{ "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": "2026-06-25T14:38:39", "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": "2026-06-25T14:38:39", "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": 74.3258, "price_vs_vwap_pct": -0.2096, "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": 0.966, "prev_amount_yi": 1.0932, "amount_floor_yi": 0.15, "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": "14:36", "open": 74.32, "high": 74.32, "low": 74.25, "close": 74.25, "amount_yi": 0.3127 }, { "time": "14:37", "open": 74.21, "high": 74.21, "low": 74.21, "close": 74.21, "amount_yi": 0.226 }, { "time": "14:38", "open": 74.15, "high": 74.17, "low": 74.15, "close": 74.17, "amount_yi": 0.4273 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.17, "ts": "2026-06-25T14:38:36", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.16, "ask1": 74.17, "bid_qty1": 302, "ask_qty1": 3 }, "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": "2026-06-25T14:38:39", "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": 53.0994, "price_vs_vwap_pct": 5.9899, "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": 0.211, "prev_amount_yi": 0.2325, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 56.21, "high": 56.21, "low": 56.21, "close": 56.21, "amount_yi": 0.0805 }, { "time": "14:37", "open": 56.23, "high": 56.23, "low": 56.23, "close": 56.23, "amount_yi": 0.0394 }, { "time": "14:38", "open": 56.28, "high": 56.28, "low": 56.28, "close": 56.28, "amount_yi": 0.0911 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.28, "ts": "2026-06-25T14:38:36", "prev_close": 51.76, "open": 51.26, "high": 56.9, "low": 49.8, "bid1": 56.28, "ask1": 56.3, "bid_qty1": 20, "ask_qty1": 298 }, "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": "2026-06-25T14:38:39", "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": 77.3357, "price_vs_vwap_pct": 1.0012, "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": 0.8906, "prev_amount_yi": 1.3546, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 78.15, "high": 78.18, "low": 78.15, "close": 78.18, "amount_yi": 0.2844 }, { "time": "14:37", "open": 78.17, "high": 78.17, "low": 78.17, "close": 78.17, "amount_yi": 0.1463 }, { "time": "14:38", "open": 78.14, "high": 78.14, "low": 78.11, "close": 78.11, "amount_yi": 0.4599 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.11, "ts": "2026-06-25T14:38:36", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 78.1, "ask1": 78.11, "bid_qty1": 380, "ask_qty1": 134 }, "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": "2026-06-25T14:38:39", "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": 214.2505, "price_vs_vwap_pct": -1.4658, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4836, "prev_amount_yi": 0.3589, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3475, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 211.22, "high": 211.28, "low": 211.22, "close": 211.28, "amount_yi": 0.164 }, { "time": "14:37", "open": 211.29, "high": 211.29, "low": 211.29, "close": 211.29, "amount_yi": 0.0399 }, { "time": "14:38", "open": 211.25, "high": 211.25, "low": 211.11, "close": 211.11, "amount_yi": 0.2797 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 211.11, "ts": "2026-06-25T14:38:34", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 208.58, "bid1": 211.1, "ask1": 211.11, "bid_qty1": 104, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603186:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603186:BREAK_PREV_HIGH", "symbol": "SHSE.603186", "name": "华正新材", "side": "BUY", "priority": "P4", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 254.76, "exec_low": 254.76, "exec_high": 262.4, "invalid_price": 247.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 258.6759, "price_vs_vwap_pct": 1.6562, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1545, "prev_amount_yi": 0.1145, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3493, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 263.62, "high": 263.62, "low": 263.42, "close": 263.42, "amount_yi": 0.0419 }, { "time": "14:37", "open": 263.4, "high": 263.4, "low": 263.4, "close": 263.4, "amount_yi": 0.0213 }, { "time": "14:38", "open": 263.19, "high": 263.19, "low": 262.96, "close": 262.96, "amount_yi": 0.0913 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 262.96, "ts": "2026-06-25T14:38:37", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 262.96, "ask1": 262.98, "bid_qty1": 1, "ask_qty1": 7 }, "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": "2026-06-25T14:38:39", "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": 49.5342, "price_vs_vwap_pct": 0.2338, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5673, "prev_amount_yi": 0.4752, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 49.76, "high": 49.77, "low": 49.76, "close": 49.77, "amount_yi": 0.1652 }, { "time": "14:37", "open": 49.73, "high": 49.73, "low": 49.73, "close": 49.73, "amount_yi": 0.116 }, { "time": "14:38", "open": 49.65, "high": 49.65, "low": 49.65, "close": 49.65, "amount_yi": 0.2861 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.65, "ts": "2026-06-25T14:38:36", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.65, "ask1": 49.66, "bid_qty1": 254, "ask_qty1": 112 }, "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": "2026-06-25T14:38:39", "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": 77.9387, "price_vs_vwap_pct": 9.1499, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2923, "prev_amount_yi": 0.1816, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 85.17, "high": 85.32, "low": 85.17, "close": 85.32, "amount_yi": 0.1284 }, { "time": "14:37", "open": 84.88, "high": 84.88, "low": 84.88, "close": 84.88, "amount_yi": 0.0314 }, { "time": "14:38", "open": 85.11, "high": 85.11, "low": 85.07, "close": 85.07, "amount_yi": 0.1325 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 85.07, "ts": "2026-06-25T14:38:36", "prev_close": 74.95, "open": 74.63, "high": 86.79, "low": 69.0, "bid1": 85.06, "ask1": 85.15, "bid_qty1": 5, "ask_qty1": 64 }, "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": "2026-06-25T14:38:39", "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": 795.1304, "price_vs_vwap_pct": 0.6061, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9985, "prev_amount_yi": 0.4806, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0776, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 801.4, "high": 801.57, "low": 801.4, "close": 801.57, "amount_yi": 0.355 }, { "time": "14:37", "open": 800.33, "high": 800.33, "low": 800.33, "close": 800.33, "amount_yi": 0.2035 }, { "time": "14:38", "open": 799.94, "high": 799.95, "low": 799.94, "close": 799.95, "amount_yi": 0.44 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 799.95, "ts": "2026-06-25T14:38:36", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 799.93, "ask1": 799.95, "bid_qty1": 12, "ask_qty1": 11 }, "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": "2026-06-25T14:38:39", "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": 7.4526, "price_vs_vwap_pct": 0.7702, "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": 1.9735, "prev_amount_yi": 2.0497, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 7.52, "high": 7.53, "low": 7.52, "close": 7.53, "amount_yi": 0.6771 }, { "time": "14:37", "open": 7.52, "high": 7.52, "low": 7.52, "close": 7.52, "amount_yi": 0.5182 }, { "time": "14:38", "open": 7.51, "high": 7.51, "low": 7.51, "close": 7.51, "amount_yi": 0.7782 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.51, "ts": "2026-06-25T14:38:39", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.51, "ask1": 7.52, "bid_qty1": 8609, "ask_qty1": 24145 }, "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": "2026-06-25T14:38:39", "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": 90.387, "price_vs_vwap_pct": -0.8707, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.152, "prev_amount_yi": 0.1058, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 89.59, "high": 89.61, "low": 89.59, "close": 89.61, "amount_yi": 0.0604 }, { "time": "14:37", "open": 89.61, "high": 89.61, "low": 89.61, "close": 89.61, "amount_yi": 0.0312 }, { "time": "14:38", "open": 89.59, "high": 89.6, "low": 89.59, "close": 89.6, "amount_yi": 0.0604 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:36", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 88.8, "bid1": 89.59, "ask1": 89.6, "bid_qty1": 71, "ask_qty1": 51 }, "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": "2026-06-25T14:38:39", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "激光设备 / 精密激光加工", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 138.99, "max_chase_pct": 3.0, "base_exec_high": 138.99, "dynamic_exec_high": null, "entry_zone_low": 132.92, "entry_zone_high": 136.96, "entry_risk_pct": 3.6653, "intraday_vwap": 135.1334, "price_vs_vwap_pct": 0.5377, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1164, "prev_amount_yi": 0.0876, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 135.94, "high": 135.94, "low": 135.56, "close": 135.56, "amount_yi": 0.0382 }, { "time": "14:37", "open": 135.57, "high": 135.57, "low": 135.57, "close": 135.57, "amount_yi": 0.0096 }, { "time": "14:38", "open": 135.84, "high": 135.86, "low": 135.84, "close": 135.86, "amount_yi": 0.0686 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64483.02, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.86, "ts": "2026-06-25T14:38:36", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 135.86, "ask1": 135.87, "bid_qty1": 3, "ask_qty1": 2 }, "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": "2026-06-25T14:38:39", "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": 667.2391, "price_vs_vwap_pct": 1.2081, "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": 0.9163, "prev_amount_yi": 1.5605, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 676.69, "high": 678.92, "low": 676.69, "close": 678.92, "amount_yi": 0.3102 }, { "time": "14:37", "open": 678.99, "high": 678.99, "low": 678.99, "close": 678.99, "amount_yi": 0.1052 }, { "time": "14:38", "open": 676.0, "high": 676.0, "low": 675.3, "close": 675.3, "amount_yi": 0.5009 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 675.3, "ts": "2026-06-25T14:38:36", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 675.26, "ask1": 675.3, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.07, "prev_amount_yi": 1.1269, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 156.1, "high": 156.1, "low": 155.9, "close": 155.9, "amount_yi": 0.4396 }, { "time": "14:37", "open": 155.87, "high": 155.87, "low": 155.87, "close": 155.87, "amount_yi": 0.1861 }, { "time": "14:38", "open": 155.74, "high": 155.74, "low": 155.66, "close": 155.66, "amount_yi": 0.4443 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128966.04, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 155.66, "ts": "2026-06-25T14:38:35", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 155.66, "ask1": 155.67, "bid_qty1": 88, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 25.2269, "price_vs_vwap_pct": 2.6682, "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": 0.2338, "prev_amount_yi": 0.2236, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 25.97, "high": 25.97, "low": 25.97, "close": 25.97, "amount_yi": 0.024 }, { "time": "14:35", "open": 25.95, "high": 25.95, "low": 25.92, "close": 25.92, "amount_yi": 0.0612 }, { "time": "14:36", "open": 25.9, "high": 25.9, "low": 25.85, "close": 25.85, "amount_yi": 0.0659 }, { "time": "14:37", "open": 25.9, "high": 25.9, "low": 25.9, "close": 25.9, "amount_yi": 0.0298 }, { "time": "14:38", "open": 25.89, "high": 25.9, "low": 25.89, "close": 25.9, "amount_yi": 0.0529 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.9, "ts": "2026-06-25T14:38:37", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.89, "ask1": 25.9, "bid_qty1": 136, "ask_qty1": 177 }, "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": "2026-06-25T14:38:39", "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": 14.6939, "price_vs_vwap_pct": 0.9262, "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": 0.0135, "prev_amount_yi": 0.0046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9348, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0002 }, { "time": "14:35", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0006 }, { "time": "14:36", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0018 }, { "time": "14:37", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0079 }, { "time": "14:38", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:36", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 25722, "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": "2026-06-25T14:38:39", "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": 33.515, "price_vs_vwap_pct": -0.8802, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5993, "prev_amount_yi": 0.4652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2883, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 33.38, "high": 33.38, "low": 33.38, "close": 33.38, "amount_yi": 0.0725 }, { "time": "14:35", "open": 33.46, "high": 33.46, "low": 33.45, "close": 33.45, "amount_yi": 0.2506 }, { "time": "14:36", "open": 33.39, "high": 33.39, "low": 33.38, "close": 33.38, "amount_yi": 0.1304 }, { "time": "14:37", "open": 33.31, "high": 33.31, "low": 33.31, "close": 33.31, "amount_yi": 0.0553 }, { "time": "14:38", "open": 33.23, "high": 33.23, "low": 33.22, "close": 33.22, "amount_yi": 0.0905 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.22, "ts": "2026-06-25T14:38:36", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 33.21, "ask1": 33.22, "bid_qty1": 13, "ask_qty1": 136 }, "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": "2026-06-25T14:38:39", "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": 167.7996, "price_vs_vwap_pct": 0.8405, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1262, "prev_amount_yi": 1.2572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 171.99, "high": 171.99, "low": 171.99, "close": 171.99, "amount_yi": 0.2189 }, { "time": "14:35", "open": 169.89, "high": 169.89, "low": 169.78, "close": 169.78, "amount_yi": 1.0439 }, { "time": "14:36", "open": 170.99, "high": 171.0, "low": 170.99, "close": 171.0, "amount_yi": 0.4552 }, { "time": "14:37", "open": 170.7, "high": 170.7, "low": 170.7, "close": 170.7, "amount_yi": 0.1229 }, { "time": "14:38", "open": 169.5, "high": 169.5, "low": 169.21, "close": 169.21, "amount_yi": 0.2853 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 169.21, "ts": "2026-06-25T14:38:35", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 169.2, "ask1": 169.22, "bid_qty1": 22, "ask_qty1": 26 }, "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": "2026-06-25T14:38:39", "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": 262.4515, "price_vs_vwap_pct": -0.2749, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4996, "prev_amount_yi": 1.1282, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 261.88, "high": 261.88, "low": 261.88, "close": 261.88, "amount_yi": 0.1556 }, { "time": "14:35", "open": 261.98, "high": 261.98, "low": 261.82, "close": 261.82, "amount_yi": 0.5263 }, { "time": "14:36", "open": 261.88, "high": 261.91, "low": 261.88, "close": 261.91, "amount_yi": 0.2283 }, { "time": "14:37", "open": 261.93, "high": 261.93, "low": 261.93, "close": 261.93, "amount_yi": 0.1846 }, { "time": "14:38", "open": 261.81, "high": 261.81, "low": 261.73, "close": 261.73, "amount_yi": 0.4048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.73, "ts": "2026-06-25T14:38:36", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 261.73, "ask1": 261.76, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1344.88, "exec_low": 1344.88, "exec_high": 1365.05, "invalid_price": 1304.