{ "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": 3, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7953, "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": 5.693430656934306, "last": 21.72, "vwap": 21.150991026921254, "above_vwap": true, "amount": 838984305.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 5.000000000000004, "last": 52.5, "vwap": 51.28783199328727, "above_vwap": true, "amount": 5060990943.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.035714285714275, "last": 23.08, "vwap": 22.937102145034327, "above_vwap": true, "amount": 12077875191.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7224002330323165, "last": 172.89, "vwap": 175.3532715000796, "above_vwap": false, "amount": 1804619085.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.038905459732840875, "last": 77.14, "vwap": 77.96241726988627, "above_vwap": false, "amount": 2146955554.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.33598924834405963, "last": 103.82, "vwap": 105.5728127559316, "above_vwap": false, "amount": 28050274058.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.158504476040012, "last": 18.77, "vwap": 18.785148971502874, "above_vwap": false, "amount": 599537422.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.370851010731223, "last": 39.12, "vwap": 39.25727018081487, "above_vwap": false, "amount": 392614236.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.2687651331719025, "last": 39.95, "vwap": 39.69231569217628, "above_vwap": true, "amount": 3138797752.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 58.85136296386785, "above_vwap": false, "amount": 867163063.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.153579231461258, "last": 73.8, "vwap": 74.77333929391374, "above_vwap": false, "amount": 11561977135.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.7868736767819335, "last": 26.7, "vwap": 27.3169799046213, "above_vwap": false, "amount": 514384195.0 } ] }, "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": 3, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7953, "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": 5.693430656934306, "last": 21.72, "vwap": 21.150991026921254, "above_vwap": true, "amount": 838984305.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 5.000000000000004, "last": 52.5, "vwap": 51.28783199328727, "above_vwap": true, "amount": 5060990943.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.035714285714275, "last": 23.08, "vwap": 22.937102145034327, "above_vwap": true, "amount": 12077875191.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7224002330323165, "last": 172.89, "vwap": 175.3532715000796, "above_vwap": false, "amount": 1804619085.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.038905459732840875, "last": 77.14, "vwap": 77.96241726988627, "above_vwap": false, "amount": 2146955554.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.33598924834405963, "last": 103.82, "vwap": 105.5728127559316, "above_vwap": false, "amount": 28050274058.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.158504476040012, "last": 18.77, "vwap": 18.785148971502874, "above_vwap": false, "amount": 599537422.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.370851010731223, "last": 39.12, "vwap": 39.25727018081487, "above_vwap": false, "amount": 392614236.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.2687651331719025, "last": 39.95, "vwap": 39.69231569217628, "above_vwap": true, "amount": 3138797752.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 58.85136296386785, "above_vwap": false, "amount": 867163063.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.153579231461258, "last": 73.8, "vwap": 74.77333929391374, "above_vwap": false, "amount": 11561977135.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.7868736767819335, "last": 26.7, "vwap": 27.3169799046213, "above_vwap": false, "amount": 514384195.0 } ] }, "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": 3, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7953, "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": 5.693430656934306, "last": 21.72, "vwap": 21.150991026921254, "above_vwap": true, "amount": 838984305.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 5.000000000000004, "last": 52.5, "vwap": 51.28783199328727, "above_vwap": true, "amount": 5060990943.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.035714285714275, "last": 23.08, "vwap": 22.937102145034327, "above_vwap": true, "amount": 12077875191.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7224002330323165, "last": 172.89, "vwap": 175.3532715000796, "above_vwap": false, "amount": 1804619085.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.038905459732840875, "last": 77.14, "vwap": 77.96241726988627, "above_vwap": false, "amount": 2146955554.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.33598924834405963, "last": 103.82, "vwap": 105.5728127559316, "above_vwap": false, "amount": 28050274058.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.158504476040012, "last": 18.77, "vwap": 18.785148971502874, "above_vwap": false, "amount": 599537422.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.370851010731223, "last": 39.12, "vwap": 39.25727018081487, "above_vwap": false, "amount": 392614236.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.2687651331719025, "last": 39.95, "vwap": 39.69231569217628, "above_vwap": true, "amount": 3138797752.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 58.85136296386785, "above_vwap": false, "amount": 867163063.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.153579231461258, "last": 73.8, "vwap": 74.77333929391374, "above_vwap": false, "amount": 11561977135.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.7868736767819335, "last": 26.7, "vwap": 27.3169799046213, "above_vwap": false, "amount": 514384195.0 } ] }, "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": 3, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7953, "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": 5.693430656934306, "last": 21.72, "vwap": 21.150991026921254, "above_vwap": true, "amount": 838984305.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 5.000000000000004, "last": 52.5, "vwap": 51.28783199328727, "above_vwap": true, "amount": 5060990943.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.035714285714275, "last": 23.08, "vwap": 22.937102145034327, "above_vwap": true, "amount": 12077875191.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.7224002330323165, "last": 172.89, "vwap": 175.3532715000796, "above_vwap": false, "amount": 1804619085.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.038905459732840875, "last": 77.14, "vwap": 77.96241726988627, "above_vwap": false, "amount": 2146955554.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.33598924834405963, "last": 103.82, "vwap": 105.5728127559316, "above_vwap": false, "amount": 28050274058.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.158504476040012, "last": 18.77, "vwap": 18.785148971502874, "above_vwap": false, "amount": 599537422.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.370851010731223, "last": 39.12, "vwap": 39.25727018081487, "above_vwap": false, "amount": 392614236.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.2687651331719025, "last": 39.95, "vwap": 39.69231569217628, "above_vwap": true, "amount": 3138797752.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -4.976851851851849, "last": 57.47, "vwap": 58.85136296386785, "above_vwap": false, "amount": 867163063.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.153579231461258, "last": 73.8, "vwap": 74.77333929391374, "above_vwap": false, "amount": 11561977135.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.7868736767819335, "last": 26.7, "vwap": 27.3169799046213, "above_vwap": false, "amount": 514384195.0 } ] }, "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": "2026-06-26T13:37:32", "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": "2026-06-26T13:37:32", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 44.6, "max_chase_pct": 3.0, "base_exec_high": 44.6, "dynamic_exec_high": null, "entry_zone_low": 42.65, "entry_zone_high": 43.95, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2601, "prev_amount_yi": 0.259, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:35", "open": 39.84, "high": 39.89, "low": 39.84, "close": 39.89, "amount_yi": 0.1055 }, { "time": "13:36", "open": 39.92, "high": 39.92, "low": 39.92, "close": 39.92, "amount_yi": 0.0397 }, { "time": "13:37", "open": 39.96, "high": 39.96, "low": 39.95, "close": 39.95, "amount_yi": 0.1149 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 39.95, "ts": "2026-06-26T13:37:29", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.95, "ask1": 39.97, "bid_qty1": 23, "ask_qty1": 61 }, "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": "NEAR_TRIGGER", "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": "2026-06-26T13:37:32", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 105.5728, "price_vs_vwap_pct": -1.6603, "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": 1.2422, "prev_amount_yi": 2.0214, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:35", "open": 103.3, "high": 103.6, "low": 103.3, "close": 103.6, "amount_yi": 0.5906 }, { "time": "13:36", "open": 103.75, "high": 103.75, "low": 103.75, "close": 103.75, "amount_yi": 0.2561 }, { "time": "13:37", "open": 103.85, "high": 103.85, "low": 103.82, "close": 103.82, "amount_yi": 0.3955 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "current_position_value": 249240.0, "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": 103.82, "ts": "2026-06-26T13:37:30", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 101.1, "bid1": 103.82, "ask1": 103.83, "bid_qty1": 2, "ask_qty1": 178 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-26T13:37:32", "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": 4.8094, "intraday_vwap": 22.9371, "price_vs_vwap_pct": 0.623, "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": 0.5796, "prev_amount_yi": 0.6806, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:35", "open": 22.93, "high": 22.97, "low": 22.93, "close": 22.97, "amount_yi": 0.257 }, { "time": "13:36", "open": 23.03, "high": 23.03, "low": 23.03, "close": 23.03, "amount_yi": 0.1029 }, { "time": "13:37", "open": 23.05, "high": 23.08, "low": 23.05, "close": 23.08, "amount_yi": 0.2197 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1080.41, "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": 23.08, "ts": "2026-06-26T13:37:30", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 23.07, "ask1": 23.08, "bid_qty1": 16, "ask_qty1": 445 }, "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": "2026-06-26T13:37:32", "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": 74.7733, "price_vs_vwap_pct": -1.3017, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5757, "prev_amount_yi": 0.4594, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 73.57, "high": 73.58, "low": 73.57, "close": 73.58, "amount_yi": 0.3348 }, { "time": "13:36", "open": 73.56, "high": 73.56, "low": 73.56, "close": 73.56, "amount_yi": 0.0859 }, { "time": "13:37", "open": 73.68, "high": 73.8, "low": 73.68, "close": 73.8, "amount_yi": 0.155 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 73.8, "ts": "2026-06-26T13:37:30", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 73.79, "ask1": 73.8, "bid_qty1": 26, "ask_qty1": 138 }, "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": "2026-06-26T13:37:32", "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": 0.0757, "prev_amount_yi": 0.129, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5868, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 172.73, "high": 172.73, "low": 172.65, "close": 172.65, "amount_yi": 0.0229 }, { "time": "13:36", "open": 173.0, "high": 173.0, "low": 173.0, "close": 173.0, "amount_yi": 0.0347 }, { "time": "13:37", "open": 173.01, "high": 173.01, "low": 172.89, "close": 172.89, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 172.89, "ts": "2026-06-26T13:37:29", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 172.88, "ask1": 172.89, "bid_qty1": 5, "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": "2026-06-26T13:37:32", "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": 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": 3.9238, "intraday_vwap": 51.2878, "price_vs_vwap_pct": 2.3635, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.422, "prev_amount_yi": 0.6255, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 52.29, "high": 52.35, "low": 52.29, "close": 52.35, "amount_yi": 0.4375 }, { "time": "13:36", "open": 52.49, "high": 52.49, "low": 52.49, "close": 52.49, "amount_yi": 0.3336 }, { "time": "13:37", "open": 52.5, "high": 52.5, "low": 52.5, "close": 52.5, "amount_yi": 0.6509 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1080.41, "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": 52.5, "ts": "2026-06-26T13:37:28", "prev_close": 50.0, "open": 49.16, "high": 52.51, "low": 48.88, "bid1": 52.48, "ask1": 52.5, "bid_qty1": 12, "ask_qty1": 128 }, "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": "2026-06-26T13:37:32", "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": 21.5738, "price_vs_vwap_pct": -5.07, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1149, "prev_amount_yi": 0.0419, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.031 }, { "time": "13:36", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0337 }, { "time": "13:37", "open": 20.47, "high": 20.48, "low": 20.47, "close": 20.48, "amount_yi": 0.0502 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.48, "ts": "2026-06-26T13:37:30", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 66, "ask_qty1": 287 }, "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": "2026-06-26T13:37:32", "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": 18.7851, "price_vs_vwap_pct": -0.0804, "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": 0.0252, "prev_amount_yi": 0.0321, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.785, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 18.75, "high": 18.75, "low": 18.75, "close": 18.75, "amount_yi": 0.0158 }, { "time": "13:36", "open": 18.77, "high": 18.77, "low": 18.77, "close": 18.77, "amount_yi": 0.0026 }, { "time": "13:37", "open": 18.76, "high": 18.77, "low": 18.76, "close": 18.77, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 18.77, "ts": "2026-06-26T13:37:30", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.76, "ask1": 18.77, "bid_qty1": 15, "ask_qty1": 1 }, "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": "2026-06-26T13:37:32", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 81.89, "max_chase_pct": 3.0, "base_exec_high": 81.89, "dynamic_exec_high": null, "entry_zone_low": 78.31, "entry_zone_high": 80.69, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4935, "prev_amount_yi": 0.1536, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 77.26, "high": 77.27, "low": 77.26, "close": 77.27, "amount_yi": 0.1149 }, { "time": "13:36", "open": 77.49, "high": 77.49, "low": 77.49, "close": 77.49, "amount_yi": 0.2219 }, { "time": "13:37", "open": 77.13, "high": 77.14, "low": 77.13, "close": 77.14, "amount_yi": 0.1567 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 77.14, "ts": "2026-06-26T13:37:29", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 77.13, "ask1": 77.14, "bid_qty1": 2, "ask_qty1": 334 }, "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": "2026-06-26T13:37:32", "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": 0.0282, "prev_amount_yi": 0.0476, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 39.01, "high": 39.05, "low": 39.01, "close": 39.05, "amount_yi": 0.017 }, { "time": "13:36", "open": 39.14, "high": 39.14, "low": 39.14, "close": 39.14, "amount_yi": 0.0047 }, { "time": "13:37", "open": 39.1, "high": 39.12, "low": 39.1, "close": 39.12, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 39.12, "ts": "2026-06-26T13:37:27", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 39.11, "ask1": 39.12, "bid_qty1": 2, "ask_qty1": 46 }, "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": "2026-06-26T13:37:32", "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": 86.6122, "price_vs_vwap_pct": -4.3784, "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": 0.1035, "prev_amount_yi": 0.6323, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 82.73, "high": 82.9, "low": 82.73, "close": 82.9, "amount_yi": 0.0437 }, { "time": "13:36", "open": 83.09, "high": 83.09, "low": 83.09, "close": 83.09, "amount_yi": 0.0179 }, { "time": "13:37", "open": 82.98, "high": 82.98, "low": 82.82, "close": 82.82, "amount_yi": 0.0419 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 82.82, "ts": "2026-06-26T13:37:30", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 82.82, "ask1": 82.83, "bid_qty1": 18, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002240:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002240:VWAP_RECLAIM", "symbol": "SZSE.002240", "name": "盛新锂能", "side": "BUY", "priority": "P11", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 49.5, "exec_low": 50.24, "exec_high": 50.98, "invalid_price": 48.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:37:32", "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": 44.1725, "price_vs_vwap_pct": -2.7902, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2133, "prev_amount_yi": 0.146, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 42.73, "high": 42.82, "low": 42.73, "close": 42.82, "amount_yi": 0.0934 }, { "time": "13:36", "open": 42.97, "high": 42.97, "low": 42.97, "close": 42.97, "amount_yi": 0.0342 }, { "time": "13:37", "open": 42.98, "high": 42.98, "low": 42.94, "close": 42.94, "amount_yi": 0.0857 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 42.94, "ts": "2026-06-26T13:37:30", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.5, "bid1": 42.94, "ask1": 42.96, "bid_qty1": 51, "ask_qty1": 40 }, "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": "2026-06-26T13:37:32", "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": 61.5873, "price_vs_vwap_pct": -2.5448, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4183, "prev_amount_yi": 0.3923, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0663, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:35", "open": 59.78, "high": 59.78, "low": 59.77, "close": 59.77, "amount_yi": 0.2082 }, { "time": "13:36", "open": 59.98, "high": 59.98, "low": 59.98, "close": 59.98, "amount_yi": 0.1417 }, { "time": "13:37", "open": 60.0, "high": 60.02, "low": 60.0, "close": 60.02, "amount_yi": 0.0684 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2160.83, "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": 60.02, "ts": "2026-06-26T13:37:30", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 60.02, "ask1": 60.03, "bid_qty1": 6, "ask_qty1": 112 }, "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": "TOUCHED", "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": "2026-06-26T13:37:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.79, "max_chase_pct": 1.5, "base_exec_high": 21.48, "dynamic_exec_high": null, "entry_zone_low": 20.84, "entry_zone_high": 21.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2627, "prev_amount_yi": 0.1363, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:33", "open": 21.54, "high": 21.66, "low": 21.54, "close": 21.66, "amount_yi": 0.0941 }, { "time": "13:34", "open": 21.66, "high": 21.66, "low": 21.63, "close": 21.63, "amount_yi": 0.0453 }, { "time": "13:35", "open": 21.58, "high": 21.62, "low": 21.58, "close": 21.62, "amount_yi": 0.0323 }, { "time": "13:36", "open": 21.66, "high": 21.66, "low": 21.66, "close": 21.66, "amount_yi": 0.0255 }, { "time": "13:37", "open": 21.66, "high": 21.72, "low": 21.66, "close": 21.72, "amount_yi": 0.0655 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.33, "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": 21.72, "ts": "2026-06-26T13:37:31", "prev_close": 20.55, "open": 20.05, "high": 21.76, "low": 19.86, "bid1": 21.71, "ask1": 21.72, "bid_qty1": 22, "ask_qty1": 61 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-26T13:37:32", "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": 56.3673, "price_vs_vwap_pct": -3.3482, "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": 0.1988, "prev_amount_yi": 0.3871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:33", "open": 54.46, "high": 54.46, "low": 54.46, "close": 54.46, "amount_yi": 0.0523 }, { "time": "13:34", "open": 54.5, "high": 54.5, "low": 54.4, "close": 54.4, "amount_yi": 0.0486 }, { "time": "13:35", "open": 54.35, "high": 54.4, "low": 54.35, "close": 54.4, "amount_yi": 0.0414 }, { "time": "13:36", "open": 54.48, "high": 54.48, "low": 54.48, "close": 54.48, "amount_yi": 0.0249 }, { "time": "13:37", "open": 54.47, "high": 54.48, "low": 54.47, "close": 54.48, "amount_yi": 0.0316 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.33, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.48, "ts": "2026-06-26T13:37:30", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.24, "bid1": 54.47, "ask1": 54.48, "bid_qty1": 3, "ask_qty1": 22 }, "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": "2026-06-26T13:37:32", "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": 65.5265, "price_vs_vwap_pct": -2.2075, "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": 0.3233, "prev_amount_yi": 0.397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8144, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:33", "open": 64.0, "high": 64.01, "low": 64.0, "close": 64.01, "amount_yi": 0.0579 }, { "time": "13:34", "open": 64.02, "high": 64.02, "low": 63.95, "close": 63.95, "amount_yi": 0.0737 }, { "time": "13:35", "open": 63.93, "high": 63.93, "low": 63.93, "close": 63.93, "amount_yi": 0.0748 }, { "time": "13:36", "open": 64.06, "high": 64.06, "low": 64.06, "close": 64.06, "amount_yi": 0.0545 }, { "time": "13:37", "open": 64.07, "high": 64.08, "low": 64.07, "close": 64.08, "amount_yi": 0.0624 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.33, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.08, "ts": "2026-06-26T13:37:30", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 64.07, "ask1": 64.08, "bid_qty1": 10, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.000762:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.000762:VWAP_RECLAIM", "symbol": "SZSE.000762", "name": "西藏矿业", "side": "BUY", "priority": "W3", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 30.03, "exec_low": 30.48, "exec_high": 30.48, "invalid_price": 29.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:37:32", "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": 27.317, "price_vs_vwap_pct": -2.2587, "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": 0.046, "prev_amount_yi": 0.1045, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4402, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:33", "open": 26.66, "high": 26.66, "low": 26.66, "close": 26.66, "amount_yi": 0.0072 }, { "time": "13:34", "open": 26.64, "high": 26.66, "low": 26.64, "close": 26.66, "amount_yi": 0.0068 }, { "time": "13:35", "open": 26.63, "high": 26.63, "low": 26.6, "close": 26.6, "amount_yi": 0.0137 }, { "time": "13:36", "open": 26.66, "high": 26.66, "low": 26.66, "close": 26.66, "amount_yi": 0.0129 }, { "time": "13:37", "open": 26.67, "high": 26.7, "low": 26.67, "close": 26.7, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.33, "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": 26.7, "ts": "2026-06-26T13:37:30", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.5, "bid1": 26.68, "ask1": 26.7, "bid_qty1": 65, "ask_qty1": 51 }, "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": "2026-06-26T13:37:32", "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": 58.8514, "price_vs_vwap_pct": -2.3473, "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": 0.1359, "prev_amount_yi": 0.1295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:33", "open": 57.47, "high": 57.48, "low": 57.47, "close": 57.48, "amount_yi": 0.0181 }, { "time": "13:34", "open": 57.53, "high": 57.53, "low": 57.46, "close": 57.46, "amount_yi": 0.0196 }, { "time": "13:35", "open": 57.39, "high": 57.41, "low": 57.39, "close": 57.41, "amount_yi": 0.074 }, { "time": "13:36", "open": 57.5, "high": 57.5, "low": 57.5, "close": 57.5, "amount_yi": 0.0101 }, { "time": "13:37", "open": 57.5, "high": 57.5, "low": 57.47, "close": 57.47, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.33, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.47, "ts": "2026-06-26T13:37:30", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.0, "bid1": 57.47, "ask1": 57.5, "bid_qty1": 4, "ask_qty1": 1 }, "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": 536038.0, "total_value": 1080531.0, "unrealized_pnl": 89225.99999999997, "unrealized_pnl_pct_of_initial": 8.922599999999997, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 80531.0, "total_pnl_pct": 8.05309999999999 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 103.82, "market_value": 249167.99999999997, "unrealized_pnl": 56447.99999999999, "unrealized_pnl_pct": 29.29016189290161, "updated_at": "2026-06-26T13:37:32", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.059773389194753 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 117.07, "market_value": 210726.0, "unrealized_pnl": 15353.999999999976, "unrealized_pnl_pct": 7.858853878754357, "updated_at": "2026-06-26T13:37:32", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.502078144912087 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.59, "market_value": 76144.0, "unrealized_pnl": 17424.0, "unrealized_pnl_pct": 29.673024523160763, "updated_at": "2026-06-26T13:37:32", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.0469056417631695 } ], "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 } }