{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260625", "trade_date": "20260626", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "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": 2.4553571428571397, "last": 22.95, "vwap": 22.937394733407814, "above_vwap": true, "amount": 10809327549.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.119221411192206, "last": 20.78, "vwap": 21.08988396195266, "above_vwap": false, "amount": 656558183.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.079999999999992, "last": 50.54, "vwap": 51.1866682841556, "above_vwap": false, "amount": 4219434796.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.6484243288808145, "last": 77.61, "vwap": 77.99443731378369, "above_vwap": false, "amount": 1855006672.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5534517914360659, "last": 172.6, "vwap": 175.7787247521738, "above_vwap": false, "amount": 1570439646.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.07679754247864601, "last": 104.25, "vwap": 105.88309517932571, "above_vwap": false, "amount": 24451180814.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.317008952080035, "last": 18.55, "vwap": 18.793534157324217, "above_vwap": false, "amount": 526711347.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.5437983528824546, "last": 38.65, "vwap": 39.305436218475926, "above_vwap": false, "amount": 339794710.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.423728813559315, "last": 39.06, "vwap": 39.742008619624656, "above_vwap": false, "amount": 2698369359.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.522486772486768, "last": 57.14, "vwap": 59.113950671640595, "above_vwap": false, "amount": 738439649.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.033874382498238, "last": 26.63, "vwap": 27.435073887332713, "above_vwap": false, "amount": 440744462.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.3112639724849595, "last": 54.48, "vwap": 56.73573528749698, "above_vwap": false, "amount": 1386241241.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "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": 2.4553571428571397, "last": 22.95, "vwap": 22.937394733407814, "above_vwap": true, "amount": 10809327549.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.119221411192206, "last": 20.78, "vwap": 21.08988396195266, "above_vwap": false, "amount": 656558183.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.079999999999992, "last": 50.54, "vwap": 51.1866682841556, "above_vwap": false, "amount": 4219434796.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.6484243288808145, "last": 77.61, "vwap": 77.99443731378369, "above_vwap": false, "amount": 1855006672.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5534517914360659, "last": 172.6, "vwap": 175.7787247521738, "above_vwap": false, "amount": 1570439646.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.07679754247864601, "last": 104.25, "vwap": 105.88309517932571, "above_vwap": false, "amount": 24451180814.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.317008952080035, "last": 18.55, "vwap": 18.793534157324217, "above_vwap": false, "amount": 526711347.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.5437983528824546, "last": 38.65, "vwap": 39.305436218475926, "above_vwap": false, "amount": 339794710.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.423728813559315, "last": 39.06, "vwap": 39.742008619624656, "above_vwap": false, "amount": 2698369359.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.522486772486768, "last": 57.14, "vwap": 59.113950671640595, "above_vwap": false, "amount": 738439649.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.033874382498238, "last": 26.63, "vwap": 27.435073887332713, "above_vwap": false, "amount": 440744462.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.3112639724849595, "last": 54.48, "vwap": 56.73573528749698, "above_vwap": false, "amount": 1386241241.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "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": 2.4553571428571397, "last": 22.95, "vwap": 22.937394733407814, "above_vwap": true, "amount": 10809327549.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.119221411192206, "last": 20.78, "vwap": 21.08988396195266, "above_vwap": false, "amount": 656558183.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.079999999999992, "last": 50.54, "vwap": 51.1866682841556, "above_vwap": false, "amount": 4219434796.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.6484243288808145, "last": 77.61, "vwap": 77.99443731378369, "above_vwap": false, "amount": 1855006672.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5534517914360659, "last": 172.6, "vwap": 175.7787247521738, "above_vwap": false, "amount": 1570439646.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.07679754247864601, "last": 104.25, "vwap": 105.88309517932571, "above_vwap": false, "amount": 24451180814.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.317008952080035, "last": 18.55, "vwap": 18.793534157324217, "above_vwap": false, "amount": 526711347.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.5437983528824546, "last": 38.65, "vwap": 39.305436218475926, "above_vwap": false, "amount": 339794710.