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1385.23, "max_chase_pct": 1.5, "base_exec_high": 1365.05, "dynamic_exec_high": null, "entry_zone_low": 1324.71, "entry_zone_high": 1365.05, "entry_risk_pct": null, "intraday_vwap": 1319.4273, "price_vs_vwap_pct": 0.4966, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.2282, "prev_amount_yi": 5.9035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 1329.22, "high": 1329.22, "low": 1329.22, "close": 1329.22, "amount_yi": 0.8482 }, { "time": "14:35", "open": 1328.98, "high": 1332.11, "low": 1328.98, "close": 1332.11, "amount_yi": 2.4678 }, { "time": "14:36", "open": 1333.11, "high": 1333.11, "low": 1328.0, "close": 1328.0, "amount_yi": 1.4814 }, { "time": "14:37", "open": 1328.0, "high": 1328.0, "low": 1328.0, "close": 1328.0, "amount_yi": 0.8208 }, { "time": "14:38", "open": 1325.01, "high": 1325.98, "low": 1325.01, "close": 1325.98, "amount_yi": 2.61 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1325.98, "ts": "2026-06-25T14:38:36", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1325.79, "ask1": 1325.97, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:38:39", "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": 582.9558, "price_vs_vwap_pct": 3.977, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.728, "prev_amount_yi": 3.6462, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0224, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 609.17, "high": 609.17, "low": 609.17, "close": 609.17, "amount_yi": 0.3784 }, { "time": "14:35", "open": 608.62, "high": 609.0, "low": 608.62, "close": 609.0, "amount_yi": 1.0409 }, { "time": "14:36", "open": 608.1, "high": 608.1, "low": 607.5, "close": 607.5, "amount_yi": 1.0053 }, { "time": "14:37", "open": 607.58, "high": 607.58, "low": 607.58, "close": 607.58, "amount_yi": 0.3273 }, { "time": "14:38", "open": 606.4, "high": 606.4, "low": 606.14, "close": 606.14, "amount_yi": 0.9761 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 606.14, "ts": "2026-06-25T14:38:36", "prev_close": 555.3, "open": 560.0, "high": 610.8, "low": 550.06, "bid1": 606.1, "ask1": 606.16, "bid_qty1": 0, "ask_qty1": 94 }, "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": "2026-06-25T14:38:39", "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": 48.7824, "price_vs_vwap_pct": -1.2144, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2737, "prev_amount_yi": 0.2557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 48.09, "high": 48.09, "low": 48.09, "close": 48.09, "amount_yi": 0.0153 }, { "time": "14:35", "open": 48.01, "high": 48.1, "low": 48.01, "close": 48.1, "amount_yi": 0.0814 }, { "time": "14:36", "open": 48.14, "high": 48.16, "low": 48.14, "close": 48.16, "amount_yi": 0.0415 }, { "time": "14:37", "open": 48.19, "high": 48.19, "low": 48.19, "close": 48.19, "amount_yi": 0.0165 }, { "time": "14:38", "open": 48.21, "high": 48.21, "low": 48.19, "close": 48.19, "amount_yi": 0.119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 77104.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.19, "ts": "2026-06-25T14:38:35", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 48.19, "ask1": 48.2, "bid_qty1": 2, "ask_qty1": 32 }, "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": "2026-06-25T14:38:39", "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": 52.9135, "price_vs_vwap_pct": 1.1462, "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": 0.0854, "prev_amount_yi": 0.0247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0051 }, { "time": "14:35", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0105 }, { "time": "14:36", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0024 }, { "time": "14:37", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0058 }, { "time": "14:38", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0616 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:39", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.52, "ask1": 0.0, "bid_qty1": 4510, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300327:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300327:BREAK_PREV_HIGH", "symbol": "SZSE.300327", "name": "中颖电子", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.79, "exec_low": 31.79, "exec_high": 32.27, "invalid_price": 30.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.74, "max_chase_pct": 1.5, "base_exec_high": 32.27, "dynamic_exec_high": null, "entry_zone_low": 31.31, "entry_zone_high": 32.27, "entry_risk_pct": 4.0448, "intraday_vwap": 31.2819, "price_vs_vwap_pct": 2.7112, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2929, "prev_amount_yi": 0.1162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5207, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 31.68, "high": 31.68, "low": 31.68, "close": 31.68, "amount_yi": 0.0242 }, { "time": "14:35", "open": 31.8, "high": 31.82, "low": 31.8, "close": 31.82, "amount_yi": 0.041 }, { "time": "14:36", "open": 31.81, "high": 31.88, "low": 31.81, "close": 31.88, "amount_yi": 0.0519 }, { "time": "14:37", "open": 32.11, "high": 32.11, "low": 32.11, "close": 32.11, "amount_yi": 0.0858 }, { "time": "14:38", "open": 32.14, "high": 32.14, "low": 32.13, "close": 32.13, "amount_yi": 0.09 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.13, "ts": "2026-06-25T14:38:36", "prev_close": 31.5, "open": 31.48, "high": 32.35, "low": 30.0, "bid1": 32.13, "ask1": 32.14, "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.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": "2026-06-25T14:38:39", "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": 3.7744, "intraday_vwap": 149.8792, "price_vs_vwap_pct": 2.6894, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3917, "prev_amount_yi": 0.3194, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 153.31, "high": 153.31, "low": 153.31, "close": 153.31, "amount_yi": 0.0346 }, { "time": "14:35", "open": 153.32, "high": 153.35, "low": 153.32, "close": 153.35, "amount_yi": 0.0821 }, { "time": "14:36", "open": 153.82, "high": 153.82, "low": 153.5, "close": 153.5, "amount_yi": 0.0937 }, { "time": "14:37", "open": 153.75, "high": 153.75, "low": 153.75, "close": 153.75, "amount_yi": 0.0241 }, { "time": "14:38", "open": 153.87, "high": 153.91, "low": 153.87, "close": 153.91, "amount_yi": 0.1572 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 153.91, "ts": "2026-06-25T14:38:36", "prev_close": 151.32, "open": 150.0, "high": 156.66, "low": 145.6, "bid1": 153.91, "ask1": 153.93, "bid_qty1": 16, "ask_qty1": 4 }, "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": "2026-06-25T14:38:39", "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": 23.9593, "price_vs_vwap_pct": -0.6231, "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": 0.1243, "prev_amount_yi": 0.0796, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5616, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 23.82, "high": 23.82, "low": 23.82, "close": 23.82, "amount_yi": 0.0118 }, { "time": "14:35", "open": 23.86, "high": 23.86, "low": 23.82, "close": 23.82, "amount_yi": 0.0321 }, { "time": "14:36", "open": 23.83, "high": 23.83, "low": 23.83, "close": 23.83, "amount_yi": 0.0213 }, { "time": "14:37", "open": 23.79, "high": 23.79, "low": 23.79, "close": 23.79, "amount_yi": 0.0368 }, { "time": "14:38", "open": 23.8, "high": 23.81, "low": 23.8, "close": 23.81, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:36", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.79, "ask1": 23.8, "bid_qty1": 46, "ask_qty1": 14 }, "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": "2026-06-25T14:38:39", "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": 35.6691, "price_vs_vwap_pct": -1.5675, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3866, "prev_amount_yi": 0.3101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2467, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 35.18, "high": 35.18, "low": 35.18, "close": 35.18, "amount_yi": 0.0246 }, { "time": "14:35", "open": 35.23, "high": 35.23, "low": 35.22, "close": 35.22, "amount_yi": 0.153 }, { "time": "14:36", "open": 35.22, "high": 35.22, "low": 35.21, "close": 35.21, "amount_yi": 0.0559 }, { "time": "14:37", "open": 35.18, "high": 35.18, "low": 35.18, "close": 35.18, "amount_yi": 0.0559 }, { "time": "14:38", "open": 35.18, "high": 35.18, "low": 35.11, "close": 35.11, "amount_yi": 0.0972 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.11, "ts": "2026-06-25T14:38:36", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.1, "ask1": 35.11, "bid_qty1": 336, "ask_qty1": 39 }, "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": "2026-06-25T14:38:39", "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": 27.7961, "price_vs_vwap_pct": -2.972, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.698, "prev_amount_yi": 0.4224, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 26.96, "high": 26.96, "low": 26.96, "close": 26.96, "amount_yi": 0.0419 }, { "time": "14:35", "open": 27.22, "high": 27.22, "low": 27.14, "close": 27.14, "amount_yi": 0.2968 }, { "time": "14:36", "open": 27.17, "high": 27.17, "low": 27.1, "close": 27.1, "amount_yi": 0.1165 }, { "time": "14:37", "open": 27.01, "high": 27.01, "low": 27.01, "close": 27.01, "amount_yi": 0.0636 }, { "time": "14:38", "open": 26.95, "high": 26.97, "low": 26.95, "close": 26.97, "amount_yi": 0.1792 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.97, "ts": "2026-06-25T14:38:36", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.55, "bid1": 26.96, "ask1": 26.97, "bid_qty1": 752, "ask_qty1": 54 }, "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": "2026-06-25T14:38:39", "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": 133.5458, "price_vs_vwap_pct": 1.4409, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6366, "prev_amount_yi": 0.443, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.437, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 136.5, "high": 136.5, "low": 136.5, "close": 136.5, "amount_yi": 0.0608 }, { "time": "14:35", "open": 136.41, "high": 136.41, "low": 136.39, "close": 136.39, "amount_yi": 0.1274 }, { "time": "14:36", "open": 136.3, "high": 136.3, "low": 136.11, "close": 136.11, "amount_yi": 0.1218 }, { "time": "14:37", "open": 136.03, "high": 136.03, "low": 136.03, "close": 136.03, "amount_yi": 0.0573 }, { "time": "14:38", "open": 135.65, "high": 135.65, "low": 135.47, "close": 135.47, "amount_yi": 0.2693 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.47, "ts": "2026-06-25T14:38:36", "prev_close": 132.99, "open": 132.03, "high": 138.0, "low": 129.26, "bid1": 135.46, "ask1": 135.47, "bid_qty1": 30, "ask_qty1": 27 }, "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": "2026-06-25T14:38:39", "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": 95.7463, "price_vs_vwap_pct": 3.5549, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6246, "prev_amount_yi": 1.1286, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 99.25, "high": 99.25, "low": 99.25, "close": 99.25, "amount_yi": 0.1004 }, { "time": "14:35", "open": 99.52, "high": 99.52, "low": 99.4, "close": 99.4, "amount_yi": 0.3505 }, { "time": "14:36", "open": 99.42, "high": 99.42, "low": 99.01, "close": 99.01, "amount_yi": 0.4696 }, { "time": "14:37", "open": 99.17, "high": 99.17, "low": 99.17, "close": 99.17, "amount_yi": 0.2292 }, { "time": "14:38", "open": 99.04, "high": 99.15, "low": 99.04, "close": 99.15, "amount_yi": 0.4749 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.15, "ts": "2026-06-25T14:38:36", "prev_close": 91.72, "open": 93.5, "high": 100.98, "low": 87.0, "bid1": 99.16, "ask1": 99.18, "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.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": "2026-06-25T14:38:39", "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": 4.7676, "price_vs_vwap_pct": 9.9085, "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": 0.0366, "prev_amount_yi": 0.0501, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7305, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.002 }, { "time": "14:35", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0094 }, { "time": "14:36", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0043 }, { "time": "14:37", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0025 }, { "time": "14:38", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0184 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:36", "prev_close": 4.76, "open": 4.52, "high": 5.24, "low": 4.45, "bid1": 5.24, "ask1": 0.0, "bid_qty1": 71206, "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": "2026-06-25T14:38:39", "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": 22.2911, "price_vs_vwap_pct": 0.3988, "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": 0.1915, "prev_amount_yi": 0.2324, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 22.4, "high": 22.4, "low": 22.4, "close": 22.4, "amount_yi": 0.0115 }, { "time": "14:35", "open": 22.44, "high": 22.44, "low": 22.44, "close": 22.44, "amount_yi": 0.053 }, { "time": "14:36", "open": 22.44, "high": 22.44, "low": 22.44, "close": 22.44, "amount_yi": 0.044 }, { "time": "14:37", "open": 22.42, "high": 22.42, "low": 22.42, "close": 22.42, "amount_yi": 0.0112 }, { "time": "14:38", "open": 22.39, "high": 22.39, "low": 22.38, "close": 22.38, "amount_yi": 0.0718 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.38, "ts": "2026-06-25T14:38:36", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.37, "ask1": 22.38, "bid_qty1": 180, "ask_qty1": 185 }, "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": "2026-06-25T14:38:39", "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": 75.3016, "price_vs_vwap_pct": -3.6143, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1411, "prev_amount_yi": 0.093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 72.66, "high": 72.66, "low": 72.66, "close": 72.66, "amount_yi": 0.0092 }, { "time": "14:35", "open": 72.91, "high": 73.0, "low": 72.91, "close": 73.0, "amount_yi": 0.0632 }, { "time": "14:36", "open": 73.09, "high": 73.09, "low": 72.88, "close": 72.88, "amount_yi": 0.0343 }, { "time": "14:37", "open": 72.92, "high": 72.92, "low": 72.92, "close": 72.92, "amount_yi": 0.0071 }, { "time": "14:38", "open": 72.69, "high": 72.69, "low": 72.58, "close": 72.58, "amount_yi": 0.0273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.58, "ts": "2026-06-25T14:38:36", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 72.58, "ask1": 72.59, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.