "2026-06-25T14:30:59", "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": 258.5167, "price_vs_vwap_pct": -0.7066, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9958, "prev_amount_yi": 0.7131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3964, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 255.74, "high": 255.74, "low": 255.6, "close": 255.6, "amount_yi": 0.1476 }, { "time": "14:27", "open": 255.72, "high": 255.9, "low": 255.72, "close": 255.9, "amount_yi": 0.2064 }, { "time": "14:28", "open": 256.17, "high": 256.18, "low": 256.17, "close": 256.18, "amount_yi": 0.1958 }, { "time": "14:29", "open": 256.43, "high": 256.5, "low": 256.43, "close": 256.5, "amount_yi": 0.1546 }, { "time": "14:30", "open": 256.82, "high": 256.82, "low": 256.69, "close": 256.69, "amount_yi": 0.2914 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 256.69, "ts": "2026-06-25T14:30:54", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 256.6, "ask1": 256.69, "bid_qty1": 3, "ask_qty1": 11 }, "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": "2026-06-25T14:30:59", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.95, "max_chase_pct": 1.5, "base_exec_high": 42.33, "dynamic_exec_high": null, "entry_zone_low": 41.07, "entry_zone_high": 42.33, "entry_risk_pct": 4.2377, "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": 0.0655, "prev_amount_yi": 0.1563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4191, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 42.22, "high": 42.22, "low": 42.2, "close": 42.2, "amount_yi": 0.0066 }, { "time": "14:27", "open": 42.21, "high": 42.21, "low": 42.2, "close": 42.2, "amount_yi": 0.013 }, { "time": "14:28", "open": 42.19, "high": 42.2, "low": 42.19, "close": 42.2, "amount_yi": 0.0045 }, { "time": "14:29", "open": 42.19, "high": 42.19, "low": 42.19, "close": 42.19, "amount_yi": 0.0049 }, { "time": "14:30", "open": 42.25, "high": 42.25, "low": 42.23, "close": 42.23, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.52, "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": "2026-06-25T14:30:57", "prev_close": 41.26, "open": 41.7, "high": 42.7, "low": 40.86, "bid1": 42.23, "ask1": 42.24, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-25T14:30:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.43, "max_chase_pct": 1.5, "base_exec_high": 10.28, "dynamic_exec_high": null, "entry_zone_low": 9.98, "entry_zone_high": 10.28, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6239, "prev_amount_yi": 0.2425, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5728, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 9.92, "high": 9.92, "low": 9.92, "close": 9.92, "amount_yi": 0.0623 }, { "time": "14:27", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.1185 }, { "time": "14:28", "open": 9.93, "high": 9.93, "low": 9.93, "close": 9.93, "amount_yi": 0.1367 }, { "time": "14:29", "open": 9.94, "high": 9.95, "low": 9.94, "close": 9.95, "amount_yi": 0.1078 }, { "time": "14:30", "open": 9.98, "high": 9.98, "low": 9.96, "close": 9.96, "amount_yi": 0.1986 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.96, "ts": "2026-06-25T14:30:56", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.96, "ask1": 9.97, "bid_qty1": 1441, "ask_qty1": 1025 }, "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": "2026-06-25T14:30:59", "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": 0.0644, "prev_amount_yi": 0.0693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 40.1, "high": 40.1, "low": 40.04, "close": 40.04, "amount_yi": 0.0082 }, { "time": "14:27", "open": 40.03, "high": 40.04, "low": 40.03, "close": 40.04, "amount_yi": 0.0123 }, { "time": "14:28", "open": 40.03, "high": 40.03, "low": 40.02, "close": 40.02, "amount_yi": 0.0108 }, { "time": "14:29", "open": 39.97, "high": 39.97, "low": 39.97, "close": 39.97, "amount_yi": 0.0193 }, { "time": "14:30", "open": 39.99, "high": 39.99, "low": 39.97, "close": 39.97, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.97, "ts": "2026-06-25T14:30:58", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 39.96, "ask1": 39.97, "bid_qty1": 48, "ask_qty1": 166 }, "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": "2026-06-25T14:30:59", "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": 0.157, "prev_amount_yi": 0.155, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 100.37, "high": 100.37, "low": 100.34, "close": 100.34, "amount_yi": 0.0225 }, { "time": "14:27", "open": 100.37, "high": 100.46, "low": 100.37, "close": 100.46, "amount_yi": 0.0229 }, { "time": "14:28", "open": 100.57, "high": 100.57, "low": 100.49, "close": 100.49, "amount_yi": 0.0442 }, { "time": "14:29", "open": 