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.423728813559315, "last": 39.06, "vwap": 39.742008619624656, "above_vwap": false, "amount": 2698369359.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.522486772486768, "last": 57.14, "vwap": 59.113950671640595, "above_vwap": false, "amount": 738439649.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.033874382498238, "last": 26.63, "vwap": 27.435073887332713, "above_vwap": false, "amount": 440744462.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.3112639724849595, "last": 54.48, "vwap": 56.73573528749698, "above_vwap": false, "amount": 1386241241.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "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": 2.4553571428571397, "last": 22.95, "vwap": 22.937394733407814, "above_vwap": true, "amount": 10809327549.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.119221411192206, "last": 20.78, "vwap": 21.08988396195266, "above_vwap": false, "amount": 656558183.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.079999999999992, "last": 50.54, "vwap": 51.1866682841556, "above_vwap": false, "amount": 4219434796.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.6484243288808145, "last": 77.61, "vwap": 77.99443731378369, "above_vwap": false, "amount": 1855006672.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.5534517914360659, "last": 172.6, "vwap": 175.7787247521738, "above_vwap": false, "amount": 1570439646.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.07679754247864601, "last": 104.25, "vwap": 105.88309517932571, "above_vwap": false, "amount": 24451180814.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.317008952080035, "last": 18.55, "vwap": 18.793534157324217, "above_vwap": false, "amount": 526711347.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.5437983528824546, "last": 38.65, "vwap": 39.305436218475926, "above_vwap": false, "amount": 339794710.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.423728813559315, "last": 39.06, "vwap": 39.742008619624656, "above_vwap": false, "amount": 2698369359.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.522486772486768, "last": 57.14, "vwap": 59.113950671640595, "above_vwap": false, "amount": 738439649.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.033874382498238, "last": 26.63, "vwap": 27.435073887332713, "above_vwap": false, "amount": 440744462.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.3112639724849595, "last": 54.48, "vwap": 56.73573528749698, "above_vwap": false, "amount": 1386241241.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:20/20", "quote_stale_lock": false, "generated_at": "2026-06-26T11:25:56", "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": "2026-06-26T11:25:56", "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": 0.2671, "prev_amount_yi": 0.2829, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9441, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:23", "open": 39.0, "high": 39.0, "low": 38.99, "close": 38.99, "amount_yi": 0.0993 }, { "time": "11:24", "open": 38.88, "high": 38.88, "low": 38.85, "close": 38.85, "amount_yi": 0.0937 }, { "time": "11:25", "open": 38.89, "high": 39.06, "low": 38.89, "close": 39.06, "amount_yi": 0.0741 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 39.06, "ts": "2026-06-26T11:25:53", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 38.99, "ask1": 39.06, "bid_qty1": 2, "ask_qty1": 195 }, "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": "2026-06-26T11:25:56", "sim_reason": "official_entry_wait_intraday_style_confirm", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 107.3, "max_chase_pct": 3.0, "base_exec_high": 107.3, "dynamic_exec_high": null, "entry_zone_low": 102.61, "entry_zone_high": 105.73, "entry_risk_pct": 3.0791, "intraday_vwap": 105.8831, "price_vs_vwap_pct": -1.5424, "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": 1.2983, "prev_amount_yi": 3.4265, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "11:23", "open": 104.12, "high": 104.12, "low": 103.85, "close": 103.85, "amount_yi": 0.5414 }, { "time": "11:24", "open": 103.69, "high": 103.69, "low": 103.68, "close": 103.68, "amount_yi": 0.4409 }, { "time": "11:25", "open": 103.89, "high": 104.25, "low": 103.89, "close": 104.25, "amount_yi": 0.316 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1077.15, "current_position_value": 249336.0, "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": 104.25, "ts": "2026-06-26T11:25:54", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 102.2, "bid1": 104.24, "ask1": 104.25, "bid_qty1": 10, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-26T11:25:56", "sim_reason": "official_entry_wait_intraday_style_confirm", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 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": 4.2702, "intraday_vwap": 22.9374, "price_vs_vwap_pct": 0.0549, "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": 0.7137, "prev_amount_yi": 0.7216, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "11:23", "open": 22.91, "high": 22.91, "low": 22.87, "close": 22.87, "amount_yi": 0.2208 }, { "time": "11:24", "open": 22.83, "high": 22.84, "low": 22.83, "close": 22.84, "amount_yi": 0.2535 }, { "time": "11:25", "open": 22.87, "high": 