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": "2026-06-25T14:38:39", "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": -0.1201, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3573, "prev_amount_yi": 0.1216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 115.13, "high": 115.13, "low": 115.13, "close": 115.13, "amount_yi": 0.0045 }, { "time": "14:35", "open": 114.88, "high": 114.88, "low": 114.86, "close": 114.86, "amount_yi": 0.2321 }, { "time": "14:36", "open": 114.86, "high": 114.9, "low": 114.86, "close": 114.9, "amount_yi": 0.0271 }, { "time": "14:37", "open": 114.98, "high": 114.98, "low": 114.98, "close": 114.98, "amount_yi": 0.0082 }, { "time": "14:38", "open": 114.7, "high": 114.77, "low": 114.7, "close": 114.77, "amount_yi": 0.0854 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.77, "ts": "2026-06-25T14:38:37", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 114.74, "ask1": 114.75, "bid_qty1": 3, "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": "2026-06-25T14:38:39", "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": 17.7125, "price_vs_vwap_pct": 0.2682, "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": 0.1547, "prev_amount_yi": 0.2247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6885, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 17.75, "high": 17.75, "low": 17.75, "close": 17.75, "amount_yi": 0.0118 }, { "time": "14:35", "open": 17.76, "high": 17.77, "low": 17.76, "close": 17.77, "amount_yi": 0.0464 }, { "time": "14:36", "open": 17.78, "high": 17.78, "low": 17.77, "close": 17.77, "amount_yi": 0.0358 }, { "time": "14:37", "open": 17.77, "high": 17.77, "low": 17.77, "close": 17.77, "amount_yi": 0.0151 }, { "time": "14:38", "open": 17.76, "high": 17.76, "low": 17.76, "close": 17.76, "amount_yi": 0.0456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.76, "ts": "2026-06-25T14:38:36", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.76, "ask1": 17.77, "bid_qty1": 110, "ask_qty1": 390 }, "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": "2026-06-25T14:38:39", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.35, "max_chase_pct": 1.5, "base_exec_high": 110.72, "dynamic_exec_high": null, "entry_zone_low": 107.44, "entry_zone_high": 110.72, "entry_risk_pct": 3.3522, "intraday_vwap": 107.5708, "price_vs_vwap_pct": 1.7562, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3479, "prev_amount_yi": 0.2618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 109.58, "high": 109.58, "low": 109.58, "close": 109.58, "amount_yi": 0.0316 }, { "time": "14:35", "open": 109.5, "high": 109.5, "low": 109.43, "close": 109.43, "amount_yi": 0.0942 }, { "time": "14:36", "open": 109.4, "high": 109.4, "low": 109.31, "close": 109.31, "amount_yi": 0.07 }, { "time": "14:37", "open": 109.32, "high": 109.32, "low": 109.32, "close": 109.32, "amount_yi": 0.0917 }, { "time": "14:38", "open": 109.44, "high": 109.46, "low": 109.44, "close": 109.46, "amount_yi": 0.0604 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "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": 109.46, "ts": "2026-06-25T14:38:36", "prev_close": 107.85, "open": 109.7, "high": 109.9, "low": 104.3, "bid1": 109.47, "ask1": 109.48, "bid_qty1": 2, "ask_qty1": 30 }, "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": "2026-06-25T14:38:39", "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": 59.11, "price_vs_vwap_pct": -0.5414, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4787, "prev_amount_yi": 0.3358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4256, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 58.49, "high": 58.49, "low": 58.49, "close": 58.49, "amount_yi": 0.0699 }, { "time": "14:35", "open": 58.36, "high": 58.36, "low": 58.32, "close": 58.32, "amount_yi": 0.1975 }, { "time": "14:36", "open": 58.36, "high": 58.39, "low": 58.36, "close": 58.39, "amount_yi": 0.0992 }, { "time": "14:37", "open": 58.48, "high": 58.48, "low": 58.48, "close": 58.48, "amount_yi": 0.0355 }, { "time": "14:38", "open": 58.7, "high": 58.79, "low": 58.7, "close": 58.79, "amount_yi": 0.0766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.79, "ts": "2026-06-25T14:38:36", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 58.79, "ask1": 58.8, "bid_qty1": 38, "ask_qty1": 97 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300835:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300835:BREAK_PREV_HIGH", "symbol": "SZSE.300835", "name": "龙磁科技", "side": "BUY", "priority": "W23", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 250.0, "exec_low": 250.0, "exec_high": 253.75, "invalid_price": 242.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.9566, "intraday_vwap": 237.928, "price_vs_vwap_pct": 5.9144, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3455, "prev_amount_yi": 0.2733, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2642, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 252.06, "high": 252.06, "low": 252.06, "close": 252.06, "amount_yi": 0.0623 }, { "time": "14:35", "open": 251.87, "high": 251.87, "low": 251.01, "close": 251.01, "amount_yi": 0.1459 }, { "time": "14:36", "open": 251.0, "high": 251.87, "low": 251.0, "close": 251.87, "amount_yi": 0.0419 }, { "time": "14:37", "open": 251.82, "high": 251.82, "low": 251.82, "close": 251.82, "amount_yi": 0.0121 }, { "time": "14:38", "open": 252.5, "high": 252.5, "low": 252.0, "close": 252.0, "amount_yi": 0.0833 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "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": 252.0, "ts": "2026-06-25T14:38:36", "prev_close": 248.33, "open": 238.36, "high": 259.8, "low": 225.88, "bid1": 252.0, "ask1": 252.49, "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.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": "2026-06-25T14:38:39", "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": 407.0595, "price_vs_vwap_pct": -2.147, "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": 0.0974, "prev_amount_yi": 0.1466, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 397.82, "high": 397.82, "low": 397.82, "close": 397.82, "amount_yi": 0.0044 }, { "time": "14:35", "open": 397.99, "high": 397.99, "low": 397.99, "close": 397.99, "amount_yi": 0.0489 }, { "time": "14:36", "open": 398.93, "high": 398.93, "low": 398.11, "close": 398.11, "amount_yi": 0.0147 }, { "time": "14:37", "open": 398.11, "high": 398.11, "low": 398.11, "close": 398.11, "amount_yi": 0.0119 }, { "time": "14:38", "open": 398.33, "high": 398.33, "low": 398.32, "close": 398.32, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 398.32, "ts": "2026-06-25T14:38:36", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 398.32, "ask1": 398.33, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300613:WATCH_CONFIRM:BUY", "plan_id": "20260624:SZSE.300613:WATCH_CONFIRM", "symbol": "SZSE.300613", "name": "富瀚微", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 69.14, "exec_low": 69.14, "exec_high": 70.18, "invalid_price": 67.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 80.1716, "price_vs_vwap_pct": 0.6591, "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": 0.1383, "prev_amount_yi": 0.1462, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 80.5, "high": 80.5, "low": 80.5, "close": 80.5, "amount_yi": 0.0171 }, { "time": "14:35", "open": 80.56, "high": 80.6, "low": 80.56, "close": 80.6, "amount_yi": 0.0325 }, { "time": "14:36", "open": 80.72, "high": 80.73, "low": 80.72, "close": 80.73, "amount_yi": 0.0229 }, { "time": "14:37", "open": 80.8, "high": 80.8, "low": 80.8, "close": 80.8, "amount_yi": 0.0321 }, { "time": "14:38", "open": 80.7, "high": 80.7, "low": 80.7, "close": 80.7, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.7, "ts": "2026-06-25T14:38:36", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 80.69, "ask1": 80.7, "bid_qty1": 15, "ask_qty1": 3 }, "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": "2026-06-25T14:38:39", "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": 94.9307, "price_vs_vwap_pct": 0.3364, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7515, "prev_amount_yi": 0.6395, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 95.55, "high": 95.55, "low": 95.55, "close": 95.55, "amount_yi": 0.0481 }, { "time": "14:35", "open": 95.55, "high": 95.63, "low": 95.55, "close": 95.63, "amount_yi": 0.2507 }, { "time": "14:36", "open": 95.65, "high": 95.65, "low": 95.55, "close": 95.55, "amount_yi": 0.1162 }, { "time": "14:37", "open": 95.5, "high": 95.5, "low": 95.5, "close": 95.5, "amount_yi": 0.06 }, { "time": "14:38", "open": 95.23, "high": 95.25, "low": 95.23, "close": 95.25, "amount_yi": 0.2765 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.25, "ts": "2026-06-25T14:38:36", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 95.22, "ask1": 95.25, "bid_qty1": 1, "ask_qty1": 31 }, "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": "2026-06-25T14:38:39", "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": 53.2778, "price_vs_vwap_pct": 0.3983, "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": 0.1235, "prev_amount_yi": 0.1432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8624, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 53.43, "high": 53.43, "low": 53.43, "close": 53.43, "amount_yi": 0.0172 }, { "time": "14:35", "open": 53.39, "high": 53.43, "low": 53.39, "close": 53.43, "amount_yi": 0.0216 }, { "time": "14:36", "open": 53.44, "high": 53.48, "low": 53.44, "close": 53.48, "amount_yi": 0.0384 }, { "time": "14:37", "open": 53.47, "high": 53.47, "low": 53.47, "close": 53.47, "amount_yi": 0.0089 }, { "time": "14:38", "open": 53.48, "high": 53.49, "low": 53.48, "close": 53.49, "amount_yi": 0.0374 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.49, "ts": "2026-06-25T14:38:35", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.49, "ask1": 53.5, "bid_qty1": 8, "ask_qty1": 36 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:38:39", "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": 69.5255, "price_vs_vwap_pct": -1.8633, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6194, "prev_amount_yi": 0.5665, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0934, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 68.18, "high": 68.18, "low": 68.18, "close": 68.18, "amount_yi": 0.0396 }, { "time": "14:35", "open": 68.24, "high": 68.24, "low": 68.22, "close": 68.22, "amount_yi": 0.1615 }, { "time": "14:36", "open": 68.27, "high": 68.27, "low": 68.25, "close": 68.25, "amount_yi": 0.1453 }, { "time": "14:37", "open": 68.21, "high": 68.21, "low": 68.21, "close": 68.21, "amount_yi": 0.043 }, { "time": "14:38", "open": 68.23, "high": 68.23, "low": 68.23, "close": 68.23, "amount_yi": 0.23 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.23, "ts": "2026-06-25T14:38:36", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.04, "bid1": 68.22, "ask1": 68.23, "bid_qty1": 88, "ask_qty1": 18 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.02, "max_chase_pct": 1.5, "base_exec_high": 51.26, "dynamic_exec_high": null, "entry_zone_low": 49.74, "entry_zone_high": 51.26, "entry_risk_pct": 3.3544, "intraday_vwap": 50.3552, "price_vs_vwap_pct": 0.645, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8213, "prev_amount_yi": 0.6995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 50.34, "high": 50.34, "low": 50.34, "close": 50.34, "amount_yi": 0.0906 }, { "time": "14:35", "open": 50.4, "high": 50.45, "low": 50.4, "close": 50.45, "amount_yi": 0.1732 }, { "time": "14:36", "open": 50.51, "high": 50.56, "low": 50.51, "close": 50.56, "amount_yi": 0.1041 }, { "time": "14:37", "open": 50.48, "high": 50.48, "low": 50.48, "close": 50.48, "amount_yi": 0.2324 }, { "time": "14:38", "open": 50.61, "high": 50.68, "low": 50.61, "close": 50.68, "amount_yi": 0.221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.68, "ts": "2026-06-25T14:38:36", "prev_close": 49.63, "open": 50.65, "high": 52.0, "low": 48.65, "bid1": 50.67, "ask1": 50.68, "bid_qty1": 30, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.98, "exec_low": 18.98, "exec_high": 19.26, "invalid_price": 18.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 18.9526, "price_vs_vwap_pct": 0.039, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2156, "prev_amount_yi": 0.1235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7457, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 18.91, "high": 18.91, "low": 18.91, "close": 18.91, "amount_yi": 0.0156 }, { "time": "14:35", "open": 18.93, "high": 18.96, "low": 18.93, "close": 18.96, "amount_yi": 0.0748 }, { "time": "14:36", "open": 18.97, "high": 18.99, "low": 18.97, "close": 18.99, "amount_yi": 0.0509 }, { "time": "14:37", "open": 18.99, "high": 18.99, "low": 18.99, "close": 18.99, "amount_yi": 0.0283 }, { "time": "14:38", "open": 18.96, "high": 18.96, "low": 18.96, "close": 18.96, "amount_yi": 0.046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.96, "ts": "2026-06-25T14:38:36", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.95, "ask1": 18.96, "bid_qty1": 69, "ask_qty1": 50 }, "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": "2026-06-25T14:38:39", "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": 39.6685, "price_vs_vwap_pct": 0.7096, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.446, "prev_amount_yi": 0.3256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 39.95, "high": 39.95, "low": 39.95, "close": 39.95, "amount_yi": 0.0539 }, { "time": "14:35", "open": 39.92, "high": 39.95, "low": 39.92, "close": 39.95, "amount_yi": 0.1101 }, { "time": "14:36", "open": 40.0, "high": 40.02, "low": 40.0, "close": 40.02, "amount_yi": 0.1703 }, { "time": "14:37", "open": 39.98, "high": 39.98, "low": 39.98, "close": 39.98, "amount_yi": 0.031 }, { "time": "14:38", "open": 39.95, "high": 39.95, "low": 39.95, "close": 39.95, "amount_yi": 0.0807 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.95, "ts": "2026-06-25T14:38:36", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 39.95, "ask1": 39.96, "bid_qty1": 76, "ask_qty1": 204 }, "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": "2026-06-25T14:38:39", "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": 16.6372, "price_vs_vwap_pct": 0.3775, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0716, "prev_amount_yi": 0.0769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 16.69, "high": 16.69, "low": 16.69, "close": 16.69, "amount_yi": 0.0031 }, { "time": "14:35", "open": 16.73, "high": 16.73, "low": 16.73, "close": 16.73, "amount_yi": 0.0312 }, { "time": "14:36", "open": 16.74, "high": 16.74, "low": 16.73, "close": 16.73, "amount_yi": 0.0106 }, { "time": "14:37", "open": 16.72, "high": 16.72, "low": 16.72, "close": 16.72, "amount_yi": 0.0034 }, { "time": "14:38", "open": 16.69, "high": 16.7, "low": 16.69, "close": 16.7, "amount_yi": 0.0233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.7, "ts": "2026-06-25T14:38:36", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.7, "ask1": 