{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260625", "trade_date": "20260626", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7946, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.136253041362514, "last": 21.4, "vwap": 21.103264311591264, "above_vwap": true, "amount": 717333888.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.3214285714285854, "last": 22.92, "vwap": 22.93951466037059, "above_vwap": false, "amount": 11116933831.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.0000000000000018, "last": 51.0, "vwap": 51.17653617315535, "above_vwap": false, "amount": 4336822499.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.5302814161587408, "last": 78.29, "vwap": 77.99493355947934, "above_vwap": true, "amount": 1924472339.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.33598924834403743, "last": 104.52, "vwap": 105.84217239700362, "above_vwap": false, "amount": 25172824893.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -0.029129041654540888, "last": 171.6, "vwap": 175.67165483928096, "above_vwap": false, "amount": 1621819163.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.788300485438555, "above_vwap": false, "amount": 548432370.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.8200648864487254, "last": 38.94, "vwap": 39.289105584351255, "above_vwap": false, "amount": 352874041.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.009920634920628, "last": 57.45, "vwap": 59.03588772556836, "above_vwap": false, "amount": 773057239.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.375302663438253, "last": 39.08, "vwap": 39.7182635959106, "above_vwap": false, "amount": 2797420894.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.892731122088913, "last": 26.67, "vwap": 27.403817399953546, "above_vwap": false, "amount": 460101873.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.070507308684436, "last": 54.62, "vwap": 56.63959531349943, "above_vwap": false, "amount": 1452216568.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7946, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.136253041362514, "last": 21.4, "vwap": 21.103264311591264, "above_vwap": true, "amount": 717333888.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.3214285714285854, "last": 22.92, "vwap": 22.93951466037059, "above_vwap": false, "amount": 11116933831.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.0000000000000018, "last": 51.0, "vwap": 51.17653617315535, "above_vwap": false, "amount": 4336822499.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.5302814161587408, "last": 78.29, "vwap": 77.99493355947934, "above_vwap": true, "amount": 1924472339.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.33598924834403743, "last": 104.52, "vwap": 105.84217239700362, "above_vwap": false, "amount": 25172824893.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -0.029129041654540888, "last": 171.6, "vwap": 175.67165483928096, "above_vwap": false, "amount": 1621819163.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.788300485438555, "above_vwap": false, "amount": 548432370.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.8200648864487254, "last": 38.94, "vwap": 39.289105584351255, "above_vwap": false, "amount": 352874041.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.009920634920628, "last": 57.45, "vwap": 59.03588772556836, "above_vwap": false, "amount": 773057239.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.375302663438253, "last": 39.08, "vwap": 39.7182635959106, "above_vwap": false, "amount": 2797420894.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.892731122088913, "last": 26.67, "vwap": 27.403817399953546, "above_vwap": false, "amount": 460101873.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.070507308684436, "last": 54.62, "vwap": 56.63959531349943, "above_vwap": false, "amount": 1452216568.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7946, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.136253041362514, "last": 21.4, "vwap": 21.103264311591264, "above_vwap": true, "amount": 717333888.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.3214285714285854, "last": 22.92, "vwap": 22.93951466037059, "above_vwap": false, "amount": 11116933831.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.0000000000000018, "last": 51.0, "vwap": 51.17653617315535, "above_vwap": false, "amount": 4336822499.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.5302814161587408, "last": 78.29, "vwap": 77.99493355947934, "above_vwap": true, "amount": 1924472339.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.33598924834403743, "last": 104.52, "vwap": 105.84217239700362, "above_vwap": false, "amount": 25172824893.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -0.029129041654540888, "last": 171.6, "vwap": 175.67165483928096, "above_vwap": false, "amount": 1621819163.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.788300485438555, "above_vwap": false, "amount": 548432370.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.8200648864487254, "last": 38.94, "vwap": 39.289105584351255, "above_vwap": false, "amount": 352874041.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.009920634920628, "last": 57.45, "vwap": 59.03588772556836, "above_vwap": false, "amount": 773057239.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.375302663438253, "last": 39.08, "vwap": 39.7182635959106, "above_vwap": false, "amount": 2797420894.