{ "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": 0.7932, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "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": 4.184914841849152, "last": 21.41, "vwap": 21.12250351938561, "above_vwap": true, "amount": 776192460.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.600000000000003, "last": 51.8, "vwap": 51.19094506579168, "above_vwap": true, "amount": 4574310231.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.9910714285714457, "last": 23.07, "vwap": 22.939172718641704, "above_vwap": true, "amount": 11520171823.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.9596680067436081, "last": 77.85, "vwap": 78.0039592593883, "above_vwap": false, "amount": 2008366925.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.20159354900641802, "last": 104.38, "vwap": 105.78896111390914, "above_vwap": false, "amount": 26066854911.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.08738712496358936, "last": 171.8, "vwap": 175.53016212531782, "above_vwap": false, "amount": 1679023234.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.316482359136384, "last": 18.74, "vwap": 18.786505055836894, "above_vwap": false, "amount": 569447148.0 }, { "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": 39.273882847091556, "above_vwap": false, "amount": 370047675.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.076058201058197, "last": 57.41, "vwap": 58.92878887784365, "above_vwap": false, "amount": 823995362.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.254237288135577, "last": 39.13, "vwap": 39.69956262352986, "above_vwap": false, "amount": 2905984601.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.809021976609685, "last": 73.29, "vwap": 74.82519492777772, "above_vwap": false, "amount": 11114122916.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.2455892731122065, "last": 26.57, "vwap": 27.356958685298345, "above_vwap": false, "amount": 487085178.0 } ] }, "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": 0.7932, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "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": 4.184914841849152, "last": 21.41, "vwap": 21.12250351938561, "above_vwap": true, "amount": 776192460.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.600000000000003, "last": 51.8, "vwap": 51.19094506579168, "above_vwap": true, "amount": 4574310231.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.9910714285714457, "last": 23.07, "vwap": 22.939172718641704, "above_vwap": true, "amount": 11520171823.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.9596680067436081, "last": 77.85, "vwap": 78.0039592593883, "above_vwap": false, "amount": 2008366925.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.20159354900641802, "last": 104.38, "vwap": 105.78896111390914, "above_vwap": false, "amount": 26066854911.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.08738712496358936, "last": 171.8, "vwap": 175.53016212531782, "above_vwap": false, "amount": 1679023234.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.316482359136384, "last": 18.74, "vwap": 18.786505055836894, "above_vwap": false, "amount": 569447148.0 }, { "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": 39.273882847091556, "above_vwap": false, "amount": 370047675.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.076058201058197, "last": 57.41, "vwap": 58.92878887784365, "above_vwap": false, "amount": 823995362.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.254237288135577, "last": 39.13, "vwap": 39.69956262352986, "above_vwap": false, "amount": 2905984601.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.809021976609685, "last": 73.29, "vwap": 74.82519492777772, "above_vwap": false, "amount": 11114122916.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.2455892731122065, "last": 26.57, "vwap": 27.356958685298345, "above_vwap": false, "amount": 487085178.0 } ] }, "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": 0.7932, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "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": 4.184914841849152, "last": 21.41, "vwap": 21.12250351938561, "above_vwap": true, "amount": 776192460.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.600000000000003, "last": 51.8, "vwap": 51.19094506579168, "above_vwap": true, "amount": 4574310231.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.9910714285714457, "last": 23.07, "vwap": 22.939172718641704, "above_vwap": true, "amount": 11520171823.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.9596680067436081, "last": 77.85, "vwap": 78.0039592593883, "above_vwap": false, "amount": 2008366925.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.20159354900641802, "last": 104.38, "vwap": 105.78896111390914, "above_vwap": false, "amount": 26066854911.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.08738712496358936, "last": 171.8, "vwap": 175.53016212531782, "above_vwap": false, "amount": 1679023234.