16.71, "bid_qty1": 17, "ask_qty1": 204 }, "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": "2026-06-25T14:38:39", "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": 23.9118, "price_vs_vwap_pct": -0.8439, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2582, "prev_amount_yi": 0.2096, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 23.68, "high": 23.68, "low": 23.68, "close": 23.68, "amount_yi": 0.0075 }, { "time": "14:35", "open": 23.7, "high": 23.71, "low": 23.7, "close": 23.71, "amount_yi": 0.1166 }, { "time": "14:36", "open": 23.73, "high": 23.73, "low": 23.73, "close": 23.73, "amount_yi": 0.0466 }, { "time": "14:37", "open": 23.73, "high": 23.73, "low": 23.73, "close": 23.73, "amount_yi": 0.0403 }, { "time": "14:38", "open": 23.7, "high": 23.71, "low": 23.7, "close": 23.71, "amount_yi": 0.0472 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.71, "ts": "2026-06-25T14:38:36", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.7, "ask1": 23.71, "bid_qty1": 560, "ask_qty1": 98 }, "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": "2026-06-25T14:38:39", "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": 151.8425, "price_vs_vwap_pct": -0.0148, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6758, "prev_amount_yi": 1.2263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 152.4, "high": 152.4, "low": 152.4, "close": 152.4, "amount_yi": 0.0565 }, { "time": "14:35", "open": 152.33, "high": 152.33, "low": 152.23, "close": 152.23, "amount_yi": 0.404 }, { "time": "14:36", "open": 151.67, "high": 151.92, "low": 151.67, "close": 151.92, "amount_yi": 0.7629 }, { "time": "14:37", "open": 152.13, "high": 152.13, "low": 152.13, "close": 152.13, "amount_yi": 0.1131 }, { "time": "14:38", "open": 151.8, "high": 151.82, "low": 151.8, "close": 151.82, "amount_yi": 0.3393 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 151.82, "ts": "2026-06-25T14:38:36", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 151.82, "ask1": 151.84, "bid_qty1": 5, "ask_qty1": 13 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301348:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301348:BREAK_PREV_HIGH", "symbol": "SZSE.301348", "name": "蓝箭电子", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 31.2, "exec_low": 31.2, "exec_high": 31.67, "invalid_price": 30.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 30.0192, "price_vs_vwap_pct": -0.6303, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1454, "prev_amount_yi": 0.0621, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 30.02, "high": 30.02, "low": 30.02, "close": 30.02, "amount_yi": 0.0088 }, { "time": "14:35", "open": 29.97, "high": 29.97, "low": 29.96, "close": 29.96, "amount_yi": 0.0479 }, { "time": "14:36", "open": 29.92, "high": 29.92, "low": 29.89, "close": 29.89, "amount_yi": 0.0248 }, { "time": "14:37", "open": 29.85, "high": 29.85, "low": 29.85, "close": 29.85, "amount_yi": 0.0165 }, { "time": "14:38", "open": 29.81, "high": 29.83, "low": 29.81, "close": 29.83, "amount_yi": 0.0474 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.83, "ts": "2026-06-25T14:38:36", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 29.82, "ask1": 29.83, "bid_qty1": 51, "ask_qty1": 2 }, "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": "2026-06-25T14:38:39", "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": 82.1731, "price_vs_vwap_pct": 2.2476, "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": 0.0495, "prev_amount_yi": 0.0252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.003 }, { "time": "14:35", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0276 }, { "time": "14:36", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0119 }, { "time": "14:37", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0016 }, { "time": "14:38", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:39", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 13365, "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": "2026-06-25T14:38:39", "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": 32.8906, "price_vs_vwap_pct": -0.5795, "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": 0.1276, "prev_amount_yi": 0.0882, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4467, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 32.73, "high": 32.73, "low": 32.73, "close": 32.73, "amount_yi": 0.0055 }, { "time": "14:35", "open": 32.73, "high": 32.73, "low": 32.72, "close": 32.72, "amount_yi": 0.0302 }, { "time": "14:36", "open": 32.73, "high": 32.74, "low": 32.73, "close": 32.74, "amount_yi": 0.0186 }, { "time": "14:37", "open": 32.73, "high": 32.73, "low": 32.73, "close": 32.73, "amount_yi": 0.0046 }, { "time": "14:38", "open": 32.7, "high": 32.7, "low": 32.7, "close": 32.7, "amount_yi": 0.0687 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.7, "ts": "2026-06-25T14:38:36", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.52, "bid1": 32.68, "ask1": 32.7, "bid_qty1": 185, "ask_qty1": 184 }, "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": "2026-06-25T14:38:39", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 192.47, "max_chase_pct": 1.5, "base_exec_high": 189.66, "dynamic_exec_high": null, "entry_zone_low": 184.06, "entry_zone_high": 189.66, "entry_risk_pct": 3.7491, "intraday_vwap": 186.3423, "price_vs_vwap_pct": 1.0506, "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": 0.3194, "prev_amount_yi": 0.3901, "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": "14:34", "open": 188.3, "high": 188.3, "low": 188.3, "close": 188.3, "amount_yi": 0.0303 }, { "time": "14:35", "open": 188.28, "high": 188.32, "low": 188.28, "close": 188.32, "amount_yi": 0.0653 }, { "time": "14:36", "open": 188.36, "high": 188.41, "low": 188.36, "close": 188.41, "amount_yi": 0.0639 }, { "time": "14:37", "open": 188.37, "high": 188.37, "low": 188.37, "close": 188.37, "amount_yi": 0.0612 }, { "time": "14:38", "open": 188.38, "high": 188.38, "low": 188.3, "close": 188.3, "amount_yi": 0.0987 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "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": 188.3, "ts": "2026-06-25T14:38:35", "prev_close": 185.39, "open": 186.8, "high": 189.98, "low": 182.36, "bid1": 188.3, "ask1": 188.31, "bid_qty1": 56, "ask_qty1": 22 }, "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": "2026-06-25T14:38:39", "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": 36.8778, "price_vs_vwap_pct": -2.5972, "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": 0.1893, "prev_amount_yi": 0.2023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 35.73, "high": 35.73, "low": 35.73, "close": 35.73, "amount_yi": 0.0162 }, { "time": "14:35", "open": 35.88, "high": 35.99, "low": 35.88, "close": 35.99, "amount_yi": 0.0953 }, { "time": "14:36", "open": 36.05, "high": 36.05, "low": 36.04, "close": 36.04, "amount_yi": 0.0221 }, { "time": "14:37", "open": 36.03, "high": 36.03, "low": 36.03, "close": 36.03, "amount_yi": 0.0113 }, { "time": "14:38", "open": 36.05, "high": 36.05, "low": 35.92, "close": 35.92, "amount_yi": 0.0444 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.92, "ts": "2026-06-25T14:38:36", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 35.71, "bid1": 35.92, "ask1": 35.93, "bid_qty1": 14, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603618:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603618:BREAK_PREV_HIGH", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W40", "status": "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": "2026-06-25T14:38:39", "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": 54.859, "price_vs_vwap_pct": 3.5382, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1527, "prev_amount_yi": 1.0113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 56.3, "high": 56.3, "low": 56.3, "close": 56.3, "amount_yi": 0.2108 }, { "time": "14:35", "open": 57.19, "high": 57.19, "low": 57.08, "close": 57.08, "amount_yi": 1.0909 }, { "time": "14:36", "open": 56.88, "high": 56.88, "low": 56.65, "close": 56.65, "amount_yi": 0.2982 }, { "time": "14:37", "open": 56.61, "high": 56.61, "low": 56.61, "close": 56.61, "amount_yi": 0.1192 }, { "time": "14:38", "open": 56.51, "high": 56.8, "low": 56.51, "close": 56.8, "amount_yi": 0.4336 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.8, "ts": "2026-06-25T14:38:36", "prev_close": 54.48, "open": 55.35, "high": 57.21, "low": 53.01, "bid1": 56.8, "ask1": 56.85, "bid_qty1": 10, "ask_qty1": 24 }, "previous_state": "TOUCHED", "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": "2026-06-25T14:38:39", "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": 10.1027, "price_vs_vwap_pct": 2.3489, "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": 0.1842, "prev_amount_yi": 0.162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 10.38, "high": 10.38, "low": 10.38, "close": 10.38, "amount_yi": 0.0141 }, { "time": "14:35", "open": 10.36, "high": 10.36, "low": 10.35, "close": 10.35, "amount_yi": 0.0461 }, { "time": "14:36", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0534 }, { "time": "14:37", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0114 }, { "time": "14:38", "open": 10.35, "high": 10.35, "low": 10.34, "close": 10.34, "amount_yi": 0.0592 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.34, "ts": "2026-06-25T14:38:36", "prev_close": 9.95, "open": 9.91, "high": 10.49, "low": 9.76, "bid1": 10.34, "ask1": 10.35, "bid_qty1": 1097, "ask_qty1": 291 }, "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": "2026-06-25T14:38:39", "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": 99.7491, "price_vs_vwap_pct": 1.0335, "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": 0.2397, "prev_amount_yi": 0.2306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 101.29, "high": 101.29, "low": 101.29, "close": 101.29, "amount_yi": 0.01 }, { "time": "14:35", "open": 101.15, "high": 101.15, "low": 101.14, "close": 101.14, "amount_yi": 0.0616 }, { "time": "14:36", "open": 101.09, "high": 101.09, "low": 100.94, "close": 100.94, "amount_yi": 0.0653 }, { "time": "14:37", "open": 100.83, "high": 100.83, "low": 100.83, "close": 100.83, "amount_yi": 0.0173 }, { "time": "14:38", "open": 100.76, "high": 100.78, "low": 100.76, "close": 100.78, "amount_yi": 0.0855 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.78, "ts": "2026-06-25T14:38:36", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 100.79, "ask1": 100.81, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600641:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600641:BREAK_PREV_HIGH", "symbol": "SHSE.600641", "name": "先导基电", "side": "BUY", "priority": "W43", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 38.45, "exec_low": 38.45, "exec_high": 39.03, "invalid_price": 37.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.6, "max_chase_pct": 1.5, "base_exec_high": 39.03, "dynamic_exec_high": null, "entry_zone_low": 37.87, "entry_zone_high": 39.03, "entry_risk_pct": null, "intraday_vwap": 37.6117, "price_vs_vwap_pct": -0.9617, "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": 0.4377, "prev_amount_yi": 0.4652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 37.42, "high": 37.42, "low": 37.42, "close": 37.42, "amount_yi": 0.0202 }, { "time": "14:35", "open": 37.44, "high": 37.48, "low": 37.44, "close": 37.48, "amount_yi": 0.1376 }, { "time": "14:36", "open": 37.49, "high": 37.49, "low": 37.35, "close": 37.35, "amount_yi": 0.1402 }, { "time": "14:37", "open": 37.32, "high": 37.32, "low": 37.32, "close": 37.32, "amount_yi": 0.0219 }, { "time": "14:38", "open": 37.25, "high": 37.25, "low": 37.25, "close": 37.25, "amount_yi": 0.1178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.25, "ts": "2026-06-25T14:38:35", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 37.24, "ask1": 37.25, "bid_qty1": 328, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603259:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603259:BREAK_PREV_HIGH", "symbol": "SHSE.603259", "name": "药明康德", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 116.94, "exec_low": 116.94, "exec_high": 118.69, "invalid_price": 113.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 3.3404, "intraday_vwap": 116.2367, "price_vs_vwap_pct": 0.9406, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9825, "prev_amount_yi": 0.7003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.403, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 117.19, "high": 117.19, "low": 117.19, "close": 117.19, "amount_yi": 0.0604 }, { "time": "14:35", "open": 117.21, "high": 117.29, "low": 117.21, "close": 117.29, "amount_yi": 0.2349 }, { "time": "14:36", "open": 117.37, "high": 117.39, "low": 117.37, "close": 117.39, "amount_yi": 0.189 }, { "time": "14:37", "open": 117.44, "high": 117.44, "low": 117.44, "close": 117.44, "amount_yi": 0.0931 }, { "time": "14:38", "open": 117.45, "high": 117.45, "low": 117.33, "close": 117.33, "amount_yi": 0.4051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "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": 117.33, "ts": "2026-06-25T14:38:37", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.33, "ask1": 117.35, "bid_qty1": 32, "ask_qty1": 13 }, "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": "2026-06-25T14:38:39", "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": 74.0544, "price_vs_vwap_pct": -2.8282, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1561, "prev_amount_yi": 0.1094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 71.81, "high": 71.81, "low": 71.81, "close": 71.81, "amount_yi": 0.0195 }, { "time": "14:35", "open": 71.9, "high": 71.92, "low": 71.9, "close": 71.92, "amount_yi": 0.0395 }, { "time": "14:36", "open": 71.9, "high": 71.9, "low": 71.84, "close": 71.84, "amount_yi": 0.0285 }, { "time": "14:37", "open": 71.83, "high": 71.83, "low": 71.83, "close": 71.83, "amount_yi": 0.0165 }, { "time": "14:38", "open": 71.82, "high": 71.96, "low": 71.82, "close": 71.96, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.96, "ts": "2026-06-25T14:38:35", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.27, "bid1": 71.91, "ask1": 71.95, "bid_qty1": 2, "ask_qty1": 17 }, "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": "2026-06-25T14:38:39", "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": 3.4425, "intraday_vwap": 192.5916, "price_vs_vwap_pct": 1.6451, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5173, "prev_amount_yi": 0.4398, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 195.53, "high": 195.53, "low": 195.53, "close": 195.53, "amount_yi": 0.0246 }, { "time": "14:35", "open": 196.07, "high": 196.29, "low": 196.07, "close": 196.29, "amount_yi": 0.149 }, { "time": "14:36", "open": 196.5, "high": 196.5, "low": 195.94, "close": 195.94, "amount_yi": 0.1818 }, { "time": "14:37", "open": 195.55, "high": 195.55, "low": 195.55, "close": 195.55, "amount_yi": 0.0462 }, { "time": "14:38", "open": 195.59, "high": 195.76, "low": 195.59, "close": 195.76, "amount_yi": 