100.45, "high": 100.51, "low": 100.45, "close": 100.51, "amount_yi": 0.0261 }, { "time": "14:30", "open": 100.56, "high": 100.56, "low": 100.56, "close": 100.56, "amount_yi": 0.0413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.56, "ts": "2026-06-25T14:30:58", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.56, "ask1": 100.57, "bid_qty1": 106, "ask_qty1": 4 }, "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": "2026-06-25T14:30:59", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2354, "prev_amount_yi": 0.2875, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 171.57, "high": 171.58, "low": 171.57, "close": 171.58, "amount_yi": 0.0151 }, { "time": "14:27", "open": 171.45, "high": 171.65, "low": 171.45, "close": 171.65, "amount_yi": 0.0511 }, { "time": "14:28", "open": 171.39, "high": 171.39, "low": 171.14, "close": 171.14, "amount_yi": 0.0295 }, { "time": "14:29", "open": 171.05, "high": 171.05, "low": 171.01, "close": 171.01, "amount_yi": 0.0509 }, { "time": "14:30", "open": 171.22, "high": 171.3, "low": 171.22, "close": 171.3, "amount_yi": 0.0888 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.3, "ts": "2026-06-25T14:30:58", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 171.3, "ask1": 171.47, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:30:59", "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": 234.7327, "price_vs_vwap_pct": -0.6785, "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": 0.0361, "prev_amount_yi": 0.0946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3816, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 232.71, "high": 232.84, "low": 232.71, "close": 232.84, "amount_yi": 0.0061 }, { "time": "14:27", "open": 233.1, "high": 233.37, "low": 233.1, "close": 233.37, "amount_yi": 0.0079 }, { "time": "14:28", "open": 233.01, "high": 233.37, "low": 233.01, "close": 233.37, "amount_yi": 0.007 }, { "time": "14:29", "open": 233.06, "high": 233.11, "low": 233.06, "close": 233.11, "amount_yi": 0.0107 }, { "time": "14:30", "open": 233.3, "high": 233.3, "low": 233.14, "close": 233.14, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 233.14, "ts": "2026-06-25T14:30:54", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 233.14, "ask1": 233.35, "bid_qty1": 11, "ask_qty1": 2 }, "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": "2026-06-25T14:30:59", "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": 23.8653, "price_vs_vwap_pct": 1.1929, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1413, "prev_amount_yi": 0.0725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.949, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 24.14, "high": 24.14, "low": 24.13, "close": 24.13, "amount_yi": 0.0101 }, { "time": "14:27", "open": 24.18, "high": 24.26, "low": 24.18, "close": 24.26, "amount_yi": 0.0374 }, { "time": "14:28", "open": 24.31, "high": 24.31, "low": 24.31, "close": 24.31, "amount_yi": 0.042 }, { "time": "14:29", "open": 24.23, "high": 24.25, "low": 24.23, "close": 24.25, "amount_yi": 0.0318 }, { "time": "14:30", "open": 24.15, "high": 24.15, "low": 24.15, "close": 24.15, "amount_yi": 0.02 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.15, "ts": "2026-06-25T14:30:58", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 24.15, "ask1": 24.16, "bid_qty1": 46, "ask_qty1": 10 }, "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": "2026-06-25T14:30:59", "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": 142.8219, "price_vs_vwap_pct": -1.1986, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0679, "prev_amount_yi": 0.0972, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6986, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 141.19, "high": 141.24, "low": 141.19, "close": 141.24, "amount_yi": 0.0109 }, { "time": "14:27", "open": 141.3, "high": 141.3, "low": 141.3, "close": 141.3, "amount_yi": 0.0099 }, { "time": "14:28", "open": 141.43, "high": 141.43, "low": 141.25, "close": 141.25, "amount_yi": 0.0092 }, { "time": "14:29", "open": 141.08, "high": 141.08, "low": 140.93, "close": 140.93, "amount_yi": 0.0231 }, { "time": "14:30", "open": 141.06, "high": 141.11, "low": 141.06, "close": 141.11, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 141.11, "ts": "2026-06-25T14:30:54", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 140.51, "bid1": 141.11, "ask1": 141.18, "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.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": "2026-06-25T14:30:59", "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": 71.6705, "price_vs_vwap_pct": 0.5295, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1408, "prev_amount_yi": 0.1166, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 72.05, "high": 72.05, "low": 72.04, "close": 72.04, "amount_yi": 0.0205 }, { "time": "14:27", "open": 72.01, "high": 72.02, "low": 72.01, "close": 72.02, "amount_yi": 0.0269 }, { "time": "14:28", "open": 72.02, "high": 72.04, "low": 72.02, "close": 72.04, "amount_yi": 0.0326 }, { "time": "14:29", "open": 72.03, "high": 72.03, "low": 72.01, "close": 72.01, "amount_yi": 0.0231 }, { "time": "14:30", "open": 72.04, "high": 72.05, "low": 72.04, "close": 72.05, "amount_yi": 0.0377 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.05, "ts": "2026-06-25T14:30:57", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 72.04, "ask1": 72.05, "bid_qty1": 3, "ask_qty1": 15 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 51.34, "exec_low": 51.34, "exec_high": 52.11, "invalid_price": 49.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:30:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.88, "max_chase_pct": 1.5, "base_exec_high": 52.11, "dynamic_exec_high": null, "entry_zone_low": 50.57, "entry_zone_high": 52.11, "entry_risk_pct": null, "intraday_vwap": 51.0585, "price_vs_vwap_pct": -0.5846, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5568, "prev_amount_yi": 0.4144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 50.9, "high": 50.9, "low": 50.89, "close": 50.89, "amount_yi": 0.0553 }, { "time": "14:27", "open": 50.89, "high": 50.9, "low": 50.89, "close": 50.9, "amount_yi": 0.0475 }, { "time": "14:28", "open": 50.91, "high": 50.91, "low": 50.88, "close": 50.88, "amount_yi": 0.082 }, { "time": "14:29", "open": 50.9, "high": 50.9, "low": 50.9, "close": 50.9, "amount_yi": 0.0598 }, { "time": "14:30", "open": 50.72, "high": 50.76, "low": 50.72, "close": 50.76, "amount_yi": 0.3122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.76, "ts": "2026-06-25T14:30:58", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.76, "ask1": 50.77, "bid_qty1": 18, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W94", "status": "OBSERVE", "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": "2026-06-25T14:30:59", "sim_reason": "price_above_entry_zone_dynamic_cap", "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": 278.9516, "price_vs_vwap_pct": 0.0819, "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": 0.4626, "prev_amount_yi": 1.3775, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 278.6, "high": 278.6, "low": 278.59, "close": 278.59, "amount_yi": 0.1086 }, { "time": "14:27", "open": 278.99, "high": 278.99, "low": 278.9, "close": 278.9, "amount_yi": 0.0616 }, { "time": "14:28", "open": 279.6, "high": 279.6, "low": 279.58, "close": 279.58, "amount_yi": 0.0903 }, { "time": "14:29", "open": 279.83, "high": 280.0, "low": 279.83, "close": 280.0, "amount_yi": 0.0616 }, { "time": "14:30", "open": 279.83, "high": 279.83, "low": 279.18, "close": 279.18, "amount_yi": 0.1405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 279.18, "ts": "2026-06-25T14:30:58", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 279.01, "ask1": 279.13, "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.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": "2026-06-25T14:30:59", "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": 66.04, "price_vs_vwap_pct": 0.742, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.184, "prev_amount_yi": 0.0878, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0957, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 66.3, "high": 66.45, "low": 66.3, "close": 66.45, "amount_yi": 0.0646 }, { "time": "14:27", "open": 66.52, "high": 66.59, "low": 66.52, "close": 66.59, "amount_yi": 0.0254 }, { "time": "14:28", "open": 66.72, "high": 66.72, "low": 66.66, "close": 66.66, "amount_yi": 0.0399 }, { "time": "14:29", "open": 66.86, "high": 66.86, "low": 66.8, "close": 66.8, "amount_yi": 0.0409 }, { "time": "14:30", "open": 66.6, "high": 66.6, "low": 66.53, "close": 66.53, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.53, "ts": "2026-06-25T14:30:54", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.47, "ask1": 66.5, "bid_qty1": 12, "ask_qty1": 4 }, "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": "2026-06-25T14:30:59", "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": 127.8422, "price_vs_vwap_pct": 0.8431, "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": 0.1176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 128.81, "high": 128.9, "low": 128.81, "close": 128.9, "amount_yi": 0.0295 }, { "time": "14:27", "open": 128.86, "high": 128.96, "low": 128.86, "close": 128.96, "amount_yi": 0.0148 }, { "time": "14:28", "open": 128.99, "high": 129.01, "low": 128.99, "close": 129.01, "amount_yi": 0.0195 }, { "time": "14:29", "open": 129.07, "high": 129.07, "low": 129.07, "close": 129.07, "amount_yi": 0.0236 }, { "time": "14:30", "open": 129.05, "high": 129.05, "low": 128.92, "close": 128.92, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 128.92, "ts": "2026-06-25T14:30:54", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 128.93, "ask1": 128.99, "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.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": "2026-06-25T14:30:59", "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": 90.7105, "price_vs_vwap_pct": 1.2672, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3202, "prev_amount_yi": 0.1735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8455, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 91.85, "high": 91.98, "low": 91.85, "close": 91.98, "amount_yi": 0.0439 }, { "time": "14:27", "open": 92.0, "high": 92.08, "low": 92.0, "close": 92.08, "amount_yi": 0.053 }, { "time": "14:28", "open": 91.85, "high": 91.85, "low": 91.77, "close": 91.77, "amount_yi": 0.0491 }, { "time": "14:29", "open": 91.82, "high": 91.88, "low": 91.82, "close": 91.88, "amount_yi": 0.1046 }, { "time": "14:30", "open": 91.79, "high": 91.86, "low": 91.79, "close": 91.86, "amount_yi": 0.0696 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.86, "ts": "2026-06-25T14:30:54", "prev_close": 88.25, "open": 87.11, "high": 93.36, "low": 84.9, "bid1": 91.83, "ask1": 91.89, "bid_qty1": 1, "ask_qty1": 7 }, "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": "2026-06-25T14:30:59", "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": 109.0158, "price_vs_vwap_pct": 6.7643, "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": 1.7332, "prev_amount_yi": 3.1993, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 116.72, "high": 116.72, "low": 116.4, "close": 116.4, "amount_yi": 0.2494 }, { "time": "14:27", "open": 116.15, "high": 116.48, "low": 116.15, "close": 116.48, "amount_yi": 0.3708 }, { "time": "14:28", "open": 116.44, "high": 116.44, "low": 116.23, "close": 116.23, "amount_yi": 0.2028 }, { "time": "14:29", "open": 116.2, "high": 116.2, "low": 116.01, "close": 116.01, "amount_yi": 0.2417 }, { "time": "14:30", "open": 116.31, "high": 116.39, "low": 116.31, "close": 116.39, "amount_yi": 0.6685 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.39, "ts": "2026-06-25T14:30:57", "prev_close": 103.12, "open": 103.0, "high": 117.56, "low": 102.3, "bid1": 116.33, "ask1": 116.44, "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.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": "2026-06-25T14:30:59", "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": 94.8526, "price_vs_vwap_pct": -0.5404, "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": 0.0543, "prev_amount_yi": 0.081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 94.44, "high": 94.44, "low": 94.42, "close": 94.42, "amount_yi": 0.0084 }, { "time": "14:27", "open": 94.38, "high": 94.4, "low": 94.38, "close": 94.4, "amount_yi": 0.0098 }, { "time": "14:28", "open": 94.38, "high": 94.38, "low": 94.29, "close": 94.29, "amount_yi": 0.0116 }, { "time": "14:29", "open": 94.22, "high": 94.28, "low": 94.22, "close": 94.28, "amount_yi": 0.014 }, { "time": "14:30", "open": 94.33, "high": 94.34, "low": 94.33, "close": 94.34, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.34, "ts": "2026-06-25T14:30:54", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.33, "ask1": 94.35, "bid_qty1": 32, "ask_qty1": 3 }, "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": "2026-06-25T14:30:59", "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": 0.1315, "prev_amount_yi": 0.1188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 15.67, "high": 15.67, "low": 15.67, "close": 15.67, "amount_yi": 0.0358 }, { "time": "14:27", "open": 15.66, "high": 15.68, "low": 15.66, "close": 15.68, "amount_yi": 0.0108 }, { "time": "14:28", "open": 15.64, "high": 15.64, "low": 15.63, "close": 15.63, "amount_yi": 0.0384 }, { "time": "14:29", "open": 15.64, "high": 15.64, "low": 15.64, "close": 15.64, "amount_yi": 0.0154 }, { "time": "14:30", "open": 15.69, "high": 15.69, "low": 15.68, "close": 15.68, "amount_yi": 0.0311 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.68, "ts": "2026-06-25T14:30:57", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.67, "ask1": 15.68, "bid_qty1": 83, "ask_qty1": 6 }, "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": "2026-06-25T14:30:59", "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": 0.1013, "prev_amount_yi": 0.0981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0326, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 84.14, "high": 84.14, "low": 84.05, "close": 84.05, "amount_yi": 0.0202 }, { "time": "14:27", "open": 84.01, "high": 84.18, "low": 84.01, "close": 84.18, "amount_yi": 0.0322 }, { "time": "14:28", "open": 84.29, "high": 84.29, "low": 84.18, "close": 84.18, "amount_yi": 0.0111 }, { "time": "14:29", "open": 84.16, "high": 84.24, "low": 84.16, "close": 84.24, "amount_yi": 0.0221 }, { "time": "14:30", "open": 84.25, "high": 84.27, "low": 84.25, "close": 84.27, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.27, "ts": "2026-06-25T14:30:58", "prev_close": 81.4, "open": 85.0, "high": 86.0, "low": 80.26, "bid1": 84.22, "ask1": 84.27, "bid_qty1": 3, "ask_qty1": 4 }, "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": 531814.0, "total_value": 1076307.0, "unrealized_pnl": 85001.99999999999, "unrealized_pnl_pct_of_initial": 8.500199999999998, "realized_pnl": -8694.999999999985, "realized_pnl_pct_of_initial": -0.8694999999999986, "total_pnl": 76307.0, "total_pnl_pct": 7.63069999999999 }, "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": "2026-06-25T14:30:59", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.228316827819572 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 113.75, "market_value": 204750.0, "unrealized_pnl": 9377.999999999989, "unrealized_pnl_pct": 4.800073705546337, "updated_at": "2026-06-25T14:30:59", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.02338273373675 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.16, "market_value": 77056.0, "unrealized_pnl": 18335.99999999999, "unrealized_pnl_pct": 31.226158038147123, "updated_at": "2026-06-25T14:30:59", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.159295628477748 } ], "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": 48.7898, "price_vs_vwap_pct": -1.2908, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3108, "prev_amount_yi": 0.3281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 48.03, "high": 48.03, "low": 48.02, "close": 48.02, "amount_yi": 0.0775 }, { "time": "14:27", "open": 48.06, "high": 48.11, "low": 48.06, "close": 48.11, "amount_yi": 0.0604 }, { "time": "14:28", "open": 48.06, "high": 48.09, "low": 48.06, "close": 48.09, "amount_yi": 0.0738 }, { "time": "14:29", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.0365 }, { "time": "14:30", "open": 48.11, "high": 48.16, "low": 48.11, "close": 48.16, "amount_yi": 0.0626 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 77056.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.16, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.16, "quote_ask1": 48.2, "quote_bid_qty1": 82, "quote_ask_qty1": 14, "quote_ts": "2026-06-25T14:30:56" }, { "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated", "rule_id": "profit_protection_day_drop_v1", "tier": "accelerated", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "qty": 1600, "quantity": 1600, "price": 48.34, "amount": 77344.0, "reason": "持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。", "trigger_price": 48.34, "day_return_pct": -8.62, "unrealized_profit_pct": 31.7166, "quantity_before": 3200, "sellable_qty_before": 3200, "id": 2, "plan_date": "20260624", "trade_date": "20260625", "ts": "2026-06-25T10:40:42", "sim_reason": "profit_protection_day_drop_v1", "template_key": "BREAK_PREV_HIGH", "decision": "conditional_plan", "paper_scope": "shadow_watch", "theme": "光刻胶 / 光刻工艺", "exec_low": 53.68, "exec_high": 54.49, "invalid_price": 52.07, "chase_ceiling": 55.29, "max_chase_pct": 1.5, "base_exec_high": 54.49, "entry_zone_low": 52.87, "entry_zone_high": 54.49, "intraday_vwap": 48.7898, "price_vs_vwap_pct": -1.2908, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3108, "prev_amount_yi": 0.3281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:26", "open": 48.03, "high": 48.03, "low": 48.02, "close": 48.02, "amount_yi": 0.0775 }, { "time": "14:27", "open": 48.06, "high": 48.11, "low": 48.06, "close": 48.11, "amount_yi": 0.0604 }, { "time": "14:28", "open": 48.06, "high": 48.09, "low": 48.06, "close": 48.09, "amount_yi": 0.0738 }, { "time": "14:29", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.0365 }, { "time": "14:30", "open": 48.11, "high": 48.16, "low": 48.11, "close": 48.16, "amount_yi": 0.0626 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.05, "current_position_value": 77056.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.16, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.16, "quote_ask1": 48.2, "quote_bid_qty1": 82, "quote_ask_qty1": 14, "quote_ts": "2026-06-25T14:30:56" } ], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "after_14:30_no_new_upgrade,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 } }