{ "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": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "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": [ "SZSE.002185" ], "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": 3.5267857142857295, "last": 23.19, "vwap": 22.934145316995245, "above_vwap": true, "amount": 10080974197.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.4399999999999977, "last": 51.22, "vwap": 51.234348882967986, "above_vwap": false, "amount": 3882369885.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.778588807785896, "last": 20.71, "vwap": 21.118247031197114, "above_vwap": false, "amount": 598947275.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.23999232024576322, "last": 104.42, "vwap": 106.03596257300451, "above_vwap": false, "amount": 22738224571.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.03495484998543574, "last": 171.71, "vwap": 176.14642180543478, "above_vwap": false, "amount": 1421460758.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -0.012968486577624727, "last": 77.1, "vwap": 78.05946034481411, "above_vwap": false, "amount": 1667556228.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.819547872130862, "above_vwap": false, "amount": 477681528.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.6186673321687124, "last": 38.62, "vwap": 39.406807816303626, "above_vwap": false, "amount": 295462945.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.842615012106533, "last": 39.3, "vwap": 39.793248521657446, "above_vwap": false, "amount": 2456569504.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.918314703353399, "last": 55.29, "vwap": 56.929880694143165, "above_vwap": false, "amount": 1259744400.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.940014114326042, "last": 26.94, "vwap": 27.512855309660043, "above_vwap": false, "amount": 392355327.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 59.27112079406034, "above_vwap": false, "amount": 675370713.0 } ] }, "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": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "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": [ "SZSE.002185" ], "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": 3.5267857142857295, "last": 23.19, "vwap": 22.934145316995245, "above_vwap": true, "amount": 10080974197.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.4399999999999977, "last": 51.22, "vwap": 51.234348882967986, "above_vwap": false, "amount": 3882369885.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.778588807785896, "last": 20.71, "vwap": 21.118247031197114, "above_vwap": false, "amount": 598947275.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.23999232024576322, "last": 104.42, "vwap": 106.03596257300451, "above_vwap": false, "amount": 22738224571.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.03495484998543574, "last": 171.71, "vwap": 176.14642180543478, "above_vwap": false, "amount": 1421460758.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -0.012968486577624727, "last": 77.1, "vwap": 78.05946034481411, "above_vwap": false, "amount": 1667556228.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.819547872130862, "above_vwap": false, "amount": 477681528.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.6186673321687124, "last": 38.62, "vwap": 39.406807816303626, "above_vwap": false, "amount": 295462945.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.842615012106533, "last": 39.3, "vwap": 39.793248521657446, "above_vwap": false, "amount": 2456569504.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.918314703353399, "last": 55.29, "vwap": 56.929880694143165, "above_vwap": false, "amount": 1259744400.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.940014114326042, "last": 26.94, "vwap": 27.512855309660043, "above_vwap": false, "amount": 392355327.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 59.27112079406034, "above_vwap": false, "amount": 675370713.0 } ] }, "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": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "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": [ "SZSE.002185" ], "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": 3.5267857142857295, "last": 23.19, "vwap": 22.934145316995245, "above_vwap": true, "amount": 10080974197.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.4399999999999977, "last": 51.22, "vwap": 51.234348882967986, "above_vwap": false, "amount": 3882369885.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.778588807785896, "last": 20.71, "vwap": 21.118247031197114, "above_vwap": false, "amount": 598947275.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.23999232024576322, "last": 104.42, "vwap": 106.03596257300451, "above_vwap": false, "amount": 22738224571.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.03495484998543574, "last": 171.71, "vwap": 176.14642180543478, "above_vwap": false, "amount": 1421460758.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -0.012968486577624727, "last": 77.1, "vwap": 78.05946034481411, "above_vwap": false, "amount": 1667556228.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.819547872130862, "above_vwap": false, "amount": 477681528.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.6186673321687124, "last": 38.62, "vwap": 39.406807816303626, "above_vwap": false, "amount": 295462945.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.842615012106533, "last": 39.3, "vwap": 39.793248521657446, "above_vwap": false, "amount": 2456569504.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.918314703353399, "last": 55.29, "vwap": 56.929880694143165, "above_vwap": false, "amount": 1259744400.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.940014114326042, "last": 26.94, "vwap": 27.512855309660043, "above_vwap": false, "amount": 392355327.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 59.27112079406034, "above_vwap": false, "amount": 675370713.0 } ] }, "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": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "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": [ "SZSE.002185" ], "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": 3.5267857142857295, "last": 23.19, "vwap": 22.934145316995245, "above_vwap": true, "amount": 10080974197.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.4399999999999977, "last": 51.22, "vwap": 51.234348882967986, "above_vwap": false, "amount": 3882369885.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 0.778588807785896, "last": 20.71, "vwap": 21.118247031197114, "above_vwap": false, "amount": 598947275.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.23999232024576322, "last": 104.42, "vwap": 106.03596257300451, "above_vwap": false, "amount": 22738224571.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.03495484998543574, "last": 171.71, "vwap": 176.14642180543478, "above_vwap": false, "amount": 1421460758.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -0.012968486577624727, "last": 77.1, "vwap": 78.05946034481411, "above_vwap": false, "amount": 1667556228.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.819547872130862, "above_vwap": false, "amount": 477681528.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.6186673321687124, "last": 38.62, "vwap": 39.406807816303626, "above_vwap": false, "amount": 295462945.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.842615012106533, "last": 39.3, "vwap": 39.793248521657446, "above_vwap": false, "amount": 2456569504.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.918314703353399, "last": 55.29, "vwap": 56.929880694143165, "above_vwap": false, "amount": 1259744400.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.940014114326042, "last": 26.94, "vwap": 27.512855309660043, "above_vwap": false, "amount": 392355327.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 59.27112079406034, "above_vwap": false, "amount": 675370713.0 } ] }, "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": "2026-06-26T11:03:04", "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": "2026-06-26T11:03:04", "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": 0.2801, "prev_amount_yi": 0.5156, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:01", "open": 39.07, "high": 39.07, "low": 39.07, "close": 39.07, "amount_yi": 0.0879 }, { "time": "11:02", "open": 39.25, "high": 39.25, "low": 39.25, "close": 39.25, "amount_yi": 0.1295 }, { "time": "11:03", "open": 39.3, "high": 39.3, "low": 39.3, "close": 39.3, "amount_yi": 0.0627 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.3, "ts": "2026-06-26T11:03:02", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.28, "ask1": 39.3, "bid_qty1": 334, "ask_qty1": 64 }, "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": "2026-06-26T11:03:04", "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": 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": 3.2462, "intraday_vwap": 106.036, "price_vs_vwap_pct": -1.524, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.423, "prev_amount_yi": 5.7843, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4189, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "11:01", "open": 104.2, "high": 104.2, "low": 104.2, "close": 104.2, "amount_yi": 0.6599 }, { "time": "11:02", "open": 104.28, "high": 104.44, "low": 104.28, "close": 104.44, "amount_yi": 1.0292 }, { "time": "11:03", "open": 104.42, "high": 104.42, "low": 104.42, "close": 104.42, "amount_yi": 0.7339 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1080.04, "current_position_value": 250656.0, "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": 104.42, "ts": "2026-06-26T11:03:02", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 102.2, "bid1": 104.42, "ask1": 104.43, "bid_qty1": 1, "ask_qty1": 122 }, "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": "2026-06-26T11:03:04", "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": 5.2609, "intraday_vwap": 22.9341, "price_vs_vwap_pct": 1.1158, "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": 0.9746, "prev_amount_yi": 3.2897, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:01", "open": 23.17, "high": 23.17, "low": 23.17, "close": 23.17, "amount_yi": 0.316 }, { "time": "11:02", "open": 23.2, "high": 23.26, "low": 23.2, "close": 23.26, "amount_yi": 0.3964 }, { "time": "11:03", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.2622 } ] }, "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": 23.19, "ts": "2026-06-26T11:03:00", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 23.18, "ask1": 23.19, "bid_qty1": 691, "ask_qty1": 23 }, "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": "2026-06-26T11:03:04", "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": 75.1332, "price_vs_vwap_pct": -2.3201, "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": 1.219, "prev_amount_yi": 1.8613, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 73.16, "high": 73.16, "low": 73.16, "close": 73.16, "amount_yi": 0.5619 }, { "time": "11:02", "open": 73.2, "high": 73.37, "low": 73.2, "close": 73.37, "amount_yi": 0.3537 }, { "time": "11:03", "open": 73.39, "high": 73.39, "low": 73.39, "close": 73.39, "amount_yi": 0.3034 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.39, "ts": "2026-06-26T11:03:00", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.18, "bid1": 73.39, "ask1": 73.4, "bid_qty1": 1, "ask_qty1": 7 }, "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": "2026-06-26T11:03:04", "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": 0.1419, "prev_amount_yi": 0.3667, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 171.0, "high": 171.0, "low": 171.0, "close": 171.0, "amount_yi": 0.0459 }, { "time": "11:02", "open": 171.05, "high": 172.04, "low": 171.05, "close": 172.04, "amount_yi": 0.0637 }, { "time": "11:03", "open": 171.71, "high": 171.71, "low": 171.71, "close": 171.71, "amount_yi": 0.0323 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.71, "ts": "2026-06-26T11:03:02", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 171.55, "ask1": 171.71, "bid_qty1": 2, "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": "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": "2026-06-26T11:03:04", "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": 51.2343, "price_vs_vwap_pct": -0.0279, "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": 0.3264, "prev_amount_yi": 0.8741, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 51.04, "high": 51.04, "low": 51.04, "close": 51.04, "amount_yi": 0.1161 }, { "time": "11:02", "open": 51.07, "high": 51.18, "low": 51.07, "close": 51.18, "amount_yi": 0.0857 }, { "time": "11:03", "open": 51.22, "high": 51.22, "low": 51.22, "close": 51.22, "amount_yi": 0.1246 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.22, "ts": "2026-06-26T11:03:01", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 51.22, "ask1": 51.24, "bid_qty1": 309, "ask_qty1": 6 }, "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": "2026-06-26T11:03:04", "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": 21.7889, "price_vs_vwap_pct": -4.8598, "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": 0.1666, "prev_amount_yi": 0.3308, "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": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 20.71, "high": 20.71, "low": 20.71, "close": 20.71, "amount_yi": 0.0743 }, { "time": "11:02", "open": 20.74, "high": 20.76, "low": 20.74, "close": 20.76, "amount_yi": 0.052 }, { "time": "11:03", "open": 20.73, "high": 20.73, "low": 20.73, "close": 20.73, "amount_yi": 0.0403 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.73, "ts": "2026-06-26T11:03:00", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.48, "bid1": 20.73, "ask1": 20.74, "bid_qty1": 28, "ask_qty1": 10 }, "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": "2026-06-26T11:03:04", "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": 18.8195, "price_vs_vwap_pct": -1.2195, "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": 0.0791, "prev_amount_yi": 0.1635, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4838, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 18.53, "high": 18.53, "low": 18.53, "close": 18.53, "amount_yi": 0.0182 }, { "time": "11:02", "open": 18.58, "high": 18.59, "low": 18.58, "close": 18.59, "amount_yi": 0.0295 }, { "time": "11:03", "open": 18.59, "high": 18.59, "low": 18.59, "close": 18.59, "amount_yi": 0.0314 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.59, "ts": "2026-06-26T11:03:00", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.58, "ask1": 18.59, "bid_qty1": 6, "ask_qty1": 18 }, "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": "2026-06-26T11:03:04", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1853, "prev_amount_yi": 0.3031, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 76.81, "high": 76.81, "low": 76.81, "close": 76.81, "amount_yi": 0.0494 }, { "time": "11:02", "open": 77.0, "high": 77.16, "low": 77.0, "close": 77.16, "amount_yi": 0.0634 }, { "time": "11:03", "open": 77.1, "high": 77.1, "low": 77.1, "close": 77.1, "amount_yi": 0.0725 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.1, "ts": "2026-06-26T11:03:02", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 77.0, "ask1": 77.13, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-26T11:03:04", "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": 0.0382, "prev_amount_yi": 0.1454, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 38.54, "high": 38.54, "low": 38.54, "close": 38.54, "amount_yi": 0.0122 }, { "time": "11:02", "open": 38.59, "high": 38.66, "low": 38.59, "close": 38.66, "amount_yi": 0.0175 }, { "time": "11:03", "open": 38.62, "high": 38.62, "low": 38.62, "close": 38.62, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.62, "ts": "2026-06-26T11:03:00", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.59, "ask1": 38.65, "bid_qty1": 8, "ask_qty1": 17 }, "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": "2026-06-26T11:03:04", "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": 87.8964, "price_vs_vwap_pct": -3.6934, "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": 0.2214, "prev_amount_yi": 0.2661, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 84.6, "high": 84.6, "low": 84.6, "close": 84.6, "amount_yi": 0.0571 }, { "time": "11:02", "open": 84.71, "high": 84.71, "low": 84.4, "close": 84.4, "amount_yi": 0.1412 }, { "time": "11:03", "open": 84.65, "high": 84.65, "low": 84.65, "close": 84.65, "amount_yi": 0.0231 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.65, "ts": "2026-06-26T11:03:00", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 83.67, "bid1": 84.54, "ask1": 84.65, "bid_qty1": 20, "ask_qty1": 10 }, "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": "2026-06-26T11:03:04", "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": 44.7079, "price_vs_vwap_pct": -2.8136, "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": 0.2664, "prev_amount_yi": 0.4089, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 43.48, "high": 43.48, "low": 43.48, "close": 43.48, "amount_yi": 0.0968 }, { "time": "11:02", "open": 43.6, "high": 43.6, "low": 43.4, "close": 43.4, "amount_yi": 0.1489 }, { "time": "11:03", "open": 43.45, "high": 43.45, "low": 43.45, "close": 43.45, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.45, "ts": "2026-06-26T11:03:00", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 43.03, "bid1": 43.44, "ask1": 43.46, "bid_qty1": 65, "ask_qty1": 144 }, "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": "2026-06-26T11:03:04", "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": 61.9752, "price_vs_vwap_pct": -2.461, "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": 0.3934, "prev_amount_yi": 0.585, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 60.55, "high": 60.55, "low": 60.55, "close": 60.55, "amount_yi": 0.1223 }, { "time": "11:02", "open": 60.6, "high": 60.6, "low": 60.35, "close": 60.35, "amount_yi": 0.2262 }, { "time": "11:03", "open": 60.45, "high": 60.45, "low": 60.45, "close": 60.45, "amount_yi": 0.0449 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.45, "ts": "2026-06-26T11:03:00", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.94, "bid1": 60.45, "ask1": 60.46, "bid_qty1": 133, "ask_qty1": 63 }, "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": "2026-06-26T11:03:04", "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": 0.1578, "prev_amount_yi": 0.1987, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7942, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:59", "open": 20.72, "high": 20.75, "low": 20.72, "close": 20.75, "amount_yi": 0.044 }, { "time": "11:00", "open": 20.76, "high": 20.78, "low": 20.76, "close": 20.78, "amount_yi": 0.0643 }, { "time": "11:01", "open": 20.72, "high": 20.72, "low": 20.72, "close": 20.72, "amount_yi": 0.0192 }, { "time": "11:02", "open": 20.73, "high": 20.73, "low": 20.72, "close": 20.72, "amount_yi": 0.0213 }, { "time": "11:03", "open": 20.71, "high": 20.71, "low": 20.71, "close": 20.71, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.03, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.71, "ts": "2026-06-26T11:03:01", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 20.7, "ask1": 20.71, "bid_qty1": 90, "ask_qty1": 20 }, "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": "2026-06-26T11:03:04", "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": 56.9299, "price_vs_vwap_pct": -2.8806, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.311, "prev_amount_yi": 0.659, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:59", "open": 54.96, "high": 55.03, "low": 54.96, "close": 55.03, "amount_yi": 0.0863 }, { "time": "11:00", "open": 55.28, "high": 55.28, "low": 55.27, "close": 55.27, "amount_yi": 0.1121 }, { "time": "11:01", "open": 55.28, "high": 55.28, "low": 55.28, "close": 55.28, "amount_yi": 0.0182 }, { "time": "11:02", "open": 55.27, "high": 55.27, "low": 55.18, "close": 55.18, "amount_yi": 0.0803 }, { "time": "11:03", "open": 55.29, "high": 55.29, "low": 55.29, "close": 55.29, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.03, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.29, "ts": "2026-06-26T11:03:00", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.7, "bid1": 55.25, "ask1": 55.29, "bid_qty1": 6, "ask_qty1": 15 }, "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": "2026-06-26T11:03:04", "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": 65.9324, "price_vs_vwap_pct": -2.4304, "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": 0.4956, "prev_amount_yi": 0.7063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:59", "open": 64.21, "high": 64.32, "low": 64.21, "close": 64.32, "amount_yi": 0.099 }, { "time": "11:00", "open": 64.39, "high": 64.49, "low": 64.39, "close": 64.49, "amount_yi": 0.1535 }, { "time": "11:01", "open": 64.36, "high": 64.36, "low": 64.36, "close": 64.36, "amount_yi": 0.0944 }, { "time": "11:02", "open": 64.48, "high": 64.48, "low": 64.3, "close": 64.3, "amount_yi": 0.1093 }, { "time": "11:03", "open": 64.33, "high": 64.33, "low": 64.33, "close": 64.33, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.03, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.33, "ts": "2026-06-26T11:03:00", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 64.0, "bid1": 64.33, "ask1": 64.34, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-26T11:03:04", "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": 27.5129, "price_vs_vwap_pct": -2.0823, "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": 0.103, "prev_amount_yi": 0.0978, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:59", "open": 26.9, "high": 26.9, "low": 26.9, "close": 26.9, "amount_yi": 0.0245 }, { "time": "11:00", "open": 26.95, "high": 26.97, "low": 26.95, "close": 26.97, "amount_yi": 0.0406 }, { "time": "11:01", "open": 26.95, "high": 26.95, "low": 26.95, "close": 26.95, "amount_yi": 0.0082 }, { "time": "11:02", "open": 26.97, "high": 26.97, "low": 26.91, "close": 26.91, "amount_yi": 0.0263 }, { "time": "11:03", "open": 26.94, "high": 26.94, "low": 26.94, "close": 26.94, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.03, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.94, "ts": "2026-06-26T11:03:00", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.8, "bid1": 26.94, "ask1": 26.95, "bid_qty1": 439, "ask_qty1": 14 }, "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": "2026-06-26T11:03:04", "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": 59.2711, "price_vs_vwap_pct": -3.0387, "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": 0.197, "prev_amount_yi": 0.3572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:59", "open": 57.28, "high": 57.31, "low": 57.28, "close": 57.31, "amount_yi": 0.0505 }, { "time": "11:00", "open": 57.45, "high": 57.57, "low": 57.45, "close": 57.57, "amount_yi": 0.0423 }, { "time": "11:01", "open": 57.53, "high": 57.53, "low": 57.53, "close": 57.53, "amount_yi": 0.0305 }, { "time": "11:02", "open": 57.56, "high": 57.56, "low": 57.47, "close": 57.47, "amount_yi": 0.0537 }, { "time": "11:03", "open": 57.47, "high": 57.47, "low": 57.47, "close": 57.47, "amount_yi": 0.02 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.03, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.47, "ts": "2026-06-26T11:03:00", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.11, "bid1": 57.47, "ask1": 57.5, "bid_qty1": 2, "ask_qty1": 3 }, "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": 535662.0, "total_value": 1080155.0, "unrealized_pnl": 88849.99999999999, "unrealized_pnl_pct_of_initial": 8.884999999999998, "realized_pnl": -8694.999999999985, "realized_pnl_pct_of_initial": -0.8694999999999986, "total_pnl": 80155.0, "total_pnl_pct": 8.015499999999998 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.42, "market_value": 250608.0, "unrealized_pnl": 57888.000000000015, "unrealized_pnl_pct": 30.037359900373595, "updated_at": "2026-06-26T11:03:04", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.201114654841206 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 115.27, "market_value": 207486.0, "unrealized_pnl": 12113.999999999982, "unrealized_pnl_pct": 6.200479086051214, "updated_at": "2026-06-26T11:03:04", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.208909832385167 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.48, "market_value": 77568.0, "unrealized_pnl": 18847.99999999999, "unrealized_pnl_pct": 32.09809264305174, "updated_at": "2026-06-26T11:03:04", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.18119158824428 } ], "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 } }