22.95, "low": 22.87, "close": 22.95, "amount_yi": 0.2394 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1077.15, "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": 22.95, "ts": "2026-06-26T11:25:54", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.94, "ask1": 22.95, "bid_qty1": 22, "ask_qty1": 158 }, "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": "2026-06-26T11:25:56", "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": 74.9376, "price_vs_vwap_pct": -3.1061, "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": 0.681, "prev_amount_yi": 0.836, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 72.55, "high": 72.61, "low": 72.55, "close": 72.61, "amount_yi": 0.1997 }, { "time": "11:24", "open": 72.4, "high": 72.4, "low": 72.31, "close": 72.31, "amount_yi": 0.2359 }, { "time": "11:25", "open": 72.48, "high": 72.61, "low": 72.48, "close": 72.61, "amount_yi": 0.2454 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 72.61, "ts": "2026-06-26T11:25:54", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 72.61, "ask1": 72.62, "bid_qty1": 20, "ask_qty1": 184 }, "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": "2026-06-26T11:25:56", "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": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1538, "prev_amount_yi": 0.1307, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1767, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 172.65, "high": 172.65, "low": 172.59, "close": 172.59, "amount_yi": 0.0512 }, { "time": "11:24", "open": 171.75, "high": 171.75, "low": 171.56, "close": 171.56, "amount_yi": 0.0729 }, { "time": "11:25", "open": 171.75, "high": 172.6, "low": 171.75, "close": 172.6, "amount_yi": 0.0297 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.6, "ts": "2026-06-26T11:25:53", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 172.58, "ask1": 172.83, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.603005:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.603005:VWAP_RECLAIM", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "P5", "status": "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": "2026-06-26T11:25:56", "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": 51.1867, "price_vs_vwap_pct": -1.2634, "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": 0.3848, "prev_amount_yi": 0.4329, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 50.55, "high": 50.55, "low": 50.33, "close": 50.33, "amount_yi": 0.1362 }, { "time": "11:24", "open": 50.5, "high": 50.51, "low": 50.5, "close": 50.51, "amount_yi": 0.1556 }, { "time": "11:25", "open": 50.5, "high": 50.54, "low": 50.5, "close": 50.54, "amount_yi": 0.093 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 50.54, "ts": "2026-06-26T11:25:52", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 50.5, "ask1": 50.54, "bid_qty1": 57, "ask_qty1": 44 }, "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": "2026-06-26T11:25:56", "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": 21.6959, "price_vs_vwap_pct": -5.6043, "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": 0.1374, "prev_amount_yi": 0.3481, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 20.48, "high": 20.48, "low": 20.48, "close": 20.48, "amount_yi": 0.0512 }, { "time": "11:24", "open": 20.48, "high": 20.48, "low": 20.48, "close": 20.48, "amount_yi": 0.0559 }, { "time": "11:25", "open": 20.48, "high": 20.48, "low": 20.48, "close": 20.48, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 20.48, "ts": "2026-06-26T11:25:54", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 20.48, "ask1": 20.49, "bid_qty1": 1072, "ask_qty1": 31 }, "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": "2026-06-26T11:25:56", "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": 18.7935, "price_vs_vwap_pct": -1.2957, "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": 0.0589, "prev_amount_yi": 0.0377, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 18.5, "high": 18.5, "low": 18.5, "close": 18.5, "amount_yi": 0.0378 }, { "time": "11:24", "open": 18.49, "high": 18.49, "low": 18.48, "close": 18.48, "amount_yi": 0.0092 }, { "time": "11:25", "open": 18.52, "high": 18.55, "low": 18.52, "close": 18.55, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 18.55, "ts": "2026-06-26T11:25:54", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.54, "ask1": 18.55, "bid_qty1": 8, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 79.5, "exec_low": 80.69, "exec_high": 81.89, "invalid_price": 77.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T11:25:56", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 81.89, "max_chase_pct": 3.0, "base_exec_high": 81.89, "dynamic_exec_high": null, "entry_zone_low": 78.31, "entry_zone_high": 80.69, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4504, "prev_amount_yi": 0.3568, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 78.03, "high": 78.03, "low": 77.35, "close": 77.35, "amount_yi": 0.147 }, { "time": "11:24", "open": 77.02, "high": 77.21, "low": 77.02, "close": 77.21, "amount_yi": 0.2329 }, { "time": "11:25", "open": 77.22, "high": 77.61, "low": 77.22, "close": 77.61, "amount_yi": 0.0705 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 77.61, "ts": "2026-06-26T11:25:53", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 77.61, "ask1": 78.0, "bid_qty1": 29, "ask_qty1": 32 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688135:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688135:VWAP_RECLAIM", "symbol": "SHSE.688135", "name": "利扬芯片", "side": "BUY", "priority": "P9", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 41.0, "exec_low": 41.61, "exec_high": 42.23, "invalid_price": 39.