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.892731122088913, "last": 26.67, "vwap": 27.403817399953546, "above_vwap": false, "amount": 460101873.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.070507308684436, "last": 54.62, "vwap": 56.63959531349943, "above_vwap": false, "amount": 1452216568.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2778, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7946, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.136253041362514, "last": 21.4, "vwap": 21.103264311591264, "above_vwap": true, "amount": 717333888.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.3214285714285854, "last": 22.92, "vwap": 22.93951466037059, "above_vwap": false, "amount": 11116933831.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 2.0000000000000018, "last": 51.0, "vwap": 51.17653617315535, "above_vwap": false, "amount": 4336822499.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.5302814161587408, "last": 78.29, "vwap": 77.99493355947934, "above_vwap": true, "amount": 1924472339.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.33598924834403743, "last": 104.52, "vwap": 105.84217239700362, "above_vwap": false, "amount": 25172824893.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -0.029129041654540888, "last": 171.6, "vwap": 175.67165483928096, "above_vwap": false, "amount": 1621819163.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.788300485438555, "above_vwap": false, "amount": 548432370.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.8200648864487254, "last": 38.94, "vwap": 39.289105584351255, "above_vwap": false, "amount": 352874041.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.009920634920628, "last": 57.45, "vwap": 59.03588772556836, "above_vwap": false, "amount": 773057239.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.375302663438253, "last": 39.08, "vwap": 39.7182635959106, "above_vwap": false, "amount": 2797420894.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.892731122088913, "last": 26.67, "vwap": 27.403817399953546, "above_vwap": false, "amount": 460101873.0 }, { "symbol": "SZSE.002738", "name": "中矿资源", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.070507308684436, "last": 54.62, "vwap": 56.63959531349943, "above_vwap": false, "amount": 1452216568.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" }, "quote_source": "public_http_tencent:20/20", "quote_stale_lock": false, "generated_at": "2026-06-26T13:06:09", "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": "2026-06-26T13:06:09", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2129, "prev_amount_yi": 0.225, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 38.76, "high": 38.96, "low": 38.76, "close": 38.96, "amount_yi": 0.0883 }, { "time": "13:05", "open": 39.0, "high": 39.0, "low": 38.99, "close": 38.99, "amount_yi": 0.0996 }, { "time": "13:06", "open": 39.08, "high": 39.08, "low": 39.08, "close": 39.08, "amount_yi": 0.025 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 39.08, "ts": "2026-06-26T13:06:05", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.05, "ask1": 39.08, "bid_qty1": 98, "ask_qty1": 89 }, "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": "2026-06-26T13:06:09", "sim_reason": "official_entry_blocked_intraday_mainline_break", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 107.3, "max_chase_pct": 3.0, "base_exec_high": 107.3, "dynamic_exec_high": null, "entry_zone_low": 102.61, "entry_zone_high": 105.73, "entry_risk_pct": 3.3295, "intraday_vwap": 105.8422, "price_vs_vwap_pct": -1.2492, "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": 1.3092, "prev_amount_yi": 1.5823, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:04", "open": 104.44, "high": 104.78, "low": 104.44, "close": 104.78, "amount_yi": 0.513 }, { "time": "13:05", "open": 104.8, "high": 104.8, "low": 104.37, "close": 104.37, "amount_yi": 0.6457 }, { "time": "13:06", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.1505 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1076.65, "current_position_value": 250488.0, "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": 104.52, "ts": "2026-06-26T13:06:05", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 102.2, "bid1": 104.48, "ask1": 104.52, "bid_qty1": 14, "ask_qty1": 99 }, "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": "2026-06-26T13:06:09", "sim_reason": "official_entry_blocked_intraday_mainline_break", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 23.33, "max_chase_pct": 3.0, "base_exec_high": 23.33, "dynamic_exec_high": null, "entry_zone_low": 22.31, "entry_zone_high": 22.99, "entry_risk_pct": 4.1867, "intraday_vwap": 22.9395, "price_vs_vwap_pct": -0.085, "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": 0.5555, "prev_amount_yi": 0.5973, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.93, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:04", "open": 23.01, "high": 23.01, "low": 23.0, "close": 23.0, "amount_yi": 0.2026 }, { "time": "13:05", "open": 22.97, "high": 22.97, "low": 22.9, "close": 22.9, "amount_yi": 0.2715 }, { "time": "13:06", "open": 22.92, "high": 22.92, "low": 22.92, "close": 22.92, "amount_yi": 0.0814 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1076.65, "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": 22.92, "ts": "2026-06-26T13:06:06", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.92, "ask1": 22.93, "bid_qty1": 565, "ask_qty1": 32 }, "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": "2026-06-26T13:06:09", "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": 74.8822, "price_vs_vwap_pct": -2.6872, "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": 0.5989, "prev_amount_yi": 0.578, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0362, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 72.86, "high": 72.92, "low": 72.86, "close": 72.92, "amount_yi": 0.1807 }, { "time": "13:05", "open": 73.02, "high": 73.02, "low": 72.86, "close": 72.86, "amount_yi": 0.3068 }, { "time": "13:06", "open": 72.87, "high": 72.87, "low": 72.87, "close": 72.87, "amount_yi": 0.1114 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 72.87, "ts": "2026-06-26T13:06:06", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 72.84, "ask1": 72.87, "bid_qty1": 47, "ask_qty1": 1 }, "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": "2026-06-26T13:06:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 180.87, "max_chase_pct": 3.0, "base_exec_high": 180.87, "dynamic_exec_high": null, "entry_zone_low": 172.97, "entry_zone_high": 178.23, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0639, "prev_amount_yi": 0.08, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 171.8, "high": 171.85, "low": 171.8, "close": 171.85, "amount_yi": 0.016 }, { "time": "13:05", "open": 171.93, "high": 172.18, "low": 171.93, "close": 172.18, "amount_yi": 0.0381 }, { "time": "13:06", "open": 171.6, "high": 171.6, "low": 171.6, "close": 171.6, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 171.6, "ts": "2026-06-26T13:06:08", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 171.58, "ask1": 172.17, "bid_qty1": 8, "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": "2026-06-26T13:06:09", "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": 51.1765, "price_vs_vwap_pct": -0.3449, "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": 0.3395, "prev_amount_yi": 0.3357, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 50.89, "high": 50.97, "low": 50.89, "close": 50.97, "amount_yi": 0.094 }, { "time": "13:05", "open": 50.96, "high": 50.96, "low": 50.95, "close": 50.95, "amount_yi": 0.19 }, { "time": "13:06", "open": 51.0, "high": 51.0, "low": 51.0, "close": 51.0, "amount_yi": 0.0555 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.0, "ts": "2026-06-26T13:06:07", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 51.0, "ask1": 51.01, "bid_qty1": 4, "ask_qty1": 3 }, "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": "2026-06-26T13:06:09", "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": 21.6363, "price_vs_vwap_pct": -5.3905, "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": 0.1127, "prev_amount_yi": 0.1317, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8557, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 20.48, "high": 20.48, "low": 20.47, "close": 20.47, "amount_yi": 0.0347 }, { "time": "13:05", "open": 20.47, "high": 20.48, "low": 20.47, "close": 20.48, "amount_yi": 0.0536 }, { "time": "13:06", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0244 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 20.47, "ts": "2026-06-26T13:06:06", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 5, "ask_qty1": 196 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002077:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002077:VWAP_RECLAIM", "symbol": "SZSE.002077", "name": "大港股份", "side": "BUY", "priority": "P7", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.2, "exec_low": 19.49, "exec_high": 19.78, "invalid_price": 18.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:06:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 19.78, "max_chase_pct": 3.0, "base_exec_high": 19.78, "dynamic_exec_high": null, "entry_zone_low": 18.91, "entry_zone_high": 19.49, "entry_risk_pct": null, "intraday_vwap": 18.7883, "price_vs_vwap_pct": -0.3103, "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": 0.047, "prev_amount_yi": 0.055, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8545, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 18.74, "high": 18.74, "low": 18.72, "close": 18.72, "amount_yi": 0.0162 }, { "time": "13:05", "open": 18.71, "high": 18.71, "low": 18.69, "close": 18.69, "amount_yi": 0.0235 }, { "time": "13:06", "open": 18.73, "high": 18.73, "low": 18.73, "close": 18.73, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 18.73, "ts": "2026-06-26T13:06:06", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.73, "ask1": 18.74, "bid_qty1": 31, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688362:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688362:VWAP_RECLAIM", "symbol": "SHSE.688362", "name": "甬矽电子", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 79.5, "exec_low": 80.69, "exec_high": 81.89, "invalid_price": 77.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:06:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 81.89, "max_chase_pct": 3.0, "base_exec_high": 81.89, "dynamic_exec_high": null, "entry_zone_low": 78.31, "entry_zone_high": 80.69, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1265, "prev_amount_yi": 0.1414, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 77.77, "high": 77.84, "low": 77.77, "close": 77.84, "amount_yi": 0.037 }, { "time": "13:05", "open": 78.12, "high": 78.12, "low": 78.0, "close": 78.0, "amount_yi": 0.0665 }, { "time": "13:06", "open": 78.29, "high": 78.29, "low": 78.29, "close": 78.29, "amount_yi": 0.023 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 78.29, "ts": "2026-06-26T13:06:05", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 78.28, "ask1": 78.29, "bid_qty1": 3, "ask_qty1": 8 }, "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": "2026-06-26T13:06:09", "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": 0.0297, "prev_amount_yi": 0.0379, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 38.91, "high": 39.0, "low": 38.91, "close": 39.0, "amount_yi": 0.0066 }, { "time": "13:05", "open": 38.94, "high": 38.94, "low": 38.88, "close": 38.88, "amount_yi": 0.0092 }, { "time": "13:06", "open": 38.94, "high": 38.94, "low": 38.94, "close": 38.94, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 38.94, "ts": "2026-06-26T13:06:06", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.9, "ask1": 38.94, "bid_qty1": 8, "ask_qty1": 6 }, "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": "2026-06-26T13:06:09", "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": 87.1054, "price_vs_vwap_pct": -4.7361, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1903, "prev_amount_yi": 0.2243, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8484, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 83.0, "high": 83.01, "low": 83.0, "close": 83.01, "amount_yi": 0.0856 }, { "time": "13:05", "open": 83.03, "high": 83.03, "low": 83.0, "close": 83.0, "amount_yi": 0.0679 }, { "time": "13:06", "open": 82.98, "high": 82.98, "low": 82.98, "close": 82.98, "amount_yi": 0.0368 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 82.98, "ts": "2026-06-26T13:06:06", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 82.97, "ask1": 82.98, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002240:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002240:VWAP_RECLAIM", "symbol": "SZSE.002240", "name": "盛新锂能", "side": "BUY", "priority": "P11", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 49.5, "exec_low": 50.24, "exec_high": 50.98, "invalid_price": 48.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:06:09", "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": 44.378, "price_vs_vwap_pct": -3.5107, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1687, "prev_amount_yi": 0.2382, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7082, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 42.71, "high": 42.77, "low": 42.71, "close": 42.77, "amount_yi": 0.0651 }, { "time": "13:05", "open": 42.87, "high": 42.87, "low": 42.8, "close": 42.8, "amount_yi": 0.0842 }, { "time": "13:06", "open": 42.82, "high": 42.82, "low": 42.82, "close": 42.82, "amount_yi": 0.0194 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 42.82, "ts": "2026-06-26T13:06:06", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.61, "bid1": 42.82, "ask1": 42.83, "bid_qty1": 3, "ask_qty1": 12 }, "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": "2026-06-26T13:06:09", "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": 61.7334, "price_vs_vwap_pct": -2.8727, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2155, "prev_amount_yi": 0.2752, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:04", "open": 60.0, "high": 60.0, "low": 60.0, "close": 60.0, "amount_yi": 0.094 }, { "time": "13:05", "open": 60.05, "high": 60.05, "low": 59.92, "close": 59.92, "amount_yi": 0.092 }, { "time": "13:06", "open": 59.96, "high": 59.96, "low": 59.96, "close": 59.96, "amount_yi": 0.0295 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.29, "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": 59.96, "ts": "2026-06-26T13:06:06", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 59.95, "ask1": 59.96, "bid_qty1": 2, "ask_qty1": 7 }, "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": "2026-06-26T13:06:09", "sim_reason": "position_sizing_entry_risk_reduced", "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": 4.1102, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3386, "prev_amount_yi": 0.2548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:02", "open": 21.3, "high": 21.3, "low": 21.3, "close": 21.3, "amount_yi": 0.0352 }, { "time": "13:03", "open": 21.27, "high": 21.3, "low": 21.27, "close": 21.3, "amount_yi": 0.0415 }, { "time": "13:04", "open": 21.35, "high": 21.43, "low": 21.35, "close": 21.43, "amount_yi": 0.0875 }, { "time": "13:05", "open": 21.55, "high": 21.55, "low": 21.46, "close": 21.46, "amount_yi": 0.163 }, { "time": "13:06", "open": 21.4, "high": 21.4, "low": 21.4, "close": 21.4, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.66, "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": 21.4, "ts": "2026-06-26T13:06:07", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 21.4, "ask1": 21.41, "bid_qty1": 15, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002738:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002738:VWAP_RECLAIM", "symbol": "SZSE.002738", "name": "中矿资源", "side": "BUY", "priority": "W1", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 60.25, "exec_low": 61.15, "exec_high": 61.15, "invalid_price": 58.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:06:09", "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": 56.6396, "price_vs_vwap_pct": -3.5657, "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": 0.2265, "prev_amount_yi": 0.3918, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:02", "open": 54.64, "high": 54.64, "low": 54.64, "close": 54.64, "amount_yi": 0.0326 }, { "time": "13:03", "open": 54.74, "high": 54.74, "low": 54.73, "close": 54.73, "amount_yi": 0.046 }, { "time": "13:04", "open": 54.51, "high": 54.59, "low": 54.51, "close": 54.59, "amount_yi": 0.0478 }, { "time": "13:05", "open": 54.66, "high": 54.66, "low": 54.59, "close": 54.59, "amount_yi": 0.0795 }, { "time": "13:06", "open": 54.62, "high": 54.62, "low": 54.62, "close": 54.62, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.32, "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": 54.62, "ts": "2026-06-26T13:06:06", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.36, "bid1": 54.58, "ask1": 54.62, "bid_qty1": 12, "ask_qty1": 13 }, "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": "2026-06-26T13:06:09", "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": 65.6683, "price_vs_vwap_pct": -2.6775, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3853, "prev_amount_yi": 0.5035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:02", "open": 63.86, "high": 63.86, "low": 63.86, "close": 63.86, "amount_yi": 0.0485 }, { "time": "13:03", "open": 64.0, "high": 64.0, "low": 63.98, "close": 63.98, "amount_yi": 0.0894 }, { "time": "13:04", "open": 63.96, "high": 63.96, "low": 63.89, "close": 63.89, "amount_yi": 0.0462 }, { "time": "13:05", "open": 63.99, "high": 63.99, "low": 63.89, "close": 63.89, "amount_yi": 0.1691 }, { "time": "13:06", "open": 63.91, "high": 63.91, "low": 63.91, "close": 63.91, "amount_yi": 0.0321 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.32, "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": 63.91, "ts": "2026-06-26T13:06:06", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 63.9, "ask1": 63.91, "bid_qty1": 75, "ask_qty1": 8 }, "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": "2026-06-26T13:06:09", "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": 27.4038, "price_vs_vwap_pct": -2.6777, "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": 0.0637, "prev_amount_yi": 0.0953, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:02", "open": 26.69, "high": 26.69, "low": 26.69, "close": 26.69, "amount_yi": 0.0155 }, { "time": "13:03", "open": 26.73, "high": 26.73, "low": 26.73, "close": 26.73, "amount_yi": 0.0079 }, { "time": "13:04", "open": 26.7, "high": 26.7, "low": 26.7, "close": 26.7, "amount_yi": 0.0111 }, { "time": "13:05", "open": 26.7, "high": 26.7, "low": 26.65, "close": 26.65, "amount_yi": 0.0218 }, { "time": "13:06", "open": 26.67, "high": 26.67, "low": 26.67, "close": 26.67, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.32, "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": 26.67, "ts": "2026-06-26T13:06:06", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.61, "bid1": 26.66, "ask1": 26.67, "bid_qty1": 34, "ask_qty1": 1 }, "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": "2026-06-26T13:06:09", "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": 59.0359, "price_vs_vwap_pct": -2.6863, "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": 0.1494, "prev_amount_yi": 0.1684, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:02", "open": 57.3, "high": 57.3, "low": 57.3, "close": 57.3, "amount_yi": 0.0658 }, { "time": "13:03", "open": 57.43, "high": 57.46, "low": 57.43, "close": 57.46, "amount_yi": 0.0335 }, { "time": "13:04", "open": 57.36, "high": 57.4, "low": 57.36, "close": 57.4, "amount_yi": 0.0196 }, { "time": "13:05", "open": 57.45, "high": 57.45, "low": 57.36, "close": 57.36, "amount_yi": 0.0268 }, { "time": "13:06", "open": 57.45, "high": 57.45, "low": 57.45, "close": 57.45, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.32, "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": 57.45, "ts": "2026-06-26T13:06:06", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.11, "bid1": 57.39, "ask1": 57.45, "bid_qty1": 2, "ask_qty1": 386 }, "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": 533454.0, "total_value": 1077947.0, "unrealized_pnl": 86641.99999999997, "unrealized_pnl_pct_of_initial": 8.664199999999997, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 77947.0, "total_pnl_pct": 7.794699999999999 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.52, "market_value": 250848.0, "unrealized_pnl": 58128.0, "unrealized_pnl_pct": 30.161892901618927, "updated_at": "2026-06-26T13:06:09", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.2709029293648 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 115.19, "market_value": 207342.0, "unrealized_pnl": 11969.999999999985, "unrealized_pnl_pct": 6.126773539708852, "updated_at": "2026-06-26T13:06:09", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.234897448575857 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.04, "market_value": 75264.0, "unrealized_pnl": 16543.999999999993, "unrealized_pnl_pct": 28.174386920980908, "updated_at": "2026-06-26T13:06:09", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.982161460628398 } ], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 18, "active_plan_contracts": 13, "watch_candidate_contracts": 5, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }