{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260625", "trade_date": "20260626", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.688362" ], "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": 2.6785714285714413, "last": 23.0, "vwap": 22.93747590051193, "above_vwap": true, "amount": 10840329098.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.478407469848264, "last": 78.25, "vwap": 77.99513619131176, "above_vwap": true, "amount": 1871155106.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4111922141119226, "last": 20.84, "vwap": 21.089575396707875, "above_vwap": false, "amount": 657297763.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.3199999999999878, "last": 50.66, "vwap": 51.18580662353692, "above_vwap": false, "amount": 4225751756.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7864841246723042, "last": 173.0, "vwap": 175.76952210038365, "above_vwap": false, "amount": 1575718574.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.35518863396371003, "last": 104.54, "vwap": 105.87937384825523, "above_vwap": false, "amount": 24510715056.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.0010531858873026, "last": 18.61, "vwap": 18.793118261191584, "above_vwap": false, "amount": 527778416.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.30427102985167, "above_vwap": false, "amount": 340546904.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.891041162227594, "last": 39.28, "vwap": 39.73961396137971, "above_vwap": false, "amount": 2709499058.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.241402116402105, "last": 57.31, "vwap": 59.108326895450915, "above_vwap": false, "amount": 740627336.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.716302046577281, "last": 26.72, "vwap": 27.429664257762997, "above_vwap": false, "amount": 443704992.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.881341358555458, "last": 54.73, "vwap": 56.73070436913026, "above_vwap": false, "amount": 1389334950.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.688362" ], "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": 2.6785714285714413, "last": 23.0, "vwap": 22.93747590051193, "above_vwap": true, "amount": 10840329098.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.478407469848264, "last": 78.25, "vwap": 77.99513619131176, "above_vwap": true, "amount": 1871155106.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4111922141119226, "last": 20.84, "vwap": 21.089575396707875, "above_vwap": false, "amount": 657297763.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.3199999999999878, "last": 50.66, "vwap": 51.18580662353692, "above_vwap": false, "amount": 4225751756.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7864841246723042, "last": 173.0, "vwap": 175.76952210038365, "above_vwap": false, "amount": 1575718574.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.35518863396371003, "last": 104.54, "vwap": 105.87937384825523, "above_vwap": false, "amount": 24510715056.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.0010531858873026, "last": 18.61, "vwap": 18.793118261191584, "above_vwap": false, "amount": 527778416.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.30427102985167, "above_vwap": false, "amount": 340546904.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.891041162227594, "last": 39.28, "vwap": 39.73961396137971, "above_vwap": false, "amount": 2709499058.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.241402116402105, "last": 57.31, "vwap": 59.108326895450915, "above_vwap": false, "amount": 740627336.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.716302046577281, "last": 26.72, "vwap": 27.429664257762997, "above_vwap": false, "amount": 443704992.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.881341358555458, "last": 54.73, "vwap": 56.73070436913026, "above_vwap": false, "amount": 1389334950.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.688362" ], "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": 2.6785714285714413, "last": 23.0, "vwap": 22.93747590051193, "above_vwap": true, "amount": 10840329098.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.478407469848264, "last": 78.25, "vwap": 77.99513619131176, "above_vwap": true, "amount": 1871155106.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4111922141119226, "last": 20.84, "vwap": 21.089575396707875, "above_vwap": false, "amount": 657297763.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.3199999999999878, "last": 50.66, "vwap": 51.18580662353692, "above_vwap": false, "amount": 4225751756.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7864841246723042, "last": 173.0, "vwap": 175.76952210038365, "above_vwap": false, "amount": 1575718574.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.35518863396371003, "last": 104.54, "vwap": 105.87937384825523, "above_vwap": false, "amount": 24510715056.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.0010531858873026, "last": 18.61, "vwap": 18.793118261191584, "above_vwap": false, "amount": 527778416.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.30427102985167, "above_vwap": false, "amount": 340546904.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.891041162227594, "last": 39.28, "vwap": 39.73961396137971, "above_vwap": false, "amount": 2709499058.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.241402116402105, "last": 57.31, "vwap": 59.108326895450915, "above_vwap": false, "amount": 740627336.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.716302046577281, "last": 26.72, "vwap": 27.429664257762997, "above_vwap": false, "amount": 443704992.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.881341358555458, "last": 54.73, "vwap": 56.73070436913026, "above_vwap": false, "amount": 1389334950.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.688362" ], "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": 2.6785714285714413, "last": 23.0, "vwap": 22.93747590051193, "above_vwap": true, "amount": 10840329098.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.478407469848264, "last": 78.25, "vwap": 77.99513619131176, "above_vwap": true, "amount": 1871155106.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 1.4111922141119226, "last": 20.84, "vwap": 21.089575396707875, "above_vwap": false, "amount": 657297763.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 1.3199999999999878, "last": 50.66, "vwap": 51.18580662353692, "above_vwap": false, "amount": 4225751756.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7864841246723042, "last": 173.0, "vwap": 175.76952210038365, "above_vwap": false, "amount": 1575718574.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.35518863396371003, "last": 104.54, "vwap": 105.87937384825523, "above_vwap": false, "amount": 24510715056.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.0010531858873026, "last": 18.61, "vwap": 18.793118261191584, "above_vwap": false, "amount": 527778416.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.30427102985167, "above_vwap": false, "amount": 340546904.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.891041162227594, "last": 39.28, "vwap": 39.73961396137971, "above_vwap": false, "amount": 2709499058.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.241402116402105, "last": 57.31, "vwap": 59.108326895450915, "above_vwap": false, "amount": 740627336.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.716302046577281, "last": 26.72, "vwap": 27.429664257762997, "above_vwap": false, "amount": 443704992.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.881341358555458, "last": 54.73, "vwap": 56.73070436913026, "above_vwap": false, "amount": 1389334950.0 } ] }, "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": "2026-06-26T11:26:58", "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": "2026-06-26T11:26:58", "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": 0.2791, "prev_amount_yi": 0.3393, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8226, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "11:26", "open": 39.2, "high": 39.28, "low": 39.2, "close": 39.28, "amount_yi": 0.1113 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 39.28, "ts": "2026-06-26T11:26:56", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.28, "ask1": 39.35, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-26T11:26:58", "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": 3.3572, "intraday_vwap": 105.8794, "price_vs_vwap_pct": -1.265, "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": 1.3522, "prev_amount_yi": 2.968, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "11:26", "open": 104.35, "high": 104.54, "low": 104.35, "close": 104.54, "amount_yi": 0.5953 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1080.0, "current_position_value": 250440.0, "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": 104.54, "ts": "2026-06-26T11:26:54", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 102.2, "bid1": 104.51, "ask1": 104.55, "bid_qty1": 10, "ask_qty1": 4 }, "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": "2026-06-26T11:26:58", "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": 4.4783, "intraday_vwap": 22.9375, "price_vs_vwap_pct": 0.2725, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8029, "prev_amount_yi": 0.7232, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1102, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "11:26", "open": 22.97, "high": 23.0, "low": 22.97, "close": 23.0, "amount_yi": 0.31 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1080.0, "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": 23.0, "ts": "2026-06-26T11:26:57", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.99, "ask1": 23.0, "bid_qty1": 386, "ask_qty1": 4604 }, "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": "2026-06-26T11:26:58", "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": 74.9335, "price_vs_vwap_pct": -2.647, "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": 0.6674, "prev_amount_yi": 0.8511, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7842, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 72.7, "high": 72.95, "low": 72.7, "close": 72.95, "amount_yi": 0.1861 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 72.95, "ts": "2026-06-26T11:26:57", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 72.9, "ask1": 72.97, "bid_qty1": 43, "ask_qty1": 4 }, "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": "2026-06-26T11:26:58", "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": 0.1554, "prev_amount_yi": 0.1096, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4179, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 173.3, "high": 173.3, "low": 173.0, "close": 173.0, "amount_yi": 0.0528 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 173.0, "ts": "2026-06-26T11:26:56", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 173.0, "ask1": 173.3, "bid_qty1": 2, "ask_qty1": 17 }, "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": "2026-06-26T11:26:58", "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": 51.1858, "price_vs_vwap_pct": -1.0272, "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": 0.3118, "prev_amount_yi": 0.4417, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 50.64, "high": 50.66, "low": 50.64, "close": 50.66, "amount_yi": 0.0632 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 50.66, "ts": "2026-06-26T11:26:55", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 50.66, "ask1": 50.68, "bid_qty1": 31, "ask_qty1": 18 }, "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": "2026-06-26T11:26:58", "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": 21.6936, "price_vs_vwap_pct": -5.5482, "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": 0.1172, "prev_amount_yi": 0.3779, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 20.49, "high": 20.49, "low": 20.49, "close": 20.49, "amount_yi": 0.031 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 20.49, "ts": "2026-06-26T11:26:54", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 20.49, "ask1": 20.5, "bid_qty1": 5, "ask_qty1": 284 }, "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": "2026-06-26T11:26:58", "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": 18.7931, "price_vs_vwap_pct": -0.9743, "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": 0.0318, "prev_amount_yi": 0.0671, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4739, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 18.59, "high": 18.61, "low": 18.59, "close": 18.61, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 18.61, "ts": "2026-06-26T11:26:57", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.6, "ask1": 18.62, "bid_qty1": 51, "ask_qty1": 31 }, "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": "2026-06-26T11:26:58", "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_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4649, "prev_amount_yi": 0.4545, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 78.0, "high": 78.25, "low": 78.0, "close": 78.25, "amount_yi": 0.1615 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.25, "ts": "2026-06-26T11:26:56", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 78.38, "ask1": 78.39, "bid_qty1": 63, "ask_qty1": 25 }, "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": "2026-06-26T11:26:58", "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": 0.0249, "prev_amount_yi": 0.0326, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7638, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 38.72, "high": 38.84, "low": 38.72, "close": 38.84, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 38.84, "ts": "2026-06-26T11:26:54", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.84, "ask1": 38.87, "bid_qty1": 3, "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": "2026-06-26T11:26:58", "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": 87.2745, "price_vs_vwap_pct": -4.554, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.653, "prev_amount_yi": 0.5932, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 83.2, "high": 83.3, "low": 83.2, "close": 83.3, "amount_yi": 0.1135 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.3, "ts": "2026-06-26T11:26:57", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 83.18, "ask1": 83.3, "bid_qty1": 2, "ask_qty1": 12 }, "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": "2026-06-26T11:26:58", "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": 44.4698, "price_vs_vwap_pct": -3.7999, "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": 0.3193, "prev_amount_yi": 0.4711, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 42.75, "high": 42.78, "low": 42.75, "close": 42.78, "amount_yi": 0.0718 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 42.78, "ts": "2026-06-26T11:26:57", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.67, "bid1": 42.77, "ask1": 42.78, "bid_qty1": 32, "ask_qty1": 14 }, "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": "2026-06-26T11:26:58", "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": 61.7816, "price_vs_vwap_pct": -2.9646, "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": 0.5265, "prev_amount_yi": 1.2329, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 59.85, "high": 59.95, "low": 59.85, "close": 59.95, "amount_yi": 0.0768 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.0, "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": 59.95, "ts": "2026-06-26T11:26:57", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 59.97, "ask1": 59.98, "bid_qty1": 18, "ask_qty1": 76 }, "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": "2026-06-26T11:26:58", "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": 0.0872, "prev_amount_yi": 0.1039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8393, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 20.81, "high": 20.84, "low": 20.81, "close": 20.84, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.0, "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": 20.84, "ts": "2026-06-26T11:26:55", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 20.82, "ask1": 20.83, "bid_qty1": 2, "ask_qty1": 40 }, "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": "2026-06-26T11:26:58", "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": 56.7307, "price_vs_vwap_pct": -3.5267, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4214, "prev_amount_yi": 0.1899, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2191, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 54.56, "high": 54.73, "low": 54.56, "close": 54.73, "amount_yi": 0.0309 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.0, "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": 54.73, "ts": "2026-06-26T11:26:57", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.36, "bid1": 54.69, "ask1": 54.72, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-26T11:26:58", "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": 65.7256, "price_vs_vwap_pct": -2.7928, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8039, "prev_amount_yi": 0.3893, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.065, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 63.78, "high": 63.89, "low": 63.78, "close": 63.89, "amount_yi": 0.0698 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.0, "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": 63.89, "ts": "2026-06-26T11:26:57", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 63.84, "ask1": 63.89, "bid_qty1": 3, "ask_qty1": 4 }, "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": "2026-06-26T11:26:58", "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": 27.4297, "price_vs_vwap_pct": -2.5873, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1583, "prev_amount_yi": 0.0812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 26.68, "high": 26.72, "low": 26.68, "close": 26.72, "amount_yi": 0.0296 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.0, "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": 26.72, "ts": "2026-06-26T11:26:57", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.61, "bid1": 26.71, "ask1": 26.72, "bid_qty1": 10, "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": "2026-06-26T11:26:58", "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": 59.1083, "price_vs_vwap_pct": -3.0424, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.149, "prev_amount_yi": 0.1098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "11:26", "open": 57.3, "high": 57.31, "low": 57.3, "close": 57.31, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.0, "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": 57.31, "ts": "2026-06-26T11:26:54", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.11, "bid1": 57.31, "ask1": 57.32, "bid_qty1": 13, "ask_qty1": 49 }, "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": 536074.0, "total_value": 1080567.0, "unrealized_pnl": 89262.0, "unrealized_pnl_pct_of_initial": 8.9262, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 80567.0, "total_pnl_pct": 8.056700000000006 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.54, "market_value": 250896.00000000003, "unrealized_pnl": 58176.00000000002, "unrealized_pnl_pct": 30.186799501868002, "updated_at": "2026-06-26T11:26:58", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.21892117749293 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 116.13, "market_value": 209034.0, "unrealized_pnl": 13661.99999999998, "unrealized_pnl_pct": 6.992813709231616, "updated_at": "2026-06-26T11:26:58", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.344843956922617 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.59, "market_value": 76144.0, "unrealized_pnl": 17424.0, "unrealized_pnl_pct": 29.673024523160763, "updated_at": "2026-06-26T11:26:58", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.046670868164584 } ], "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 } }