0.1157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "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": 195.76, "ts": "2026-06-25T14:38:36", "prev_close": 194.0, "open": 193.51, "high": 198.0, "low": 188.01, "bid1": 195.75, "ask1": 195.79, "bid_qty1": 2, "ask_qty1": 31 }, "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": "2026-06-25T14:38:39", "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": 19.1479, "price_vs_vwap_pct": 1.2121, "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": 0.0751, "prev_amount_yi": 0.0817, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 19.38, "high": 19.38, "low": 19.38, "close": 19.38, "amount_yi": 0.0116 }, { "time": "14:35", "open": 19.35, "high": 19.36, "low": 19.35, "close": 19.36, "amount_yi": 0.0221 }, { "time": "14:36", "open": 19.36, "high": 19.37, "low": 19.36, "close": 19.37, "amount_yi": 0.0123 }, { "time": "14:37", "open": 19.39, "high": 19.39, "low": 19.39, "close": 19.39, "amount_yi": 0.0054 }, { "time": "14:38", "open": 19.38, "high": 19.38, "low": 19.38, "close": 19.38, "amount_yi": 0.0237 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.38, "ts": "2026-06-25T14:38:36", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 19.37, "ask1": 19.38, "bid_qty1": 174, "ask_qty1": 140 }, "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": "2026-06-25T14:38:39", "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": 12.7377, "price_vs_vwap_pct": -2.4942, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1432, "prev_amount_yi": 0.0852, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 12.47, "high": 12.47, "low": 12.47, "close": 12.47, "amount_yi": 0.0107 }, { "time": "14:35", "open": 12.46, "high": 12.46, "low": 12.46, "close": 12.46, "amount_yi": 0.0411 }, { "time": "14:36", "open": 12.45, "high": 12.45, "low": 12.43, "close": 12.43, "amount_yi": 0.0272 }, { "time": "14:37", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.0214 }, { "time": "14:38", "open": 12.41, "high": 12.42, "low": 12.41, "close": 12.42, "amount_yi": 0.0428 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.42, "ts": "2026-06-25T14:38:36", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 12.39, "bid1": 12.41, "ask1": 12.42, "bid_qty1": 1420, "ask_qty1": 392 }, "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": "2026-06-25T14:38:39", "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": 34.6976, "price_vs_vwap_pct": -1.0594, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7544, "prev_amount_yi": 0.3896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9363, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 34.27, "high": 34.27, "low": 34.27, "close": 34.27, "amount_yi": 0.0396 }, { "time": "14:35", "open": 34.3, "high": 34.32, "low": 34.3, "close": 34.32, "amount_yi": 0.3161 }, { "time": "14:36", "open": 34.34, "high": 34.34, "low": 34.34, "close": 34.34, "amount_yi": 0.1112 }, { "time": "14:37", "open": 34.36, "high": 34.36, "low": 34.36, "close": 34.36, "amount_yi": 0.0757 }, { "time": "14:38", "open": 34.32, "high": 34.33, "low": 34.32, "close": 34.33, "amount_yi": 0.2118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.33, "ts": "2026-06-25T14:38:36", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.32, "ask1": 34.33, "bid_qty1": 329, "ask_qty1": 112 }, "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": "2026-06-25T14:38:39", "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": 61.971, "price_vs_vwap_pct": -2.5673, "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": 0.1665, "prev_amount_yi": 0.1822, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 60.41, "high": 60.41, "low": 60.41, "close": 60.41, "amount_yi": 0.015 }, { "time": "14:35", "open": 60.48, "high": 60.48, "low": 60.46, "close": 60.46, "amount_yi": 0.0292 }, { "time": "14:36", "open": 60.5, "high": 60.5, "low": 60.47, "close": 60.47, "amount_yi": 0.0299 }, { "time": "14:37", "open": 60.45, "high": 60.45, "low": 60.45, "close": 60.45, "amount_yi": 0.0129 }, { "time": "14:38", "open": 60.4, "high": 60.4, "low": 60.38, "close": 60.38, "amount_yi": 0.0795 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.38, "ts": "2026-06-25T14:38:36", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.36, "bid1": 60.37, "ask1": 60.38, "bid_qty1": 33, "ask_qty1": 38 }, "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": "2026-06-25T14:38:39", "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": 23.0168, "price_vs_vwap_pct": 3.1855, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1887, "prev_amount_yi": 0.1217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 23.77, "high": 23.77, "low": 23.77, "close": 23.77, "amount_yi": 0.0173 }, { "time": "14:35", "open": 23.77, "high": 23.77, "low": 23.77, "close": 23.77, "amount_yi": 0.058 }, { "time": "14:36", "open": 23.76, "high": 23.76, "low": 23.76, "close": 23.76, "amount_yi": 0.032 }, { "time": "14:37", "open": 23.76, "high": 23.76, "low": 23.76, "close": 23.76, "amount_yi": 0.0126 }, { "time": "14:38", "open": 23.76, "high": 23.76, "low": 23.75, "close": 23.75, "amount_yi": 0.0688 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.75, "ts": "2026-06-25T14:38:36", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 23.75, "ask1": 23.76, "bid_qty1": 44, "ask_qty1": 81 }, "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": "2026-06-25T14:38:39", "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": 28.8418, "price_vs_vwap_pct": -2.0172, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1598, "prev_amount_yi": 0.0836, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 28.26, "high": 28.26, "low": 28.26, "close": 28.26, "amount_yi": 0.0123 }, { "time": "14:35", "open": 28.3, "high": 28.31, "low": 28.3, "close": 28.31, "amount_yi": 0.0235 }, { "time": "14:36", "open": 28.31, "high": 28.31, "low": 28.3, "close": 28.3, "amount_yi": 0.0182 }, { "time": "14:37", "open": 28.31, "high": 28.31, "low": 28.31, "close": 28.31, "amount_yi": 0.0422 }, { "time": "14:38", "open": 28.29, "high": 28.29, "low": 28.26, "close": 28.26, "amount_yi": 0.0636 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.26, "ts": "2026-06-25T14:38:39", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.18, "bid1": 28.26, "ask1": 28.27, "bid_qty1": 13, "ask_qty1": 36 }, "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": "2026-06-25T14:38:39", "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": 112.4627, "price_vs_vwap_pct": 0.2999, "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": 0.2351, "prev_amount_yi": 0.3516, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 113.11, "high": 113.11, "low": 113.11, "close": 113.11, "amount_yi": 0.0133 }, { "time": "14:35", "open": 113.18, "high": 113.2, "low": 113.18, "close": 113.2, "amount_yi": 0.0369 }, { "time": "14:36", "open": 113.26, "high": 113.26, "low": 112.94, "close": 112.94, "amount_yi": 0.1224 }, { "time": "14:37", "open": 112.88, "high": 112.88, "low": 112.88, "close": 112.88, "amount_yi": 0.0237 }, { "time": "14:38", "open": 112.83, "high": 112.83, "low": 112.8, "close": 112.8, "amount_yi": 0.0388 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 203112.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.8, "ts": "2026-06-25T14:38:36", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 112.8, "ask1": 112.82, "bid_qty1": 23, "ask_qty1": 6 }, "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": "2026-06-25T14:38:39", "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": 91.4759, "price_vs_vwap_pct": -1.2417, "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": 0.0606, "prev_amount_yi": 0.0533, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 90.63, "high": 90.63, "low": 90.63, "close": 90.63, "amount_yi": 0.0032 }, { "time": "14:35", "open": 90.55, "high": 90.55, "low": 90.5, "close": 90.5, "amount_yi": 0.0235 }, { "time": "14:36", "open": 90.31, "high": 90.38, "low": 90.31, "close": 90.38, "amount_yi": 0.0168 }, { "time": "14:37", "open": 90.34, "high": 90.34, "low": 90.34, "close": 90.34, "amount_yi": 0.0014 }, { "time": "14:38", "open": 90.33, "high": 90.34, "low": 90.33, "close": 90.34, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.34, "ts": "2026-06-25T14:38:36", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 90.3, "ask1": 90.34, "bid_qty1": 18, "ask_qty1": 54 }, "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": "2026-06-25T14:38:39", "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": 74.862, "price_vs_vwap_pct": -0.5904, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0804, "prev_amount_yi": 0.9306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.161, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 74.68, "high": 74.68, "low": 74.68, "close": 74.68, "amount_yi": 0.1007 }, { "time": "14:35", "open": 74.69, "high": 74.78, "low": 74.69, "close": 74.78, "amount_yi": 0.2144 }, { "time": "14:36", "open": 74.78, "high": 74.78, "low": 74.62, "close": 74.62, "amount_yi": 0.2374 }, { "time": "14:37", "open": 74.4, "high": 74.4, "low": 74.4, "close": 74.4, "amount_yi": 0.2275 }, { "time": "14:38", "open": 74.41, "high": 74.42, "low": 74.41, "close": 74.42, "amount_yi": 0.3004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.42, "ts": "2026-06-25T14:38:36", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.42, "ask1": 74.44, "bid_qty1": 4, "ask_qty1": 19 }, "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": "2026-06-25T14:38:39", "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": 53.7119, "price_vs_vwap_pct": 2.0817, "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": 0.4313, "prev_amount_yi": 1.0356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4165, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 55.27, "high": 55.27, "low": 55.27, "close": 55.27, "amount_yi": 0.0432 }, { "time": "14:35", "open": 55.12, "high": 55.12, "low": 55.12, "close": 55.12, "amount_yi": 0.163 }, { "time": "14:36", "open": 55.04, "high": 55.04, "low": 54.91, "close": 54.91, "amount_yi": 0.1045 }, { "time": "14:37", "open": 54.95, "high": 54.95, "low": 54.95, "close": 54.95, "amount_yi": 0.0333 }, { "time": "14:38", "open": 54.76, "high": 54.83, "low": 54.76, "close": 54.83, "amount_yi": 0.0873 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.83, "ts": "2026-06-25T14:38:36", "prev_close": 54.74, "open": 55.0, "high": 56.0, "low": 51.77, "bid1": 54.82, "ask1": 54.83, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:38:39", "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": 21.1486, "price_vs_vwap_pct": -1.2228, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.363, "prev_amount_yi": 0.2435, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 20.93, "high": 20.93, "low": 20.93, "close": 20.93, "amount_yi": 0.0224 }, { "time": "14:35", "open": 20.97, "high": 20.97, "low": 20.97, "close": 20.97, "amount_yi": 0.0679 }, { "time": "14:36", "open": 20.97, "high": 20.97, "low": 20.94, "close": 20.94, "amount_yi": 0.0564 }, { "time": "14:37", "open": 20.91, "high": 20.91, "low": 20.91, "close": 20.91, "amount_yi": 0.0274 }, { "time": "14:38", "open": 20.9, "high": 20.9, "low": 20.89, "close": 20.89, "amount_yi": 0.1889 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.89, "ts": "2026-06-25T14:38:36", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 20.89, "ask1": 20.9, "bid_qty1": 3, "ask_qty1": 346 }, "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": "2026-06-25T14:38:39", "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": 84.3629, "price_vs_vwap_pct": -0.9636, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5017, "prev_amount_yi": 0.3899, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 83.32, "high": 83.32, "low": 83.32, "close": 83.32, "amount_yi": 0.0405 }, { "time": "14:35", "open": 83.46, "high": 83.47, "low": 83.46, "close": 83.47, "amount_yi": 0.1136 }, { "time": "14:36", "open": 83.56, "high": 83.66, "low": 83.56, "close": 83.66, "amount_yi": 0.1065 }, { "time": "14:37", "open": 83.69, "high": 83.69, "low": 83.69, "close": 83.69, "amount_yi": 0.059 }, { "time": "14:38", "open": 83.56, "high": 83.56, "low": 83.55, "close": 83.55, "amount_yi": 0.1821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.55, "ts": "2026-06-25T14:38:36", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.54, "ask1": 83.55, "bid_qty1": 25, "ask_qty1": 18 }, "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": "2026-06-25T14:38:39", "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": 102.8279, "price_vs_vwap_pct": -1.9916, "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": 0.216, "prev_amount_yi": 0.2435, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 100.89, "high": 100.89, "low": 100.89, "close": 100.89, "amount_yi": 0.0369 }, { "time": "14:35", "open": 101.0, "high": 101.02, "low": 101.0, "close": 101.02, "amount_yi": 0.0339 }, { "time": "14:36", "open": 101.11, "high": 101.11, "low": 101.05, "close": 101.05, "amount_yi": 0.0291 }, { "time": "14:37", "open": 100.91, "high": 100.91, "low": 100.91, "close": 100.91, "amount_yi": 0.0426 }, { "time": "14:38", "open": 100.71, "high": 100.78, "low": 100.71, "close": 100.78, "amount_yi": 0.0735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.78, "ts": "2026-06-25T14:38:36", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.76, "ask1": 100.78, "bid_qty1": 7, "ask_qty1": 20 }, "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": "2026-06-25T14:38:39", "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": 45.0815, "price_vs_vwap_pct": 2.3036, "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": 0.318, "prev_amount_yi": 0.5103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 46.39, "high": 46.39, "low": 46.39, "close": 46.39, "amount_yi": 0.0201 }, { "time": "14:35", "open": 46.48, "high": 46.48, "low": 46.39, "close": 46.39, "amount_yi": 0.1834 }, { "time": "14:36", "open": 46.39, "high": 46.39, "low": 46.28, "close": 46.28, "amount_yi": 0.0433 }, { "time": "14:37", "open": 46.21, "high": 46.21, "low": 46.21, "close": 46.21, "amount_yi": 0.0202 }, { "time": "14:38", "open": 46.17, "high": 46.17, "low": 46.12, "close": 46.12, "amount_yi": 0.051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.12, "ts": "2026-06-25T14:38:35", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 46.11, "ask1": 46.12, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:38:39", "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": 21.9942, "price_vs_vwap_pct": 1.254, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6902, "prev_amount_yi": 1.2424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3604, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 22.32, "high": 22.32, "low": 22.32, "close": 22.32, "amount_yi": 0.1247 }, { "time": "14:35", "open": 22.32, "high": 22.32, "low": 22.32, "close": 22.32, "amount_yi": 0.4283 }, { "time": "14:36", "open": 22.33, "high": 22.33, "low": 22.32, "close": 22.32, "amount_yi": 0.2941 }, { "time": "14:37", "open": 22.32, "high": 22.32, "low": 22.32, "close": 22.32, "amount_yi": 0.1302 }, { "time": "14:38", "open": 22.31, "high": 22.31, "low": 22.27, "close": 22.27, "amount_yi": 0.7129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.27, "ts": "2026-06-25T14:38:36", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.27, "ask1": 22.28, "bid_qty1": 727, "ask_qty1": 25 }, "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": "2026-06-25T14:38:39", "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": 389.2237, "price_vs_vwap_pct": 1.4558, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8596, "prev_amount_yi": 0.5265, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 395.28, "high": 395.28, "low": 395.28, "close": 395.28, "amount_yi": 0.0826 }, { "time": "14:35", "open": 396.01, "high": 396.2, "low": 396.01, "close": 396.2, "amount_yi": 0.3166 }, { "time": "14:36", "open": 396.35, "high": 396.35, "low": 395.53, "close": 395.53, "amount_yi": 0.1264 }, { "time": "14:37", "open": 395.31, "high": 395.31, "low": 395.31, "close": 395.31, "amount_yi": 0.076 }, { "time": "14:38", "open": 395.1, "high": 395.1, "low": 394.89, "close": 394.89, "amount_yi": 0.258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 394.89, "ts": "2026-06-25T14:38:36", "prev_close": 406.0, "open": 394.01, "high": 397.94, "low": 378.0, "bid1": 394.89, "ask1": 394.9, "bid_qty1": 7, "ask_qty1": 16 }, "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": "2026-06-25T14:38:39", "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": 109.464, "price_vs_vwap_pct": -2.1779, "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": 0.122, "prev_amount_yi": 0.1472, "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": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 107.12, "high": 107.12, "low": 107.12, "close": 107.12, "amount_yi": 0.0138 }, { "time": "14:35", "open": 107.25, "high": 107.3, "low": 107.25, "close": 107.3, "amount_yi": 0.0555 }, { "time": "14:36", "open": 107.31, "high": 107.31, "low": 107.18, "close": 107.18, "amount_yi": 0.0254 }, { "time": "14:37", "open": 107.18, "high": 107.18, "low": 107.18, "close": 107.18, "amount_yi": 0.0021 }, { "time": "14:38", "open": 107.08, "high": 107.08, "low": 107.08, "close": 107.08, "amount_yi": 0.0252 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.08, "ts": "2026-06-25T14:38:36", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 107.01, "bid1": 107.07, "ask1": 107.11, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:38:39", "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": 12.733, "price_vs_vwap_pct": -0.3377, "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": 0.1502, "prev_amount_yi": 0.1628, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9226, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 12.7, "high": 12.7, "low": 12.7, "close": 12.7, "amount_yi": 0.0043 }, { "time": "14:35", "open": 12.72, "high": 12.72, "low": 12.72, "close": 12.72, "amount_yi": 0.0341 }, { "time": "14:36", "open": 12.73, "high": 12.73, "low": 12.72, "close": 12.72, "amount_yi": 0.0506 }, { "time": "14:37", "open": 12.7, "high": 12.7, "low": 12.7, "close": 12.7, "amount_yi": 0.0176 }, { "time": "14:38", "open": 12.67, "high": 12.69, "low": 12.67, "close": 12.69, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.69, "ts": "2026-06-25T14:38:36", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.68, "ask1": 12.69, "bid_qty1": 487, "ask_qty1": 363 }, "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": "2026-06-25T14:38:39", "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": 85.585, "price_vs_vwap_pct": 2.5764, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0211, "prev_amount_yi": 0.6007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6999, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 87.48, "high": 87.48, "low": 87.48, "close": 87.48, "amount_yi": 0.0692 }, { "time": "14:35", "open": 87.58, "high": 87.65, "low": 87.58, "close": 87.65, "amount_yi": 0.212 }, { "time": "14:36", "open": 87.78, "high": 87.83, "low": 87.78, "close": 87.83, "amount_yi": 0.2866 }, { "time": "14:37", "open": 87.81, "high": 87.81, "low": 87.81, "close": 87.81, "amount_yi": 0.1417 }, { "time": "14:38", "open": 87.77, "high": 87.79, "low": 87.77, "close": 87.79, "amount_yi": 0.3116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.79, "ts": "2026-06-25T14:38:36", "prev_close": 83.64, "open": 84.0, "high": 88.89, "low": 82.87, "bid1": 87.79, "ask1": 87.8, "bid_qty1": 57, "ask_qty1": 217 }, "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": "2026-06-25T14:38:39", "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": 870.2956, "price_vs_vwap_pct": 2.379, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6174, "prev_amount_yi": 0.1331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.6386, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0196 }, { "time": "14:35", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1194 }, { "time": "14:36", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0401 }, { "time": "14:37", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.2824 }, { "time": "14:38", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1559 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:36", "prev_close": 810.0, "open": 830.0, "high": 891.0, "low": 829.19, "bid1": 891.0, "ask1": 0.0, "bid_qty1": 5395, "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": "2026-06-25T14:38:39", "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": 261.425, "price_vs_vwap_pct": -0.0708, "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": 0.2067, "prev_amount_yi": 0.3346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 261.43, "high": 261.43, "low": 261.43, "close": 261.43, "amount_yi": 0.0128 }, { "time": "14:35", "open": 261.35, "high": 261.37, "low": 261.35, "close": 261.37, "amount_yi": 0.0569 }, { "time": "14:36", "open": 261.4, "high": 261.4, "low": 261.1, "close": 261.1, "amount_yi": 0.0617 }, { "time": "14:37", "open": 261.09, "high": 261.09, "low": 261.09, "close": 261.09, "amount_yi": 0.0118 }, { "time": "14:38", "open": 261.11, "high": 261.24, "low": 261.11, "close": 261.24, "amount_yi": 0.0635 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.24, "ts": "2026-06-25T14:38:36", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 261.24, "ask1": 261.3, "bid_qty1": 3, "ask_qty1": 8 }, "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": "2026-06-25T14:38:39", "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": 65.5446, "price_vs_vwap_pct": -1.731, "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": 0.5176, "prev_amount_yi": 0.618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 64.34, "high": 64.34, "low": 64.34, "close": 64.34, "amount_yi": 0.0336 }, { "time": "14:35", "open": 64.4, "high": 64.45, "low": 64.4, "close": 64.45, "amount_yi": 0.1328 }, { "time": "14:36", "open": 64.49, "high": 64.51, "low": 64.49, "close": 64.51, "amount_yi": 0.1245 }, { "time": "14:37", "open": 64.48, "high": 64.48, "low": 64.48, "close": 64.48, "amount_yi": 0.0585 }, { "time": "14:38", "open": 64.43, "high": 64.43, "low": 64.41, "close": 64.41, "amount_yi": 0.1682 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.41, "ts": "2026-06-25T14:38:36", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.03, "bid1": 64.41, "ask1": 64.42, "bid_qty1": 88, "ask_qty1": 1 }, "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": "2026-06-25T14:38:39", "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": 27.8701, "price_vs_vwap_pct": 2.2242, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.2781, "prev_amount_yi": 0.6609, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.9601, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 28.19, "high": 28.19, "low": 28.19, "close": 28.19, "amount_yi": 0.0461 }, { "time": "14:35", "open": 28.2, "high": 28.23, "low": 28.2, "close": 28.23, "amount_yi": 0.366 }, { "time": "14:36", "open": 28.24, "high": 28.25, "low": 28.24, "close": 28.25, "amount_yi": 0.2762 }, { "time": "14:37", "open": 28.33, "high": 28.33, "low": 28.33, "close": 28.33, "amount_yi": 0.7668 }, { "time": "14:38", "open": 28.43, "high": 28.49, "low": 28.43, "close": 28.49, "amount_yi": 1.823 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.49, "ts": "2026-06-25T14:38:39", "prev_close": 27.66, "open": 27.61, "high": 28.5, "low": 27.06, "bid1": 28.49, "ask1": 28.5, "bid_qty1": 292, "ask_qty1": 7189 }, "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": "2026-06-25T14:38:39", "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": 172.1074, "price_vs_vwap_pct": -0.6028, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.266, "prev_amount_yi": 0.2354, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.13, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 171.63, "high": 171.63, "low": 171.63, "close": 171.63, "amount_yi": 0.0144 }, { "time": "14:35", "open": 171.06, "high": 171.68, "low": 171.06, "close": 171.68, "amount_yi": 0.115 }, { "time": "14:36", "open": 171.57, "high": 171.57, "low": 171.56, "close": 171.56, "amount_yi": 0.0523 }, { "time": "14:37", "open": 171.18, "high": 171.18, "low": 171.18, "close": 171.18, "amount_yi": 0.0103 }, { "time": "14:38", "open": 171.09, "high": 171.09, "low": 171.07, "close": 171.07, "amount_yi": 0.074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.07, "ts": "2026-06-25T14:38:36", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 171.02, "ask1": 171.07, "bid_qty1": 2, "ask_qty1": 6 }, "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": "2026-06-25T14:38:39", "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": 81.5581, "price_vs_vwap_pct": 2.5036, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0239, "prev_amount_yi": 0.0142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.002 }, { "time": "14:35", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0071 }, { "time": "14:36", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.002 }, { "time": "14:37", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.001 }, { "time": "14:38", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:36", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 16290, "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": "2026-06-25T14:38:39", "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": 127.8571, "price_vs_vwap_pct": 2.7162, "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": 0.0073, "prev_amount_yi": 0.0079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9241, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0011 }, { "time": "14:35", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0021 }, { "time": "14:36", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0014 }, { "time": "14:37", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0011 }, { "time": "14:38", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:38:34", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 11885, "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": "2026-06-25T14:38:39", "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": 81.1826, "price_vs_vwap_pct": -0.4343, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.268, "prev_amount_yi": 0.2171, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 80.61, "high": 80.61, "low": 80.61, "close": 80.61, "amount_yi": 0.0218 }, { "time": "14:35", "open": 80.64, "high": 80.69, "low": 80.64, "close": 80.69, "amount_yi": 0.0489 }, { "time": "14:36", "open": 80.68, "high": 80.68, "low": 80.67, "close": 80.67, "amount_yi": 0.0458 }, { "time": "14:37", "open": 80.67, "high": 80.67, "low": 80.67, "close": 80.67, "amount_yi": 0.0222 }, { "time": "14:38", "open": 80.77, "high": 80.83, "low": 80.77, "close": 80.83, "amount_yi": 0.1293 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.83, "ts": "2026-06-25T14:38:36", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 80.82, "ask1": 80.84, "bid_qty1": 17, "ask_qty1": 3 }, "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": "2026-06-25T14:38:39", "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": 241.5692, "price_vs_vwap_pct": 2.7656, "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": 0.454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 248.32, "high": 248.32, "low": 248.32, "close": 248.32, "amount_yi": 0.0236 }, { "time": "14:35", "open": 248.69, "high": 248.69, "low": 248.65, "close": 248.65, "amount_yi": 0.0761 }, { "time": "14:36", "open": 248.69, "high": 248.7, "low": 248.69, "close": 248.7, "amount_yi": 0.0674 }, { "time": "14:37", "open": 248.48, "high": 248.48, "low": 248.48, "close": 248.48, "amount_yi": 0.0268 }, { "time": "14:38", "open": 248.02, "high": 248.25, "low": 248.02, "close": 248.25, "amount_yi": 0.1169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 248.25, "ts": "2026-06-25T14:38:36", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 248.24, "ask1": 248.27, "bid_qty1": 1, "ask_qty1": 27 }, "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": "2026-06-25T14:38:39", "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": 123.9298, "price_vs_vwap_pct": 2.8324, "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": 0.2426, "prev_amount_yi": 0.2263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 127.02, "high": 127.02, "low": 127.02, "close": 127.02, "amount_yi": 0.0142 }, { "time": "14:35", "open": 127.21, "high": 127.21, "low": 127.17, "close": 127.17, "amount_yi": 0.086 }, { "time": "14:36", "open": 127.24, "high": 127.24, "low": 127.16, "close": 127.16, "amount_yi": 0.0387 }, { "time": "14:37", "open": 127.2, "high": 127.2, "low": 127.2, "close": 127.2, "amount_yi": 0.0263 }, { "time": "14:38", "open": 127.23, "high": 127.44, "low": 127.23, "close": 127.44, "amount_yi": 0.0774 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 127.44, "ts": "2026-06-25T14:38:36", "prev_close": 121.58, "open": 122.3, "high": 127.88, "low": 120.0, "bid1": 127.45, "ask1": 127.51, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:38:39", "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": 38.3754, "price_vs_vwap_pct": 1.1325, "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": 0.1259, "prev_amount_yi": 0.1134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1102, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 38.91, "high": 38.91, "low": 38.91, "close": 38.91, "amount_yi": 0.0104 }, { "time": "14:35", "open": 38.87, "high": 38.87, "low": 38.83, "close": 38.83, "amount_yi": 0.0418 }, { "time": "14:36", "open": 38.81, "high": 38.83, "low": 38.81, "close": 38.83, "amount_yi": 0.0301 }, { "time": "14:37", "open": 38.84, "high": 38.84, "low": 38.84, "close": 38.84, "amount_yi": 0.0106 }, { "time": "14:38", "open": 38.83, "high": 38.83, "low": 38.81, "close": 38.81, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.81, "ts": "2026-06-25T14:38:36", "prev_close": 38.1, "open": 38.12, "high": 39.86, "low": 37.55, "bid1": 38.8, "ask1": 38.81, "bid_qty1": 201, "ask_qty1": 96 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.601138:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.601138:BREAK_PREV_HIGH", "symbol": "SHSE.601138", "name": "工业富联", "side": "BUY", "priority": "W77", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.99, "exec_low": 76.99, "exec_high": 78.14, "invalid_price": 74.