{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260625", "trade_date": "20260626", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "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": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7994, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 4.062499999999991, "last": 23.31, "vwap": 22.921303524925328, "above_vwap": true, "amount": 9126513537.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.180000000000005, "last": 51.59, "vwap": 51.262319854785524, "above_vwap": true, "amount": 3453860315.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4598540145985384, "last": 20.85, "vwap": 21.158009360040506, "above_vwap": false, "amount": 547641960.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.296848657761629, "last": 78.11, "vwap": 78.2639456779459, "above_vwap": false, "amount": 1459769097.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5243227497815361, "last": 172.55, "vwap": 176.66488157657332, "above_vwap": false, "amount": 1302272808.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.2879907842948892, "last": 104.47, "vwap": 106.36387904225084, "above_vwap": false, "amount": 20172228752.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.7377567140600236, "last": 18.66, "vwap": 18.86782448818715, "above_vwap": false, "amount": 406894069.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.9698028450212077, "last": 38.88, "vwap": 39.62461236713589, "above_vwap": false, "amount": 240208957.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.580026455026454, "last": 57.71, "vwap": 59.492734614779266, "above_vwap": false, "amount": 604779343.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.883691042282479, "last": 74.01, "vwap": 75.41459627028804, "above_vwap": false, "amount": 8576494795.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.133171912832923, "last": 39.18, "vwap": 39.906503801527684, "above_vwap": false, "amount": 2189729444.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.187014820042335, "last": 26.87, "vwap": 27.57041046345361, "above_vwap": false, "amount": 360563071.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7994, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 4.062499999999991, "last": 23.31, "vwap": 22.921303524925328, "above_vwap": true, "amount": 9126513537.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.180000000000005, "last": 51.59, "vwap": 51.262319854785524, "above_vwap": true, "amount": 3453860315.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4598540145985384, "last": 20.85, "vwap": 21.158009360040506, "above_vwap": false, "amount": 547641960.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.296848657761629, "last": 78.11, "vwap": 78.2639456779459, "above_vwap": false, "amount": 1459769097.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5243227497815361, "last": 172.55, "vwap": 176.66488157657332, "above_vwap": false, "amount": 1302272808.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.2879907842948892, "last": 104.47, "vwap": 106.36387904225084, "above_vwap": false, "amount": 20172228752.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.7377567140600236, "last": 18.66, "vwap": 18.86782448818715, "above_vwap": false, "amount": 406894069.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.9698028450212077, "last": 38.88, "vwap": 39.62461236713589, "above_vwap": false, "amount": 240208957.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.580026455026454, "last": 57.71, "vwap": 59.492734614779266, "above_vwap": false, "amount": 604779343.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.883691042282479, "last": 74.01, "vwap": 75.41459627028804, "above_vwap": false, "amount": 8576494795.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.133171912832923, "last": 39.18, "vwap": 39.906503801527684, "above_vwap": false, "amount": 2189729444.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.187014820042335, "last": 26.87, "vwap": 27.57041046345361, "above_vwap": false, "amount": 360563071.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "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": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7994, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 4.062499999999991, "last": 23.31, "vwap": 22.921303524925328, "above_vwap": true, "amount": 9126513537.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.180000000000005, "last": 51.59, "vwap": 51.262319854785524, "above_vwap": true, "amount": 3453860315.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4598540145985384, "last": 20.85, "vwap": 21.158009360040506, "above_vwap": false, "amount": 547641960.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.296848657761629, "last": 78.11, "vwap": 78.2639456779459, "above_vwap": false, "amount": 1459769097.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5243227497815361, "last": 172.55, "vwap": 176.66488157657332, "above_vwap": false, "amount": 1302272808.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.2879907842948892, "last": 104.47, "vwap": 106.36387904225084, "above_vwap": false, "amount": 20172228752.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.7377567140600236, "last": 18.66, "vwap": 18.86782448818715, "above_vwap": false, "amount": 406894069.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.9698028450212077, "last": 38.88, "vwap": 39.62461236713589, "above_vwap": false, "amount": 240208957.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.580026455026454, "last": 57.71, "vwap": 59.492734614779266, "above_vwap": false, "amount": 604779343.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.883691042282479, "last": 74.01, "vwap": 75.41459627028804, "above_vwap": false, "amount": 8576494795.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.133171912832923, "last": 39.18, "vwap": 39.906503801527684, "above_vwap": false, "amount": 2189729444.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.187014820042335, "last": 26.87, "vwap": 27.57041046345361, "above_vwap": false, "amount": 360563071.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7994, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 4.062499999999991, "last": 23.31, "vwap": 22.921303524925328, "above_vwap": true, "amount": 9126513537.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.180000000000005, "last": 51.59, "vwap": 51.262319854785524, "above_vwap": true, "amount": 3453860315.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4598540145985384, "last": 20.85, "vwap": 21.158009360040506, "above_vwap": false, "amount": 547641960.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.296848657761629, "last": 78.11, "vwap": 78.2639456779459, "above_vwap": false, "amount": 1459769097.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5243227497815361, "last": 172.55, "vwap": 176.66488157657332, "above_vwap": false, "amount": 1302272808.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.2879907842948892, "last": 104.47, "vwap": 106.36387904225084, "above_vwap": false, "amount": 20172228752.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.7377567140600236, "last": 18.66, "vwap": 18.86782448818715, "above_vwap": false, "amount": 406894069.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.9698028450212077, "last": 38.88, "vwap": 39.62461236713589, "above_vwap": false, "amount": 240208957.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.580026455026454, "last": 57.71, "vwap": 59.492734614779266, "above_vwap": false, "amount": 604779343.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.883691042282479, "last": 74.01, "vwap": 75.41459627028804, "above_vwap": false, "amount": 8576494795.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.133171912832923, "last": 39.18, "vwap": 39.906503801527684, "above_vwap": false, "amount": 2189729444.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.187014820042335, "last": 26.87, "vwap": 27.57041046345361, "above_vwap": false, "amount": 360563071.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:20/20", "quote_stale_lock": false, "generated_at": "2026-06-26T10:48:30", "signals": [ { "event_id": "20260625:20260626:SHSE.688403:BREAK_PREV_HIGH:BUY", "plan_id": "20260625:SHSE.688403:BREAK_PREV_HIGH", "symbol": "SHSE.688403", "name": "汇成股份", "side": "BUY", "priority": "P0", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 43.3, "exec_low": 43.3, "exec_high": 44.6, "invalid_price": 42.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 44.6, "max_chase_pct": 3.0, "base_exec_high": 44.6, "dynamic_exec_high": null, "entry_zone_low": 42.65, "entry_zone_high": 43.95, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2572, "prev_amount_yi": 0.5107, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:46", "open": 39.29, "high": 39.3, "low": 39.29, "close": 39.3, "amount_yi": 0.0717 }, { "time": "10:47", "open": 39.23, "high": 39.23, "low": 39.23, "close": 39.23, "amount_yi": 0.0745 }, { "time": "10:48", "open": 39.17, "high": 39.18, "low": 39.17, "close": 39.18, "amount_yi": 0.111 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.18, "ts": "2026-06-26T10:48:29", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.9, "bid1": 39.17, "ask1": 39.18, "bid_qty1": 46, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.600584:WATCH_CONFIRM:BUY", "plan_id": "20260625:SHSE.600584:WATCH_CONFIRM", "symbol": "SHSE.600584", "name": "长电科技", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 104.17, "exec_low": 104.17, "exec_high": 107.3, "invalid_price": 101.04, "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": "2026-06-26T10:48:30", "sim_reason": "official_entry_wait_intraday_style_confirm", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 107.3, "max_chase_pct": 3.0, "base_exec_high": 107.3, "dynamic_exec_high": null, "entry_zone_low": 102.61, "entry_zone_high": 105.73, "entry_risk_pct": 3.311, "intraday_vwap": 106.3639, "price_vs_vwap_pct": -1.7806, "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": 1.6968, "prev_amount_yi": 2.1477, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:46", "open": 105.08, "high": 105.08, "low": 105.05, "close": 105.05, "amount_yi": 0.6525 }, { "time": "10:47", "open": 104.88, "high": 104.88, "low": 104.88, "close": 104.88, "amount_yi": 0.4015 }, { "time": "10:48", "open": 104.75, "high": 104.75, "low": 104.47, "close": 104.47, "amount_yi": 0.6428 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1080.33, "current_position_value": 251400.0, "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": 104.47, "ts": "2026-06-26T10:48:26", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 103.76, "bid1": 104.47, "ask1": 104.5, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002185:BREAK_PREV_HIGH:BUY", "plan_id": "20260625:SZSE.002185:BREAK_PREV_HIGH", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.65, "exec_low": 22.65, "exec_high": 23.33, "invalid_price": 21.97, "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": "2026-06-26T10:48:30", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 23.33, "max_chase_pct": 3.0, "base_exec_high": 23.33, "dynamic_exec_high": null, "entry_zone_low": 22.31, "entry_zone_high": 22.99, "entry_risk_pct": 5.7486, "intraday_vwap": 22.9213, "price_vs_vwap_pct": 1.6958, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6996, "prev_amount_yi": 0.9692, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7218, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:46", "open": 23.41, "high": 23.41, "low": 23.37, "close": 23.37, "amount_yi": 0.2467 }, { "time": "10:47", "open": 23.37, "high": 23.37, "low": 23.37, "close": 23.37, "amount_yi": 0.1668 }, { "time": "10:48", "open": 23.36, "high": 23.36, "low": 23.31, "close": 23.31, "amount_yi": 0.2861 } ] }, "suggested_position_pct": 12.0, "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": 23.31, "ts": "2026-06-26T10:48:27", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 23.3, "ask1": 23.31, "bid_qty1": 203, "ask_qty1": 191 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002156:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002156:VWAP_RECLAIM", "symbol": "SZSE.002156", "name": "通富微电", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 79.38, "exec_low": 80.57, "exec_high": 81.76, "invalid_price": 77.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 81.76, "max_chase_pct": 3.0, "base_exec_high": 81.76, "dynamic_exec_high": null, "entry_zone_low": 78.19, "entry_zone_high": 80.57, "entry_risk_pct": null, "intraday_vwap": 75.4146, "price_vs_vwap_pct": -1.8625, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7785, "prev_amount_yi": 0.998, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 74.25, "high": 74.25, "low": 74.23, "close": 74.23, "amount_yi": 0.3976 }, { "time": "10:47", "open": 74.2, "high": 74.2, "low": 74.2, "close": 74.2, "amount_yi": 0.1762 }, { "time": "10:48", "open": 74.08, "high": 74.08, "low": 74.01, "close": 74.01, "amount_yi": 0.2047 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.01, "ts": "2026-06-26T10:48:27", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 73.28, "bid1": 74.01, "ask1": 74.06, "bid_qty1": 95, "ask_qty1": 67 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688372:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688372:VWAP_RECLAIM", "symbol": "SHSE.688372", "name": "伟测科技", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 175.6, "exec_low": 178.23, "exec_high": 180.87, "invalid_price": 170.33, "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": "2026-06-26T10:48:30", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 180.87, "max_chase_pct": 3.0, "base_exec_high": 180.87, "dynamic_exec_high": null, "entry_zone_low": 172.97, "entry_zone_high": 178.23, "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": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1283, "prev_amount_yi": 0.1302, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 173.06, "high": 173.06, "low": 172.88, "close": 172.88, "amount_yi": 0.0358 }, { "time": "10:47", "open": 172.69, "high": 172.69, "low": 172.69, "close": 172.69, "amount_yi": 0.0285 }, { "time": "10:48", "open": 172.54, "high": 172.55, "low": 172.54, "close": 172.55, "amount_yi": 0.064 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.55, "ts": "2026-06-26T10:48:29", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 172.55, "ask1": 172.62, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.603005:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.603005:VWAP_RECLAIM", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "P5", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 52.0, "exec_low": 52.78, "exec_high": 53.56, "invalid_price": 50.44, "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": "2026-06-26T10:48:30", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 53.56, "max_chase_pct": 3.0, "base_exec_high": 53.56, "dynamic_exec_high": null, "entry_zone_low": 51.22, "entry_zone_high": 52.78, "entry_risk_pct": null, "intraday_vwap": 51.2623, "price_vs_vwap_pct": 0.6393, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3712, "prev_amount_yi": 0.7557, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 51.94, "high": 51.94, "low": 51.88, "close": 51.88, "amount_yi": 0.1414 }, { "time": "10:47", "open": 51.92, "high": 51.92, "low": 51.92, "close": 51.92, "amount_yi": 0.056 }, { "time": "10:48", "open": 51.91, "high": 51.91, "low": 51.59, "close": 51.59, "amount_yi": 0.1738 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.59, "ts": "2026-06-26T10:48:28", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 51.59, "ask1": 51.6, "bid_qty1": 14, "ask_qty1": 20 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.603399:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.603399:VWAP_RECLAIM", "symbol": "SHSE.603399", "name": "永杉锂业", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.21, "exec_low": 24.57, "exec_high": 24.94, "invalid_price": 23.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 24.94, "max_chase_pct": 3.0, "base_exec_high": 24.94, "dynamic_exec_high": null, "entry_zone_low": 23.85, "entry_zone_high": 24.57, "entry_risk_pct": null, "intraday_vwap": 21.8936, "price_vs_vwap_pct": -5.8629, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1864, "prev_amount_yi": 0.2556, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 20.71, "high": 20.71, "low": 20.71, "close": 20.71, "amount_yi": 0.0427 }, { "time": "10:47", "open": 20.62, "high": 20.62, "low": 20.62, "close": 20.62, "amount_yi": 0.0635 }, { "time": "10:48", "open": 20.63, "high": 20.63, "low": 20.61, "close": 20.61, "amount_yi": 0.0802 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.61, "ts": "2026-06-26T10:48:27", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.6, "bid1": 20.61, "ask1": 20.62, "bid_qty1": 22, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002077:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002077:VWAP_RECLAIM", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "P7", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.2, "exec_low": 19.49, "exec_high": 19.78, "invalid_price": 18.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 19.78, "max_chase_pct": 3.0, "base_exec_high": 19.78, "dynamic_exec_high": null, "entry_zone_low": 18.91, "entry_zone_high": 19.49, "entry_risk_pct": null, "intraday_vwap": 18.8678, "price_vs_vwap_pct": -1.1013, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0847, "prev_amount_yi": 0.0559, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 18.71, "high": 18.71, "low": 18.7, "close": 18.7, "amount_yi": 0.0209 }, { "time": "10:47", "open": 18.68, "high": 18.68, "low": 18.68, "close": 18.68, "amount_yi": 0.0172 }, { "time": "10:48", "open": 18.67, "high": 18.67, "low": 18.66, "close": 18.66, "amount_yi": 0.0466 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.66, "ts": "2026-06-26T10:48:30", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.63, "bid1": 18.65, "ask1": 18.66, "bid_qty1": 1012, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688362:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688362:VWAP_RECLAIM", "symbol": "SHSE.688362", "name": "甬矽电子", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 79.5, "exec_low": 80.69, "exec_high": 81.89, "invalid_price": 77.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 81.89, "max_chase_pct": 3.0, "base_exec_high": 81.89, "dynamic_exec_high": null, "entry_zone_low": 78.31, "entry_zone_high": 80.69, "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": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1555, "prev_amount_yi": 0.2904, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5355, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 78.49, "high": 78.54, "low": 78.49, "close": 78.54, "amount_yi": 0.076 }, { "time": "10:47", "open": 78.54, "high": 78.54, "low": 78.54, "close": 78.54, "amount_yi": 0.0249 }, { "time": "10:48", "open": 78.32, "high": 78.32, "low": 78.11, "close": 78.11, "amount_yi": 0.0546 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.11, "ts": "2026-06-26T10:48:29", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 78.11, "ask1": 78.15, "bid_qty1": 6, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688135:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688135:VWAP_RECLAIM", "symbol": "SHSE.688135", "name": "利扬芯片", "side": "BUY", "priority": "P9", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 41.0, "exec_low": 41.61, "exec_high": 42.23, "invalid_price": 39.