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T11:25:56", "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": 0.027, "prev_amount_yi": 0.0457, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 38.71, "high": 38.71, "low": 38.62, "close": 38.62, "amount_yi": 0.0096 }, { "time": "11:24", "open": 38.5, "high": 38.51, "low": 38.5, "close": 38.51, "amount_yi": 0.0069 }, { "time": "11:25", "open": 38.55, "high": 38.65, "low": 38.55, "close": 38.65, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 38.65, "ts": "2026-06-26T11:25:54", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.65, "ask1": 38.7, "bid_qty1": 18, "ask_qty1": 2 }, "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": "2026-06-26T11:25:56", "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": 87.2996, "price_vs_vwap_pct": -5.1771, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7341, "prev_amount_yi": 0.5032, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 82.81, "high": 82.81, "low": 82.76, "close": 82.76, "amount_yi": 0.1946 }, { "time": "11:24", "open": 82.71, "high": 82.74, "low": 82.71, "close": 82.74, "amount_yi": 0.3862 }, { "time": "11:25", "open": 82.73, "high": 82.78, "low": 82.73, "close": 82.78, "amount_yi": 0.1533 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 82.78, "ts": "2026-06-26T11:25:54", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 82.77, "ask1": 82.78, "bid_qty1": 12, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002240:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002240:VWAP_RECLAIM", "symbol": "SZSE.002240", "name": "盛新锂能", "side": "BUY", "priority": "P11", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 49.5, "exec_low": 50.24, "exec_high": 50.98, "invalid_price": 48.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T11:25:56", "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": 44.4766, "price_vs_vwap_pct": -4.0169, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4398, "prev_amount_yi": 0.3324, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 42.85, "high": 42.85, "low": 42.76, "close": 42.76, "amount_yi": 0.1923 }, { "time": "11:24", "open": 42.72, "high": 42.79, "low": 42.72, "close": 42.79, "amount_yi": 0.1656 }, { "time": "11:25", "open": 42.71, "high": 42.71, "low": 42.69, "close": 42.69, "amount_yi": 0.0819 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 42.69, "ts": "2026-06-26T11:25:54", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.67, "bid1": 42.7, "ask1": 42.71, "bid_qty1": 4, "ask_qty1": 145 }, "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": "2026-06-26T11:25:56", "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": 61.7857, "price_vs_vwap_pct": -3.3757, "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": 0.8456, "prev_amount_yi": 0.8982, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:23", "open": 59.86, "high": 59.86, "low": 59.79, "close": 59.79, "amount_yi": 0.3959 }, { "time": "11:24", "open": 59.67, "high": 59.67, "low": 59.57, "close": 59.57, "amount_yi": 0.2054 }, { "time": "11:25", "open": 59.63, "high": 59.7, "low": 59.63, "close": 59.7, "amount_yi": 0.2443 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2154.3, "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": 59.7, "ts": "2026-06-26T11:25:54", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 59.69, "ask1": 59.7, "bid_qty1": 185, "ask_qty1": 9 }, "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": "2026-06-26T11:25:56", "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": 0.102, "prev_amount_yi": 0.0985, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0355, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:21", "open": 20.97, "high": 20.97, "low": 20.9, "close": 20.9, "amount_yi": 0.0222 }, { "time": "11:22", "open": 20.78, "high": 20.84, "low": 20.78, "close": 20.84, "amount_yi": 0.024 }, { "time": "11:23", "open": 20.79, "high": 20.79, "low": 20.76, "close": 20.76, "amount_yi": 0.0267 }, { "time": "11:24", "open": 20.72, "high": 20.72, "low": 20.72, "close": 20.72, "amount_yi": 0.0146 }, { "time": "11:25", "open": 20.74, "high": 20.78, "low": 20.74, "close": 20.78, "amount_yi": 0.0145 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.72, "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": 20.78, "ts": "2026-06-26T11:25:52", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 20.76, "ask1": 20.79, "bid_qty1": 36, "ask_qty1": 2 }, "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": "2026-06-26T11:25:56", "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": 56.7357, "price_vs_vwap_pct": -3.9758, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4532, "prev_amount_yi": 0.2037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2248, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:21", "open": 54.95, "high": 54.95, "low": 54.82, "close": 54.82, "amount_yi": 0.0627 }, { "time": "11:22", "open": 54.7, "high": 54.7, "low": 54.58, "close": 54.58, "amount_yi": 0.0921 }, { "time": "11:23", "open": 54.55, "high": 54.55, "low": 54.47, "close": 54.47, "amount_yi": 0.1907 }, { "time": "11:24", "open": 54.4, "high": 54.46, "low": 54.4, "close": 54.46, "amount_yi": 0.0641 }, { "time": "11:25", "open": 54.55, "high": 54.55, "low": 54.48, "close": 54.48, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.72, "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": 54.48, "ts": "2026-06-26T11:25:54", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.36, "bid1": 54.47, "ask1": 54.48, "bid_qty1": 19, "ask_qty1": 20 }, "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": "2026-06-26T11:25:56", "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": 65.7304, "price_vs_vwap_pct": -3.0281, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8756, "prev_amount_yi": 0.3595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4356, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:21", "open": 64.08, "high": 64.08, "low": 63.94, "close": 63.94, "amount_yi": 0.1415 }, { "time": "11:22", "open": 63.93, "high": 63.93, "low": 63.88, "close": 63.88, "amount_yi": 0.1141 }, { "time": "11:23", "open": 63.82, "high": 63.82, "low": 63.8, "close": 63.8, "amount_yi": 0.1601 }, { "time": "11:24", "open": 63.7, "high": 63.7, "low": 63.7, "close": 63.7, "amount_yi": 0.2557 }, { "time": "11:25", "open": 63.75, "high": 63.75, "low": 63.74, "close": 63.74, "amount_yi": 0.2042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.72, "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": 63.74, "ts": "2026-06-26T11:25:54", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 63.73, "ask1": 63.76, "bid_qty1": 3, "ask_qty1": 5 }, "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": "2026-06-26T11:25:56", "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": 27.4351, "price_vs_vwap_pct": -2.9346, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1635, "prev_amount_yi": 0.0687, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:21", "open": 26.81, "high": 26.81, "low": 26.75, "close": 26.75, "amount_yi": 0.0348 }, { "time": "11:22", "open": 26.74, "high": 26.74, "low": 26.7, "close": 26.7, "amount_yi": 0.0332 }, { "time": "11:23", "open": 26.7, "high": 26.7, "low": 26.69, "close": 26.69, "amount_yi": 0.0253 }, { "time": "11:24", "open": 26.67, "high": 26.69, "low": 26.67, "close": 26.69, "amount_yi": 0.0294 }, { "time": "11:25", "open": 26.64, "high": 26.64, "low": 26.63, "close": 26.63, "amount_yi": 0.0408 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.72, "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": 26.63, "ts": "2026-06-26T11:25:54", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.63, "bid1": 26.63, "ask1": 26.64, "bid_qty1": 98, "ask_qty1": 66 }, "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": "2026-06-26T11:25:56", "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": 59.114, "price_vs_vwap_pct": -3.3393, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1499, "prev_amount_yi": 0.116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2922, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:21", "open": 57.47, "high": 57.47, "low": 57.31, "close": 57.31, "amount_yi": 0.0228 }, { "time": "11:22", "open": 57.34, "high": 57.34, "low": 57.28, "close": 57.28, "amount_yi": 0.0337 }, { "time": "11:23", "open": 57.25, "high": 57.25, "low": 57.2, "close": 57.2, "amount_yi": 0.026 }, { "time": "11:24", "open": 57.15, "high": 57.15, "low": 57.15, "close": 57.15, "amount_yi": 0.0336 }, { "time": "11:25", "open": 57.17, "high": 57.17, "low": 57.14, "close": 57.14, "amount_yi": 0.0338 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.72, "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": 57.14, "ts": "2026-06-26T11:25:54", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.11, "bid1": 57.15, "ask1": 57.19, "bid_qty1": 6, "ask_qty1": 13 }, "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": 534984.0, "total_value": 1079477.0, "unrealized_pnl": 88172.0, "unrealized_pnl_pct_of_initial": 8.8172, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 79477.0, "total_pnl_pct": 7.947700000000002 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.25, "market_value": 250200.0, "unrealized_pnl": 57480.00000000001, "unrealized_pnl_pct": 29.825653798256546, "updated_at": "2026-06-26T11:25:56", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.177890774884506 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 116.0, "market_value": 208800.0, "unrealized_pnl": 13427.999999999989, "unrealized_pnl_pct": 6.873042196425283, "updated_at": "2026-06-26T11:25:56", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.34270021501153 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.49, "market_value": 75984.0, "unrealized_pnl": 17264.0, "unrealized_pnl_pct": 29.400544959128048, "updated_at": "2026-06-26T11:25:56", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.038964239163965 } ], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 18, "active_plan_contracts": 13, "watch_candidate_contracts": 5, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }