{ "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": "2026-06-25T14:53:59", "signals": [ { "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 78.59, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 78.59, "max_chase_pct": 3.0, "base_exec_high": 78.59, "dynamic_exec_high": null, "entry_zone_low": 75.16, "entry_zone_high": 77.44, "entry_risk_pct": null, "intraday_vwap": 74.324, "price_vs_vwap_pct": -0.0457, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.8698, "prev_amount_yi": 1.6978, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6903, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 74.36, "high": 74.39, "low": 74.36, "close": 74.39, "amount_yi": 0.8031 }, { "time": "14:52", "open": 74.35, "high": 74.35, "low": 74.29, "close": 74.29, "amount_yi": 1.2149 }, { "time": "14:53", "open": 74.26, "high": 74.29, "low": 74.26, "close": 74.29, "amount_yi": 0.8518 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.29, "ts": "2026-06-25T14:53:54", "prev_close": 75.05, "open": 75.1, "high": 75.8, "low": 73.18, "bid1": 74.29, "ask1": 74.3, "bid_qty1": 53, "ask_qty1": 819 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 53.8, "max_chase_pct": 3.0, "base_exec_high": 53.8, "dynamic_exec_high": null, "entry_zone_low": 51.45, "entry_zone_high": 53.01, "entry_risk_pct": null, "intraday_vwap": 53.1858, "price_vs_vwap_pct": 5.7801, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7025, "prev_amount_yi": 0.4221, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 56.28, "high": 56.28, "low": 56.28, "close": 56.28, "amount_yi": 0.2019 }, { "time": "14:52", "open": 56.27, "high": 56.28, "low": 56.27, "close": 56.28, "amount_yi": 0.216 }, { "time": "14:53", "open": 56.27, "high": 56.27, "low": 56.26, "close": 56.26, "amount_yi": 0.2846 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.26, "ts": "2026-06-25T14:53:57", "prev_close": 51.76, "open": 51.26, "high": 56.9, "low": 49.8, "bid1": 56.25, "ask1": 56.26, "bid_qty1": 321, "ask_qty1": 56 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 77.09, "max_chase_pct": 3.0, "base_exec_high": 77.09, "dynamic_exec_high": null, "entry_zone_low": 73.72, "entry_zone_high": 75.96, "entry_risk_pct": null, "intraday_vwap": 77.3707, "price_vs_vwap_pct": 0.7875, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.7473, "prev_amount_yi": 1.5774, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 78.2, "high": 78.2, "low": 78.18, "close": 78.18, "amount_yi": 0.6302 }, { "time": "14:52", "open": 78.11, "high": 78.11, "low": 78.06, "close": 78.06, "amount_yi": 0.4497 }, { "time": "14:53", "open": 77.96, "high": 77.98, "low": 77.96, "close": 77.98, "amount_yi": 0.6674 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.98, "ts": "2026-06-25T14:53:54", "prev_close": 74.64, "open": 76.67, "high": 79.38, "low": 74.0, "bid1": 77.98, "ask1": 77.99, "bid_qty1": 88, "ask_qty1": 39 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 228.78, "max_chase_pct": 3.0, "base_exec_high": 228.78, "dynamic_exec_high": null, "entry_zone_low": 218.79, "entry_zone_high": 225.45, "entry_risk_pct": null, "intraday_vwap": 213.6282, "price_vs_vwap_pct": -2.6299, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.9263, "prev_amount_yi": 1.3109, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2323, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 208.49, "high": 208.49, "low": 207.95, "close": 207.95, "amount_yi": 0.8666 }, { "time": "14:52", "open": 206.58, "high": 206.58, "low": 206.0, "close": 206.0, "amount_yi": 1.0316 }, { "time": "14:53", "open": 205.8, "high": 208.01, "low": 205.8, "close": 208.01, "amount_yi": 1.0281 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 208.01, "ts": "2026-06-25T14:53:55", "prev_close": 219.0, "open": 215.31, "high": 225.85, "low": 205.6, "bid1": 208.0, "ask1": 208.01, "bid_qty1": 52, "ask_qty1": 20 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 262.4, "max_chase_pct": 3.0, "base_exec_high": 262.4, "dynamic_exec_high": null, "entry_zone_low": 250.94, "entry_zone_high": 258.58, "entry_risk_pct": null, "intraday_vwap": 258.8071, "price_vs_vwap_pct": 1.508, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2967, "prev_amount_yi": 0.2389, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2419, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 262.53, "high": 262.53, "low": 262.49, "close": 262.49, "amount_yi": 0.1297 }, { "time": "14:52", "open": 262.6, "high": 262.6, "low": 262.6, "close": 262.6, "amount_yi": 0.0727 }, { "time": "14:53", "open": 262.62, "high": 262.71, "low": 262.62, "close": 262.71, "amount_yi": 0.0943 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 262.71, "ts": "2026-06-25T14:53:58", "prev_close": 250.44, "open": 250.5, "high": 269.87, "low": 241.92, "bid1": 262.72, "ask1": 262.75, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 52.32, "max_chase_pct": 3.0, "base_exec_high": 52.32, "dynamic_exec_high": null, "entry_zone_low": 50.04, "entry_zone_high": 51.56, "entry_risk_pct": null, "intraday_vwap": 49.5434, "price_vs_vwap_pct": 0.5987, "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": 1.0491, "prev_amount_yi": 1.0676, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 49.77, "high": 49.79, "low": 49.77, "close": 49.79, "amount_yi": 0.3744 }, { "time": "14:52", "open": 49.79, "high": 49.79, "low": 49.78, "close": 49.78, "amount_yi": 0.2845 }, { "time": "14:53", "open": 49.79, "high": 49.84, "low": 49.79, "close": 49.84, "amount_yi": 0.3902 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.84, "ts": "2026-06-25T14:53:57", "prev_close": 50.01, "open": 48.8, "high": 51.43, "low": 48.11, "bid1": 49.84, "ask1": 49.85, "bid_qty1": 88, "ask_qty1": 396 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 79.26, "max_chase_pct": 3.0, "base_exec_high": 79.26, "dynamic_exec_high": null, "entry_zone_low": 75.8, "entry_zone_high": 78.1, "entry_risk_pct": null, "intraday_vwap": 78.3217, "price_vs_vwap_pct": 8.9353, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6204, "prev_amount_yi": 0.3789, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6374, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 85.02, "high": 85.08, "low": 85.02, "close": 85.08, "amount_yi": 0.1596 }, { "time": "14:52", "open": 85.05, "high": 85.05, "low": 85.03, "close": 85.03, "amount_yi": 0.1408 }, { "time": "14:53", "open": 85.41, "high": 85.41, "low": 85.32, "close": 85.32, "amount_yi": 0.32 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 85.32, "ts": "2026-06-25T14:53:54", "prev_close": 74.95, "open": 74.63, "high": 86.79, "low": 69.0, "bid1": 85.32, "ask1": 85.34, "bid_qty1": 18, "ask_qty1": 10 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 797.74, "max_chase_pct": 3.0, "base_exec_high": 797.74, "dynamic_exec_high": null, "entry_zone_low": 762.88, "entry_zone_high": 786.12, "entry_risk_pct": null, "intraday_vwap": 795.4524, "price_vs_vwap_pct": 0.5893, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.4493, "prev_amount_yi": 0.9677, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4977, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 799.03, "high": 799.03, "low": 799.0, "close": 799.0, "amount_yi": 0.542 }, { "time": "14:52", "open": 798.3, "high": 798.76, "low": 798.3, "close": 798.76, "amount_yi": 0.3864 }, { "time": "14:53", "open": 799.56, "high": 800.14, "low": 799.56, "close": 800.14, "amount_yi": 0.5209 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 800.14, "ts": "2026-06-25T14:53:54", "prev_close": 770.07, "open": 778.0, "high": 810.0, "low": 775.0, "bid1": 800.03, "ask1": 800.22, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 7.15, "exec_low": 7.15, "exec_high": 7.36, "invalid_price": 6.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 7.36, "max_chase_pct": 3.0, "base_exec_high": 7.36, "dynamic_exec_high": null, "entry_zone_low": 7.04, "entry_zone_high": 7.26, "entry_risk_pct": null, "intraday_vwap": 7.4547, "price_vs_vwap_pct": 0.6077, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.5699, "prev_amount_yi": 3.2671, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.8283 }, { "time": "14:52", "open": 7.49, "high": 7.5, "low": 7.49, "close": 7.5, "amount_yi": 1.4888 }, { "time": "14:53", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 1.2528 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.5, "ts": "2026-06-25T14:53:54", "prev_close": 7.07, "open": 7.33, "high": 7.67, "low": 7.14, "bid1": 7.5, "ask1": 7.51, "bid_qty1": 5586, "ask_qty1": 90085 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 94.34, "max_chase_pct": 3.0, "base_exec_high": 94.34, "dynamic_exec_high": null, "entry_zone_low": 90.22, "entry_zone_high": 92.96, "entry_risk_pct": null, "intraday_vwap": 90.3493, "price_vs_vwap_pct": -0.7408, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3231, "prev_amount_yi": 0.2144, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.507, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 89.69, "high": 89.69, "low": 89.67, "close": 89.67, "amount_yi": 0.0934 }, { "time": "14:52", "open": 89.66, "high": 89.66, "low": 89.65, "close": 89.65, "amount_yi": 0.102 }, { "time": "14:53", "open": 89.63, "high": 89.68, "low": 89.63, "close": 89.68, "amount_yi": 0.1277 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.68, "ts": "2026-06-25T14:53:58", "prev_close": 90.3, "open": 90.61, "high": 92.43, "low": 88.8, "bid1": 89.68, "ask1": 89.7, "bid_qty1": 7, "ask_qty1": 133 }, "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": "2026-06-25T14:53:59", "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": 3.6156, "intraday_vwap": 135.1635, "price_vs_vwap_pct": 0.4635, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1183, "prev_amount_yi": 0.0778, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 135.7, "high": 135.71, "low": 135.7, "close": 135.71, "amount_yi": 0.0521 }, { "time": "14:52", "open": 135.67, "high": 135.72, "low": 135.67, "close": 135.72, "amount_yi": 0.0384 }, { "time": "14:53", "open": 135.78, "high": 135.79, "low": 135.78, "close": 135.79, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64596.9, "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": 135.79, "ts": "2026-06-25T14:53:54", "prev_close": 128.7, "open": 132.99, "high": 140.01, "low": 128.3, "bid1": 135.79, "ask1": 135.8, "bid_qty1": 31, "ask_qty1": 15 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / 存储模组", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 638.59, "max_chase_pct": 3.0, "base_exec_high": 638.59, "dynamic_exec_high": null, "entry_zone_low": 610.69, "entry_zone_high": 629.29, "entry_risk_pct": null, "intraday_vwap": 667.6978, "price_vs_vwap_pct": 1.5055, "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": 2.1007, "prev_amount_yi": 2.0923, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 678.26, "high": 678.26, "low": 678.0, "close": 678.0, "amount_yi": 0.7445 }, { "time": "14:52", "open": 677.11, "high": 677.8, "low": 677.11, "close": 677.8, "amount_yi": 0.6373 }, { "time": "14:53", "open": 677.6, "high": 677.75, "low": 677.6, "close": 677.75, "amount_yi": 0.7189 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129193.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 677.75, "ts": "2026-06-25T14:53:54", "prev_close": 619.98, "open": 655.0, "high": 688.8, "low": 640.0, "bid1": 677.61, "ask1": 677.75, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH", "symbol": "SHSE.688981", "name": "中芯国际", "side": "BUY", "priority": "P12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 156.35, "exec_low": 156.35, "exec_high": 161.04, "invalid_price": 151.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 161.04, "max_chase_pct": 3.0, "base_exec_high": 161.04, "dynamic_exec_high": null, "entry_zone_low": 154.0, "entry_zone_high": 158.7, "entry_risk_pct": 3.4996, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.8313, "prev_amount_yi": 2.2692, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2477, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:51", "open": 156.57, "high": 156.68, "low": 156.57, "close": 156.68, "amount_yi": 0.7242 }, { "time": "14:52", "open": 156.71, "high": 156.75, "low": 156.71, "close": 156.75, "amount_yi": 0.7334 }, { "time": "14:53", "open": 156.87, "high": 157.1, "low": 156.87, "close": 157.1, "amount_yi": 1.3737 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64596.9, "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": 157.1, "ts": "2026-06-25T14:53:56", "prev_close": 151.53, "open": 152.0, "high": 158.66, "low": 151.0, "bid1": 157.1, "ask1": 157.16, "bid_qty1": 54, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH", "symbol": "SHSE.600397", "name": "江钨装备", "side": "BUY", "priority": "W0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 27.68, "max_chase_pct": 1.5, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.47, "entry_zone_high": 27.27, "entry_risk_pct": null, "intraday_vwap": 25.2552, "price_vs_vwap_pct": 1.7612, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6828, "prev_amount_yi": 0.5156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3243, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 25.66, "high": 25.72, "low": 25.66, "close": 25.72, "amount_yi": 0.0634 }, { "time": "14:50", "open": 25.82, "high": 25.87, "low": 25.82, "close": 25.87, "amount_yi": 0.1884 }, { "time": "14:51", "open": 25.75, "high": 25.82, "low": 25.75, "close": 25.82, "amount_yi": 0.1255 }, { "time": "14:52", "open": 25.78, "high": 25.79, "low": 25.78, "close": 25.79, "amount_yi": 0.1551 }, { "time": "14:53", "open": 25.7, "high": 25.7, "low": 25.7, "close": 25.7, "amount_yi": 0.1504 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.7, "ts": "2026-06-25T14:53:58", "prev_close": 25.51, "open": 25.63, "high": 26.18, "low": 24.42, "bid1": 25.7, "ask1": 25.71, "bid_qty1": 118, "ask_qty1": 52 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PVDF / 氟化工材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.1, "max_chase_pct": 1.5, "base_exec_high": 13.9, "dynamic_exec_high": null, "entry_zone_low": 13.48, "entry_zone_high": 13.9, "entry_risk_pct": null, "intraday_vwap": 14.6943, "price_vs_vwap_pct": 0.9235, "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": 0.0108, "prev_amount_yi": 0.0144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.75, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.001 }, { "time": "14:50", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0017 }, { "time": "14:51", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0016 }, { "time": "14:52", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0051 }, { "time": "14:53", "open": 14.83, "high": 14.83, "low": 14.83, "close": 14.83, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 13.48, "open": 14.68, "high": 14.83, "low": 13.93, "bid1": 14.83, "ask1": 0.0, "bid_qty1": 19984, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "军工材料 / 碳基复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.36, "max_chase_pct": 1.5, "base_exec_high": 34.84, "dynamic_exec_high": null, "entry_zone_low": 33.82, "entry_zone_high": 34.84, "entry_risk_pct": null, "intraday_vwap": 33.5001, "price_vs_vwap_pct": -0.9854, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6942, "prev_amount_yi": 0.6215, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.117, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 33.26, "high": 33.29, "low": 33.26, "close": 33.29, "amount_yi": 0.1328 }, { "time": "14:50", "open": 33.23, "high": 33.23, "low": 33.23, "close": 33.23, "amount_yi": 0.1833 }, { "time": "14:51", "open": 33.23, "high": 33.23, "low": 33.21, "close": 33.21, "amount_yi": 0.1387 }, { "time": "14:52", "open": 33.19, "high": 33.2, "low": 33.19, "close": 33.2, "amount_yi": 0.141 }, { "time": "14:53", "open": 33.18, "high": 33.18, "low": 33.17, "close": 33.17, "amount_yi": 0.0984 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.17, "ts": "2026-06-25T14:53:54", "prev_close": 33.66, "open": 33.19, "high": 35.9, "low": 32.35, "bid1": 33.17, "ask1": 33.18, "bid_qty1": 26, "ask_qty1": 300 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 178.18, "max_chase_pct": 1.5, "base_exec_high": 175.58, "dynamic_exec_high": null, "entry_zone_low": 170.4, "entry_zone_high": 175.58, "entry_risk_pct": null, "intraday_vwap": 167.9277, "price_vs_vwap_pct": 1.3472, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2847, "prev_amount_yi": 0.861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4921, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 169.89, "high": 169.9, "low": 169.89, "close": 169.9, "amount_yi": 0.1638 }, { "time": "14:50", "open": 169.93, "high": 170.0, "low": 169.93, "close": 170.0, "amount_yi": 0.2359 }, { "time": "14:51", "open": 169.95, "high": 169.98, "low": 169.95, "close": 169.98, "amount_yi": 0.1827 }, { "time": "14:52", "open": 170.0, "high": 170.0, "low": 170.0, "close": 170.0, "amount_yi": 0.4469 }, { "time": "14:53", "open": 170.04, "high": 170.19, "low": 170.04, "close": 170.19, "amount_yi": 0.2554 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 170.19, "ts": "2026-06-25T14:53:56", "prev_close": 167.37, "open": 172.88, "high": 175.0, "low": 160.97, "bid1": 170.19, "ask1": 170.2, "bid_qty1": 2, "ask_qty1": 17 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 280.61, "max_chase_pct": 1.5, "base_exec_high": 276.53, "dynamic_exec_high": null, "entry_zone_low": 268.35, "entry_zone_high": 276.53, "entry_risk_pct": null, "intraday_vwap": 262.4123, "price_vs_vwap_pct": -0.2791, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.9397, "prev_amount_yi": 1.9415, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5141, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 261.88, "high": 262.0, "low": 261.88, "close": 262.0, "amount_yi": 0.4697 }, { "time": "14:50", "open": 262.09, "high": 262.14, "low": 262.09, "close": 262.14, "amount_yi": 0.3931 }, { "time": "14:51", "open": 262.08, "high": 262.08, "low": 261.9, "close": 261.9, "amount_yi": 0.8022 }, { "time": "14:52", "open": 261.8, "high": 261.8, "low": 261.74, "close": 261.74, "amount_yi": 0.6529 }, { "time": "14:53", "open": 261.71, "high": 261.71, "low": 261.68, "close": 261.68, "amount_yi": 0.6218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.68, "ts": "2026-06-25T14:53:54", "prev_close": 266.36, "open": 266.5, "high": 271.12, "low": 256.0, "bid1": 261.67, "ask1": 261.68, "bid_qty1": 27, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH", "symbol": "SZSE.300308", "name": "中际旭创", "side": "BUY", "priority": "W5", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 1344.88, "exec_low": 1344.88, "exec_high": 1365.05, "invalid_price": 1304.