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 42.23, "max_chase_pct": 3.0, "base_exec_high": 42.23, "dynamic_exec_high": null, "entry_zone_low": 40.38, "entry_zone_high": 41.61, "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": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1102, "prev_amount_yi": 0.0937, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 39.05, "high": 39.05, "low": 38.97, "close": 38.97, "amount_yi": 0.055 }, { "time": "10:47", "open": 38.94, "high": 38.94, "low": 38.94, "close": 38.94, "amount_yi": 0.0238 }, { "time": "10:48", "open": 38.88, "high": 38.88, "low": 38.88, "close": 38.88, "amount_yi": 0.0314 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.88, "ts": "2026-06-26T10:48:27", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.86, "bid1": 38.86, "ask1": 38.88, "bid_qty1": 453, "ask_qty1": 23 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002192:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002192:VWAP_RECLAIM", "symbol": "SZSE.002192", "name": "融捷股份", "side": "BUY", "priority": "P10", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 98.04, "exec_low": 99.51, "exec_high": 100.98, "invalid_price": 95.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 100.98, "max_chase_pct": 3.0, "base_exec_high": 100.98, "dynamic_exec_high": null, "entry_zone_low": 96.57, "entry_zone_high": 99.51, "entry_risk_pct": null, "intraday_vwap": 88.3447, "price_vs_vwap_pct": -4.6576, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2308, "prev_amount_yi": 0.3097, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7452, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 84.52, "high": 84.52, "low": 84.49, "close": 84.49, "amount_yi": 0.1391 }, { "time": "10:47", "open": 84.41, "high": 84.41, "low": 84.41, "close": 84.41, "amount_yi": 0.0242 }, { "time": "10:48", "open": 84.35, "high": 84.35, "low": 84.23, "close": 84.23, "amount_yi": 0.0675 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.23, "ts": "2026-06-26T10:48:27", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 84.13, "bid1": 84.23, "ask1": 84.24, "bid_qty1": 51, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002240:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002240:VWAP_RECLAIM", "symbol": "SZSE.002240", "name": "盛新锂能", "side": "BUY", "priority": "P11", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 49.5, "exec_low": 50.24, "exec_high": 50.98, "invalid_price": 48.02, "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": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 50.98, "max_chase_pct": 3.0, "base_exec_high": 50.98, "dynamic_exec_high": null, "entry_zone_low": 48.76, "entry_zone_high": 50.24, "entry_risk_pct": null, "intraday_vwap": 44.8725, "price_vs_vwap_pct": -3.5267, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3049, "prev_amount_yi": 0.3083, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.989, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 43.45, "high": 43.45, "low": 43.45, "close": 43.45, "amount_yi": 0.071 }, { "time": "10:47", "open": 43.32, "high": 43.32, "low": 43.32, "close": 43.32, "amount_yi": 0.0651 }, { "time": "10:48", "open": 43.28, "high": 43.29, "low": 43.28, "close": 43.29, "amount_yi": 0.1688 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.29, "ts": "2026-06-26T10:48:27", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 43.25, "bid1": 43.27, "ask1": 43.28, "bid_qty1": 3, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002466:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002466:VWAP_RECLAIM", "symbol": "SZSE.002466", "name": "天齐锂业", "side": "BUY", "priority": "P12", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 67.44, "exec_low": 68.45, "exec_high": 69.46, "invalid_price": 65.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 69.46, "max_chase_pct": 3.0, "base_exec_high": 69.46, "dynamic_exec_high": null, "entry_zone_low": 66.43, "entry_zone_high": 68.45, "entry_risk_pct": null, "intraday_vwap": 62.187, "price_vs_vwap_pct": -3.4364, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3843, "prev_amount_yi": 0.5228, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7351, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:46", "open": 60.26, "high": 60.26, "low": 60.16, "close": 60.16, "amount_yi": 0.1487 }, { "time": "10:47", "open": 60.11, "high": 60.11, "low": 60.11, "close": 60.11, "amount_yi": 0.0556 }, { "time": "10:48", "open": 60.07, "high": 60.07, "low": 60.05, "close": 60.05, "amount_yi": 0.18 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.05, "ts": "2026-06-26T10:48:27", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.94, "bid1": 60.04, "ask1": 60.05, "bid_qty1": 51, "ask_qty1": 44 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688352:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688352:VWAP_RECLAIM", "symbol": "SHSE.688352", "name": "颀中科技", "side": "BUY", "priority": "W0", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.16, "exec_low": 21.48, "exec_high": 21.48, "invalid_price": 20.53, "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": "2026-06-26T10:48:30", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.79, "max_chase_pct": 1.5, "base_exec_high": 21.48, "dynamic_exec_high": null, "entry_zone_low": 20.84, "entry_zone_high": 21.48, "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": 0.113, "prev_amount_yi": 0.0867, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3033, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:44", "open": 21.01, "high": 21.01, "low": 21.0, "close": 21.0, "amount_yi": 0.0244 }, { "time": "10:45", "open": 20.96, "high": 20.96, "low": 20.96, "close": 20.96, "amount_yi": 0.038 }, { "time": "10:46", "open": 20.93, "high": 20.93, "low": 20.9, "close": 20.9, "amount_yi": 0.0123 }, { "time": "10:47", "open": 20.87, "high": 20.87, "low": 20.87, "close": 20.87, "amount_yi": 0.0189 }, { "time": "10:48", "open": 20.86, "high": 20.86, "low": 20.85, "close": 20.85, "amount_yi": 0.0194 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.27, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.85, "ts": "2026-06-26T10:48:28", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 20.84, "ask1": 20.85, "bid_qty1": 6, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002738:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002738:VWAP_RECLAIM", "symbol": "SZSE.002738", "name": "中矿资源", "side": "BUY", "priority": "W1", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 60.25, "exec_low": 61.15, "exec_high": 61.15, "invalid_price": 58.44, "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": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 62.06, "max_chase_pct": 1.5, "base_exec_high": 61.15, "dynamic_exec_high": null, "entry_zone_low": 59.35, "entry_zone_high": 61.15, "entry_risk_pct": null, "intraday_vwap": 57.1585, "price_vs_vwap_pct": -3.5839, "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": 0.3576, "prev_amount_yi": 0.4493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:44", "open": 55.37, "high": 55.43, "low": 55.37, "close": 55.43, "amount_yi": 0.0399 }, { "time": "10:45", "open": 55.41, "high": 55.41, "low": 55.4, "close": 55.4, "amount_yi": 0.0421 }, { "time": "10:46", "open": 55.29, "high": 55.29, "low": 55.25, "close": 55.25, "amount_yi": 0.0573 }, { "time": "10:47", "open": 55.17, "high": 55.17, "low": 55.17, "close": 55.17, "amount_yi": 0.0512 }, { "time": "10:48", "open": 55.15, "high": 55.15, "low": 55.11, "close": 55.11, "amount_yi": 0.1671 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.27, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.11, "ts": "2026-06-26T10:48:27", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 55.1, "bid1": 55.11, "ask1": 55.15, "bid_qty1": 3, "ask_qty1": 285 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002460:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002460:VWAP_RECLAIM", "symbol": "SZSE.002460", "name": "赣锋锂业", "side": "BUY", "priority": "W2", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 72.19, "exec_low": 73.27, "exec_high": 73.27, "invalid_price": 70.02, "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": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 74.36, "max_chase_pct": 1.5, "base_exec_high": 73.27, "dynamic_exec_high": null, "entry_zone_low": 71.11, "entry_zone_high": 73.27, "entry_risk_pct": null, "intraday_vwap": 66.0916, "price_vs_vwap_pct": -2.6957, "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": 0.4414, "prev_amount_yi": 0.7886, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5597, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:44", "open": 64.52, "high": 64.58, "low": 64.52, "close": 64.58, "amount_yi": 0.0924 }, { "time": "10:45", "open": 64.5, "high": 64.5, "low": 64.5, "close": 64.5, "amount_yi": 0.112 }, { "time": "10:46", "open": 64.41, "high": 64.41, "low": 64.31, "close": 64.31, "amount_yi": 0.0733 }, { "time": "10:47", "open": 64.31, "high": 64.31, "low": 64.31, "close": 64.31, "amount_yi": 0.0581 }, { "time": "10:48", "open": 64.28, "high": 64.31, "low": 64.28, "close": 64.31, "amount_yi": 0.1056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.27, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.31, "ts": "2026-06-26T10:48:27", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 64.0, "bid1": 64.31, "ask1": 64.32, "bid_qty1": 39, "ask_qty1": 76 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.000762:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.000762:VWAP_RECLAIM", "symbol": "SZSE.000762", "name": "西藏矿业", "side": "BUY", "priority": "W3", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 30.03, "exec_low": 30.48, "exec_high": 30.48, "invalid_price": 29.13, "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": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.93, "max_chase_pct": 1.5, "base_exec_high": 30.48, "dynamic_exec_high": null, "entry_zone_low": 29.58, "entry_zone_high": 30.48, "entry_risk_pct": null, "intraday_vwap": 27.5704, "price_vs_vwap_pct": -2.5404, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0908, "prev_amount_yi": 0.1201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.756, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:44", "open": 26.93, "high": 26.96, "low": 26.93, "close": 26.96, "amount_yi": 0.0196 }, { "time": "10:45", "open": 26.96, "high": 26.96, "low": 26.92, "close": 26.92, "amount_yi": 0.0144 }, { "time": "10:46", "open": 26.91, "high": 26.91, "low": 26.91, "close": 26.91, "amount_yi": 0.0232 }, { "time": "10:47", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0147 }, { "time": "10:48", "open": 26.86, "high": 26.87, "low": 26.86, "close": 26.87, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.27, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.87, "ts": "2026-06-26T10:48:30", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.85, "bid1": 26.86, "ask1": 26.87, "bid_qty1": 135, "ask_qty1": 36 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002756:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002756:VWAP_RECLAIM", "symbol": "SZSE.002756", "name": "永兴材料", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 64.86, "exec_low": 65.83, "exec_high": 65.83, "invalid_price": 62.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T10:48:30", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "锂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 66.81, "max_chase_pct": 1.5, "base_exec_high": 65.83, "dynamic_exec_high": null, "entry_zone_low": 63.89, "entry_zone_high": 65.83, "entry_risk_pct": null, "intraday_vwap": 59.4927, "price_vs_vwap_pct": -2.9965, "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": 0.2478, "prev_amount_yi": 0.2275, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:44", "open": 57.95, "high": 57.99, "low": 57.95, "close": 57.99, "amount_yi": 0.0125 }, { "time": "10:45", "open": 57.95, "high": 57.95, "low": 57.94, "close": 57.94, "amount_yi": 0.0438 }, { "time": "10:46", "open": 57.9, "high": 57.9, "low": 57.81, "close": 57.81, "amount_yi": 0.156 }, { "time": "10:47", "open": 57.82, "high": 57.82, "low": 57.82, "close": 57.82, "amount_yi": 0.0068 }, { "time": "10:48", "open": 57.76, "high": 57.76, "low": 57.71, "close": 57.71, "amount_yi": 0.0287 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.27, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.71, "ts": "2026-06-26T10:48:27", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.6, "bid1": 57.71, "ask1": 57.74, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 534996.0, "total_value": 1079489.0, "unrealized_pnl": 88183.99999999997, "unrealized_pnl_pct_of_initial": 8.818399999999997, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 79489.0, "total_pnl_pct": 7.948899999999992 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.47, "market_value": 250728.0, "unrealized_pnl": 58008.00000000001, "unrealized_pnl_pct": 30.09962640099626, "updated_at": "2026-06-26T10:48:30", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.226545152382286 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 115.66, "market_value": 208188.0, "unrealized_pnl": 12815.999999999982, "unrealized_pnl_pct": 6.559793624470234, "updated_at": "2026-06-26T10:48:30", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.285791703296653 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.55, "market_value": 76080.0, "unrealized_pnl": 17359.999999999993, "unrealized_pnl_pct": 29.56403269754766, "updated_at": "2026-06-26T10:48:30", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.047779088068522 } ], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "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": 18, "active_plan_contracts": 13, "watch_candidate_contracts": 5, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "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 } }