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.3, "max_chase_pct": 1.5, "base_exec_high": 78.14, "dynamic_exec_high": null, "entry_zone_low": 75.84, "entry_zone_high": 78.14, "entry_risk_pct": null, "intraday_vwap": 76.1325, "price_vs_vwap_pct": 1.0869, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6819, "prev_amount_yi": 2.0454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3112, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 76.97, "high": 76.97, "low": 76.97, "close": 76.97, "amount_yi": 0.2199 }, { "time": "14:35", "open": 76.99, "high": 77.0, "low": 76.99, "close": 77.0, "amount_yi": 0.9207 }, { "time": "14:36", "open": 77.03, "high": 77.03, "low": 77.03, "close": 77.03, "amount_yi": 0.4677 }, { "time": "14:37", "open": 77.03, "high": 77.03, "low": 77.03, "close": 77.03, "amount_yi": 0.2025 }, { "time": "14:38", "open": 76.98, "high": 76.98, "low": 76.96, "close": 76.96, "amount_yi": 0.8711 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.96, "ts": "2026-06-25T14:38:35", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.96, "ask1": 76.97, "bid_qty1": 187, "ask_qty1": 21 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300806:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300806:BREAK_PREV_HIGH", "symbol": "SZSE.300806", "name": "斯迪克", "side": "BUY", "priority": "W78", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 102.58, "exec_low": 102.58, "exec_high": 104.12, "invalid_price": 99.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 111.6176, "price_vs_vwap_pct": 5.3956, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4163, "prev_amount_yi": 0.2784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4953, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 117.68, "high": 117.68, "low": 117.68, "close": 117.68, "amount_yi": 0.0296 }, { "time": "14:35", "open": 117.75, "high": 117.91, "low": 117.75, "close": 117.91, "amount_yi": 0.1528 }, { "time": "14:36", "open": 117.97, "high": 117.97, "low": 117.79, "close": 117.79, "amount_yi": 0.0409 }, { "time": "14:37", "open": 117.5, "high": 117.5, "low": 117.5, "close": 117.5, "amount_yi": 0.0509 }, { "time": "14:38", "open": 117.49, "high": 117.64, "low": 117.49, "close": 117.64, "amount_yi": 0.1421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.64, "ts": "2026-06-25T14:38:36", "prev_close": 100.09, "open": 102.0, "high": 119.93, "low": 100.0, "bid1": 117.64, "ask1": 117.68, "bid_qty1": 3, "ask_qty1": 12 }, "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": "2026-06-25T14:38:39", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 418.22, "max_chase_pct": 1.5, "base_exec_high": 412.13, "dynamic_exec_high": null, "entry_zone_low": 399.95, "entry_zone_high": 412.13, "entry_risk_pct": null, "intraday_vwap": 280.9809, "price_vs_vwap_pct": -0.3491, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0733, "prev_amount_yi": 0.2124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 278.95, "high": 278.95, "low": 278.95, "close": 278.95, "amount_yi": 0.0071 }, { "time": "14:35", "open": 279.08, "high": 279.87, "low": 279.08, "close": 279.87, "amount_yi": 0.0155 }, { "time": "14:36", "open": 279.68, "high": 279.87, "low": 279.68, "close": 279.87, "amount_yi": 0.0233 }, { "time": "14:37", "open": 279.97, "high": 279.97, "low": 279.97, "close": 279.97, "amount_yi": 0.0074 }, { "time": "14:38", "open": 279.99, "high": 280.0, "low": 279.99, "close": 280.0, "amount_yi": 0.02 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 280.0, "ts": "2026-06-25T14:38:36", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 280.0, "ask1": 280.2, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-06-25T14:38:39", "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": 323.633, "price_vs_vwap_pct": 1.8098, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9455, "prev_amount_yi": 0.517, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 330.25, "high": 330.25, "low": 330.25, "close": 330.25, "amount_yi": 0.1254 }, { "time": "14:35", "open": 330.01, "high": 330.03, "low": 330.01, "close": 330.03, "amount_yi": 0.3103 }, { "time": "14:36", "open": 330.14, "high": 330.14, "low": 330.01, "close": 330.01, "amount_yi": 0.1172 }, { "time": "14:37", "open": 330.03, "high": 330.03, "low": 330.03, "close": 330.03, "amount_yi": 0.067 }, { "time": "14:38", "open": 329.91, "high": 329.91, "low": 329.49, "close": 329.49, "amount_yi": 0.3256 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 329.49, "ts": "2026-06-25T14:38:36", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 329.6, "ask1": 329.63, "bid_qty1": 4, "ask_qty1": 5 }, "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": "2026-06-25T14:38:39", "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": 70.8216, "price_vs_vwap_pct": 1.6639, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1881, "prev_amount_yi": 0.1385, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 71.85, "high": 71.85, "low": 71.85, "close": 71.85, "amount_yi": 0.0127 }, { "time": "14:35", "open": 71.89, "high": 71.94, "low": 71.89, "close": 71.94, "amount_yi": 0.0463 }, { "time": "14:36", "open": 72.02, "high": 72.02, "low": 71.96, "close": 71.96, "amount_yi": 0.0496 }, { "time": "14:37", "open": 71.96, "high": 71.96, "low": 71.96, "close": 71.96, "amount_yi": 0.0123 }, { "time": "14:38", "open": 71.96, "high": 72.0, "low": 71.96, "close": 72.0, "amount_yi": 0.0672 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.0, "ts": "2026-06-25T14:38:36", "prev_close": 68.82, "open": 68.88, "high": 73.23, "low": 68.13, "bid1": 71.96, "ask1": 71.99, "bid_qty1": 14, "ask_qty1": 7 }, "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": "2026-06-25T14:38:39", "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": 115.4964, "price_vs_vwap_pct": -1.7978, "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": 0.7553, "prev_amount_yi": 0.939, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8044, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 113.08, "high": 113.08, "low": 113.08, "close": 113.08, "amount_yi": 0.04 }, { "time": "14:35", "open": 113.86, "high": 114.4, "low": 113.86, "close": 114.4, "amount_yi": 0.1536 }, { "time": "14:36", "open": 114.3, "high": 114.39, "low": 114.3, "close": 114.39, "amount_yi": 0.2443 }, { "time": "14:37", "open": 114.53, "high": 114.53, "low": 114.53, "close": 114.53, "amount_yi": 0.0868 }, { "time": "14:38", "open": 113.87, "high": 113.87, "low": 113.42, "close": 113.42, "amount_yi": 0.2306 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.42, "ts": "2026-06-25T14:38:36", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 113.42, "ask1": 113.45, "bid_qty1": 6, "ask_qty1": 51 }, "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": "2026-06-25T14:38:39", "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": 258.4828, "price_vs_vwap_pct": -0.651, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2528, "prev_amount_yi": 1.0505, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 256.5, "high": 256.5, "low": 256.5, "close": 256.5, "amount_yi": 0.1423 }, { "time": "14:35", "open": 257.89, "high": 257.89, "low": 257.71, "close": 257.71, "amount_yi": 0.4427 }, { "time": "14:36", "open": 257.93, "high": 257.93, "low": 257.83, "close": 257.83, "amount_yi": 0.2372 }, { "time": "14:37", "open": 257.86, "high": 257.86, "low": 257.86, "close": 257.86, "amount_yi": 0.0972 }, { "time": "14:38", "open": 257.35, "high": 257.35, "low": 256.8, "close": 256.8, "amount_yi": 0.3334 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 256.8, "ts": "2026-06-25T14:38:36", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 256.75, "ask1": 256.8, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-06-25T14:38:39", "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": 4.1015, "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": 0.0619, "prev_amount_yi": 0.0784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 42.16, "high": 42.16, "low": 42.16, "close": 42.16, "amount_yi": 0.001 }, { "time": "14:35", "open": 42.2, "high": 42.2, "low": 42.19, "close": 42.19, "amount_yi": 0.021 }, { "time": "14:36", "open": 42.19, "high": 42.19, "low": 42.18, "close": 42.18, "amount_yi": 0.0165 }, { "time": "14:37", "open": 42.17, "high": 42.17, "low": 42.17, "close": 42.17, "amount_yi": 0.0036 }, { "time": "14:38", "open": 42.16, "high": 42.18, "low": 42.16, "close": 42.18, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "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": 42.18, "ts": "2026-06-25T14:38:36", "prev_close": 41.26, "open": 41.7, "high": 42.7, "low": 40.86, "bid1": 42.17, "ask1": 42.18, "bid_qty1": 21, "ask_qty1": 6 }, "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": "2026-06-25T14:38:39", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4595, "prev_amount_yi": 0.5588, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8223, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 9.96, "high": 9.96, "low": 9.96, "close": 9.96, "amount_yi": 0.0247 }, { "time": "14:35", "open": 9.95, "high": 9.95, "low": 9.95, "close": 9.95, "amount_yi": 0.166 }, { "time": "14:36", "open": 9.95, "high": 9.95, "low": 9.94, "close": 9.94, "amount_yi": 0.0951 }, { "time": "14:37", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.0439 }, { "time": "14:38", "open": 9.94, "high": 9.95, "low": 9.94, "close": 9.95, "amount_yi": 0.1298 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.95, "ts": "2026-06-25T14:38:35", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.94, "ask1": 9.95, "bid_qty1": 448, "ask_qty1": 434 }, "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": "2026-06-25T14:38:39", "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": 0.0828, "prev_amount_yi": 0.0725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 39.85, "high": 39.85, "low": 39.85, "close": 39.85, "amount_yi": 0.0086 }, { "time": "14:35", "open": 39.97, "high": 39.97, "low": 39.96, "close": 39.96, "amount_yi": 0.03 }, { "time": "14:36", "open": 39.96, "high": 39.99, "low": 39.96, "close": 39.99, "amount_yi": 0.0109 }, { "time": "14:37", "open": 40.03, "high": 40.03, "low": 40.03, "close": 40.03, "amount_yi": 0.0064 }, { "time": "14:38", "open": 39.97, "high": 39.98, "low": 39.97, "close": 39.98, "amount_yi": 0.0269 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.98, "ts": "2026-06-25T14:38:37", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 39.97, "ask1": 39.98, "bid_qty1": 100, "ask_qty1": 12 }, "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": "2026-06-25T14:38:39", "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": 0.1936, "prev_amount_yi": 0.1988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 100.21, "high": 100.21, "low": 100.21, "close": 100.21, "amount_yi": 0.0145 }, { "time": "14:35", "open": 100.44, "high": 100.48, "low": 100.44, "close": 100.48, "amount_yi": 0.0502 }, { "time": "14:36", "open": 100.5, "high": 100.5, "low": 100.48, "close": 100.48, "amount_yi": 0.0489 }, { "time": "14:37", "open": 100.5, "high": 100.5, "low": 100.5, "close": 100.5, "amount_yi": 0.0092 }, { "time": "14:38", "open": 100.46, "high": 100.46, "low": 100.45, "close": 100.45, "amount_yi": 0.0708 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.45, "ts": "2026-06-25T14:38:37", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.45, "ask1": 100.47, "bid_qty1": 70, "ask_qty1": 2 }, "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": "2026-06-25T14:38:39", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 171.89, "max_chase_pct": 1.5, "base_exec_high": 169.38, "dynamic_exec_high": null, "entry_zone_low": 164.38, "entry_zone_high": 169.38, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2928, "prev_amount_yi": 0.2484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 170.62, "high": 170.62, "low": 170.62, "close": 170.62, "amount_yi": 0.0297 }, { "time": "14:35", "open": 171.05, "high": 171.05, "low": 171.02, "close": 171.02, "amount_yi": 0.0626 }, { "time": "14:36", "open": 171.08, "high": 171.08, "low": 171.03, "close": 171.03, "amount_yi": 0.0653 }, { "time": "14:37", "open": 170.79, "high": 170.79, "low": 170.79, "close": 170.79, "amount_yi": 0.0229 }, { "time": "14:38", "open": 170.91, "high": 170.91, "low": 170.8, "close": 170.8, "amount_yi": 0.1123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 170.8, "ts": "2026-06-25T14:38:37", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 170.74, "ask1": 170.8, "bid_qty1": 3, "ask_qty1": 7 }, "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": "2026-06-25T14:38:39", "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": 234.6801, "price_vs_vwap_pct": -0.9162, "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": 0.0777, "prev_amount_yi": 0.0938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8284, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 232.5, "high": 232.5, "low": 232.5, "close": 232.5, "amount_yi": 0.0172 }, { "time": "14:35", "open": 232.72, "high": 232.73, "low": 232.72, "close": 232.73, "amount_yi": 0.0295 }, { "time": "14:36", "open": 233.0, "high": 233.0, "low": 232.8, "close": 232.8, "amount_yi": 0.007 }, { "time": "14:37", "open": 232.96, "high": 232.96, "low": 232.96, "close": 232.96, "amount_yi": 0.0012 }, { "time": "14:38", "open": 232.7, "high": 232.7, "low": 232.53, "close": 232.53, "amount_yi": 0.0228 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 232.53, "ts": "2026-06-25T14:38:36", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 232.52, "ask1": 232.53, "bid_qty1": 6, "ask_qty1": 8 }, "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": "2026-06-25T14:38:39", "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": 23.8699, "price_vs_vwap_pct": 0.5031, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1447, "prev_amount_yi": 0.1017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 24.12, "high": 24.12, "low": 24.12, "close": 24.12, "amount_yi": 0.0063 }, { "time": "14:35", "open": 24.12, "high": 24.13, "low": 24.12, "close": 24.13, "amount_yi": 0.0164 }, { "time": "14:36", "open": 24.13, "high": 24.15, "low": 24.13, "close": 24.15, "amount_yi": 0.0174 }, { "time": "14:37", "open": 24.11, "high": 24.11, "low": 24.11, "close": 24.11, "amount_yi": 0.027 }, { "time": "14:38", "open": 24.03, "high": 24.03, "low": 23.99, "close": 23.99, "amount_yi": 0.0776 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.99, "ts": "2026-06-25T14:38:37", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 23.99, "ask1": 24.0, "bid_qty1": 76, "ask_qty1": 277 }, "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": "2026-06-25T14:38:39", "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": 142.7819, "price_vs_vwap_pct": -1.1289, "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": 0.1292, "prev_amount_yi": 0.1231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 140.84, "high": 140.84, "low": 140.84, "close": 140.84, "amount_yi": 0.0149 }, { "time": "14:35", "open": 140.81, "high": 140.97, "low": 140.81, "close": 140.97, "amount_yi": 0.043 }, { "time": "14:36", "open": 141.0, "high": 141.0, "low": 140.87, "close": 140.87, "amount_yi": 0.0164 }, { "time": "14:37", "open": 140.95, "high": 140.95, "low": 140.95, "close": 140.95, "amount_yi": 0.0155 }, { "time": "14:38", "open": 141.15, "high": 141.17, "low": 141.15, "close": 141.17, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 141.17, "ts": "2026-06-25T14:38:36", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 140.51, "bid1": 141.09, "ask1": 141.16, "bid_qty1": 23, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603283:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603283:BREAK_PREV_HIGH", "symbol": "SHSE.603283", "name": "赛腾股份", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.49, "exec_low": 71.68, "exec_high": 72.0, "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": "2026-06-25T14:38:39", "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": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": 72.0, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": 4.975, "intraday_vwap": 71.6765, "price_vs_vwap_pct": 0.3816, "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": 0.181, "prev_amount_yi": 0.2187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 71.93, "high": 71.93, "low": 71.93, "close": 71.93, "amount_yi": 0.0112 }, { "time": "14:35", "open": 71.94, "high": 71.97, "low": 71.94, "close": 71.97, "amount_yi": 0.0354 }, { "time": "14:36", "open": 72.0, "high": 72.0, "low": 72.0, "close": 72.0, "amount_yi": 0.0515 }, { "time": "14:37", "open": 72.01, "high": 72.01, "low": 72.01, "close": 72.01, "amount_yi": 0.0317 }, { "time": "14:38", "open": 71.97, "high": 71.97, "low": 71.95, "close": 71.95, "amount_yi": 0.0512 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.89, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.95, "ts": "2026-06-25T14:38:36", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 71.95, "ask1": 71.96, "bid_qty1": 76, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600160:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600160:BREAK_PREV_HIGH", "symbol": "SHSE.600160", "name": "巨化股份", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 51.34, "exec_low": 51.34, "exec_high": 52.11, "invalid_price": 49.