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1385.23, "max_chase_pct": 1.5, "base_exec_high": 1365.05, "dynamic_exec_high": null, "entry_zone_low": 1324.71, "entry_zone_high": 1365.05, "entry_risk_pct": null, "intraday_vwap": 1319.9815, "price_vs_vwap_pct": 1.1378, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 9.7067, "prev_amount_yi": 7.0946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3682, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 1329.62, "high": 1331.16, "low": 1329.62, "close": 1331.16, "amount_yi": 1.3559 }, { "time": "14:50", "open": 1332.2, "high": 1333.0, "low": 1332.2, "close": 1333.0, "amount_yi": 1.4351 }, { "time": "14:51", "open": 1335.79, "high": 1335.79, "low": 1333.0, "close": 1333.0, "amount_yi": 2.8107 }, { "time": "14:52", "open": 1332.81, "high": 1333.01, "low": 1332.81, "close": 1333.01, "amount_yi": 2.3104 }, { "time": "14:53", "open": 1333.15, "high": 1335.0, "low": 1333.15, "close": 1335.0, "amount_yi": 1.7946 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1335.0, "ts": "2026-06-25T14:53:54", "prev_close": 1312.18, "open": 1326.0, "high": 1345.09, "low": 1280.02, "bid1": 1334.81, "ask1": 1335.0, "bid_qty1": 14, "ask_qty1": 55 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300502:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300502:BREAK_PREV_HIGH", "symbol": "SZSE.300502", "name": "新易盛", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 574.48, "exec_low": 574.48, "exec_high": 583.1, "invalid_price": 557.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 591.71, "max_chase_pct": 1.5, "base_exec_high": 583.1, "dynamic_exec_high": null, "entry_zone_low": 565.86, "entry_zone_high": 583.1, "entry_risk_pct": null, "intraday_vwap": 583.9929, "price_vs_vwap_pct": 4.4465, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.7496, "prev_amount_yi": 5.8182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1601, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 608.0, "high": 608.33, "low": 608.0, "close": 608.33, "amount_yi": 0.9509 }, { "time": "14:50", "open": 608.78, "high": 609.0, "low": 608.78, "close": 609.0, "amount_yi": 1.1235 }, { "time": "14:51", "open": 609.0, "high": 609.12, "low": 609.0, "close": 609.12, "amount_yi": 1.3512 }, { "time": "14:52", "open": 609.12, "high": 609.5, "low": 609.12, "close": 609.5, "amount_yi": 1.7691 }, { "time": "14:53", "open": 609.9, "high": 609.96, "low": 609.9, "close": 609.96, "amount_yi": 1.5549 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 609.96, "ts": "2026-06-25T14:53:54", "prev_close": 555.3, "open": 560.0, "high": 610.8, "low": 550.06, "bid1": 609.89, "ask1": 609.99, "bid_qty1": 1, "ask_qty1": 56 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.29, "max_chase_pct": 1.5, "base_exec_high": 54.49, "dynamic_exec_high": null, "entry_zone_low": 52.87, "entry_zone_high": 54.49, "entry_risk_pct": null, "intraday_vwap": 48.7617, "price_vs_vwap_pct": 0.017, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7582, "prev_amount_yi": 0.6325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 48.37, "high": 48.65, "low": 48.37, "close": 48.65, "amount_yi": 0.0894 }, { "time": "14:50", "open": 48.76, "high": 48.76, "low": 48.75, "close": 48.75, "amount_yi": 0.133 }, { "time": "14:51", "open": 48.75, "high": 48.75, "low": 48.65, "close": 48.65, "amount_yi": 0.1476 }, { "time": "14:52", "open": 48.76, "high": 48.89, "low": 48.76, "close": 48.89, "amount_yi": 0.2116 }, { "time": "14:53", "open": 48.9, "high": 48.9, "low": 48.77, "close": 48.77, "amount_yi": 0.1766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 78048.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.77, "ts": "2026-06-25T14:53:56", "prev_close": 52.9, "open": 51.6, "high": 51.95, "low": 47.61, "bid1": 48.72, "ask1": 48.77, "bid_qty1": 187, "ask_qty1": 1 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "工业制冷 / 冷链设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 50.95, "max_chase_pct": 1.5, "base_exec_high": 50.21, "dynamic_exec_high": null, "entry_zone_low": 48.73, "entry_zone_high": 50.21, "entry_risk_pct": null, "intraday_vwap": 52.9214, "price_vs_vwap_pct": 1.1311, "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": 0.0234, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.004 }, { "time": "14:50", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0063 }, { "time": "14:51", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0025 }, { "time": "14:52", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0023 }, { "time": "14:53", "open": 53.52, "high": 53.52, "low": 53.52, "close": 53.52, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 48.65, "open": 50.92, "high": 53.52, "low": 50.55, "bid1": 53.52, "ask1": 0.0, "bid_qty1": 4140, "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": "TOUCHED", "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.74, "max_chase_pct": 1.5, "base_exec_high": 32.27, "dynamic_exec_high": null, "entry_zone_low": 31.31, "entry_zone_high": 32.27, "entry_risk_pct": null, "intraday_vwap": 31.4731, "price_vs_vwap_pct": 4.1842, "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": 0.8919, "prev_amount_yi": 0.8566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0412, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 32.68, "high": 32.71, "low": 32.68, "close": 32.71, "amount_yi": 0.1466 }, { "time": "14:50", "open": 32.62, "high": 33.0, "low": 32.62, "close": 33.0, "amount_yi": 0.3112 }, { "time": "14:51", "open": 32.84, "high": 32.84, "low": 32.78, "close": 32.78, "amount_yi": 0.149 }, { "time": "14:52", "open": 32.75, "high": 32.79, "low": 32.75, "close": 32.79, "amount_yi": 0.105 }, { "time": "14:53", "open": 32.74, "high": 32.79, "low": 32.74, "close": 32.79, "amount_yi": 0.1801 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.79, "ts": "2026-06-25T14:53:54", "prev_close": 31.5, "open": 31.48, "high": 33.0, "low": 30.0, "bid1": 32.77, "ask1": 32.8, "bid_qty1": 32, "ask_qty1": 70 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002975:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002975:BREAK_PREV_HIGH", "symbol": "SZSE.002975", "name": "博杰股份", "side": "BUY", "priority": "W10", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 152.7, "exec_low": 152.7, "exec_high": 154.99, "invalid_price": 148.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 157.28, "max_chase_pct": 1.5, "base_exec_high": 154.99, "dynamic_exec_high": null, "entry_zone_low": 150.41, "entry_zone_high": 154.99, "entry_risk_pct": null, "intraday_vwap": 150.2097, "price_vs_vwap_pct": 3.5219, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8212, "prev_amount_yi": 0.5515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.489, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 154.98, "high": 154.98, "low": 154.86, "close": 154.86, "amount_yi": 0.2219 }, { "time": "14:50", "open": 154.98, "high": 155.02, "low": 154.98, "close": 155.02, "amount_yi": 0.1912 }, { "time": "14:51", "open": 155.38, "high": 155.38, "low": 155.18, "close": 155.18, "amount_yi": 0.1444 }, { "time": "14:52", "open": 154.65, "high": 154.78, "low": 154.65, "close": 154.78, "amount_yi": 0.1095 }, { "time": "14:53", "open": 155.3, "high": 155.5, "low": 155.3, "close": 155.5, "amount_yi": 0.1542 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 155.5, "ts": "2026-06-25T14:53:54", "prev_close": 151.32, "open": 150.0, "high": 156.66, "low": 145.6, "bid1": 155.48, "ask1": 155.5, "bid_qty1": 1, "ask_qty1": 30 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.37, "max_chase_pct": 1.5, "base_exec_high": 25.98, "dynamic_exec_high": null, "entry_zone_low": 25.22, "entry_zone_high": 25.98, "entry_risk_pct": null, "intraday_vwap": 23.9531, "price_vs_vwap_pct": -0.2634, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2544, "prev_amount_yi": 0.1406, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 23.83, "high": 23.84, "low": 23.83, "close": 23.84, "amount_yi": 0.0544 }, { "time": "14:50", "open": 23.82, "high": 23.84, "low": 23.82, "close": 23.84, "amount_yi": 0.0519 }, { "time": "14:51", "open": 23.83, "high": 23.87, "low": 23.83, "close": 23.87, "amount_yi": 0.0517 }, { "time": "14:52", "open": 23.88, "high": 23.9, "low": 23.88, "close": 23.9, "amount_yi": 0.0515 }, { "time": "14:53", "open": 23.88, "high": 23.89, "low": 23.88, "close": 23.89, "amount_yi": 0.0449 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.89, "ts": "2026-06-25T14:53:54", "prev_close": 25.04, "open": 24.79, "high": 25.09, "low": 23.07, "bid1": 23.89, "ask1": 23.9, "bid_qty1": 22, "ask_qty1": 242 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "小金属 / 铅锌", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 36.82, "max_chase_pct": 1.5, "base_exec_high": 36.29, "dynamic_exec_high": null, "entry_zone_low": 35.21, "entry_zone_high": 36.29, "entry_risk_pct": null, "intraday_vwap": 35.6421, "price_vs_vwap_pct": -1.7454, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6108, "prev_amount_yi": 0.4545, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3439, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 35.04, "high": 35.04, "low": 35.04, "close": 35.04, "amount_yi": 0.0949 }, { "time": "14:50", "open": 35.05, "high": 35.06, "low": 35.05, "close": 35.06, "amount_yi": 0.147 }, { "time": "14:51", "open": 35.03, "high": 35.03, "low": 35.03, "close": 35.03, "amount_yi": 0.1191 }, { "time": "14:52", "open": 35.02, "high": 35.03, "low": 35.02, "close": 35.03, "amount_yi": 0.128 }, { "time": "14:53", "open": 35.03, "high": 35.03, "low": 35.02, "close": 35.02, "amount_yi": 0.1218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.02, "ts": "2026-06-25T14:53:57", "prev_close": 35.71, "open": 34.25, "high": 36.98, "low": 34.2, "bid1": 35.01, "ask1": 35.02, "bid_qty1": 279, "ask_qty1": 263 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.81, "max_chase_pct": 1.5, "base_exec_high": 28.39, "dynamic_exec_high": null, "entry_zone_low": 27.55, "entry_zone_high": 28.39, "entry_risk_pct": null, "intraday_vwap": 27.7445, "price_vs_vwap_pct": -2.9718, "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": 0.8688, "prev_amount_yi": 1.0057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8639, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 26.77, "high": 26.78, "low": 26.77, "close": 26.78, "amount_yi": 0.2257 }, { "time": "14:50", "open": 26.82, "high": 26.83, "low": 26.82, "close": 26.83, "amount_yi": 0.1408 }, { "time": "14:51", "open": 26.82, "high": 26.85, "low": 26.82, "close": 26.85, "amount_yi": 0.2602 }, { "time": "14:52", "open": 26.84, "high": 26.86, "low": 26.84, "close": 26.86, "amount_yi": 0.133 }, { "time": "14:53", "open": 26.9, "high": 26.92, "low": 26.9, "close": 26.92, "amount_yi": 0.1091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.92, "ts": "2026-06-25T14:53:57", "prev_close": 27.85, "open": 27.8, "high": 29.24, "low": 26.55, "bid1": 26.92, "ask1": 26.93, "bid_qty1": 427, "ask_qty1": 14 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "第三代半导体 / 碳化硅", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 147.0, "max_chase_pct": 1.5, "base_exec_high": 144.86, "dynamic_exec_high": null, "entry_zone_low": 140.58, "entry_zone_high": 144.86, "entry_risk_pct": null, "intraday_vwap": 133.7249, "price_vs_vwap_pct": 2.4716, "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": 0.9594, "prev_amount_yi": 1.1493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8348, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 137.48, "high": 137.63, "low": 137.48, "close": 137.63, "amount_yi": 0.2367 }, { "time": "14:50", "open": 137.75, "high": 137.75, "low": 137.67, "close": 137.67, "amount_yi": 0.2414 }, { "time": "14:51", "open": 137.27, "high": 137.27, "low": 137.02, "close": 137.02, "amount_yi": 0.1643 }, { "time": "14:52", "open": 136.85, "high": 137.17, "low": 136.85, "close": 137.17, "amount_yi": 0.1471 }, { "time": "14:53", "open": 137.2, "high": 137.2, "low": 137.03, "close": 137.03, "amount_yi": 0.1699 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.03, "ts": "2026-06-25T14:53:54", "prev_close": 132.99, "open": 132.03, "high": 138.0, "low": 129.26, "bid1": 137.02, "ask1": 137.03, "bid_qty1": 166, "ask_qty1": 12 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 97.46, "max_chase_pct": 1.5, "base_exec_high": 96.04, "dynamic_exec_high": null, "entry_zone_low": 93.2, "entry_zone_high": 96.04, "entry_risk_pct": null, "intraday_vwap": 95.8651, "price_vs_vwap_pct": 2.7381, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7044, "prev_amount_yi": 1.212, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 99.17, "high": 99.17, "low": 99.14, "close": 99.14, "amount_yi": 0.4202 }, { "time": "14:50", "open": 98.92, "high": 98.92, "low": 98.65, "close": 98.65, "amount_yi": 0.4778 }, { "time": "14:51", "open": 98.68, "high": 98.68, "low": 98.51, "close": 98.51, "amount_yi": 0.4331 }, { "time": "14:52", "open": 98.34, "high": 98.34, "low": 98.23, "close": 98.23, "amount_yi": 0.5925 }, { "time": "14:53", "open": 98.46, "high": 98.49, "low": 98.46, "close": 98.49, "amount_yi": 0.7808 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 98.49, "ts": "2026-06-25T14:53:54", "prev_close": 91.72, "open": 93.5, "high": 100.98, "low": 87.0, "bid1": 98.49, "ask1": 98.5, "bid_qty1": 18, "ask_qty1": 99 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.19, "max_chase_pct": 1.5, "base_exec_high": 5.12, "dynamic_exec_high": null, "entry_zone_low": 4.96, "entry_zone_high": 5.12, "entry_risk_pct": null, "intraday_vwap": 4.7735, "price_vs_vwap_pct": 9.7727, "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": 0.0351, "prev_amount_yi": 0.0402, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0072 }, { "time": "14:50", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0054 }, { "time": "14:51", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0094 }, { "time": "14:52", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0046 }, { "time": "14:53", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 4.76, "open": 4.52, "high": 5.24, "low": 4.45, "bid1": 5.24, "ask1": 0.0, "bid_qty1": 49233, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "未归入强势板块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.64, "max_chase_pct": 1.5, "base_exec_high": 24.28, "dynamic_exec_high": null, "entry_zone_low": 23.56, "entry_zone_high": 24.28, "entry_risk_pct": null, "intraday_vwap": 22.3041, "price_vs_vwap_pct": 0.968, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4252, "prev_amount_yi": 0.3948, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 22.54, "high": 22.54, "low": 22.51, "close": 22.51, "amount_yi": 0.0806 }, { "time": "14:50", "open": 22.53, "high": 22.53, "low": 22.53, "close": 22.53, "amount_yi": 0.1226 }, { "time": "14:51", "open": 22.53, "high": 22.53, "low": 22.51, "close": 22.51, "amount_yi": 0.0838 }, { "time": "14:52", "open": 22.5, "high": 22.5, "low": 22.49, "close": 22.49, "amount_yi": 0.0554 }, { "time": "14:53", "open": 22.52, "high": 22.52, "low": 22.52, "close": 22.52, "amount_yi": 0.0828 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.52, "ts": "2026-06-25T14:53:54", "prev_close": 22.15, "open": 21.58, "high": 22.96, "low": 21.44, "bid1": 22.51, "ask1": 22.52, "bid_qty1": 171, "ask_qty1": 12 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "口腔医疗 / 齿科材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 86.2, "max_chase_pct": 1.5, "base_exec_high": 84.95, "dynamic_exec_high": null, "entry_zone_low": 82.43, "entry_zone_high": 84.95, "entry_risk_pct": null, "intraday_vwap": 75.2145, "price_vs_vwap_pct": -1.7743, "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": 0.1845, "prev_amount_yi": 0.2995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.616, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 73.9, "high": 73.96, "low": 73.9, "close": 73.96, "amount_yi": 0.04 }, { "time": "14:50", "open": 73.78, "high": 73.85, "low": 73.78, "close": 73.85, "amount_yi": 0.0309 }, { "time": "14:51", "open": 73.81, "high": 73.81, "low": 73.77, "close": 73.77, "amount_yi": 0.0461 }, { "time": "14:52", "open": 73.81, "high": 73.9, "low": 73.81, "close": 73.9, "amount_yi": 0.0349 }, { "time": "14:53", "open": 73.94, "high": 73.94, "low": 73.88, "close": 73.88, "amount_yi": 0.0326 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.88, "ts": "2026-06-25T14:53:54", "prev_close": 80.68, "open": 80.5, "high": 81.36, "low": 69.81, "bid1": 73.84, "ask1": 73.89, "bid_qty1": 16, "ask_qty1": 2 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.97, "max_chase_pct": 1.5, "base_exec_high": 119.21, "dynamic_exec_high": null, "entry_zone_low": 115.69, "entry_zone_high": 119.21, "entry_risk_pct": null, "intraday_vwap": 114.8912, "price_vs_vwap_pct": -0.5146, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3438, "prev_amount_yi": 0.1655, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 114.6, "high": 114.6, "low": 114.5, "close": 114.5, "amount_yi": 0.0937 }, { "time": "14:50", "open": 114.57, "high": 114.63, "low": 114.57, "close": 114.63, "amount_yi": 0.0368 }, { "time": "14:51", "open": 114.4, "high": 114.46, "low": 114.4, "close": 114.46, "amount_yi": 0.0539 }, { "time": "14:52", "open": 114.36, "high": 114.42, "low": 114.36, "close": 114.42, "amount_yi": 0.086 }, { "time": "14:53", "open": 114.38, "high": 114.38, "low": 114.3, "close": 114.3, "amount_yi": 0.0734 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.3, "ts": "2026-06-25T14:53:55", "prev_close": 116.12, "open": 118.0, "high": 118.18, "low": 113.01, "bid1": 114.28, "ask1": 114.3, "bid_qty1": 9, "ask_qty1": 20 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.83, "max_chase_pct": 1.5, "base_exec_high": 18.55, "dynamic_exec_high": null, "entry_zone_low": 18.01, "entry_zone_high": 18.55, "entry_risk_pct": null, "intraday_vwap": 17.7142, "price_vs_vwap_pct": 0.1456, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.391, "prev_amount_yi": 0.3616, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 17.74, "high": 17.74, "low": 17.73, "close": 17.73, "amount_yi": 0.094 }, { "time": "14:50", "open": 17.75, "high": 17.75, "low": 17.75, "close": 17.75, "amount_yi": 0.0667 }, { "time": "14:51", "open": 17.75, "high": 17.75, "low": 17.75, "close": 17.75, "amount_yi": 0.071 }, { "time": "14:52", "open": 17.75, "high": 17.75, "low": 17.74, "close": 17.74, "amount_yi": 0.0753 }, { "time": "14:53", "open": 17.74, "high": 17.74, "low": 17.74, "close": 17.74, "amount_yi": 0.084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.74, "ts": "2026-06-25T14:53:54", "prev_close": 18.08, "open": 18.15, "high": 18.25, "low": 17.27, "bid1": 17.74, "ask1": 17.75, "bid_qty1": 89, "ask_qty1": 1599 }, "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": "2026-06-25T14:53:59", "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": 3.7391, "intraday_vwap": 107.8215, "price_vs_vwap_pct": 1.937, "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": 0.6019, "prev_amount_yi": 0.6384, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9428, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 110.0, "high": 110.1, "low": 110.0, "close": 110.1, "amount_yi": 0.0637 }, { "time": "14:50", "open": 109.82, "high": 109.82, "low": 109.6, "close": 109.6, "amount_yi": 0.1938 }, { "time": "14:51", "open": 109.68, "high": 110.0, "low": 109.68, "close": 110.0, "amount_yi": 0.1386 }, { "time": "14:52", "open": 110.02, "high": 110.02, "low": 110.01, "close": 110.01, "amount_yi": 0.1043 }, { "time": "14:53", "open": 109.91, "high": 109.91, "low": 109.91, "close": 109.91, "amount_yi": 0.1015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.65, "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": 109.91, "ts": "2026-06-25T14:53:54", "prev_close": 107.85, "open": 109.7, "high": 110.75, "low": 104.3, "bid1": 109.91, "ask1": 109.92, "bid_qty1": 28, "ask_qty1": 2 }, "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": "CANCELLED", "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "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": 59.0813, "price_vs_vwap_pct": -1.3055, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8525, "prev_amount_yi": 0.6579, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2958, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 58.25, "high": 58.25, "low": 58.18, "close": 58.18, "amount_yi": 0.1536 }, { "time": "14:50", "open": 58.05, "high": 58.05, "low": 58.04, "close": 58.04, "amount_yi": 0.2503 }, { "time": "14:51", "open": 58.06, "high": 58.09, "low": 58.06, "close": 58.09, "amount_yi": 0.2025 }, { "time": "14:52", "open": 58.1, "high": 58.17, "low": 58.1, "close": 58.17, "amount_yi": 0.1192 }, { "time": "14:53", "open": 58.25, "high": 58.31, "low": 58.25, "close": 58.31, "amount_yi": 0.1269 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.31, "ts": "2026-06-25T14:53:54", "prev_close": 59.55, "open": 62.0, "high": 62.0, "low": 56.35, "bid1": 58.31, "ask1": 58.32, "bid_qty1": 22, "ask_qty1": 47 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-25T14:53:59", "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": 4.1388, "intraday_vwap": 238.3279, "price_vs_vwap_pct": 6.1479, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2767, "prev_amount_yi": 0.2019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3705, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 252.49, "high": 252.92, "low": 252.49, "close": 252.92, "amount_yi": 0.0422 }, { "time": "14:50", "open": 252.6, "high": 252.6, "low": 252.44, "close": 252.44, "amount_yi": 0.0515 }, { "time": "14:51", "open": 252.46, "high": 253.22, "low": 252.46, "close": 253.22, "amount_yi": 0.054 }, { "time": "14:52", "open": 253.06, "high": 253.06, "low": 253.03, "close": 253.03, "amount_yi": 0.0569 }, { "time": "14:53", "open": 253.3, "high": 253.3, "low": 252.98, "close": 252.98, "amount_yi": 0.0721 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.65, "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": 252.98, "ts": "2026-06-25T14:53:54", "prev_close": 248.33, "open": 238.36, "high": 259.8, "low": 225.88, "bid1": 252.96, "ask1": 252.97, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体设备 / 前道&封装设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 396.09, "max_chase_pct": 1.5, "base_exec_high": 390.32, "dynamic_exec_high": null, "entry_zone_low": 378.78, "entry_zone_high": 390.32, "entry_risk_pct": null, "intraday_vwap": 406.6212, "price_vs_vwap_pct": -1.6775, "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": 0.1521, "prev_amount_yi": 0.146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0418, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:49", "open": 398.01, "high": 398.2, "low": 398.01, "close": 398.2, "amount_yi": 0.0283 }, { "time": "14:50", "open": 398.51, "high": 398.51, "low": 398.5, "close": 398.5, "amount_yi": 0.0211 }, { "time": "14:51", "open": 398.83, "high": 399.0, "low": 398.83, "close": 399.0, "amount_yi": 0.0255 }, { "time": "14:52", "open": 399.3, "high": 399.97, "low": 399.3, "close": 399.97, "amount_yi": 0.0304 }, { "time": "14:53", "open": 399.5, "high": 399.8, "low": 399.5, "close": 399.8, "amount_yi": 0.0468 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 399.8, "ts": "2026-06-25T14:53:54", "prev_close": 404.0, "open": 408.0, "high": 422.0, "low": 393.0, "bid1": 399.8, "ask1": 399.92, "bid_qty1": 3, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 71.21, "max_chase_pct": 1.5, "base_exec_high": 70.18, "dynamic_exec_high": null, "entry_zone_low": 68.1, "entry_zone_high": 70.18, "entry_risk_pct": null, "intraday_vwap": 80.1746, "price_vs_vwap_pct": -0.2302, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4152, "prev_amount_yi": 0.2385, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:49", "open": 80.04, "high": 80.04, "low": 79.8, "close": 79.8, "amount_yi": 0.0891 }, { "time": "14:50", "open": 79.97, "high": 79.99, "low": 79.97, "close": 79.99, "amount_yi": 0.0823 }, { "time": "14:51", "open": 80.03, "high": 80.07, "low": 80.03, "close": 80.07, "amount_yi": 0.0911 }, { "time": "14:52", "open": 80.0, "high": 80.0, "low": 80.0, "close": 80.0, "amount_yi": 0.0622 }, { "time": "14:53", "open": 80.0, "high": 80.0, "low": 79.99, "close": 79.99, "amount_yi": 0.0905 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.99, "ts": "2026-06-25T14:53:54", "prev_close": 73.26, "open": 74.58, "high": 85.8, "low": 74.0, "bid1": 79.99, "ask1": 80.0, "bid_qty1": 4, "ask_qty1": 105 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.58, "max_chase_pct": 1.5, "base_exec_high": 99.11, "dynamic_exec_high": null, "entry_zone_low": 96.19, "entry_zone_high": 99.11, "entry_risk_pct": null, "intraday_vwap": 94.9522, "price_vs_vwap_pct": 0.3663, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1258, "prev_amount_yi": 0.6991, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 95.49, "high": 95.49, "low": 95.47, "close": 95.47, "amount_yi": 0.2172 }, { "time": "14:50", "open": 95.45, "high": 95.48, "low": 95.45, "close": 95.48, "amount_yi": 0.1662 }, { "time": "14:51", "open": 95.4, "high": 95.4, "low": 95.36, "close": 95.36, "amount_yi": 0.296 }, { "time": "14:52", "open": 95.3, "high": 95.3, "low": 95.28, "close": 95.28, "amount_yi": 0.2849 }, { "time": "14:53", "open": 95.29, "high": 95.3, "low": 95.29, "close": 95.3, "amount_yi": 0.1615 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.3, "ts": "2026-06-25T14:53:54", "prev_close": 96.7, "open": 97.2, "high": 97.58, "low": 92.42, "bid1": 95.3, "ask1": 95.31, "bid_qty1": 2, "ask_qty1": 30 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.36, "max_chase_pct": 1.5, "base_exec_high": 57.51, "dynamic_exec_high": null, "entry_zone_low": 55.81, "entry_zone_high": 57.51, "entry_risk_pct": null, "intraday_vwap": 53.2867, "price_vs_vwap_pct": 0.2314, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3913, "prev_amount_yi": 0.2168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 53.52, "high": 53.54, "low": 53.52, "close": 53.54, "amount_yi": 0.0942 }, { "time": "14:50", "open": 53.54, "high": 53.54, "low": 53.48, "close": 53.48, "amount_yi": 0.0743 }, { "time": "14:51", "open": 53.44, "high": 53.45, "low": 53.44, "close": 53.45, "amount_yi": 0.0621 }, { "time": "14:52", "open": 53.48, "high": 53.5, "low": 53.48, "close": 53.5, "amount_yi": 0.0412 }, { "time": "14:53", "open": 53.43, "high": 53.43, "low": 53.41, "close": 53.41, "amount_yi": 0.1195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.41, "ts": "2026-06-25T14:53:56", "prev_close": 55.68, "open": 55.38, "high": 56.54, "low": 51.66, "bid1": 53.41, "ask1": 53.43, "bid_qty1": 5, "ask_qty1": 16 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 74.47, "max_chase_pct": 1.5, "base_exec_high": 73.38, "dynamic_exec_high": null, "entry_zone_low": 71.22, "entry_zone_high": 73.38, "entry_risk_pct": null, "intraday_vwap": 69.4539, "price_vs_vwap_pct": -1.6614, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9414, "prev_amount_yi": 0.7645, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 68.3, "high": 68.33, "low": 68.3, "close": 68.33, "amount_yi": 0.1259 }, { "time": "14:50", "open": 68.36, "high": 68.36, "low": 68.35, "close": 68.35, "amount_yi": 0.145 }, { "time": "14:51", "open": 68.35, "high": 68.35, "low": 68.35, "close": 68.35, "amount_yi": 0.2153 }, { "time": "14:52", "open": 68.3, "high": 68.33, "low": 68.3, "close": 68.33, "amount_yi": 0.2269 }, { "time": "14:53", "open": 68.3, "high": 68.3, "low": 68.3, "close": 68.3, "amount_yi": 0.2283 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.3, "ts": "2026-06-25T14:53:54", "prev_close": 71.62, "open": 71.0, "high": 72.19, "low": 68.04, "bid1": 68.29, "ask1": 68.3, "bid_qty1": 104, "ask_qty1": 90 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W29", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 50.5, "exec_low": 50.5, "exec_high": 51.26, "invalid_price": 48.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.02, "max_chase_pct": 1.5, "base_exec_high": 51.26, "dynamic_exec_high": null, "entry_zone_low": 49.74, "entry_zone_high": 51.26, "entry_risk_pct": null, "intraday_vwap": 50.3565, "price_vs_vwap_pct": -0.6484, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8615, "prev_amount_yi": 1.3837, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 50.34, "high": 50.34, "low": 50.3, "close": 50.3, "amount_yi": 0.2544 }, { "time": "14:50", "open": 50.32, "high": 50.36, "low": 50.32, "close": 50.36, "amount_yi": 0.2256 }, { "time": "14:51", "open": 50.38, "high": 50.38, "low": 50.31, "close": 50.31, "amount_yi": 0.4953 }, { "time": "14:52", "open": 50.2, "high": 50.2, "low": 50.11, "close": 50.11, "amount_yi": 0.5008 }, { "time": "14:53", "open": 50.05, "high": 50.05, "low": 50.03, "close": 50.03, "amount_yi": 0.3854 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.03, "ts": "2026-06-25T14:53:57", "prev_close": 49.63, "open": 50.65, "high": 52.0, "low": 48.65, "bid1": 50.02, "ask1": 50.03, "bid_qty1": 514, "ask_qty1": 11 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "W30", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 18.98, "exec_low": 18.98, "exec_high": 19.26, "invalid_price": 18.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.55, "max_chase_pct": 1.5, "base_exec_high": 19.26, "dynamic_exec_high": null, "entry_zone_low": 18.7, "entry_zone_high": 19.26, "entry_risk_pct": null, "intraday_vwap": 18.9536, "price_vs_vwap_pct": 0.0865, "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": 0.2477, "prev_amount_yi": 0.2244, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 18.99, "high": 18.99, "low": 18.98, "close": 18.98, "amount_yi": 0.0426 }, { "time": "14:50", "open": 18.97, "high": 18.98, "low": 18.97, "close": 18.98, "amount_yi": 0.0391 }, { "time": "14:51", "open": 18.98, "high": 18.98, "low": 18.97, "close": 18.97, "amount_yi": 0.0448 }, { "time": "14:52", "open": 18.95, "high": 18.96, "low": 18.95, "close": 18.96, "amount_yi": 0.0662 }, { "time": "14:53", "open": 18.97, "high": 18.97, "low": 18.97, "close": 18.97, "amount_yi": 0.055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.97, "ts": "2026-06-25T14:53:54", "prev_close": 18.95, "open": 18.81, "high": 19.2, "low": 18.69, "bid1": 18.97, "ask1": 18.98, "bid_qty1": 46, "ask_qty1": 1359 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 38.81, "max_chase_pct": 1.5, "base_exec_high": 38.25, "dynamic_exec_high": null, "entry_zone_low": 37.11, "entry_zone_high": 38.25, "entry_risk_pct": null, "intraday_vwap": 39.6846, "price_vs_vwap_pct": 0.9208, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9756, "prev_amount_yi": 0.5279, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 40.09, "high": 40.09, "low": 40.06, "close": 40.06, "amount_yi": 0.3411 }, { "time": "14:50", "open": 40.06, "high": 40.07, "low": 40.06, "close": 40.07, "amount_yi": 0.1138 }, { "time": "14:51", "open": 40.08, "high": 40.09, "low": 40.08, "close": 40.09, "amount_yi": 0.2218 }, { "time": "14:52", "open": 40.03, "high": 40.03, "low": 40.03, "close": 40.03, "amount_yi": 0.144 }, { "time": "14:53", "open": 40.04, "high": 40.05, "low": 40.04, "close": 40.05, "amount_yi": 0.1549 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.05, "ts": "2026-06-25T14:53:54", "prev_close": 37.54, "open": 37.54, "high": 40.66, "low": 37.27, "bid1": 40.04, "ask1": 40.05, "bid_qty1": 101, "ask_qty1": 50 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.66, "max_chase_pct": 1.5, "base_exec_high": 17.41, "dynamic_exec_high": null, "entry_zone_low": 16.89, "entry_zone_high": 17.41, "entry_risk_pct": null, "intraday_vwap": 16.6406, "price_vs_vwap_pct": 0.357, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1848, "prev_amount_yi": 0.0937, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 16.7, "high": 16.71, "low": 16.7, "close": 16.71, "amount_yi": 0.0158 }, { "time": "14:50", "open": 16.72, "high": 16.72, "low": 16.71, "close": 16.71, "amount_yi": 0.025 }, { "time": "14:51", "open": 16.73, "high": 16.73, "low": 16.71, "close": 16.71, "amount_yi": 0.0587 }, { "time": "14:52", "open": 16.72, "high": 16.72, "low": 16.72, "close": 16.72, "amount_yi": 0.0372 }, { "time": "14:53", "open": 16.71, "high": 16.71, "low": 16.7, "close": 16.7, "amount_yi": 0.0481 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 17.08, "open": 16.96, "high": 17.25, "low": 16.34, "bid1": 16.7, "ask1": 16.72, "bid_qty1": 426, "ask_qty1": 848 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "消费电子 / ARVR", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.88, "max_chase_pct": 1.5, "base_exec_high": 24.52, "dynamic_exec_high": null, "entry_zone_low": 23.8, "entry_zone_high": 24.52, "entry_risk_pct": null, "intraday_vwap": 23.9055, "price_vs_vwap_pct": -0.0648, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6644, "prev_amount_yi": 0.4027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6499, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 23.82, "high": 23.82, "low": 23.82, "close": 23.82, "amount_yi": 0.0829 }, { "time": "14:50", "open": 23.84, "high": 23.85, "low": 23.84, "close": 23.85, "amount_yi": 0.1128 }, { "time": "14:51", "open": 23.85, "high": 23.85, "low": 23.85, "close": 23.85, "amount_yi": 0.1236 }, { "time": "14:52", "open": 23.84, "high": 23.85, "low": 23.84, "close": 23.85, "amount_yi": 0.1466 }, { "time": "14:53", "open": 23.84, "high": 23.89, "low": 23.84, "close": 23.89, "amount_yi": 0.1985 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.89, "ts": "2026-06-25T14:53:54", "prev_close": 23.83, "open": 23.71, "high": 24.42, "low": 23.52, "bid1": 23.89, "ask1": 23.9, "bid_qty1": 23, "ask_qty1": 2 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 162.47, "max_chase_pct": 1.5, "base_exec_high": 160.11, "dynamic_exec_high": null, "entry_zone_low": 155.37, "entry_zone_high": 160.11, "entry_risk_pct": null, "intraday_vwap": 151.809, "price_vs_vwap_pct": 0.363, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.2098, "prev_amount_yi": 2.6719, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 152.26, "high": 152.3, "low": 152.26, "close": 152.3, "amount_yi": 0.7434 }, { "time": "14:50", "open": 151.95, "high": 151.95, "low": 151.92, "close": 151.92, "amount_yi": 0.6171 }, { "time": "14:51", "open": 152.28, "high": 152.37, "low": 152.28, "close": 152.37, "amount_yi": 0.6363 }, { "time": "14:52", "open": 152.21, "high": 152.21, "low": 152.21, "close": 152.21, "amount_yi": 0.6145 }, { "time": "14:53", "open": 152.23, "high": 152.36, "low": 152.23, "close": 152.36, "amount_yi": 0.5985 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.36, "ts": "2026-06-25T14:53:54", "prev_close": 152.23, "open": 153.75, "high": 156.6, "low": 147.8, "bid1": 152.36, "ask1": 152.38, "bid_qty1": 90, "ask_qty1": 5 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "玻璃基板 / 先进封装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.14, "max_chase_pct": 1.5, "base_exec_high": 31.67, "dynamic_exec_high": null, "entry_zone_low": 30.73, "entry_zone_high": 31.67, "entry_risk_pct": null, "intraday_vwap": 30.0078, "price_vs_vwap_pct": -0.6258, "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": 0.1601, "prev_amount_yi": 0.1605, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9975, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 29.83, "high": 29.83, "low": 29.82, "close": 29.82, "amount_yi": 0.0217 }, { "time": "14:50", "open": 29.81, "high": 29.82, "low": 29.81, "close": 29.82, "amount_yi": 0.0284 }, { "time": "14:51", "open": 29.82, "high": 29.82, "low": 29.81, "close": 29.81, "amount_yi": 0.037 }, { "time": "14:52", "open": 29.81, "high": 29.82, "low": 29.81, "close": 29.82, "amount_yi": 0.0342 }, { "time": "14:53", "open": 29.82, "high": 29.82, "low": 29.82, "close": 29.82, "amount_yi": 0.0388 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.82, "ts": "2026-06-25T14:53:54", "prev_close": 30.78, "open": 30.48, "high": 30.8, "low": 29.27, "bid1": 29.81, "ask1": 29.82, "bid_qty1": 220, "ask_qty1": 20 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "小金属 / 钨钼锗", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.98, "max_chase_pct": 1.5, "base_exec_high": 77.83, "dynamic_exec_high": null, "entry_zone_low": 75.53, "entry_zone_high": 77.83, "entry_risk_pct": null, "intraday_vwap": 82.1812, "price_vs_vwap_pct": 2.2375, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0397, "prev_amount_yi": 0.0683, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0051 }, { "time": "14:50", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0033 }, { "time": "14:51", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0047 }, { "time": "14:52", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0234 }, { "time": "14:53", "open": 84.02, "high": 84.02, "low": 84.02, "close": 84.02, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 76.38, "open": 74.58, "high": 84.02, "low": 74.58, "bid1": 84.02, "ask1": 0.0, "bid_qty1": 22738, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.01, "max_chase_pct": 1.5, "base_exec_high": 34.5, "dynamic_exec_high": null, "entry_zone_low": 33.48, "entry_zone_high": 34.5, "entry_risk_pct": null, "intraday_vwap": 32.8781, "price_vs_vwap_pct": -0.5113, "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": 0.2071, "prev_amount_yi": 0.1815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.141, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 32.72, "high": 32.72, "low": 32.71, "close": 32.71, "amount_yi": 0.0263 }, { "time": "14:50", "open": 32.72, "high": 32.72, "low": 32.72, "close": 32.72, "amount_yi": 0.0413 }, { "time": "14:51", "open": 32.71, "high": 32.71, "low": 32.7, "close": 32.7, "amount_yi": 0.0456 }, { "time": "14:52", "open": 32.69, "high": 32.69, "low": 32.69, "close": 32.69, "amount_yi": 0.0363 }, { "time": "14:53", "open": 32.69, "high": 32.71, "low": 32.69, "close": 32.71, "amount_yi": 0.0576 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.71, "ts": "2026-06-25T14:53:57", "prev_close": 33.41, "open": 33.27, "high": 33.55, "low": 32.52, "bid1": 32.69, "ask1": 32.71, "bid_qty1": 80, "ask_qty1": 509 }, "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": "2026-06-25T14:53:59", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 192.47, "max_chase_pct": 1.5, "base_exec_high": 189.66, "dynamic_exec_high": null, "entry_zone_low": 184.06, "entry_zone_high": 189.66, "entry_risk_pct": 3.8411, "intraday_vwap": 186.452, "price_vs_vwap_pct": 1.0877, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6311, "prev_amount_yi": 0.5159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2233, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 188.53, "high": 188.55, "low": 188.53, "close": 188.55, "amount_yi": 0.1787 }, { "time": "14:50", "open": 188.46, "high": 188.46, "low": 188.45, "close": 188.45, "amount_yi": 0.1172 }, { "time": "14:51", "open": 188.46, "high": 188.5, "low": 188.46, "close": 188.5, "amount_yi": 0.1149 }, { "time": "14:52", "open": 188.47, "high": 188.47, "low": 188.47, "close": 188.47, "amount_yi": 0.1274 }, { "time": "14:53", "open": 188.45, "high": 188.48, "low": 188.45, "close": 188.48, "amount_yi": 0.0929 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.65, "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": 188.48, "ts": "2026-06-25T14:53:56", "prev_close": 185.39, "open": 186.8, "high": 189.98, "low": 182.36, "bid1": 188.48, "ask1": 188.49, "bid_qty1": 1, "ask_qty1": 11 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "包装印刷 / 消费电子包装", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.61, "max_chase_pct": 1.5, "base_exec_high": 39.04, "dynamic_exec_high": null, "entry_zone_low": 37.88, "entry_zone_high": 39.04, "entry_risk_pct": null, "intraday_vwap": 36.7983, "price_vs_vwap_pct": -2.7129, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2857, "prev_amount_yi": 0.1751, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 35.76, "high": 35.79, "low": 35.76, "close": 35.79, "amount_yi": 0.054 }, { "time": "14:50", "open": 35.72, "high": 35.72, "low": 35.72, "close": 35.72, "amount_yi": 0.0568 }, { "time": "14:51", "open": 35.78, "high": 35.79, "low": 35.78, "close": 35.79, "amount_yi": 0.1053 }, { "time": "14:52", "open": 35.75, "high": 35.76, "low": 35.75, "close": 35.76, "amount_yi": 0.0482 }, { "time": "14:53", "open": 35.8, "high": 35.8, "low": 35.8, "close": 35.8, "amount_yi": 0.0214 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.8, "ts": "2026-06-25T14:53:54", "prev_close": 38.1, "open": 37.8, "high": 38.19, "low": 35.71, "bid1": 35.79, "ask1": 35.8, "bid_qty1": 72, "ask_qty1": 1031 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 57.04, "max_chase_pct": 1.5, "base_exec_high": 56.21, "dynamic_exec_high": null, "entry_zone_low": 54.55, "entry_zone_high": 56.21, "entry_risk_pct": null, "intraday_vwap": 55.0367, "price_vs_vwap_pct": 3.5854, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2304, "prev_amount_yi": 1.2021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 57.1, "high": 57.14, "low": 57.1, "close": 57.14, "amount_yi": 0.264 }, { "time": "14:50", "open": 57.21, "high": 57.21, "low": 57.1, "close": 57.1, "amount_yi": 0.2262 }, { "time": "14:51", "open": 56.81, "high": 57.0, "low": 56.81, "close": 57.0, "amount_yi": 0.3211 }, { "time": "14:52", "open": 57.01, "high": 57.01, "low": 56.99, "close": 56.99, "amount_yi": 0.175 }, { "time": "14:53", "open": 56.97, "high": 57.01, "low": 56.97, "close": 57.01, "amount_yi": 0.2441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.01, "ts": "2026-06-25T14:53:57", "prev_close": 54.48, "open": 55.35, "high": 57.21, "low": 53.01, "bid1": 57.01, "ask1": 57.02, "bid_qty1": 25, "ask_qty1": 6 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.25, "max_chase_pct": 1.5, "base_exec_high": 10.1, "dynamic_exec_high": null, "entry_zone_low": 9.8, "entry_zone_high": 10.1, "entry_risk_pct": null, "intraday_vwap": 10.1152, "price_vs_vwap_pct": 2.519, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3572, "prev_amount_yi": 0.2735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 10.37, "high": 10.37, "low": 10.36, "close": 10.36, "amount_yi": 0.0334 }, { "time": "14:50", "open": 10.37, "high": 10.37, "low": 10.37, "close": 10.37, "amount_yi": 0.0622 }, { "time": "14:51", "open": 10.37, "high": 10.37, "low": 10.37, "close": 10.37, "amount_yi": 0.0783 }, { "time": "14:52", "open": 10.36, "high": 10.38, "low": 10.36, "close": 10.38, "amount_yi": 0.104 }, { "time": "14:53", "open": 10.38, "high": 10.38, "low": 10.37, "close": 10.37, "amount_yi": 0.0793 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.37, "ts": "2026-06-25T14:53:54", "prev_close": 9.95, "open": 9.91, "high": 10.49, "low": 9.76, "bid1": 10.37, "ask1": 10.38, "bid_qty1": 2869, "ask_qty1": 1401 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锆材料 / 固态电池材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.03, "max_chase_pct": 1.5, "base_exec_high": 107.44, "dynamic_exec_high": null, "entry_zone_low": 104.26, "entry_zone_high": 107.44, "entry_risk_pct": null, "intraday_vwap": 99.7833, "price_vs_vwap_pct": 0.8686, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4256, "prev_amount_yi": 0.365, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 100.59, "high": 100.68, "low": 100.59, "close": 100.68, "amount_yi": 0.1089 }, { "time": "14:50", "open": 100.65, "high": 100.65, "low": 100.61, "close": 100.61, "amount_yi": 0.0943 }, { "time": "14:51", "open": 100.66, "high": 100.66, "low": 100.65, "close": 100.65, "amount_yi": 0.0727 }, { "time": "14:52", "open": 100.66, "high": 100.66, "low": 100.61, "close": 100.61, "amount_yi": 0.0712 }, { "time": "14:53", "open": 100.64, "high": 100.65, "low": 100.64, "close": 100.65, "amount_yi": 0.0785 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.65, "ts": "2026-06-25T14:53:57", "prev_close": 103.81, "open": 104.07, "high": 105.0, "low": 95.8, "bid1": 100.65, "ask1": 100.66, "bid_qty1": 13, "ask_qty1": 74 }, "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": "2026-06-25T14:53:59", "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": 37.5941, "price_vs_vwap_pct": -1.2611, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4994, "prev_amount_yi": 0.4437, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 37.17, "high": 37.17, "low": 37.15, "close": 37.15, "amount_yi": 0.0402 }, { "time": "14:50", "open": 37.14, "high": 37.14, "low": 37.14, "close": 37.14, "amount_yi": 0.0847 }, { "time": "14:51", "open": 37.1, "high": 37.14, "low": 37.1, "close": 37.14, "amount_yi": 0.1615 }, { "time": "14:52", "open": 37.11, "high": 37.12, "low": 37.11, "close": 37.12, "amount_yi": 0.0924 }, { "time": "14:53", "open": 37.12, "high": 37.12, "low": 37.12, "close": 37.12, "amount_yi": 0.1206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.12, "ts": "2026-06-25T14:53:56", "prev_close": 37.76, "open": 38.0, "high": 39.08, "low": 36.43, "bid1": 37.12, "ask1": 37.13, "bid_qty1": 84, "ask_qty1": 517 }, "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": "2026-06-25T14:53:59", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "医药研发服务 / CXO", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 120.45, "max_chase_pct": 1.5, "base_exec_high": 118.69, "dynamic_exec_high": null, "entry_zone_low": 115.19, "entry_zone_high": 118.69, "entry_risk_pct": 3.3816, "intraday_vwap": 116.2818, "price_vs_vwap_pct": 0.9702, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3284, "prev_amount_yi": 1.2635, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 117.43, "high": 117.43, "low": 117.35, "close": 117.35, "amount_yi": 0.2599 }, { "time": "14:50", "open": 117.4, "high": 117.4, "low": 117.36, "close": 117.36, "amount_yi": 0.2395 }, { "time": "14:51", "open": 117.34, "high": 117.36, "low": 117.34, "close": 117.36, "amount_yi": 0.2209 }, { "time": "14:52", "open": 117.37, "high": 117.37, "low": 117.36, "close": 117.36, "amount_yi": 0.2414 }, { "time": "14:53", "open": 117.39, "high": 117.41, "low": 117.39, "close": 117.41, "amount_yi": 0.3667 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.65, "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": 117.41, "ts": "2026-06-25T14:53:55", "prev_close": 115.4, "open": 114.0, "high": 118.5, "low": 113.23, "bid1": 117.39, "ask1": 117.4, "bid_qty1": 66, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.603757:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.603757:BREAK_PREV_HIGH", "symbol": "SHSE.603757", "name": "大元泵业", "side": "BUY", "priority": "W45", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 74.51, "exec_low": 74.51, "exec_high": 75.63, "invalid_price": 72.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "水泵设备 / 热管理", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 76.75, "max_chase_pct": 1.5, "base_exec_high": 75.63, "dynamic_exec_high": null, "entry_zone_low": 73.39, "entry_zone_high": 75.63, "entry_risk_pct": null, "intraday_vwap": 73.9706, "price_vs_vwap_pct": -2.9344, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3143, "prev_amount_yi": 0.2104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 71.82, "high": 71.83, "low": 71.82, "close": 71.83, "amount_yi": 0.0592 }, { "time": "14:50", "open": 71.79, "high": 71.79, "low": 71.76, "close": 71.76, "amount_yi": 0.0577 }, { "time": "14:51", "open": 71.68, "high": 71.68, "low": 71.67, "close": 71.67, "amount_yi": 0.0757 }, { "time": "14:52", "open": 71.76, "high": 71.76, "low": 71.76, "close": 71.76, "amount_yi": 0.0674 }, { "time": "14:53", "open": 71.79, "high": 71.8, "low": 71.79, "close": 71.8, "amount_yi": 0.0543 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.8, "ts": "2026-06-25T14:53:56", "prev_close": 73.7, "open": 72.73, "high": 77.49, "low": 71.27, "bid1": 71.8, "ask1": 71.81, "bid_qty1": 14, "ask_qty1": 50 }, "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": "2026-06-25T14:53:59", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 200.75, "max_chase_pct": 1.5, "base_exec_high": 197.82, "dynamic_exec_high": null, "entry_zone_low": 191.98, "entry_zone_high": 197.82, "entry_risk_pct": 3.541, "intraday_vwap": 192.742, "price_vs_vwap_pct": 1.6852, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6146, "prev_amount_yi": 0.48, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2804, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 195.54, "high": 195.54, "low": 195.51, "close": 195.51, "amount_yi": 0.1062 }, { "time": "14:50", "open": 195.54, "high": 195.56, "low": 195.54, "close": 195.56, "amount_yi": 0.1066 }, { "time": "14:51", "open": 195.39, "high": 195.43, "low": 195.39, "close": 195.43, "amount_yi": 0.1577 }, { "time": "14:52", "open": 195.5, "high": 195.6, "low": 195.5, "close": 195.6, "amount_yi": 0.1286 }, { "time": "14:53", "open": 195.75, "high": 195.99, "low": 195.75, "close": 195.99, "amount_yi": 0.1155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.65, "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": 195.99, "ts": "2026-06-25T14:53:54", "prev_close": 194.0, "open": 193.51, "high": 198.0, "low": 188.01, "bid1": 195.98, "ask1": 195.99, "bid_qty1": 87, "ask_qty1": 37 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "汽车电子 / 整流器", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.28, "max_chase_pct": 1.5, "base_exec_high": 20.97, "dynamic_exec_high": null, "entry_zone_low": 20.35, "entry_zone_high": 20.97, "entry_risk_pct": null, "intraday_vwap": 19.1599, "price_vs_vwap_pct": 1.7751, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2147, "prev_amount_yi": 0.1787, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 19.41, "high": 19.41, "low": 19.39, "close": 19.39, "amount_yi": 0.0225 }, { "time": "14:50", "open": 19.4, "high": 19.41, "low": 19.4, "close": 19.41, "amount_yi": 0.0358 }, { "time": "14:51", "open": 19.39, "high": 19.39, "low": 19.38, "close": 19.38, "amount_yi": 0.0444 }, { "time": "14:52", "open": 19.4, "high": 19.42, "low": 19.4, "close": 19.42, "amount_yi": 0.0531 }, { "time": "14:53", "open": 19.43, "high": 19.5, "low": 19.43, "close": 19.5, "amount_yi": 0.0589 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.5, "ts": "2026-06-25T14:53:54", "prev_close": 20.15, "open": 19.95, "high": 20.15, "low": 18.47, "bid1": 19.5, "ask1": 19.53, "bid_qty1": 668, "ask_qty1": 10 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "玻纤制造 / 复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.06, "max_chase_pct": 1.5, "base_exec_high": 13.85, "dynamic_exec_high": null, "entry_zone_low": 13.45, "entry_zone_high": 13.85, "entry_risk_pct": null, "intraday_vwap": 12.6616, "price_vs_vwap_pct": -3.4087, "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": 0.3961, "prev_amount_yi": 0.5651, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 12.21, "high": 12.3, "low": 12.21, "close": 12.3, "amount_yi": 0.0536 }, { "time": "14:50", "open": 12.29, "high": 12.29, "low": 12.24, "close": 12.24, "amount_yi": 0.1095 }, { "time": "14:51", "open": 12.2, "high": 12.21, "low": 12.2, "close": 12.21, "amount_yi": 0.0962 }, { "time": "14:52", "open": 12.21, "high": 12.22, "low": 12.21, "close": 12.22, "amount_yi": 0.0722 }, { "time": "14:53", "open": 12.22, "high": 12.23, "low": 12.22, "close": 12.23, "amount_yi": 0.0646 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.23, "ts": "2026-06-25T14:53:54", "prev_close": 13.28, "open": 13.0, "high": 13.18, "low": 11.95, "bid1": 12.22, "ask1": 12.23, "bid_qty1": 111, "ask_qty1": 540 }, "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": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 35.54, "max_chase_pct": 1.5, "base_exec_high": 35.02, "dynamic_exec_high": null, "entry_zone_low": 33.98, "entry_zone_high": 35.02, "entry_risk_pct": null, "intraday_vwap": 34.6732, "price_vs_vwap_pct": -0.8456, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1075, "prev_amount_yi": 1.0872, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 34.33, "high": 34.34, "low": 34.33, "close": 34.34, "amount_yi": 0.322 }, { "time": "14:50", "open": 34.35, "high": 34.35, "low": 34.35, "close": 34.35, "amount_yi": 0.1407 }, { "time": "14:51", "open": 34.35, "high": 34.38, "low": 34.35, "close": 34.38, "amount_yi": 0.202 }, { "time": "14:52", "open": 34.41, "high": 34.41, "low": 34.39, "close": 34.39, "amount_yi": 0.2377 }, { "time": "14:53", "open": 34.38, "high": 34.38, "low": 34.38, "close": 34.38, "amount_yi": 0.2051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.38, "ts": "2026-06-25T14:53:54", "prev_close": 34.03, "open": 33.9, "high": 35.54, "low": 33.84, "bid1": 34.38, "ask1": 34.4, "bid_qty1": 1668, "ask_qty1": 870 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 66.98, "max_chase_pct": 1.5, "base_exec_high": 66.01, "dynamic_exec_high": null, "entry_zone_low": 64.05, "entry_zone_high": 66.01, "entry_risk_pct": null, "intraday_vwap": 61.9, "price_vs_vwap_pct": -2.2779, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2128, "prev_amount_yi": 0.1656, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.285, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 60.52, "high": 60.52, "low": 60.51, "close": 60.51, "amount_yi": 0.0358 }, { "time": "14:50", "open": 60.51, "high": 60.55, "low": 60.51, "close": 60.55, "amount_yi": 0.0399 }, { "time": "14:51", "open": 60.52, "high": 60.52, "low": 60.52, "close": 60.52, "amount_yi": 0.0442 }, { "time": "14:52", "open": 60.49, "high": 60.5, "low": 60.49, "close": 60.5, "amount_yi": 0.0448 }, { "time": "14:53", "open": 60.49, "high": 60.49, "low": 60.49, "close": 60.49, "amount_yi": 0.0481 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.49, "ts": "2026-06-25T14:53:54", "prev_close": 64.21, "open": 63.86, "high": 64.86, "low": 60.26, "bid1": 60.47, "ask1": 60.49, "bid_qty1": 49, "ask_qty1": 4 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "玻纤制造 / 复合材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.45, "max_chase_pct": 1.5, "base_exec_high": 23.11, "dynamic_exec_high": null, "entry_zone_low": 22.43, "entry_zone_high": 23.11, "entry_risk_pct": null, "intraday_vwap": 23.0421, "price_vs_vwap_pct": 3.0288, "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": 0.3279, "prev_amount_yi": 0.3172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0337, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 23.46, "high": 23.48, "low": 23.46, "close": 23.48, "amount_yi": 0.0551 }, { "time": "14:50", "open": 23.5, "high": 23.52, "low": 23.5, "close": 23.52, "amount_yi": 0.0715 }, { "time": "14:51", "open": 23.54, "high": 23.56, "low": 23.54, "close": 23.56, "amount_yi": 0.0644 }, { "time": "14:52", "open": 23.6, "high": 23.62, "low": 23.6, "close": 23.62, "amount_yi": 0.0706 }, { "time": "14:53", "open": 23.66, "high": 23.74, "low": 23.66, "close": 23.74, "amount_yi": 0.0663 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.74, "ts": "2026-06-25T14:53:57", "prev_close": 22.42, "open": 21.6, "high": 24.26, "low": 21.6, "bid1": 23.74, "ask1": 23.75, "bid_qty1": 13, "ask_qty1": 213 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 31.03, "max_chase_pct": 1.5, "base_exec_high": 30.58, "dynamic_exec_high": null, "entry_zone_low": 29.68, "entry_zone_high": 30.58, "entry_risk_pct": null, "intraday_vwap": 28.8046, "price_vs_vwap_pct": -1.6824, "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": 0.1456, "prev_amount_yi": 0.2148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 28.3, "high": 28.3, "low": 28.29, "close": 28.29, "amount_yi": 0.015 }, { "time": "14:50", "open": 28.34, "high": 28.34, "low": 28.33, "close": 28.33, "amount_yi": 0.0536 }, { "time": "14:51", "open": 28.33, "high": 28.33, "low": 28.33, "close": 28.33, "amount_yi": 0.0355 }, { "time": "14:52", "open": 28.33, "high": 28.34, "low": 28.33, "close": 28.34, "amount_yi": 0.0192 }, { "time": "14:53", "open": 28.32, "high": 28.32, "low": 28.32, "close": 28.32, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.32, "ts": "2026-06-25T14:53:54", "prev_close": 29.8, "open": 29.28, "high": 30.03, "low": 28.18, "bid1": 28.32, "ask1": 28.33, "bid_qty1": 18, "ask_qty1": 249 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 118.66, "max_chase_pct": 1.5, "base_exec_high": 116.93, "dynamic_exec_high": null, "entry_zone_low": 113.47, "entry_zone_high": 116.93, "entry_risk_pct": null, "intraday_vwap": 112.5003, "price_vs_vwap_pct": 0.8175, "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": 0.3524, "prev_amount_yi": 0.3915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9001, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 113.27, "high": 113.27, "low": 113.27, "close": 113.27, "amount_yi": 0.0896 }, { "time": "14:50", "open": 113.4, "high": 113.4, "low": 113.38, "close": 113.38, "amount_yi": 0.0397 }, { "time": "14:51", "open": 113.31, "high": 113.31, "low": 113.28, "close": 113.28, "amount_yi": 0.0851 }, { "time": "14:52", "open": 113.27, "high": 113.27, "low": 113.26, "close": 113.26, "amount_yi": 0.0564 }, { "time": "14:53", "open": 113.32, "high": 113.42, "low": 113.32, "close": 113.42, "amount_yi": 0.0816 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 204066.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 114.41, "open": 115.59, "high": 115.63, "low": 109.33, "bid1": 113.42, "ask1": 113.43, "bid_qty1": 114, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301687:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301687:BREAK_PREV_HIGH", "symbol": "SZSE.301687", "name": "新广益", "side": "BUY", "priority": "W54", "status": "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 94.64, "max_chase_pct": 1.5, "base_exec_high": 93.26, "dynamic_exec_high": null, "entry_zone_low": 90.5, "entry_zone_high": 93.26, "entry_risk_pct": null, "intraday_vwap": 91.3528, "price_vs_vwap_pct": -2.1486, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2166, "prev_amount_yi": 0.0998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 89.88, "high": 89.88, "low": 89.8, "close": 89.8, "amount_yi": 0.0253 }, { "time": "14:50", "open": 89.86, "high": 89.86, "low": 89.65, "close": 89.65, "amount_yi": 0.047 }, { "time": "14:51", "open": 89.59, "high": 89.59, "low": 89.5, "close": 89.5, "amount_yi": 0.0425 }, { "time": "14:52", "open": 89.39, "high": 89.39, "low": 89.39, "close": 89.39, "amount_yi": 0.0459 }, { "time": "14:53", "open": 89.32, "high": 89.39, "low": 89.32, "close": 89.39, "amount_yi": 0.0559 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.39, "ts": "2026-06-25T14:53:54", "prev_close": 90.95, "open": 90.0, "high": 97.0, "low": 88.66, "bid1": 89.35, "ask1": 89.39, "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.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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 80.79, "max_chase_pct": 1.5, "base_exec_high": 79.62, "dynamic_exec_high": null, "entry_zone_low": 77.26, "entry_zone_high": 79.62, "entry_risk_pct": null, "intraday_vwap": 74.8435, "price_vs_vwap_pct": -0.4322, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8781, "prev_amount_yi": 1.0421, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8022, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 74.63, "high": 74.63, "low": 74.6, "close": 74.6, "amount_yi": 0.4211 }, { "time": "14:50", "open": 74.54, "high": 74.58, "low": 74.54, "close": 74.58, "amount_yi": 0.2496 }, { "time": "14:51", "open": 74.53, "high": 74.55, "low": 74.53, "close": 74.55, "amount_yi": 0.4154 }, { "time": "14:52", "open": 74.49, "high": 74.5, "low": 74.49, "close": 74.5, "amount_yi": 0.4656 }, { "time": "14:53", "open": 74.51, "high": 74.52, "low": 74.51, "close": 74.52, "amount_yi": 0.3264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.52, "ts": "2026-06-25T14:53:54", "prev_close": 77.0, "open": 78.55, "high": 78.55, "low": 72.81, "bid1": 74.5, "ask1": 74.52, "bid_qty1": 324, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301297:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301297:BREAK_PREV_HIGH", "symbol": "SZSE.301297", "name": "富乐德", "side": "BUY", "priority": "W56", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 56.4, "exec_low": 56.4, "exec_high": 57.25, "invalid_price": 54.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体设备 / 前道&封装设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.09, "max_chase_pct": 1.5, "base_exec_high": 57.25, "dynamic_exec_high": null, "entry_zone_low": 55.55, "entry_zone_high": 57.25, "entry_risk_pct": null, "intraday_vwap": 53.7687, "price_vs_vwap_pct": 1.2671, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3769, "prev_amount_yi": 0.3302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 54.6, "high": 54.6, "low": 54.58, "close": 54.58, "amount_yi": 0.1098 }, { "time": "14:50", "open": 54.58, "high": 54.59, "low": 54.58, "close": 54.59, "amount_yi": 0.0425 }, { "time": "14:51", "open": 54.4, "high": 54.45, "low": 54.4, "close": 54.45, "amount_yi": 0.1113 }, { "time": "14:52", "open": 54.43, "high": 54.46, "low": 54.43, "close": 54.46, "amount_yi": 0.0609 }, { "time": "14:53", "open": 54.43, "high": 54.45, "low": 54.43, "close": 54.45, "amount_yi": 0.0524 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.45, "ts": "2026-06-25T14:53:54", "prev_close": 54.74, "open": 55.0, "high": 56.0, "low": 51.77, "bid1": 54.43, "ask1": 54.44, "bid_qty1": 30, "ask_qty1": 80 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300131:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300131:BREAK_PREV_HIGH", "symbol": "SZSE.300131", "name": "英唐智控", "side": "BUY", "priority": "W57", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.46, "exec_low": 22.46, "exec_high": 22.8, "invalid_price": 21.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体产业链 / 分销设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.13, "max_chase_pct": 1.5, "base_exec_high": 22.8, "dynamic_exec_high": null, "entry_zone_low": 22.12, "entry_zone_high": 22.8, "entry_risk_pct": null, "intraday_vwap": 21.1372, "price_vs_vwap_pct": -0.3179, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6034, "prev_amount_yi": 0.3503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 21.02, "high": 21.02, "low": 21.01, "close": 21.01, "amount_yi": 0.1271 }, { "time": "14:50", "open": 20.99, "high": 21.01, "low": 20.99, "close": 21.01, "amount_yi": 0.1056 }, { "time": "14:51", "open": 20.99, "high": 21.0, "low": 20.99, "close": 21.0, "amount_yi": 0.1473 }, { "time": "14:52", "open": 20.98, "high": 21.01, "low": 20.98, "close": 21.01, "amount_yi": 0.1224 }, { "time": "14:53", "open": 21.04, "high": 21.07, "low": 21.04, "close": 21.07, "amount_yi": 0.101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.07, "ts": "2026-06-25T14:53:54", "prev_close": 21.37, "open": 21.17, "high": 21.53, "low": 20.8, "bid1": 21.07, "ask1": 21.08, "bid_qty1": 5, "ask_qty1": 10 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "数据中心 / 算力基础设施", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.44, "max_chase_pct": 1.5, "base_exec_high": 87.15, "dynamic_exec_high": null, "entry_zone_low": 84.57, "entry_zone_high": 87.15, "entry_risk_pct": null, "intraday_vwap": 84.3228, "price_vs_vwap_pct": -0.9639, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7065, "prev_amount_yi": 0.5295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 83.5, "high": 83.5, "low": 83.47, "close": 83.47, "amount_yi": 0.1271 }, { "time": "14:50", "open": 83.46, "high": 83.5, "low": 83.46, "close": 83.5, "amount_yi": 0.1284 }, { "time": "14:51", "open": 83.52, "high": 83.54, "low": 83.52, "close": 83.54, "amount_yi": 0.1275 }, { "time": "14:52", "open": 83.51, "high": 83.53, "low": 83.51, "close": 83.53, "amount_yi": 0.1902 }, { "time": "14:53", "open": 83.52, "high": 83.52, "low": 83.51, "close": 83.51, "amount_yi": 0.1333 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.51, "ts": "2026-06-25T14:53:54", "prev_close": 85.6, "open": 85.6, "high": 86.8, "low": 82.79, "bid1": 83.5, "ask1": 83.51, "bid_qty1": 389, "ask_qty1": 537 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.19, "max_chase_pct": 1.5, "base_exec_high": 107.6, "dynamic_exec_high": null, "entry_zone_low": 104.42, "entry_zone_high": 107.6, "entry_risk_pct": null, "intraday_vwap": 102.7069, "price_vs_vwap_pct": -1.954, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4505, "prev_amount_yi": 0.292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5428, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 100.69, "high": 100.7, "low": 100.69, "close": 100.7, "amount_yi": 0.0644 }, { "time": "14:50", "open": 100.7, "high": 100.73, "low": 100.7, "close": 100.73, "amount_yi": 0.0585 }, { "time": "14:51", "open": 100.68, "high": 100.68, "low": 100.61, "close": 100.61, "amount_yi": 0.1239 }, { "time": "14:52", "open": 100.62, "high": 100.64, "low": 100.62, "close": 100.64, "amount_yi": 0.0562 }, { "time": "14:53", "open": 100.57, "high": 100.7, "low": 100.57, "close": 100.7, "amount_yi": 0.1475 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.7, "ts": "2026-06-25T14:53:54", "prev_close": 104.86, "open": 106.66, "high": 108.0, "low": 99.06, "bid1": 100.7, "ask1": 100.71, "bid_qty1": 65, "ask_qty1": 36 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "电子化学品 / 半导体材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 48.6, "max_chase_pct": 1.5, "base_exec_high": 47.89, "dynamic_exec_high": null, "entry_zone_low": 46.47, "entry_zone_high": 47.89, "entry_risk_pct": null, "intraday_vwap": 45.1348, "price_vs_vwap_pct": 1.9834, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4089, "prev_amount_yi": 0.3253, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 46.16, "high": 46.16, "low": 46.15, "close": 46.15, "amount_yi": 0.063 }, { "time": "14:50", "open": 46.16, "high": 46.16, "low": 46.07, "close": 46.07, "amount_yi": 0.0711 }, { "time": "14:51", "open": 46.11, "high": 46.11, "low": 46.09, "close": 46.09, "amount_yi": 0.1173 }, { "time": "14:52", "open": 46.08, "high": 46.08, "low": 46.05, "close": 46.05, "amount_yi": 0.0784 }, { "time": "14:53", "open": 46.08, "high": 46.08, "low": 46.03, "close": 46.03, "amount_yi": 0.0791 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.03, "ts": "2026-06-25T14:53:56", "prev_close": 46.15, "open": 47.0, "high": 47.1, "low": 43.46, "bid1": 46.02, "ask1": 46.06, "bid_qty1": 107, "ask_qty1": 31 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.86, "max_chase_pct": 1.5, "base_exec_high": 21.54, "dynamic_exec_high": null, "entry_zone_low": 20.9, "entry_zone_high": 21.54, "entry_risk_pct": null, "intraday_vwap": 22.0125, "price_vs_vwap_pct": 1.3969, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.121, "prev_amount_yi": 2.1348, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 22.34, "high": 22.34, "low": 22.31, "close": 22.31, "amount_yi": 0.7444 }, { "time": "14:50", "open": 22.32, "high": 22.32, "low": 22.32, "close": 22.32, "amount_yi": 0.4153 }, { "time": "14:51", "open": 22.33, "high": 22.33, "low": 22.32, "close": 22.32, "amount_yi": 0.6213 }, { "time": "14:52", "open": 22.31, "high": 22.32, "low": 22.31, "close": 22.32, "amount_yi": 0.7436 }, { "time": "14:53", "open": 22.31, "high": 22.32, "low": 22.31, "close": 22.32, "amount_yi": 0.5964 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.32, "ts": "2026-06-25T14:53:54", "prev_close": 20.98, "open": 21.38, "high": 22.65, "low": 20.73, "bid1": 22.31, "ask1": 22.32, "bid_qty1": 2219, "ask_qty1": 184 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 425.7, "max_chase_pct": 1.5, "base_exec_high": 419.5, "dynamic_exec_high": null, "entry_zone_low": 407.1, "entry_zone_high": 419.5, "entry_risk_pct": null, "intraday_vwap": 389.4964, "price_vs_vwap_pct": 1.6056, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0776, "prev_amount_yi": 0.8992, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1984, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 395.35, "high": 395.4, "low": 395.35, "close": 395.4, "amount_yi": 0.1206 }, { "time": "14:50", "open": 395.49, "high": 395.67, "low": 395.49, "close": 395.67, "amount_yi": 0.2049 }, { "time": "14:51", "open": 395.56, "high": 395.59, "low": 395.56, "close": 395.59, "amount_yi": 0.2733 }, { "time": "14:52", "open": 395.63, "high": 395.79, "low": 395.63, "close": 395.79, "amount_yi": 0.2399 }, { "time": "14:53", "open": 395.71, "high": 395.75, "low": 395.71, "close": 395.75, "amount_yi": 0.2389 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 395.75, "ts": "2026-06-25T14:53:54", "prev_close": 406.0, "open": 394.01, "high": 397.94, "low": 378.0, "bid1": 395.75, "ask1": 395.76, "bid_qty1": 5, "ask_qty1": 27 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI算力基础设施 / 算力租赁", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.55, "max_chase_pct": 1.5, "base_exec_high": 103.02, "dynamic_exec_high": null, "entry_zone_low": 99.98, "entry_zone_high": 103.02, "entry_risk_pct": null, "intraday_vwap": 109.2695, "price_vs_vwap_pct": -2.1776, "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": 0.1705, "prev_amount_yi": 0.2285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:49", "open": 106.89, "high": 106.95, "low": 106.89, "close": 106.95, "amount_yi": 0.028 }, { "time": "14:50", "open": 107.0, "high": 107.0, "low": 107.0, "close": 107.0, "amount_yi": 0.0383 }, { "time": "14:51", "open": 106.98, "high": 106.98, "low": 106.94, "close": 106.94, "amount_yi": 0.0334 }, { "time": "14:52", "open": 106.91, "high": 106.91, "low": 106.79, "close": 106.79, "amount_yi": 0.0341 }, { "time": "14:53", "open": 106.86, "high": 106.89, "low": 106.86, "close": 106.89, "amount_yi": 0.0367 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.89, "ts": "2026-06-25T14:53:54", "prev_close": 111.0, "open": 112.41, "high": 113.22, "low": 106.7, "bid1": 106.88, "ask1": 106.89, "bid_qty1": 9, "ask_qty1": 6 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.51, "max_chase_pct": 1.5, "base_exec_high": 12.33, "dynamic_exec_high": null, "entry_zone_low": 11.97, "entry_zone_high": 12.33, "entry_risk_pct": null, "intraday_vwap": 12.7299, "price_vs_vwap_pct": -0.7062, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2965, "prev_amount_yi": 0.1693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 12.67, "high": 12.67, "low": 12.66, "close": 12.66, "amount_yi": 0.0498 }, { "time": "14:50", "open": 12.67, "high": 12.67, "low": 12.65, "close": 12.65, "amount_yi": 0.0542 }, { "time": "14:51", "open": 12.65, "high": 12.66, "low": 12.65, "close": 12.66, "amount_yi": 0.0748 }, { "time": "14:52", "open": 12.66, "high": 12.66, "low": 12.66, "close": 12.66, "amount_yi": 0.0567 }, { "time": "14:53", "open": 12.65, "high": 12.65, "low": 12.64, "close": 12.64, "amount_yi": 0.061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.64, "ts": "2026-06-25T14:53:54", "prev_close": 12.04, "open": 12.19, "high": 13.11, "low": 12.06, "bid1": 12.64, "ask1": 12.65, "bid_qty1": 141, "ask_qty1": 2177 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 86.37, "max_chase_pct": 1.5, "base_exec_high": 85.11, "dynamic_exec_high": null, "entry_zone_low": 82.59, "entry_zone_high": 85.11, "entry_risk_pct": null, "intraday_vwap": 85.6932, "price_vs_vwap_pct": 2.1085, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2886, "prev_amount_yi": 0.8554, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5064, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 87.66, "high": 87.66, "low": 87.6, "close": 87.6, "amount_yi": 0.1891 }, { "time": "14:50", "open": 87.57, "high": 87.57, "low": 87.52, "close": 87.52, "amount_yi": 0.2362 }, { "time": "14:51", "open": 87.55, "high": 87.55, "low": 87.55, "close": 87.55, "amount_yi": 0.3956 }, { "time": "14:52", "open": 87.55, "high": 87.55, "low": 87.47, "close": 87.47, "amount_yi": 0.2756 }, { "time": "14:53", "open": 87.48, "high": 87.5, "low": 87.48, "close": 87.5, "amount_yi": 0.1921 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.5, "ts": "2026-06-25T14:53:54", "prev_close": 83.64, "open": 84.0, "high": 88.89, "low": 82.87, "bid1": 87.5, "ask1": 87.52, "bid_qty1": 5, "ask_qty1": 38 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 841.4, "max_chase_pct": 1.5, "base_exec_high": 829.14, "dynamic_exec_high": null, "entry_zone_low": 804.64, "entry_zone_high": 829.14, "entry_risk_pct": null, "intraday_vwap": 870.6669, "price_vs_vwap_pct": 2.3353, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3151, "prev_amount_yi": 0.6308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0848, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.0624 }, { "time": "14:50", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1443 }, { "time": "14:51", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.4197 }, { "time": "14:52", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.5114 }, { "time": "14:53", "open": 891.0, "high": 891.0, "low": 891.0, "close": 891.0, "amount_yi": 0.1773 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 810.0, "open": 830.0, "high": 891.0, "low": 829.19, "bid1": 891.0, "ask1": 0.0, "bid_qty1": 1785, "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": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 270.77, "max_chase_pct": 1.5, "base_exec_high": 266.82, "dynamic_exec_high": null, "entry_zone_low": 258.94, "entry_zone_high": 266.82, "entry_risk_pct": null, "intraday_vwap": 261.3803, "price_vs_vwap_pct": -0.3827, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4533, "prev_amount_yi": 0.2788, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 260.55, "high": 260.59, "low": 260.55, "close": 260.59, "amount_yi": 0.0659 }, { "time": "14:50", "open": 260.55, "high": 260.55, "low": 260.55, "close": 260.55, "amount_yi": 0.0753 }, { "time": "14:51", "open": 260.55, "high": 260.55, "low": 260.5, "close": 260.5, "amount_yi": 0.1217 }, { "time": "14:52", "open": 260.54, "high": 260.55, "low": 260.54, "close": 260.55, "amount_yi": 0.0748 }, { "time": "14:53", "open": 260.48, "high": 260.48, "low": 260.38, "close": 260.38, "amount_yi": 0.1156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 260.38, "ts": "2026-06-25T14:53:54", "prev_close": 258.9, "open": 261.0, "high": 268.58, "low": 252.0, "bid1": 260.38, "ask1": 260.4, "bid_qty1": 14, "ask_qty1": 28 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 66.51, "exec_low": 66.51, "exec_high": 67.51, "invalid_price": 64.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 68.51, "max_chase_pct": 1.5, "base_exec_high": 67.51, "dynamic_exec_high": null, "entry_zone_low": 65.51, "entry_zone_high": 67.51, "entry_risk_pct": null, "intraday_vwap": 65.4924, "price_vs_vwap_pct": -1.2863, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0209, "prev_amount_yi": 0.7545, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 64.57, "high": 64.59, "low": 64.57, "close": 64.59, "amount_yi": 0.1536 }, { "time": "14:50", "open": 64.62, "high": 64.62, "low": 64.6, "close": 64.6, "amount_yi": 0.2437 }, { "time": "14:51", "open": 64.54, "high": 64.55, "low": 64.54, "close": 64.55, "amount_yi": 0.2411 }, { "time": "14:52", "open": 64.56, "high": 64.56, "low": 64.56, "close": 64.56, "amount_yi": 0.1706 }, { "time": "14:53", "open": 64.61, "high": 64.65, "low": 64.61, "close": 64.65, "amount_yi": 0.2119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.65, "ts": "2026-06-25T14:53:54", "prev_close": 66.13, "open": 66.0, "high": 67.44, "low": 64.03, "bid1": 64.64, "ask1": 64.65, "bid_qty1": 156, "ask_qty1": 73 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH", "symbol": "SZSE.000938", "name": "紫光股份", "side": "BUY", "priority": "W69", "status": "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.49, "max_chase_pct": 1.5, "base_exec_high": 28.07, "dynamic_exec_high": null, "entry_zone_low": 27.25, "entry_zone_high": 28.07, "entry_risk_pct": null, "intraday_vwap": 27.9328, "price_vs_vwap_pct": 1.601, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7056, "prev_amount_yi": 1.4694, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1607, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 28.47, "high": 28.47, "low": 28.46, "close": 28.46, "amount_yi": 0.3261 }, { "time": "14:50", "open": 28.43, "high": 28.43, "low": 28.43, "close": 28.43, "amount_yi": 0.3337 }, { "time": "14:51", "open": 28.39, "high": 28.39, "low": 28.39, "close": 28.39, "amount_yi": 0.4674 }, { "time": "14:52", "open": 28.38, "high": 28.38, "low": 28.37, "close": 28.37, "amount_yi": 0.2546 }, { "time": "14:53", "open": 28.38, "high": 28.38, "low": 28.38, "close": 28.38, "amount_yi": 0.3238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.38, "ts": "2026-06-25T14:53:54", "prev_close": 27.66, "open": 27.61, "high": 28.57, "low": 27.06, "bid1": 28.38, "ask1": 28.39, "bid_qty1": 123, "ask_qty1": 758 }, "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": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 177.68, "max_chase_pct": 1.5, "base_exec_high": 175.09, "dynamic_exec_high": null, "entry_zone_low": 169.91, "entry_zone_high": 175.09, "entry_risk_pct": null, "intraday_vwap": 172.0586, "price_vs_vwap_pct": 0.2275, "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": 0.516, "prev_amount_yi": 0.5815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8874, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 171.49, "high": 171.49, "low": 171.23, "close": 171.23, "amount_yi": 0.0591 }, { "time": "14:50", "open": 172.47, "high": 172.6, "low": 172.47, "close": 172.6, "amount_yi": 0.123 }, { "time": "14:51", "open": 172.79, "high": 172.79, "low": 172.67, "close": 172.67, "amount_yi": 0.0915 }, { "time": "14:52", "open": 172.49, "high": 172.56, "low": 172.49, "close": 172.56, "amount_yi": 0.0859 }, { "time": "14:53", "open": 172.48, "high": 172.48, "low": 172.45, "close": 172.45, "amount_yi": 0.1565 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.45, "ts": "2026-06-25T14:53:54", "prev_close": 167.9, "open": 167.18, "high": 175.73, "low": 166.0, "bid1": 172.31, "ask1": 172.59, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625: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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.67, "max_chase_pct": 1.5, "base_exec_high": 77.53, "dynamic_exec_high": null, "entry_zone_low": 75.23, "entry_zone_high": 77.53, "entry_risk_pct": null, "intraday_vwap": 81.5695, "price_vs_vwap_pct": 2.4893, "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": 0.0224, "prev_amount_yi": 0.0295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7593, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0026 }, { "time": "14:50", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0054 }, { "time": "14:51", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0036 }, { "time": "14:52", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.008 }, { "time": "14:53", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:54", "prev_close": 76.0, "open": 76.22, "high": 83.6, "low": 76.15, "bid1": 83.6, "ask1": 0.0, "bid_qty1": 13741, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / 电容箔材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 124.63, "max_chase_pct": 1.5, "base_exec_high": 122.81, "dynamic_exec_high": null, "entry_zone_low": 119.19, "entry_zone_high": 122.81, "entry_risk_pct": null, "intraday_vwap": 127.8801, "price_vs_vwap_pct": 2.6978, "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": 0.0171, "prev_amount_yi": 0.0203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0004 }, { "time": "14:50", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0054 }, { "time": "14:51", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0028 }, { "time": "14:52", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0026 }, { "time": "14:53", "open": 131.33, "high": 131.33, "low": 131.33, "close": 131.33, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-25T14:53:58", "prev_close": 119.39, "open": 122.5, "high": 131.33, "low": 122.5, "bid1": 131.33, "ask1": 0.0, "bid_qty1": 11330, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 88.04, "max_chase_pct": 1.5, "base_exec_high": 86.76, "dynamic_exec_high": null, "entry_zone_low": 84.2, "entry_zone_high": 86.76, "entry_risk_pct": null, "intraday_vwap": 81.1695, "price_vs_vwap_pct": -0.0487, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4583, "prev_amount_yi": 0.3158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 80.97, "high": 81.02, "low": 80.97, "close": 81.02, "amount_yi": 0.0706 }, { "time": "14:50", "open": 80.96, "high": 80.99, "low": 80.96, "close": 80.99, "amount_yi": 0.0589 }, { "time": "14:51", "open": 81.06, "high": 81.09, "low": 81.06, "close": 81.09, "amount_yi": 0.0975 }, { "time": "14:52", "open": 81.05, "high": 81.06, "low": 81.05, "close": 81.06, "amount_yi": 0.1129 }, { "time": "14:53", "open": 81.06, "high": 81.13, "low": 81.06, "close": 81.13, "amount_yi": 0.1184 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 81.13, "ts": "2026-06-25T14:53:54", "prev_close": 83.85, "open": 83.99, "high": 84.56, "low": 79.86, "bid1": 81.13, "ask1": 81.14, "bid_qty1": 10, "ask_qty1": 18 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "光伏设备 / HJT电池设备", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 234.84, "max_chase_pct": 1.5, "base_exec_high": 231.42, "dynamic_exec_high": null, "entry_zone_low": 224.58, "entry_zone_high": 231.42, "entry_risk_pct": null, "intraday_vwap": 241.8735, "price_vs_vwap_pct": 3.335, "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": 0.5618, "prev_amount_yi": 0.635, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8847, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 250.1, "high": 250.1, "low": 249.6, "close": 249.6, "amount_yi": 0.1188 }, { "time": "14:50", "open": 249.78, "high": 249.97, "low": 249.78, "close": 249.97, "amount_yi": 0.0995 }, { "time": "14:51", "open": 250.59, "high": 250.59, "low": 250.28, "close": 250.28, "amount_yi": 0.1412 }, { "time": "14:52", "open": 249.62, "high": 249.94, "low": 249.62, "close": 249.94, "amount_yi": 0.0885 }, { "time": "14:53", "open": 250.0, "high": 250.0, "low": 249.94, "close": 249.94, "amount_yi": 0.1138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 249.94, "ts": "2026-06-25T14:53:54", "prev_close": 227.75, "open": 227.77, "high": 261.0, "low": 221.2, "bid1": 249.89, "ask1": 249.94, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301536:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301536:BREAK_PREV_HIGH", "symbol": "SZSE.301536", "name": "星宸科技", "side": "BUY", "priority": "W75", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 122.7, "exec_low": 122.7, "exec_high": 124.54, "invalid_price": 119.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 126.38, "max_chase_pct": 1.5, "base_exec_high": 124.54, "dynamic_exec_high": null, "entry_zone_low": 120.86, "entry_zone_high": 124.54, "entry_risk_pct": null, "intraday_vwap": 124.2976, "price_vs_vwap_pct": 3.1717, "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": 0.4485, "prev_amount_yi": 0.5238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 128.53, "high": 128.53, "low": 128.43, "close": 128.43, "amount_yi": 0.09 }, { "time": "14:50", "open": 128.31, "high": 128.32, "low": 128.31, "close": 128.32, "amount_yi": 0.0609 }, { "time": "14:51", "open": 128.26, "high": 128.26, "low": 128.24, "close": 128.24, "amount_yi": 0.1336 }, { "time": "14:52", "open": 128.18, "high": 128.18, "low": 128.1, "close": 128.1, "amount_yi": 0.0894 }, { "time": "14:53", "open": 128.23, "high": 128.24, "low": 128.23, "close": 128.24, "amount_yi": 0.0746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 128.24, "ts": "2026-06-25T14:53:54", "prev_close": 121.58, "open": 122.3, "high": 128.84, "low": 120.0, "bid1": 128.2, "ask1": 128.24, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.35, "max_chase_pct": 1.5, "base_exec_high": 38.77, "dynamic_exec_high": null, "entry_zone_low": 37.63, "entry_zone_high": 38.77, "entry_risk_pct": null, "intraday_vwap": 38.4195, "price_vs_vwap_pct": 1.8233, "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": 0.221, "prev_amount_yi": 0.1981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 39.05, "high": 39.09, "low": 39.05, "close": 39.09, "amount_yi": 0.024 }, { "time": "14:50", "open": 39.09, "high": 39.11, "low": 39.09, "close": 39.11, "amount_yi": 0.0542 }, { "time": "14:51", "open": 39.12, "high": 39.13, "low": 39.12, "close": 39.13, "amount_yi": 0.0359 }, { "time": "14:52", "open": 39.14, "high": 39.14, "low": 39.13, "close": 39.13, "amount_yi": 0.042 }, { "time": "14:53", "open": 39.11, "high": 39.12, "low": 39.11, "close": 39.12, "amount_yi": 0.0649 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.12, "ts": "2026-06-25T14:53:54", "prev_close": 38.1, "open": 38.12, "high": 39.86, "low": 37.55, "bid1": 39.12, "ask1": 39.13, "bid_qty1": 52, "ask_qty1": 212 }, "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": "2026-06-25T14:53:59", "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": 76.1824, "price_vs_vwap_pct": 1.047, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.6599, "prev_amount_yi": 3.3862, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 76.98, "high": 76.98, "low": 76.98, "close": 76.98, "amount_yi": 0.5781 }, { "time": "14:50", "open": 76.96, "high": 76.98, "low": 76.96, "close": 76.98, "amount_yi": 0.5973 }, { "time": "14:51", "open": 76.97, "high": 76.98, "low": 76.97, "close": 76.98, "amount_yi": 0.7401 }, { "time": "14:52", "open": 76.98, "high": 76.98, "low": 76.97, "close": 76.97, "amount_yi": 0.8227 }, { "time": "14:53", "open": 76.97, "high": 76.98, "low": 76.97, "close": 76.98, "amount_yi": 0.9217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.98, "ts": "2026-06-25T14:53:56", "prev_close": 76.78, "open": 77.59, "high": 77.7, "low": 74.85, "bid1": 76.97, "ask1": 76.98, "bid_qty1": 501, "ask_qty1": 962 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 105.66, "max_chase_pct": 1.5, "base_exec_high": 104.12, "dynamic_exec_high": null, "entry_zone_low": 101.04, "entry_zone_high": 104.12, "entry_risk_pct": null, "intraday_vwap": 111.8828, "price_vs_vwap_pct": 5.11, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7403, "prev_amount_yi": 0.5916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 117.91, "high": 117.97, "low": 117.91, "close": 117.97, "amount_yi": 0.1503 }, { "time": "14:50", "open": 117.86, "high": 117.86, "low": 117.73, "close": 117.73, "amount_yi": 0.0752 }, { "time": "14:51", "open": 117.56, "high": 117.69, "low": 117.56, "close": 117.69, "amount_yi": 0.1247 }, { "time": "14:52", "open": 117.45, "high": 117.54, "low": 117.45, "close": 117.54, "amount_yi": 0.1833 }, { "time": "14:53", "open": 117.68, "high": 117.68, "low": 117.6, "close": 117.6, "amount_yi": 0.2068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.6, "ts": "2026-06-25T14:53:54", "prev_close": 100.09, "open": 102.0, "high": 119.93, "low": 100.0, "bid1": 117.6, "ask1": 117.64, "bid_qty1": 56, "ask_qty1": 59 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "光刻胶 / 光刻工艺", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 418.22, "max_chase_pct": 1.5, "base_exec_high": 412.13, "dynamic_exec_high": null, "entry_zone_low": 399.95, "entry_zone_high": 412.13, "entry_risk_pct": null, "intraday_vwap": 280.9061, "price_vs_vwap_pct": -0.3439, "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": 0.1163, "prev_amount_yi": 0.137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8489, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 279.78, "high": 279.78, "low": 279.77, "close": 279.77, "amount_yi": 0.0208 }, { "time": "14:50", "open": 279.71, "high": 279.72, "low": 279.71, "close": 279.72, "amount_yi": 0.0109 }, { "time": "14:51", "open": 279.77, "high": 279.94, "low": 279.77, "close": 279.94, "amount_yi": 0.0149 }, { "time": "14:52", "open": 279.98, "high": 280.0, "low": 279.98, "close": 280.0, "amount_yi": 0.0237 }, { "time": "14:53", "open": 279.95, "high": 279.95, "low": 279.94, "close": 279.94, "amount_yi": 0.046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 279.94, "ts": "2026-06-25T14:53:54", "prev_close": 283.96, "open": 284.76, "high": 287.76, "low": 272.0, "bid1": 279.94, "ask1": 279.95, "bid_qty1": 8, "ask_qty1": 26 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "半导体材料 / 靶材", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 317.88, "max_chase_pct": 1.5, "base_exec_high": 313.25, "dynamic_exec_high": null, "entry_zone_low": 303.99, "entry_zone_high": 313.25, "entry_risk_pct": null, "intraday_vwap": 323.8963, "price_vs_vwap_pct": 1.6745, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3949, "prev_amount_yi": 1.0079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.384, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 330.53, "high": 330.62, "low": 330.53, "close": 330.62, "amount_yi": 0.2443 }, { "time": "14:50", "open": 330.63, "high": 330.68, "low": 330.63, "close": 330.68, "amount_yi": 0.1647 }, { "time": "14:51", "open": 330.73, "high": 330.77, "low": 330.73, "close": 330.77, "amount_yi": 0.2778 }, { "time": "14:52", "open": 330.68, "high": 330.68, "low": 329.38, "close": 329.38, "amount_yi": 0.4251 }, { "time": "14:53", "open": 329.45, "high": 329.45, "low": 329.32, "close": 329.32, "amount_yi": 0.283 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 329.32, "ts": "2026-06-25T14:53:54", "prev_close": 304.04, "open": 314.0, "high": 337.7, "low": 304.1, "bid1": 329.3, "ask1": 329.32, "bid_qty1": 13, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.300331:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.300331:BREAK_PREV_HIGH", "symbol": "SZSE.300331", "name": "苏大维格", "side": "BUY", "priority": "W81", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 70.3, "exec_low": 70.3, "exec_high": 71.35, "invalid_price": 68.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.41, "max_chase_pct": 1.5, "base_exec_high": 71.35, "dynamic_exec_high": null, "entry_zone_low": 69.25, "entry_zone_high": 71.35, "entry_risk_pct": null, "intraday_vwap": 71.0279, "price_vs_vwap_pct": 2.9314, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7454, "prev_amount_yi": 0.4431, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 72.64, "high": 72.76, "low": 72.64, "close": 72.76, "amount_yi": 0.1178 }, { "time": "14:50", "open": 73.18, "high": 73.18, "low": 73.1, "close": 73.1, "amount_yi": 0.2513 }, { "time": "14:51", "open": 73.06, "high": 73.15, "low": 73.06, "close": 73.15, "amount_yi": 0.1029 }, { "time": "14:52", "open": 73.14, "high": 73.14, "low": 73.02, "close": 73.02, "amount_yi": 0.1793 }, { "time": "14:53", "open": 73.11, "high": 73.11, "low": 73.11, "close": 73.11, "amount_yi": 0.0941 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.11, "ts": "2026-06-25T14:53:54", "prev_close": 68.82, "open": 68.88, "high": 73.28, "low": 68.13, "bid1": 73.11, "ask1": 73.12, "bid_qty1": 70, "ask_qty1": 10 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 121.86, "max_chase_pct": 1.5, "base_exec_high": 120.08, "dynamic_exec_high": null, "entry_zone_low": 116.54, "entry_zone_high": 120.08, "entry_risk_pct": null, "intraday_vwap": 115.3783, "price_vs_vwap_pct": -1.4546, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3283, "prev_amount_yi": 0.9423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 114.06, "high": 114.06, "low": 113.49, "close": 113.49, "amount_yi": 0.2963 }, { "time": "14:50", "open": 113.44, "high": 113.44, "low": 113.0, "close": 113.0, "amount_yi": 0.3718 }, { "time": "14:51", "open": 112.95, "high": 113.27, "low": 112.95, "close": 113.27, "amount_yi": 0.2537 }, { "time": "14:52", "open": 113.6, "high": 113.6, "low": 113.44, "close": 113.44, "amount_yi": 0.2366 }, { "time": "14:53", "open": 113.5, "high": 113.7, "low": 113.5, "close": 113.7, "amount_yi": 0.1699 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.7, "ts": "2026-06-25T14:53:54", "prev_close": 115.81, "open": 116.0, "high": 120.0, "low": 112.0, "bid1": 113.66, "ask1": 113.7, "bid_qty1": 2, "ask_qty1": 6 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 281.19, "max_chase_pct": 1.5, "base_exec_high": 277.09, "dynamic_exec_high": null, "entry_zone_low": 268.9, "entry_zone_high": 277.09, "entry_risk_pct": null, "intraday_vwap": 258.3987, "price_vs_vwap_pct": -0.5103, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2746, "prev_amount_yi": 1.2725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 257.0, "high": 257.0, "low": 256.81, "close": 256.81, "amount_yi": 0.2102 }, { "time": "14:50", "open": 256.61, "high": 256.61, "low": 256.45, "close": 256.45, "amount_yi": 0.2794 }, { "time": "14:51", "open": 256.56, "high": 256.74, "low": 256.56, "close": 256.74, "amount_yi": 0.2213 }, { "time": "14:52", "open": 256.7, "high": 256.99, "low": 256.7, "close": 256.99, "amount_yi": 0.3234 }, { "time": "14:53", "open": 257.06, "high": 257.08, "low": 257.06, "close": 257.08, "amount_yi": 0.2403 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 257.08, "ts": "2026-06-25T14:53:54", "prev_close": 271.32, "open": 272.13, "high": 277.26, "low": 246.3, "bid1": 257.0, "ask1": 257.08, "bid_qty1": 27, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688262:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688262:BREAK_PREV_HIGH", "symbol": "SHSE.688262", "name": "国芯科技", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 41.7, "exec_low": 41.7, "exec_high": 42.33, "invalid_price": 40.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.95, "max_chase_pct": 1.5, "base_exec_high": 42.33, "dynamic_exec_high": null, "entry_zone_low": 41.07, "entry_zone_high": 42.33, "entry_risk_pct": 4.4187, "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": 0.1991, "prev_amount_yi": 0.2179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 42.29, "high": 42.29, "low": 42.29, "close": 42.29, "amount_yi": 0.0155 }, { "time": "14:50", "open": 42.33, "high": 42.36, "low": 42.33, "close": 42.36, "amount_yi": 0.0787 }, { "time": "14:51", "open": 42.34, "high": 42.34, "low": 42.33, "close": 42.33, "amount_yi": 0.0219 }, { "time": "14:52", "open": 42.31, "high": 42.31, "low": 42.3, "close": 42.3, "amount_yi": 0.0546 }, { "time": "14:53", "open": 42.31, "high": 42.32, "low": 42.31, "close": 42.32, "amount_yi": 0.0284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.65, "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": 42.32, "ts": "2026-06-25T14:53:58", "prev_close": 41.26, "open": 41.7, "high": 42.7, "low": 40.86, "bid1": 42.31, "ask1": 42.32, "bid_qty1": 37, "ask_qty1": 14 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.43, "max_chase_pct": 1.5, "base_exec_high": 10.28, "dynamic_exec_high": null, "entry_zone_low": 9.98, "entry_zone_high": 10.28, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6645, "prev_amount_yi": 0.4931, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3476, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.1504 }, { "time": "14:50", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.0979 }, { "time": "14:51", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.1325 }, { "time": "14:52", "open": 9.94, "high": 9.94, "low": 9.93, "close": 9.93, "amount_yi": 0.1311 }, { "time": "14:53", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.1526 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.94, "ts": "2026-06-25T14:53:56", "prev_close": 10.01, "open": 10.09, "high": 10.16, "low": 9.67, "bid1": 9.93, "ask1": 9.94, "bid_qty1": 415, "ask_qty1": 1433 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 42.41, "max_chase_pct": 1.5, "base_exec_high": 41.79, "dynamic_exec_high": null, "entry_zone_low": 40.55, "entry_zone_high": 41.79, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1763, "prev_amount_yi": 0.0931, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 40.0, "high": 40.01, "low": 40.0, "close": 40.01, "amount_yi": 0.0264 }, { "time": "14:50", "open": 39.99, "high": 40.02, "low": 39.99, "close": 40.02, "amount_yi": 0.0378 }, { "time": "14:51", "open": 40.01, "high": 40.02, "low": 40.01, "close": 40.02, "amount_yi": 0.0359 }, { "time": "14:52", "open": 39.99, "high": 40.01, "low": 39.99, "close": 40.01, "amount_yi": 0.0279 }, { "time": "14:53", "open": 40.01, "high": 40.01, "low": 40.0, "close": 40.0, "amount_yi": 0.0483 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.0, "ts": "2026-06-25T14:53:58", "prev_close": 40.39, "open": 41.0, "high": 41.0, "low": 39.18, "bid1": 40.0, "ask1": 40.01, "bid_qty1": 29, "ask_qty1": 10 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数字芯片设计", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 107.56, "max_chase_pct": 1.5, "base_exec_high": 106.0, "dynamic_exec_high": null, "entry_zone_low": 102.86, "entry_zone_high": 106.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5236, "prev_amount_yi": 0.3539, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 100.89, "high": 100.89, "low": 100.89, "close": 100.89, "amount_yi": 0.1372 }, { "time": "14:50", "open": 100.95, "high": 100.96, "low": 100.95, "close": 100.96, "amount_yi": 0.1011 }, { "time": "14:51", "open": 100.98, "high": 100.98, "low": 100.75, "close": 100.75, "amount_yi": 0.1381 }, { "time": "14:52", "open": 100.7, "high": 100.7, "low": 100.66, "close": 100.66, "amount_yi": 0.0953 }, { "time": "14:53", "open": 100.71, "high": 100.71, "low": 100.71, "close": 100.71, "amount_yi": 0.0519 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.71, "ts": "2026-06-25T14:53:55", "prev_close": 103.41, "open": 103.3, "high": 103.47, "low": 98.88, "bid1": 100.71, "ask1": 100.72, "bid_qty1": 8, "ask_qty1": 3 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 171.89, "max_chase_pct": 1.5, "base_exec_high": 169.38, "dynamic_exec_high": null, "entry_zone_low": 164.38, "entry_zone_high": 169.38, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2735, "prev_amount_yi": 0.3011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9083, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 171.23, "high": 171.23, "low": 171.01, "close": 171.01, "amount_yi": 0.1014 }, { "time": "14:50", "open": 171.09, "high": 171.25, "low": 171.09, "close": 171.25, "amount_yi": 0.0463 }, { "time": "14:51", "open": 171.14, "high": 171.15, "low": 171.14, "close": 171.15, "amount_yi": 0.0296 }, { "time": "14:52", "open": 171.01, "high": 171.01, "low": 170.96, "close": 170.96, "amount_yi": 0.0561 }, { "time": "14:53", "open": 170.95, "high": 171.02, "low": 170.95, "close": 171.02, "amount_yi": 0.0401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.02, "ts": "2026-06-25T14:53:58", "prev_close": 164.88, "open": 169.66, "high": 175.6, "low": 165.02, "bid1": 171.01, "ask1": 171.04, "bid_qty1": 2, "ask_qty1": 10 }, "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": "2026-06-25T14:53:59", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 241.03, "max_chase_pct": 1.5, "base_exec_high": 237.52, "dynamic_exec_high": null, "entry_zone_low": 230.5, "entry_zone_high": 237.52, "entry_risk_pct": null, "intraday_vwap": 234.5209, "price_vs_vwap_pct": -0.6997, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1955, "prev_amount_yi": 0.0877, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 232.34, "high": 232.34, "low": 231.6, "close": 231.6, "amount_yi": 0.0455 }, { "time": "14:50", "open": 232.32, "high": 232.32, "low": 232.32, "close": 232.32, "amount_yi": 0.0216 }, { "time": "14:51", "open": 232.33, "high": 232.33, "low": 232.0, "close": 232.0, "amount_yi": 0.0601 }, { "time": "14:52", "open": 232.28, "high": 232.58, "low": 232.28, "close": 232.58, "amount_yi": 0.0381 }, { "time": "14:53", "open": 232.66, "high": 232.88, "low": 232.66, "close": 232.88, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 232.88, "ts": "2026-06-25T14:53:54", "prev_close": 231.5, "open": 233.5, "high": 239.5, "low": 225.0, "bid1": 232.71, "ask1": 232.89, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.21, "max_chase_pct": 1.5, "base_exec_high": 23.85, "dynamic_exec_high": null, "entry_zone_low": 23.15, "entry_zone_high": 23.85, "entry_risk_pct": null, "intraday_vwap": 23.8789, "price_vs_vwap_pct": 0.6328, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2143, "prev_amount_yi": 0.1236, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 24.14, "high": 24.14, "low": 24.13, "close": 24.13, "amount_yi": 0.0298 }, { "time": "14:50", "open": 24.13, "high": 24.13, "low": 24.11, "close": 24.11, "amount_yi": 0.0329 }, { "time": "14:51", "open": 24.11, "high": 24.11, "low": 24.1, "close": 24.1, "amount_yi": 0.036 }, { "time": "14:52", "open": 24.06, "high": 24.06, "low": 24.01, "close": 24.01, "amount_yi": 0.0503 }, { "time": "14:53", "open": 24.0, "high": 24.03, "low": 24.0, "close": 24.03, "amount_yi": 0.0653 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.03, "ts": "2026-06-25T14:53:58", "prev_close": 23.32, "open": 23.7, "high": 24.7, "low": 23.01, "bid1": 24.0, "ask1": 24.03, "bid_qty1": 162, "ask_qty1": 137 }, "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": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "连接器 / 消费电子", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 151.93, "max_chase_pct": 1.5, "base_exec_high": 149.71, "dynamic_exec_high": null, "entry_zone_low": 145.29, "entry_zone_high": 149.71, "entry_risk_pct": null, "intraday_vwap": 142.7115, "price_vs_vwap_pct": -1.3324, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1599, "prev_amount_yi": 0.1192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 140.83, "high": 140.83, "low": 140.83, "close": 140.83, "amount_yi": 0.0284 }, { "time": "14:50", "open": 140.86, "high": 140.94, "low": 140.86, "close": 140.94, "amount_yi": 0.034 }, { "time": "14:51", "open": 140.84, "high": 140.93, "low": 140.84, "close": 140.93, "amount_yi": 0.0418 }, { "time": "14:52", "open": 140.84, "high": 140.93, "low": 140.84, "close": 140.93, "amount_yi": 0.0309 }, { "time": "14:53", "open": 140.87, "high": 140.87, "low": 140.81, "close": 140.81, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 140.81, "ts": "2026-06-25T14:53:54", "prev_close": 144.25, "open": 144.0, "high": 145.72, "low": 140.51, "bid1": 140.81, "ask1": 140.84, "bid_qty1": 23, "ask_qty1": 10 }, "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": 70.49, "exec_high": 71.55, "invalid_price": 68.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.6, "max_chase_pct": 1.5, "base_exec_high": 71.55, "dynamic_exec_high": null, "entry_zone_low": 69.43, "entry_zone_high": 71.55, "entry_risk_pct": 5.0278, "intraday_vwap": 71.6904, "price_vs_vwap_pct": 0.4179, "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": 0.3029, "prev_amount_yi": 0.3068, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9873, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 72.0, "high": 72.01, "low": 72.0, "close": 72.01, "amount_yi": 0.0346 }, { "time": "14:50", "open": 72.0, "high": 72.01, "low": 72.0, "close": 72.01, "amount_yi": 0.0504 }, { "time": "14:51", "open": 72.01, "high": 72.01, "low": 72.01, "close": 72.01, "amount_yi": 0.067 }, { "time": "14:52", "open": 71.96, "high": 71.97, "low": 71.96, "close": 71.97, "amount_yi": 0.0762 }, { "time": "14:53", "open": 71.99, "high": 71.99, "low": 71.99, "close": 71.99, "amount_yi": 0.0747 } ] }, "suggested_position_pct": 8.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.99, "ts": "2026-06-25T14:53:57", "prev_close": 69.86, "open": 71.64, "high": 72.82, "low": 69.1, "bid1": 71.99, "ask1": 72.0, "bid_qty1": 17, "ask_qty1": 333 }, "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": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.88, "max_chase_pct": 1.5, "base_exec_high": 52.11, "dynamic_exec_high": null, "entry_zone_low": 50.57, "entry_zone_high": 52.11, "entry_risk_pct": null, "intraday_vwap": 51.0331, "price_vs_vwap_pct": -0.6135, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.004, "prev_amount_yi": 1.128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 50.74, "high": 50.74, "low": 50.74, "close": 50.74, "amount_yi": 0.1506 }, { "time": "14:50", "open": 50.76, "high": 50.76, "low": 50.72, "close": 50.72, "amount_yi": 0.2513 }, { "time": "14:51", "open": 50.73, "high": 50.73, "low": 50.72, "close": 50.72, "amount_yi": 0.1628 }, { "time": "14:52", "open": 50.72, "high": 50.72, "low": 50.71, "close": 50.71, "amount_yi": 0.2039 }, { "time": "14:53", "open": 50.73, "high": 50.73, "low": 50.72, "close": 50.72, "amount_yi": 0.2354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.72, "ts": "2026-06-25T14:53:55", "prev_close": 50.73, "open": 50.73, "high": 52.0, "low": 50.3, "bid1": 50.72, "ask1": 50.73, "bid_qty1": 472, "ask_qty1": 51 }, "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": "2026-06-25T14:53:59", "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": 278.8434, "price_vs_vwap_pct": -0.7005, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2493, "prev_amount_yi": 0.8891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 277.38, "high": 277.38, "low": 277.32, "close": 277.32, "amount_yi": 0.1817 }, { "time": "14:50", "open": 277.3, "high": 277.36, "low": 277.3, "close": 277.36, "amount_yi": 0.2901 }, { "time": "14:51", "open": 277.53, "high": 277.53, "low": 277.52, "close": 277.52, "amount_yi": 0.1476 }, { "time": "14:52", "open": 277.36, "high": 277.36, "low": 277.27, "close": 277.27, "amount_yi": 0.3179 }, { "time": "14:53", "open": 277.01, "high": 277.01, "low": 276.89, "close": 276.89, "amount_yi": 0.312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 276.89, "ts": "2026-06-25T14:53:55", "prev_close": 267.98, "open": 267.99, "high": 287.59, "low": 262.0, "bid1": 276.88, "ask1": 276.89, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "被动元件 / MLCC/晶振", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 63.85, "max_chase_pct": 1.5, "base_exec_high": 62.92, "dynamic_exec_high": null, "entry_zone_low": 61.06, "entry_zone_high": 62.92, "entry_risk_pct": null, "intraday_vwap": 66.0709, "price_vs_vwap_pct": 0.9219, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3365, "prev_amount_yi": 0.206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 66.6, "high": 66.61, "low": 66.6, "close": 66.61, "amount_yi": 0.0831 }, { "time": "14:50", "open": 66.83, "high": 66.85, "low": 66.83, "close": 66.85, "amount_yi": 0.0698 }, { "time": "14:51", "open": 66.66, "high": 66.74, "low": 66.66, "close": 66.74, "amount_yi": 0.0559 }, { "time": "14:52", "open": 66.69, "high": 66.69, "low": 66.68, "close": 66.68, "amount_yi": 0.0766 }, { "time": "14:53", "open": 66.68, "high": 66.68, "low": 66.68, "close": 66.68, "amount_yi": 0.0511 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.68, "ts": "2026-06-25T14:53:54", "prev_close": 61.96, "open": 63.0, "high": 68.8, "low": 62.11, "bid1": 66.67, "ask1": 66.68, "bid_qty1": 95, "ask_qty1": 47 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "PCB / 电子铜箔", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.66, "max_chase_pct": 1.5, "base_exec_high": 123.83, "dynamic_exec_high": null, "entry_zone_low": 120.17, "entry_zone_high": 123.83, "entry_risk_pct": null, "intraday_vwap": 127.8903, "price_vs_vwap_pct": 0.7739, "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": 0.2455, "prev_amount_yi": 0.2739, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 128.8, "high": 128.9, "low": 128.8, "close": 128.9, "amount_yi": 0.0432 }, { "time": "14:50", "open": 128.88, "high": 128.88, "low": 128.77, "close": 128.77, "amount_yi": 0.0484 }, { "time": "14:51", "open": 128.79, "high": 128.82, "low": 128.79, "close": 128.82, "amount_yi": 0.0352 }, { "time": "14:52", "open": 128.89, "high": 128.95, "low": 128.89, "close": 128.95, "amount_yi": 0.0351 }, { "time": "14:53", "open": 128.73, "high": 128.88, "low": 128.73, "close": 128.88, "amount_yi": 0.0836 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 128.88, "ts": "2026-06-25T14:53:54", "prev_close": 121.33, "open": 122.89, "high": 132.77, "low": 119.02, "bid1": 128.87, "ask1": 128.88, "bid_qty1": 20, "ask_qty1": 94 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "AI光通信链 / CPO光模块", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 91.96, "max_chase_pct": 1.5, "base_exec_high": 90.62, "dynamic_exec_high": null, "entry_zone_low": 87.94, "entry_zone_high": 90.62, "entry_risk_pct": null, "intraday_vwap": 90.7611, "price_vs_vwap_pct": 0.5056, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6018, "prev_amount_yi": 0.3874, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5534, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 91.45, "high": 91.45, "low": 91.43, "close": 91.43, "amount_yi": 0.1165 }, { "time": "14:50", "open": 91.37, "high": 91.37, "low": 91.27, "close": 91.27, "amount_yi": 0.1277 }, { "time": "14:51", "open": 91.22, "high": 91.22, "low": 91.19, "close": 91.19, "amount_yi": 0.1703 }, { "time": "14:52", "open": 91.11, "high": 91.15, "low": 91.11, "close": 91.15, "amount_yi": 0.1025 }, { "time": "14:53", "open": 91.17, "high": 91.22, "low": 91.17, "close": 91.22, "amount_yi": 0.0848 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.22, "ts": "2026-06-25T14:53:54", "prev_close": 88.25, "open": 87.11, "high": 93.36, "low": 84.9, "bid1": 91.2, "ask1": 91.22, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "射频天线 / 消费电子", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 108.03, "max_chase_pct": 1.5, "base_exec_high": 106.45, "dynamic_exec_high": null, "entry_zone_low": 103.31, "entry_zone_high": 106.45, "entry_risk_pct": null, "intraday_vwap": 109.4452, "price_vs_vwap_pct": 6.6653, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.141, "prev_amount_yi": 2.7358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 116.39, "high": 116.39, "low": 116.33, "close": 116.33, "amount_yi": 0.2923 }, { "time": "14:50", "open": 116.32, "high": 116.45, "low": 116.32, "close": 116.45, "amount_yi": 0.6965 }, { "time": "14:51", "open": 116.45, "high": 116.45, "low": 116.4, "close": 116.4, "amount_yi": 0.4193 }, { "time": "14:52", "open": 116.4, "high": 116.4, "low": 116.36, "close": 116.36, "amount_yi": 0.5916 }, { "time": "14:53", "open": 116.75, "high": 116.75, "low": 116.74, "close": 116.74, "amount_yi": 1.1413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.74, "ts": "2026-06-25T14:53:54", "prev_close": 103.12, "open": 103.0, "high": 117.56, "low": 102.3, "bid1": 116.71, "ask1": 116.74, "bid_qty1": 20, "ask_qty1": 9 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SZSE.301099:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SZSE.301099:BREAK_PREV_HIGH", "symbol": "SZSE.301099", "name": "雅创电子", "side": "BUY", "priority": "W99", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 95.0, "exec_low": 95.0, "exec_high": 96.42, "invalid_price": 92.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 94.7596, "price_vs_vwap_pct": -0.7805, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3725, "prev_amount_yi": 0.26, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 94.19, "high": 94.2, "low": 94.19, "close": 94.2, "amount_yi": 0.0567 }, { "time": "14:50", "open": 94.22, "high": 94.22, "low": 94.21, "close": 94.21, "amount_yi": 0.0723 }, { "time": "14:51", "open": 94.19, "high": 94.19, "low": 94.07, "close": 94.07, "amount_yi": 0.0879 }, { "time": "14:52", "open": 94.04, "high": 94.08, "low": 94.04, "close": 94.08, "amount_yi": 0.0676 }, { "time": "14:53", "open": 94.12, "high": 94.12, "low": 94.02, "close": 94.02, "amount_yi": 0.088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.02, "ts": "2026-06-25T14:53:54", "prev_close": 94.29, "open": 97.5, "high": 98.0, "low": 92.56, "bid1": 93.98, "ask1": 94.02, "bid_qty1": 15, "ask_qty1": 107 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260624:20260625:SHSE.688728:BREAK_PREV_HIGH:BUY", "plan_id": "20260624:SHSE.688728:BREAK_PREV_HIGH", "symbol": "SHSE.688728", "name": "格科微", "side": "BUY", "priority": "W100", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 16.35, "exec_low": 16.35, "exec_high": 16.6, "invalid_price": 15.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-25T14:53:59", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "半导体 / 国产替代", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 16.84, "max_chase_pct": 1.5, "base_exec_high": 16.6, "dynamic_exec_high": null, "entry_zone_low": 16.1, "entry_zone_high": 16.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.133, "prev_amount_yi": 0.1251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0631, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 15.65, "high": 15.65, "low": 15.65, "close": 15.65, "amount_yi": 0.029 }, { "time": "14:50", "open": 15.65, "high": 15.68, "low": 15.65, "close": 15.68, "amount_yi": 0.0309 }, { "time": "14:51", "open": 15.66, "high": 15.66, "low": 15.65, "close": 15.65, "amount_yi": 0.0347 }, { "time": "14:52", "open": 15.63, "high": 15.63, "low": 15.63, "close": 15.63, "amount_yi": 0.0244 }, { "time": "14:53", "open": 15.64, "high": 15.64, "low": 15.63, "close": 15.63, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.63, "ts": "2026-06-25T14:53:57", "prev_close": 15.7, "open": 15.73, "high": 15.8, "low": 15.24, "bid1": 15.63, "ask1": 15.64, "bid_qty1": 549, "ask_qty1": 355 }, "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": "2026-06-25T14:53:59", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "存储芯片 / CIS", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 84.36, "max_chase_pct": 1.5, "base_exec_high": 83.13, "dynamic_exec_high": null, "entry_zone_low": 80.67, "entry_zone_high": 83.13, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3527, "prev_amount_yi": 0.1826, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9315, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 83.71, "high": 83.71, "low": 83.63, "close": 83.63, "amount_yi": 0.0425 }, { "time": "14:50", "open": 83.58, "high": 83.65, "low": 83.58, "close": 83.65, "amount_yi": 0.0751 }, { "time": "14:51", "open": 83.63, "high": 83.67, "low": 83.63, "close": 83.67, "amount_yi": 0.0545 }, { "time": "14:52", "open": 83.53, "high": 83.53, "low": 83.47, "close": 83.47, "amount_yi": 0.0954 }, { "time": "14:53", "open": 83.42, "high": 83.53, "low": 83.42, "close": 83.53, "amount_yi": 0.0852 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.53, "ts": "2026-06-25T14:53:55", "prev_close": 81.4, "open": 85.0, "high": 86.0, "low": 80.26, "bid1": 83.53, "ask1": 83.6, "bid_qty1": 30, "ask_qty1": 12 }, "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": 532196.0, "total_value": 1076689.0, "unrealized_pnl": 85384.0, "unrealized_pnl_pct_of_initial": 8.5384, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 76689.0, "total_pnl_pct": 7.668900000000001 }, "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": "2026-06-25T14:53:59", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.22007562072242 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 113.42, "market_value": 204156.0, "unrealized_pnl": 8783.999999999993, "unrealized_pnl_pct": 4.4960383268841, "updated_at": "2026-06-25T14:53:59", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 18.961464266840284 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.77, "market_value": 78032.0, "unrealized_pnl": 19312.0, "unrealized_pnl_pct": 32.888283378746586, "updated_at": "2026-06-25T14:53:59", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.247403846421761 } ], "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": 48.7617, "price_vs_vwap_pct": 0.017, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7582, "prev_amount_yi": 0.6325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 48.37, "high": 48.65, "low": 48.37, "close": 48.65, "amount_yi": 0.0894 }, { "time": "14:50", "open": 48.76, "high": 48.76, "low": 48.75, "close": 48.75, "amount_yi": 0.133 }, { "time": "14:51", "open": 48.75, "high": 48.75, "low": 48.65, "close": 48.65, "amount_yi": 0.1476 }, { "time": "14:52", "open": 48.76, "high": 48.89, "low": 48.76, "close": 48.89, "amount_yi": 0.2116 }, { "time": "14:53", "open": 48.9, "high": 48.9, "low": 48.77, "close": 48.77, "amount_yi": 0.1766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 78048.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.77, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.72, "quote_ask1": 48.77, "quote_bid_qty1": 187, "quote_ask_qty1": 1, "quote_ts": "2026-06-25T14:53:56" }, { "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated", "rule_id": "profit_protection_day_drop_v1", "tier": "accelerated", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "qty": 1600, "quantity": 1600, "price": 48.34, "amount": 77344.0, "reason": "持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。", "trigger_price": 48.34, "day_return_pct": -8.62, "unrealized_profit_pct": 31.7166, "quantity_before": 3200, "sellable_qty_before": 3200, "id": 2, "plan_date": "20260624", "trade_date": "20260625", "ts": "2026-06-25T10:40:42", "sim_reason": "profit_protection_day_drop_v1", "template_key": "BREAK_PREV_HIGH", "decision": "conditional_plan", "paper_scope": "shadow_watch", "theme": "光刻胶 / 光刻工艺", "exec_low": 53.68, "exec_high": 54.49, "invalid_price": 52.07, "chase_ceiling": 55.29, "max_chase_pct": 1.5, "base_exec_high": 54.49, "entry_zone_low": 52.87, "entry_zone_high": 54.49, "intraday_vwap": 48.7617, "price_vs_vwap_pct": 0.017, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7582, "prev_amount_yi": 0.6325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:49", "open": 48.37, "high": 48.65, "low": 48.37, "close": 48.65, "amount_yi": 0.0894 }, { "time": "14:50", "open": 48.76, "high": 48.76, "low": 48.75, "close": 48.75, "amount_yi": 0.133 }, { "time": "14:51", "open": 48.75, "high": 48.75, "low": 48.65, "close": 48.65, "amount_yi": 0.1476 }, { "time": "14:52", "open": 48.76, "high": 48.89, "low": 48.76, "close": 48.89, "amount_yi": 0.2116 }, { "time": "14:53", "open": 48.9, "high": 48.9, "low": 48.77, "close": 48.77, "amount_yi": 0.1766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.29, "current_position_value": 78048.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "quote_last": 48.77, "quote_prev_close": 52.9, "quote_open": 51.6, "quote_high": 51.95, "quote_low": 47.61, "quote_bid1": 48.72, "quote_ask1": 48.77, "quote_bid_qty1": 187, "quote_ask_qty1": 1, "quote_ts": "2026-06-25T14:53:56" } ], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 115, "active_plan_contracts": 13, "watch_candidate_contracts": 102, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 2, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }