{ "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,active_mainline_not_confirmed", "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": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.8019, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "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": 2.2767857142857117, "last": 22.91, "vwap": 22.928908471041307, "above_vwap": false, "amount": 9797641820.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.1200000000000099, "last": 50.56, "vwap": 51.24058888802975, "above_vwap": false, "amount": 3777297367.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.14598540145984717, "last": 20.58, "vwap": 21.129726921891653, "above_vwap": false, "amount": 582048776.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.1231640587501257, "last": 103.0, "vwap": 106.09069526625798, "above_vwap": false, "amount": 22100071003.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.3108068744538293, "last": 169.4, "vwap": 176.31977716376747, "above_vwap": false, "amount": 1377096250.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.3227856309168673, "last": 76.09, "vwap": 78.08870961787675, "above_vwap": false, "amount": 1628768839.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.738283307003686, "last": 18.47, "vwap": 18.831295289780705, "above_vwap": false, "amount": 458726587.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -4.666833042176188, "last": 38.2, "vwap": 39.46872567493418, "above_vwap": false, "amount": 278369370.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.292872265349324, "last": 26.84, "vwap": 27.53111013929147, "above_vwap": false, "amount": 380873637.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.406746031746024, "last": 57.21, "vwap": 59.33985086306518, "above_vwap": false, "amount": 652139027.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.709372312983662, "last": 54.83, "vwap": 56.99203907796914, "above_vwap": false, "amount": 1220404728.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.348741954359283, "last": 64.02, "vwap": 65.97179267857238, "above_vwap": false, "amount": 2475802630.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.8019, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "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": 2.2767857142857117, "last": 22.91, "vwap": 22.928908471041307, "above_vwap": false, "amount": 9797641820.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.1200000000000099, "last": 50.56, "vwap": 51.24058888802975, "above_vwap": false, "amount": 3777297367.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.14598540145984717, "last": 20.58, "vwap": 21.129726921891653, "above_vwap": false, "amount": 582048776.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.1231640587501257, "last": 103.0, "vwap": 106.09069526625798, "above_vwap": false, "amount": 22100071003.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.3108068744538293, "last": 169.4, "vwap": 176.31977716376747, "above_vwap": false, "amount": 1377096250.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.3227856309168673, "last": 76.09, "vwap": 78.08870961787675, "above_vwap": false, "amount": 1628768839.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.738283307003686, "last": 18.47, "vwap": 18.831295289780705, "above_vwap": false, "amount": 458726587.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -4.666833042176188, "last": 38.2, "vwap": 39.46872567493418, "above_vwap": false, "amount": 278369370.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.292872265349324, "last": 26.84, "vwap": 27.53111013929147, "above_vwap": false, "amount": 380873637.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.406746031746024, "last": 57.21, "vwap": 59.33985086306518, "above_vwap": false, "amount": 652139027.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.709372312983662, "last": 54.83, "vwap": 56.99203907796914, "above_vwap": false, "amount": 1220404728.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.348741954359283, "last": 64.02, "vwap": 65.97179267857238, "above_vwap": false, "amount": 2475802630.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" } }, "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,active_mainline_not_confirmed", "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": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.8019, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "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": 2.2767857142857117, "last": 22.91, "vwap": 22.928908471041307, "above_vwap": false, "amount": 9797641820.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.1200000000000099, "last": 50.56, "vwap": 51.24058888802975, "above_vwap": false, "amount": 3777297367.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.14598540145984717, "last": 20.58, "vwap": 21.129726921891653, "above_vwap": false, "amount": 582048776.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.1231640587501257, "last": 103.0, "vwap": 106.09069526625798, "above_vwap": false, "amount": 22100071003.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.3108068744538293, "last": 169.4, "vwap": 176.31977716376747, "above_vwap": false, "amount": 1377096250.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.3227856309168673, "last": 76.09, "vwap": 78.08870961787675, "above_vwap": false, "amount": 1628768839.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.738283307003686, "last": 18.47, "vwap": 18.831295289780705, "above_vwap": false, "amount": 458726587.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -4.666833042176188, "last": 38.2, "vwap": 39.46872567493418, "above_vwap": false, "amount": 278369370.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.292872265349324, "last": 26.84, "vwap": 27.53111013929147, "above_vwap": false, "amount": 380873637.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.406746031746024, "last": 57.21, "vwap": 59.33985086306518, "above_vwap": false, "amount": 652139027.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.709372312983662, "last": 54.83, "vwap": 56.99203907796914, "above_vwap": false, "amount": 1220404728.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.348741954359283, "last": 64.02, "vwap": 65.97179267857238, "above_vwap": false, "amount": 2475802630.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.8019, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "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": 2.2767857142857117, "last": 22.91, "vwap": 22.928908471041307, "above_vwap": false, "amount": 9797641820.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.1200000000000099, "last": 50.56, "vwap": 51.24058888802975, "above_vwap": false, "amount": 3777297367.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.14598540145984717, "last": 20.58, "vwap": 21.129726921891653, "above_vwap": false, "amount": 582048776.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.1231640587501257, "last": 103.0, "vwap": 106.09069526625798, "above_vwap": false, "amount": 22100071003.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.3108068744538293, "last": 169.4, "vwap": 176.31977716376747, "above_vwap": false, "amount": 1377096250.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.3227856309168673, "last": 76.09, "vwap": 78.08870961787675, "above_vwap": false, "amount": 1628768839.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.738283307003686, "last": 18.47, "vwap": 18.831295289780705, "above_vwap": false, "amount": 458726587.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -4.666833042176188, "last": 38.2, "vwap": 39.46872567493418, "above_vwap": false, "amount": 278369370.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.292872265349324, "last": 26.84, "vwap": 27.53111013929147, "above_vwap": false, "amount": 380873637.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.406746031746024, "last": 57.21, "vwap": 59.33985086306518, "above_vwap": false, "amount": 652139027.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.709372312983662, "last": 54.83, "vwap": 56.99203907796914, "above_vwap": false, "amount": 1220404728.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.348741954359283, "last": 64.02, "vwap": 65.97179267857238, "above_vwap": false, "amount": 2475802630.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" }, "quote_source": "public_http_tencent:20/20", "quote_stale_lock": false, "generated_at": "2026-06-26T10:58:21", "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": "2026-06-26T10:58:21", "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_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7974, "prev_amount_yi": 0.3848, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0722, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:56", "open": 38.71, "high": 38.71, "low": 38.64, "close": 38.64, "amount_yi": 0.317 }, { "time": "10:57", "open": 38.54, "high": 38.54, "low": 38.48, "close": 38.48, "amount_yi": 0.3708 }, { "time": "10:58", "open": 38.59, "high": 38.59, "low": 38.59, "close": 38.59, "amount_yi": 0.1096 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.59, "ts": "2026-06-26T10:58:20", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 38.51, "ask1": 38.59, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-26T10:58:21", "sim_reason": "waiting_trigger", "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": null, "intraday_vwap": 106.0907, "price_vs_vwap_pct": -2.9133, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 8.021, "prev_amount_yi": 5.9737, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:56", "open": 103.12, "high": 103.12, "low": 102.96, "close": 102.96, "amount_yi": 2.8887 }, { "time": "10:57", "open": 102.66, "high": 102.66, "low": 102.38, "close": 102.38, "amount_yi": 3.3065 }, { "time": "10:58", "open": 103.0, "high": 103.0, "low": 103.0, "close": 103.0, "amount_yi": 1.8258 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 245712.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.0, "ts": "2026-06-26T10:58:21", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 102.2, "bid1": 103.0, "ask1": 103.01, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-26T10:58:21", "sim_reason": "official_entry_blocked_intraday_mainline_break", "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": 4.2284, "intraday_vwap": 22.9289, "price_vs_vwap_pct": -0.0824, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.2028, "prev_amount_yi": 1.647, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:56", "open": 23.06, "high": 23.06, "low": 23.02, "close": 23.02, "amount_yi": 0.5596 }, { "time": "10:57", "open": 22.93, "high": 22.93, "low": 22.81, "close": 22.81, "amount_yi": 1.2124 }, { "time": "10:58", "open": 22.91, "high": 22.91, "low": 22.91, "close": 22.91, "amount_yi": 1.4308 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1071.31, "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": 22.91, "ts": "2026-06-26T10:58:18", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.91, "ask1": 22.94, "bid_qty1": 864, "ask_qty1": 354 }, "previous_state": "OBSERVE", "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": "2026-06-26T10:58:21", "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": 75.1941, "price_vs_vwap_pct": -3.9419, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.2769, "prev_amount_yi": 2.6458, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 72.33, "high": 72.33, "low": 72.31, "close": 72.31, "amount_yi": 1.6955 }, { "time": "10:57", "open": 72.29, "high": 72.29, "low": 72.28, "close": 72.28, "amount_yi": 1.0605 }, { "time": "10:58", "open": 72.23, "high": 72.23, "low": 72.23, "close": 72.23, "amount_yi": 0.5209 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.23, "ts": "2026-06-26T10:58:18", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.18, "bid1": 72.21, "ask1": 72.23, "bid_qty1": 1, "ask_qty1": 8 }, "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": "CANCELLED", "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": "2026-06-26T10:58:21", "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": 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_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2085, "prev_amount_yi": 0.2194, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9503, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 169.73, "high": 169.73, "low": 169.34, "close": 169.34, "amount_yi": 0.0784 }, { "time": "10:57", "open": 169.33, "high": 169.33, "low": 169.3, "close": 169.3, "amount_yi": 0.0651 }, { "time": "10:58", "open": 169.4, "high": 169.4, "low": 169.4, "close": 169.4, "amount_yi": 0.065 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 169.4, "ts": "2026-06-26T10:58:20", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 169.34, "ask1": 169.4, "bid_qty1": 0, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-26T10:58:21", "sim_reason": "waiting_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": 51.2406, "price_vs_vwap_pct": -1.3282, "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": 0.9271, "prev_amount_yi": 1.2164, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 50.95, "high": 50.95, "low": 50.78, "close": 50.78, "amount_yi": 0.2588 }, { "time": "10:57", "open": 50.53, "high": 50.53, "low": 50.51, "close": 50.51, "amount_yi": 0.5186 }, { "time": "10:58", "open": 50.56, "high": 50.56, "low": 50.56, "close": 50.56, "amount_yi": 0.1497 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.56, "ts": "2026-06-26T10:58:19", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 50.54, "ask1": 50.56, "bid_qty1": 5, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-26T10:58:21", "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": 21.8218, "price_vs_vwap_pct": -6.0114, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2272, "prev_amount_yi": 0.1631, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.393, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 20.56, "high": 20.56, "low": 20.54, "close": 20.54, "amount_yi": 0.0507 }, { "time": "10:57", "open": 20.52, "high": 20.52, "low": 20.52, "close": 20.52, "amount_yi": 0.0931 }, { "time": "10:58", "open": 20.51, "high": 20.51, "low": 20.51, "close": 20.51, "amount_yi": 0.0834 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.51, "ts": "2026-06-26T10:58:18", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.5, "bid1": 20.5, "ask1": 20.51, "bid_qty1": 983, "ask_qty1": 672 }, "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": "CANCELLED", "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": "2026-06-26T10:58:21", "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": 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": 18.8313, "price_vs_vwap_pct": -1.9186, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1548, "prev_amount_yi": 0.1424, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 18.48, "high": 18.49, "low": 18.48, "close": 18.49, "amount_yi": 0.0587 }, { "time": "10:57", "open": 18.45, "high": 18.45, "low": 18.44, "close": 18.44, "amount_yi": 0.0431 }, { "time": "10:58", "open": 18.47, "high": 18.47, "low": 18.47, "close": 18.47, "amount_yi": 0.053 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.47, "ts": "2026-06-26T10:58:18", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.46, "ask1": 18.47, "bid_qty1": 1, "ask_qty1": 49 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-26T10:58:21", "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": 81.89, "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": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7316, "prev_amount_yi": 0.3871, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.89, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 76.03, "high": 76.05, "low": 76.03, "close": 76.05, "amount_yi": 0.5012 }, { "time": "10:57", "open": 75.74, "high": 75.74, "low": 75.7, "close": 75.7, "amount_yi": 0.1297 }, { "time": "10:58", "open": 76.09, "high": 76.09, "low": 76.09, "close": 76.09, "amount_yi": 0.1007 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.09, "ts": "2026-06-26T10:58:20", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 75.98, "ask1": 76.09, "bid_qty1": 21, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-26T10:58:21", "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": 0.0856, "prev_amount_yi": 0.1166, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 38.32, "high": 38.32, "low": 38.27, "close": 38.27, "amount_yi": 0.0332 }, { "time": "10:57", "open": 38.17, "high": 38.17, "low": 38.14, "close": 38.14, "amount_yi": 0.0397 }, { "time": "10:58", "open": 38.2, "high": 38.2, "low": 38.2, "close": 38.2, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.2, "ts": "2026-06-26T10:58:18", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.15, "ask1": 38.2, "bid_qty1": 18, "ask_qty1": 196 }, "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": "2026-06-26T10:58:21", "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": 87.9952, "price_vs_vwap_pct": -4.8925, "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": 0.3068, "prev_amount_yi": 0.3447, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.89, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 84.03, "high": 84.08, "low": 84.03, "close": 84.08, "amount_yi": 0.0788 }, { "time": "10:57", "open": 83.87, "high": 83.87, "low": 83.8, "close": 83.8, "amount_yi": 0.1911 }, { "time": "10:58", "open": 83.69, "high": 83.69, "low": 83.69, "close": 83.69, "amount_yi": 0.0369 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.69, "ts": "2026-06-26T10:58:18", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 83.68, "bid1": 83.68, "ask1": 83.69, "bid_qty1": 3, "ask_qty1": 11 }, "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": "2026-06-26T10:58:21", "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": 44.7615, "price_vs_vwap_pct": -3.7342, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3069, "prev_amount_yi": 0.2456, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 43.15, "high": 43.15, "low": 43.12, "close": 43.12, "amount_yi": 0.1202 }, { "time": "10:57", "open": 43.09, "high": 43.09, "low": 43.08, "close": 43.08, "amount_yi": 0.1284 }, { "time": "10:58", "open": 43.09, "high": 43.09, "low": 43.09, "close": 43.09, "amount_yi": 0.0583 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.09, "ts": "2026-06-26T10:58:18", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 43.03, "bid1": 43.08, "ask1": 43.09, "bid_qty1": 43, "ask_qty1": 25 }, "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": "2026-06-26T10:58:21", "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": 62.0209, "price_vs_vwap_pct": -3.1939, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6744, "prev_amount_yi": 0.5627, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:56", "open": 60.22, "high": 60.22, "low": 60.22, "close": 60.22, "amount_yi": 0.207 }, { "time": "10:57", "open": 60.09, "high": 60.09, "low": 60.03, "close": 60.03, "amount_yi": 0.3868 }, { "time": "10:58", "open": 60.04, "high": 60.04, "low": 60.04, "close": 60.04, "amount_yi": 0.0806 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2142.61, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.04, "ts": "2026-06-26T10:58:18", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.94, "bid1": 60.04, "ask1": 60.05, "bid_qty1": 95, "ask_qty1": 13 }, "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": "2026-06-26T10:58:21", "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": 0.1875, "prev_amount_yi": 0.1566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:54", "open": 20.72, "high": 20.73, "low": 20.72, "close": 20.73, "amount_yi": 0.0287 }, { "time": "10:55", "open": 20.71, "high": 20.71, "low": 20.65, "close": 20.65, "amount_yi": 0.0266 }, { "time": "10:56", "open": 20.59, "high": 20.59, "low": 20.57, "close": 20.57, "amount_yi": 0.0894 }, { "time": "10:57", "open": 20.55, "high": 20.55, "low": 20.53, "close": 20.53, "amount_yi": 0.0233 }, { "time": "10:58", "open": 20.58, "high": 20.58, "low": 20.58, "close": 20.58, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.58, "ts": "2026-06-26T10:58:19", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 20.56, "ask1": 20.58, "bid_qty1": 53, "ask_qty1": 46 }, "previous_state": "CANCELLED", "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": "2026-06-26T10:58:21", "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": 56.992, "price_vs_vwap_pct": -3.7935, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5767, "prev_amount_yi": 0.3383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:54", "open": 55.09, "high": 55.09, "low": 55.02, "close": 55.02, "amount_yi": 0.2538 }, { "time": "10:55", "open": 55.0, "high": 55.0, "low": 54.94, "close": 54.94, "amount_yi": 0.0559 }, { "time": "10:56", "open": 54.97, "high": 54.97, "low": 54.97, "close": 54.97, "amount_yi": 0.0437 }, { "time": "10:57", "open": 54.89, "high": 54.89, "low": 54.75, "close": 54.75, "amount_yi": 0.1524 }, { "time": "10:58", "open": 54.83, "high": 54.83, "low": 54.83, "close": 54.83, "amount_yi": 0.0709 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.83, "ts": "2026-06-26T10:58:18", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.7, "bid1": 54.77, "ask1": 54.83, "bid_qty1": 4, "ask_qty1": 40 }, "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": "2026-06-26T10:58:21", "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": 65.9718, "price_vs_vwap_pct": -2.9585, "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": 0.6148, "prev_amount_yi": 0.8766, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:54", "open": 64.2, "high": 64.2, "low": 64.15, "close": 64.15, "amount_yi": 0.1037 }, { "time": "10:55", "open": 64.14, "high": 64.14, "low": 64.09, "close": 64.09, "amount_yi": 0.0983 }, { "time": "10:56", "open": 64.05, "high": 64.06, "low": 64.05, "close": 64.06, "amount_yi": 0.1557 }, { "time": "10:57", "open": 64.03, "high": 64.03, "low": 64.02, "close": 64.02, "amount_yi": 0.1113 }, { "time": "10:58", "open": 64.02, "high": 64.02, "low": 64.02, "close": 64.02, "amount_yi": 0.1458 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.02, "ts": "2026-06-26T10:58:18", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 64.0, "bid1": 64.01, "ask1": 64.02, "bid_qty1": 102, "ask_qty1": 33 }, "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": "2026-06-26T10:58:21", "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": 27.5311, "price_vs_vwap_pct": -2.5103, "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": 0.0861, "prev_amount_yi": 0.117, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:54", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0115 }, { "time": "10:55", "open": 26.83, "high": 26.83, "low": 26.83, "close": 26.83, "amount_yi": 0.0156 }, { "time": "10:56", "open": 26.83, "high": 26.85, "low": 26.83, "close": 26.85, "amount_yi": 0.0263 }, { "time": "10:57", "open": 26.83, "high": 26.83, "low": 26.82, "close": 26.82, "amount_yi": 0.0215 }, { "time": "10:58", "open": 26.84, "high": 26.84, "low": 26.84, "close": 26.84, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.84, "ts": "2026-06-26T10:58:18", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.8, "bid1": 26.83, "ask1": 26.85, "bid_qty1": 4, "ask_qty1": 8 }, "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": "2026-06-26T10:58:21", "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": 59.3399, "price_vs_vwap_pct": -3.5893, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3219, "prev_amount_yi": 0.1518, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:54", "open": 57.51, "high": 57.51, "low": 57.45, "close": 57.45, "amount_yi": 0.0697 }, { "time": "10:55", "open": 57.38, "high": 57.38, "low": 57.37, "close": 57.37, "amount_yi": 0.0614 }, { "time": "10:56", "open": 57.32, "high": 57.32, "low": 57.26, "close": 57.26, "amount_yi": 0.0939 }, { "time": "10:57", "open": 57.24, "high": 57.24, "low": 57.16, "close": 57.16, "amount_yi": 0.058 }, { "time": "10:58", "open": 57.21, "high": 57.21, "low": 57.21, "close": 57.21, "amount_yi": 0.0389 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 857.05, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.21, "ts": "2026-06-26T10:58:18", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.11, "bid1": 57.2, "ask1": 57.23, "bid_qty1": 1, "ask_qty1": 4 }, "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": 528784.0, "total_value": 1073277.0, "unrealized_pnl": 81972.0, "unrealized_pnl_pct_of_initial": 8.1972, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 73277.0, "total_pnl_pct": 7.327700000000004 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 103.0, "market_value": 247200.0, "unrealized_pnl": 54480.00000000001, "unrealized_pnl_pct": 28.268991282689914, "updated_at": "2026-06-26T10:58:21", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.03226473687594 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 114.48, "market_value": 206064.0, "unrealized_pnl": 10691.999999999996, "unrealized_pnl_pct": 5.472636815920406, "updated_at": "2026-06-26T10:58:21", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.19951699328319 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.2, "market_value": 75520.0, "unrealized_pnl": 16800.0, "unrealized_pnl_pct": 28.610354223433234, "updated_at": "2026-06-26T10:58:21", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.036394146152391 } ], "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": "当日主线承接断裂，正式买入关闭，仅保留风控与观察", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察", "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,active_mainline_not_confirmed" } }, "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 } }