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 51.0526, "price_vs_vwap_pct": -0.6319, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6806, "prev_amount_yi": 0.572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 50.75, "high": 50.75, "low": 50.75, "close": 50.75, "amount_yi": 0.0685 }, { "time": "14:35", "open": 50.72, "high": 50.76, "low": 50.72, "close": 50.76, "amount_yi": 0.2049 }, { "time": "14:36", "open": 50.78, "high": 50.78, "low": 50.77, "close": 50.77, "amount_yi": 0.1083 }, { "time": "14:37", "open": 50.74, "high": 50.74, "low": 50.74, "close": 50.74, "amount_yi": 0.0571 }, { "time": "14:38", "open": 50.71, "high": 50.73, "low": 50.71, "close": 50.73, "amount_yi": 0.2418 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.73, "ts": "2026-06-25T14:38:37", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.73, "ask1": 50.74, "bid_qty1": 19, "ask_qty1": 44 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W94", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 272.0, "exec_low": 272.0, "exec_high": 276.08, "invalid_price": 263.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.16, "max_chase_pct": 1.5, "base_exec_high": 276.08, "dynamic_exec_high": null, "entry_zone_low": 267.92, "entry_zone_high": 276.08, "entry_risk_pct": null, "intraday_vwap": 278.9487, "price_vs_vwap_pct": -0.0712, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5487, "prev_amount_yi": 0.4744, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1566, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 278.88, "high": 278.88, "low": 278.88, "close": 278.88, "amount_yi": 0.0748 }, { "time": "14:35", "open": 278.48, "high": 278.7, "low": 278.48, "close": 278.7, "amount_yi": 0.1594 }, { "time": "14:36", "open": 278.6, "high": 278.99, "low": 278.6, "close": 278.99, "amount_yi": 0.129 }, { "time": "14:37", "open": 279.0, "high": 279.0, "low": 279.0, "close": 279.0, "amount_yi": 0.043 }, { "time": "14:38", "open": 278.78, "high": 278.78, "low": 278.75, "close": 278.75, "amount_yi": 0.1425 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 278.75, "ts": "2026-06-25T14:38:37", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 278.73, "ask1": 278.75, "bid_qty1": 6, "ask_qty1": 15 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301458:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301458:BREAK_PREV_HIGH", "symbol": "SZSE.301458", "name": "钧崴电子", "side": "BUY", "priority": "W95", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.99, "exec_low": 61.99, "exec_high": 62.92, "invalid_price": 60.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:38:39", "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": 66.0474, "price_vs_vwap_pct": 0.8064, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1514, "prev_amount_yi": 0.1201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2606, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 66.34, "high": 66.34, "low": 66.34, "close": 66.34, "amount_yi": 0.0058 }, { "time": "14:35", "open": 66.45, "high": 66.45, "low": 66.44, "close": 66.44, "amount_yi": 0.0233 }, { "time": "14:36", "open": 66.52, "high": 66.68, "low": 66.52, "close": 66.68, "amount_yi": 0.051 }, { "time": "14:37", "open": 66.68, "high": 66.68, "low": 66.68, "close": 66.68, "amount_yi": 0.0216 }, { "time": "14:38", "open": 66.58, "high": 66.58, "low": 66.58, "close": 66.58, "amount_yi": 0.0497 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.58, "ts": "2026-06-25T14:38:36", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.55, "ask1": 66.57, "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.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": "2026-06-25T14:38:39", "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": 127.8545, "price_vs_vwap_pct": 0.63, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.196, "prev_amount_yi": 0.1408, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.392, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 128.49, "high": 128.49, "low": 128.49, "close": 128.49, "amount_yi": 0.0508 }, { "time": "14:35", "open": 128.47, "high": 128.5, "low": 128.47, "close": 128.5, "amount_yi": 0.0682 }, { "time": "14:36", "open": 128.69, "high": 128.8, "low": 128.69, "close": 128.8, "amount_yi": 0.0185 }, { "time": "14:37", "open": 128.98, "high": 128.98, "low": 128.98, "close": 128.98, "amount_yi": 0.017 }, { "time": "14:38", "open": 128.7, "high": 128.7, "low": 128.66, "close": 128.66, "amount_yi": 0.0415 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 128.66, "ts": "2026-06-25T14:38:36", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 128.65, "ask1": 128.66, "bid_qty1": 1, "ask_qty1": 11 }, "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": "2026-06-25T14:38:39", "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": 90.728, "price_vs_vwap_pct": 0.917, "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": 0.2505, "prev_amount_yi": 0.391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6407, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 91.49, "high": 91.49, "low": 91.49, "close": 91.49, "amount_yi": 0.0254 }, { "time": "14:35", "open": 91.55, "high": 91.56, "low": 91.55, "close": 91.56, "amount_yi": 0.0531 }, { "time": "14:36", "open": 91.58, "high": 91.58, "low": 91.56, "close": 91.56, "amount_yi": 0.0552 }, { "time": "14:37", "open": 91.68, "high": 91.68, "low": 91.68, "close": 91.68, "amount_yi": 0.0241 }, { "time": "14:38", "open": 91.61, "high": 91.61, "low": 91.56, "close": 91.56, "amount_yi": 0.0927 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.56, "ts": "2026-06-25T14:38:36", "prev_close": 88.25, "open": 87.11, "high": 93.36, "low": 84.9, "bid1": 91.55, "ask1": 91.56, "bid_qty1": 24, "ask_qty1": 10 }, "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": "2026-06-25T14:38:39", "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": 109.122, "price_vs_vwap_pct": 5.9181, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9297, "prev_amount_yi": 1.5579, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 115.95, "high": 115.95, "low": 115.95, "close": 115.95, "amount_yi": 0.2326 }, { "time": "14:35", "open": 116.15, "high": 116.22, "low": 116.15, "close": 116.22, "amount_yi": 0.8251 }, { "time": "14:36", "open": 116.15, "high": 116.15, "low": 116.0, "close": 116.0, "amount_yi": 0.2082 }, { "time": "14:37", "open": 115.72, "high": 115.72, "low": 115.72, "close": 115.72, "amount_yi": 0.2177 }, { "time": "14:38", "open": 115.67, "high": 115.67, "low": 115.58, "close": 115.58, "amount_yi": 0.4461 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.58, "ts": "2026-06-25T14:38:36", "prev_close": 103.12, "open": 103.0, "high": 117.56, "low": 102.3, "bid1": 115.57, "ask1": 115.58, "bid_qty1": 1, "ask_qty1": 4 }, "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": "2026-06-25T14:38:39", "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": 94.8355, "price_vs_vwap_pct": -0.7334, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1107, "prev_amount_yi": 0.1137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9736, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 94.06, "high": 94.06, "low": 94.06, "close": 94.06, "amount_yi": 0.0084 }, { "time": "14:35", "open": 94.2, "high": 94.24, "low": 94.2, "close": 94.24, "amount_yi": 0.0562 }, { "time": "14:36", "open": 94.25, "high": 94.25, "low": 94.23, "close": 94.23, "amount_yi": 0.0161 }, { "time": "14:37", "open": 94.19, "high": 94.19, "low": 94.19, "close": 94.19, "amount_yi": 0.0075 }, { "time": "14:38", "open": 94.16, "high": 94.16, "low": 94.14, "close": 94.14, "amount_yi": 0.0225 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.14, "ts": "2026-06-25T14:38:36", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 94.11, "ask1": 94.14, "bid_qty1": 9, "ask_qty1": 23 }, "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": "2026-06-25T14:38:39", "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": 0.079, "prev_amount_yi": 0.0956, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 15.63, "high": 15.63, "low": 15.63, "close": 15.63, "amount_yi": 0.0096 }, { "time": "14:35", "open": 15.63, "high": 15.64, "low": 15.63, "close": 15.64, "amount_yi": 0.026 }, { "time": "14:36", "open": 15.65, "high": 15.65, "low": 15.65, "close": 15.65, "amount_yi": 0.0154 }, { "time": "14:37", "open": 15.65, "high": 15.65, "low": 15.65, "close": 15.65, "amount_yi": 0.0098 }, { "time": "14:38", "open": 15.65, "high": 15.65, "low": 15.64, "close": 15.64, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.64, "ts": "2026-06-25T14:38:36", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.64, "ask1": 15.65, "bid_qty1": 251, "ask_qty1": 135 }, "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": "2026-06-25T14:38:39", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 84.36, "max_chase_pct": 1.5, "base_exec_high": 83.13, "dynamic_exec_high": null, "entry_zone_low": 80.67, "entry_zone_high": 83.13, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1616, "prev_amount_yi": 0.115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4052, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 83.85, "high": 83.85, "low": 83.85, "close": 83.85, "amount_yi": 0.0226 }, { "time": "14:35", "open": 83.87, "high": 83.93, "low": 83.87, "close": 83.93, "amount_yi": 0.0237 }, { "time": "14:36", "open": 83.99, "high": 83.99, "low": 83.87, "close": 83.87, "amount_yi": 0.0147 }, { "time": "14:37", "open": 83.83, "high": 83.83, "low": 83.83, "close": 83.83, "amount_yi": 0.0266 }, { "time": "14:38", "open": 83.7, "high": 83.7, "low": 83.68, "close": 83.68, "amount_yi": 0.074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.68, "ts": "2026-06-25T14:38:37", "prev_close": 81.4, "open": 85.0, "high": 86.0, "low": 80.26, "bid1": 83.66, "ask1": 83.67, "bid_qty1": 23, "ask_qty1": 38 }, "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": 530152.0, "total_value": 1074645.0, "unrealized_pnl": 83340.0, "unrealized_pnl_pct_of_initial": 8.334, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 74645.0, "total_pnl_pct": 7.464500000000007 }, "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": "2026-06-25T14:38:39", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.26424074927069 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 112.8, "market_value": 203040.0, "unrealized_pnl": 7667.999999999984, "unrealized_pnl_pct": 3.9248203427307837, "updated_at": "2026-06-25T14:38:39", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.89368116913027 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.19, "market_value": 77104.0, "unrealized_pnl": 18383.999999999993, "unrealized_pnl_pct": 31.30790190735693, "updated_at": "2026-06-25T14:38:39", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.174834480223701 } ], "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": 48.7824, "price_vs_vwap_pct": -1.2144, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2737, "prev_amount_yi": 0.2557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 48.09, "high": 48.09, "low": 48.09, "close": 48.09, "amount_yi": 0.0153 }, { "time": "14:35", "open": 48.01, "high": 48.1, "low": 48.01, "close": 48.1, "amount_yi": 0.0814 }, { "time": "14:36", "open": 48.14, "high": 48.16, "low": 48.14, "close": 48.16, "amount_yi": 0.0415 }, { "time": "14:37", "open": 48.19, "high": 48.19, "low": 48.19, "close": 48.19, "amount_yi": 0.0165 }, { "time": "14:38", "open": 48.21, "high": 48.21, "low": 48.19, "close": 48.19, "amount_yi": 0.119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 77104.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.19, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.19, "quote_ask1": 48.2, "quote_bid_qty1": 2, "quote_ask_qty1": 32, "quote_ts": "2026-06-25T14:38:35" }, { "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": 48.7824, "price_vs_vwap_pct": -1.2144, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2737, "prev_amount_yi": 0.2557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 48.09, "high": 48.09, "low": 48.09, "close": 48.09, "amount_yi": 0.0153 }, { "time": "14:35", "open": 48.01, "high": 48.1, "low": 48.01, "close": 48.1, "amount_yi": 0.0814 }, { "time": "14:36", "open": 48.14, "high": 48.16, "low": 48.14, "close": 48.16, "amount_yi": 0.0415 }, { "time": "14:37", "open": 48.19, "high": 48.19, "low": 48.19, "close": 48.19, "amount_yi": 0.0165 }, { "time": "14:38", "open": 48.21, "high": 48.21, "low": 48.19, "close": 48.19, "amount_yi": 0.119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.77, "current_position_value": 77104.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.19, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.19, "quote_ask1": 48.2, "quote_bid_qty1": 2, "quote_ask_qty1": 32, "quote_ts": "2026-06-25T14:38:35" } ], "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 } }