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.316482359136384, "last": 18.74, "vwap": 18.786505055836894, "above_vwap": false, "amount": 569447148.0 }, { "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": 39.273882847091556, "above_vwap": false, "amount": 370047675.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.076058201058197, "last": 57.41, "vwap": 58.92878887784365, "above_vwap": false, "amount": 823995362.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.254237288135577, "last": 39.13, "vwap": 39.69956262352986, "above_vwap": false, "amount": 2905984601.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.809021976609685, "last": 73.29, "vwap": 74.82519492777772, "above_vwap": false, "amount": 11114122916.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.2455892731122065, "last": 26.57, "vwap": 27.356958685298345, "above_vwap": false, "amount": 487085178.0 } ] }, "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": 0.7932, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005" ], "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": 4.184914841849152, "last": 21.41, "vwap": 21.12250351938561, "above_vwap": true, "amount": 776192460.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.600000000000003, "last": 51.8, "vwap": 51.19094506579168, "above_vwap": true, "amount": 4574310231.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 2.9910714285714457, "last": 23.07, "vwap": 22.939172718641704, "above_vwap": true, "amount": 11520171823.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.9596680067436081, "last": 77.85, "vwap": 78.0039592593883, "above_vwap": false, "amount": 2008366925.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.20159354900641802, "last": 104.38, "vwap": 105.78896111390914, "above_vwap": false, "amount": 26066854911.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.08738712496358936, "last": 171.8, "vwap": 175.53016212531782, "above_vwap": false, "amount": 1679023234.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.316482359136384, "last": 18.74, "vwap": 18.786505055836894, "above_vwap": false, "amount": 569447148.0 }, { "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": 39.273882847091556, "above_vwap": false, "amount": 370047675.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.076058201058197, "last": 57.41, "vwap": 58.92878887784365, "above_vwap": false, "amount": 823995362.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -5.254237288135577, "last": 39.13, "vwap": 39.69956262352986, "above_vwap": false, "amount": 2905984601.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.809021976609685, "last": 73.29, "vwap": 74.82519492777772, "above_vwap": false, "amount": 11114122916.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.2455892731122065, "last": 26.57, "vwap": 27.356958685298345, "above_vwap": false, "amount": 487085178.0 } ] }, "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": "2026-06-26T13:20:13", "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": "2026-06-26T13:20:13", "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": 0.1713, "prev_amount_yi": 0.3116, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5497, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:18", "open": 39.2, "high": 39.2, "low": 39.09, "close": 39.09, "amount_yi": 0.0734 }, { "time": "13:19", "open": 39.19, "high": 39.19, "low": 39.12, "close": 39.12, "amount_yi": 0.0787 }, { "time": "13:20", "open": 39.13, "high": 39.13, "low": 39.13, "close": 39.13, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": 39.13, "ts": "2026-06-26T13:20:11", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.12, "ask1": 39.13, "bid_qty1": 126, "ask_qty1": 11 }, "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": "2026-06-26T13:20:13", "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": 3.2925, "intraday_vwap": 105.789, "price_vs_vwap_pct": -1.3319, "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": 1.6265, "prev_amount_yi": 2.3711, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.686, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:18", "open": 104.53, "high": 104.53, "low": 104.21, "close": 104.21, "amount_yi": 0.8245 }, { "time": "13:19", "open": 104.38, "high": 104.6, "low": 104.38, "close": 104.6, "amount_yi": 0.4289 }, { "time": "13:20", "open": 104.38, "high": 104.38, "low": 104.38, "close": 104.38, "amount_yi": 0.3731 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1079.59, "current_position_value": 251040.0, "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": 104.38, "ts": "2026-06-26T13:20:12", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 102.2, "bid1": 104.38, "ask1": 104.48, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-26T13:20:13", "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": 4.8506, "intraday_vwap": 22.9392, "price_vs_vwap_pct": 0.5702, "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": 0.5819, "prev_amount_yi": 1.0858, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:18", "open": 23.08, "high": 23.08, "low": 23.01, "close": 23.01, "amount_yi": 0.3352 }, { "time": "13:19", "open": 23.03, "high": 23.06, "low": 23.03, "close": 23.06, "amount_yi": 0.1324 }, { "time": "13:20", "open": 23.07, "high": 23.07, "low": 23.07, "close": 23.07, "amount_yi": 0.1143 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1079.59, "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": 23.07, "ts": "2026-06-26T13:20:09", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 23.07, "ask1": 23.09, "bid_qty1": 9, "ask_qty1": 147 }, "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": "2026-06-26T13:20:13", "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": 74.8252, "price_vs_vwap_pct": -2.0517, "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": 0.9446, "prev_amount_yi": 0.9276, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 73.41, "high": 73.41, "low": 73.21, "close": 73.21, "amount_yi": 0.5873 }, { "time": "13:19", "open": 73.15, "high": 73.15, "low": 73.12, "close": 73.12, "amount_yi": 0.1797 }, { "time": "13:20", "open": 73.29, "high": 73.29, "low": 73.29, "close": 73.29, "amount_yi": 0.1776 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.29, "ts": "2026-06-26T13:20:09", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 73.29, "ask1": 73.35, "bid_qty1": 6, "ask_qty1": 31 }, "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": "2026-06-26T13:20:13", "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": 0.119, "prev_amount_yi": 0.1237, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 171.69, "high": 171.69, "low": 171.44, "close": 171.44, "amount_yi": 0.0546 }, { "time": "13:19", "open": 171.74, "high": 171.74, "low": 171.68, "close": 171.68, "amount_yi": 0.0434 }, { "time": "13:20", "open": 171.8, "high": 171.8, "low": 171.8, "close": 171.8, "amount_yi": 0.021 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": 171.8, "ts": "2026-06-26T13:20:11", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 171.68, "ask1": 171.8, "bid_qty1": 0, "ask_qty1": 4 }, "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": "NEAR_TRIGGER", "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": "2026-06-26T13:20:13", "sim_reason": "near_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": 51.1909, "price_vs_vwap_pct": 1.1899, "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": 0.2903, "prev_amount_yi": 0.9582, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 51.8, "high": 51.8, "low": 51.59, "close": 51.59, "amount_yi": 0.1581 }, { "time": "13:19", "open": 51.58, "high": 51.79, "low": 51.58, "close": 51.79, "amount_yi": 0.0943 }, { "time": "13:20", "open": 51.8, "high": 51.8, "low": 51.8, "close": 51.8, "amount_yi": 0.0379 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": 51.8, "ts": "2026-06-26T13:20:10", "prev_close": 50.0, "open": 49.16, "high": 52.5, "low": 48.88, "bid1": 51.73, "ask1": 51.8, "bid_qty1": 13, "ask_qty1": 108 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-26T13:20:13", "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": 21.6051, "price_vs_vwap_pct": -5.2539, "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": 0.0814, "prev_amount_yi": 0.1223, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0289 }, { "time": "13:19", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.039 }, { "time": "13:20", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": "2026-06-26T13:20:12", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 154, "ask_qty1": 53 }, "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": "2026-06-26T13:20:13", "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": 18.7865, "price_vs_vwap_pct": -0.2475, "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": 0.0364, "prev_amount_yi": 0.0524, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 18.72, "high": 18.72, "low": 18.71, "close": 18.71, "amount_yi": 0.0203 }, { "time": "13:19", "open": 18.73, "high": 18.74, "low": 18.73, "close": 18.74, "amount_yi": 0.0046 }, { "time": "13:20", "open": 18.74, "high": 18.74, "low": 18.74, "close": 18.74, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": 18.74, "ts": "2026-06-26T13:20:09", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.74, "ask1": 18.75, "bid_qty1": 17, "ask_qty1": 30 }, "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": "2026-06-26T13:20:13", "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": 0.1483, "prev_amount_yi": 0.2107, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 77.61, "high": 77.61, "low": 77.55, "close": 77.55, "amount_yi": 0.075 }, { "time": "13:19", "open": 77.77, "high": 77.86, "low": 77.77, "close": 77.86, "amount_yi": 0.0291 }, { "time": "13:20", "open": 77.85, "high": 77.85, "low": 77.85, "close": 77.85, "amount_yi": 0.0442 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.85, "ts": "2026-06-26T13:20:11", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 77.83, "ask1": 77.85, "bid_qty1": 2, "ask_qty1": 11 }, "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": "2026-06-26T13:20:13", "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": 0.0322, "prev_amount_yi": 0.0676, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 38.96, "high": 38.96, "low": 38.86, "close": 38.86, "amount_yi": 0.0186 }, { "time": "13:19", "open": 38.94, "high": 38.99, "low": 38.94, "close": 38.99, "amount_yi": 0.0108 }, { "time": "13:20", "open": 38.94, "high": 38.94, "low": 38.94, "close": 38.94, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": "2026-06-26T13:20:12", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.93, "ask1": 38.94, "bid_qty1": 6, "ask_qty1": 35 }, "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": "2026-06-26T13:20:13", "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": 86.9016, "price_vs_vwap_pct": -4.4091, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2534, "prev_amount_yi": 0.1292, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9613, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 83.19, "high": 83.19, "low": 83.16, "close": 83.16, "amount_yi": 0.1582 }, { "time": "13:19", "open": 83.13, "high": 83.13, "low": 83.05, "close": 83.05, "amount_yi": 0.0812 }, { "time": "13:20", "open": 83.07, "high": 83.07, "low": 83.07, "close": 83.07, "amount_yi": 0.014 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": 83.07, "ts": "2026-06-26T13:20:09", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 83.05, "ask1": 83.07, "bid_qty1": 40, "ask_qty1": 30 }, "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": "2026-06-26T13:20:13", "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": 44.2587, "price_vs_vwap_pct": -3.9737, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2743, "prev_amount_yi": 0.2539, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0803, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 42.58, "high": 42.58, "low": 42.52, "close": 42.52, "amount_yi": 0.1161 }, { "time": "13:19", "open": 42.51, "high": 42.51, "low": 42.51, "close": 42.51, "amount_yi": 0.1019 }, { "time": "13:20", "open": 42.5, "high": 42.5, "low": 42.5, "close": 42.5, "amount_yi": 0.0563 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "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": 42.5, "ts": "2026-06-26T13:20:09", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.5, "bid1": 42.5, "ask1": 42.51, "bid_qty1": 629, "ask_qty1": 19 }, "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": "2026-06-26T13:20:13", "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": 61.6713, "price_vs_vwap_pct": -2.6614, "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": 0.2467, "prev_amount_yi": 0.3053, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:18", "open": 60.04, "high": 60.04, "low": 60.01, "close": 60.01, "amount_yi": 0.1853 }, { "time": "13:19", "open": 60.03, "high": 60.04, "low": 60.03, "close": 60.04, "amount_yi": 0.0393 }, { "time": "13:20", "open": 60.03, "high": 60.03, "low": 60.03, "close": 60.03, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2159.18, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.03, "ts": "2026-06-26T13:20:09", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 60.02, "ask1": 60.03, "bid_qty1": 465, "ask_qty1": 1 }, "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": "2026-06-26T13:20:13", "sim_reason": "minute_energy_amount_too_low", "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": 4.155, "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": 0.1432, "prev_amount_yi": 0.2713, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:16", "open": 21.39, "high": 21.39, "low": 21.39, "close": 21.39, "amount_yi": 0.0491 }, { "time": "13:17", "open": 21.41, "high": 21.41, "low": 21.4, "close": 21.4, "amount_yi": 0.019 }, { "time": "13:18", "open": 21.34, "high": 21.4, "low": 21.34, "close": 21.4, "amount_yi": 0.0445 }, { "time": "13:19", "open": 21.39, "high": 21.41, "low": 21.39, "close": 21.41, "amount_yi": 0.025 }, { "time": "13:20", "open": 21.41, "high": 21.41, "low": 21.41, "close": 21.41, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.84, "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": 21.41, "ts": "2026-06-26T13:20:10", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 21.41, "ask1": 21.42, "bid_qty1": 160, "ask_qty1": 89 }, "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": "2026-06-26T13:20:13", "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": 56.4987, "price_vs_vwap_pct": -3.7323, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.421, "prev_amount_yi": 0.3484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2084, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:16", "open": 54.55, "high": 54.55, "low": 54.54, "close": 54.54, "amount_yi": 0.0688 }, { "time": "13:17", "open": 54.49, "high": 54.49, "low": 54.4, "close": 54.4, "amount_yi": 0.0586 }, { "time": "13:18", "open": 54.35, "high": 54.35, "low": 54.3, "close": 54.3, "amount_yi": 0.0899 }, { "time": "13:19", "open": 54.34, "high": 54.34, "low": 54.3, "close": 54.3, "amount_yi": 0.1773 }, { "time": "13:20", "open": 54.39, "high": 54.39, "low": 54.39, "close": 54.39, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.67, "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": 54.39, "ts": "2026-06-26T13:20:09", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.24, "bid1": 54.35, "ask1": 54.38, "bid_qty1": 25, "ask_qty1": 2 }, "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": "2026-06-26T13:20:13", "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": 65.595, "price_vs_vwap_pct": -2.5688, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4155, "prev_amount_yi": 0.3663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:16", "open": 63.99, "high": 64.07, "low": 63.99, "close": 64.07, "amount_yi": 0.1228 }, { "time": "13:17", "open": 64.03, "high": 64.03, "low": 64.0, "close": 64.0, "amount_yi": 0.1208 }, { "time": "13:18", "open": 63.94, "high": 63.94, "low": 63.84, "close": 63.84, "amount_yi": 0.0914 }, { "time": "13:19", "open": 63.91, "high": 63.98, "low": 63.91, "close": 63.98, "amount_yi": 0.063 }, { "time": "13:20", "open": 63.91, "high": 63.91, "low": 63.91, "close": 63.91, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.67, "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": "2026-06-26T13:20:09", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 63.91, "ask1": 63.92, "bid_qty1": 48, "ask_qty1": 33 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.000762:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.000762:VWAP_RECLAIM", "symbol": "SZSE.000762", "name": "西藏矿业", "side": "BUY", "priority": "W3", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 30.03, "exec_low": 30.48, "exec_high": 30.48, "invalid_price": 29.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:20:13", "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": 27.357, "price_vs_vwap_pct": -2.8768, "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": 0.0697, "prev_amount_yi": 0.1013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:16", "open": 26.61, "high": 26.62, "low": 26.61, "close": 26.62, "amount_yi": 0.0093 }, { "time": "13:17", "open": 26.63, "high": 26.63, "low": 26.6, "close": 26.6, "amount_yi": 0.0191 }, { "time": "13:18", "open": 26.54, "high": 26.55, "low": 26.54, "close": 26.55, "amount_yi": 0.0194 }, { "time": "13:19", "open": 26.56, "high": 26.57, "low": 26.56, "close": 26.57, "amount_yi": 0.0195 }, { "time": "13:20", "open": 26.57, "high": 26.57, "low": 26.57, "close": 26.57, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.67, "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": 26.57, "ts": "2026-06-26T13:20:12", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.5, "bid1": 26.56, "ask1": 26.57, "bid_qty1": 13, "ask_qty1": 17 }, "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": "2026-06-26T13:20:13", "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": 58.9288, "price_vs_vwap_pct": -2.5773, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3158, "prev_amount_yi": 0.0684, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:16", "open": 57.51, "high": 57.54, "low": 57.51, "close": 57.54, "amount_yi": 0.1224 }, { "time": "13:17", "open": 57.57, "high": 57.58, "low": 57.57, "close": 57.58, "amount_yi": 0.0196 }, { "time": "13:18", "open": 57.43, "high": 57.43, "low": 57.41, "close": 57.41, "amount_yi": 0.0306 }, { "time": "13:19", "open": 57.4, "high": 57.4, "low": 57.38, "close": 57.38, "amount_yi": 0.1327 }, { "time": "13:20", "open": 57.41, "high": 57.41, "low": 57.41, "close": 57.41, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.67, "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": 57.41, "ts": "2026-06-26T13:20:09", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.0, "bid1": 57.4, "ask1": 57.41, "bid_qty1": 15, "ask_qty1": 144 }, "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": 534722.0, "total_value": 1079215.0, "unrealized_pnl": 87909.99999999999, "unrealized_pnl_pct_of_initial": 8.790999999999999, "realized_pnl": -8694.999999999985, "realized_pnl_pct_of_initial": -0.8694999999999986, "total_pnl": 79215.0, "total_pnl_pct": 7.9215000000000035 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.38, "market_value": 250512.0, "unrealized_pnl": 57791.99999999999, "unrealized_pnl_pct": 29.987546699875466, "updated_at": "2026-06-26T13:20:13", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.212427551507346 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 116.09, "market_value": 208962.0, "unrealized_pnl": 13589.999999999995, "unrealized_pnl_pct": 6.955960936060435, "updated_at": "2026-06-26T13:20:13", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.362406934670105 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.03, "market_value": 75248.0, "unrealized_pnl": 16527.999999999996, "unrealized_pnl_pct": 28.147138964577657, "updated_at": "2026-06-26T13:20:13", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.97247536403775 } ], "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 } }