{ "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": 0.7954, "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": 4.963503649635026, "last": 21.57, "vwap": 21.169476543473724, "above_vwap": true, "amount": 870479074.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.620000000000002, "last": 52.31, "vwap": 51.338592730371566, "above_vwap": true, "amount": 5277340372.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.0803571428571486, "last": 23.09, "vwap": 22.939405605047494, "above_vwap": true, "amount": 12285267490.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.5835818959927463, "last": 77.56, "vwap": 77.93532993395726, "above_vwap": false, "amount": 2223306983.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.4777162831342885, "last": 172.47, "vwap": 175.30606709099757, "above_vwap": false, "amount": 1838149152.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.31678986272438703, "last": 103.84, "vwap": 105.54206315156398, "above_vwap": false, "amount": 28639545968.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.784477649128853, "above_vwap": false, "amount": 610660827.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.894933865734972, "last": 38.91, "vwap": 39.253623863193084, "above_vwap": false, "amount": 399193771.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.7288135593220306, "last": 39.76, "vwap": 39.695088982672935, "above_vwap": true, "amount": 3197827834.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.012209227605712, "last": 73.91, "vwap": 74.75614452948865, "above_vwap": false, "amount": 11787750711.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.29100529100528, "last": 57.28, "vwap": 58.81413722278725, "above_vwap": false, "amount": 890551903.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.175017642907554, "last": 26.59, "vwap": 27.305480668920048, "above_vwap": false, "amount": 523478831.0 } ] }, "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": 0.7954, "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": 4.963503649635026, "last": 21.57, "vwap": 21.169476543473724, "above_vwap": true, "amount": 870479074.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.620000000000002, "last": 52.31, "vwap": 51.338592730371566, "above_vwap": true, "amount": 5277340372.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.0803571428571486, "last": 23.09, "vwap": 22.939405605047494, "above_vwap": true, "amount": 12285267490.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.5835818959927463, "last": 77.56, "vwap": 77.93532993395726, "above_vwap": false, "amount": 2223306983.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.4777162831342885, "last": 172.47, "vwap": 175.30606709099757, "above_vwap": false, "amount": 1838149152.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.31678986272438703, "last": 103.84, "vwap": 105.54206315156398, "above_vwap": false, "amount": 28639545968.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.784477649128853, "above_vwap": false, "amount": 610660827.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.894933865734972, "last": 38.91, "vwap": 39.253623863193084, "above_vwap": false, "amount": 399193771.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.7288135593220306, "last": 39.76, "vwap": 39.695088982672935, "above_vwap": true, "amount": 3197827834.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.012209227605712, "last": 73.91, "vwap": 74.75614452948865, "above_vwap": false, "amount": 11787750711.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.29100529100528, "last": 57.28, "vwap": 58.81413722278725, "above_vwap": false, "amount": 890551903.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.175017642907554, "last": 26.59, "vwap": 27.305480668920048, "above_vwap": false, "amount": 523478831.0 } ] }, "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": 0.7954, "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": 4.963503649635026, "last": 21.57, "vwap": 21.169476543473724, "above_vwap": true, "amount": 870479074.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.620000000000002, "last": 52.31, "vwap": 51.338592730371566, "above_vwap": true, "amount": 5277340372.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.0803571428571486, "last": 23.09, "vwap": 22.939405605047494, "above_vwap": true, "amount": 12285267490.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.5835818959927463, "last": 77.56, "vwap": 77.93532993395726, "above_vwap": false, "amount": 2223306983.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.4777162831342885, "last": 172.47, "vwap": 175.30606709099757, "above_vwap": false, "amount": 1838149152.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.31678986272438703, "last": 103.84, "vwap": 105.54206315156398, "above_vwap": false, "amount": 28639545968.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.784477649128853, "above_vwap": false, "amount": 610660827.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.894933865734972, "last": 38.91, "vwap": 39.253623863193084, "above_vwap": false, "amount": 399193771.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.7288135593220306, "last": 39.76, "vwap": 39.695088982672935, "above_vwap": true, "amount": 3197827834.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.012209227605712, "last": 73.91, "vwap": 74.75614452948865, "above_vwap": false, "amount": 11787750711.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.29100529100528, "last": 57.28, "vwap": 58.81413722278725, "above_vwap": false, "amount": 890551903.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.175017642907554, "last": 26.59, "vwap": 27.305480668920048, "above_vwap": false, "amount": 523478831.0 } ] }, "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": 0.7954, "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": 4.963503649635026, "last": 21.57, "vwap": 21.169476543473724, "above_vwap": true, "amount": 870479074.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.620000000000002, "last": 52.31, "vwap": 51.338592730371566, "above_vwap": true, "amount": 5277340372.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.0803571428571486, "last": 23.09, "vwap": 22.939405605047494, "above_vwap": true, "amount": 12285267490.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 0.5835818959927463, "last": 77.56, "vwap": 77.93532993395726, "above_vwap": false, "amount": 2223306983.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.4777162831342885, "last": 172.47, "vwap": 175.30606709099757, "above_vwap": false, "amount": 1838149152.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -0.31678986272438703, "last": 103.84, "vwap": 105.54206315156398, "above_vwap": false, "amount": 28639545968.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.3691416535018375, "last": 18.73, "vwap": 18.784477649128853, "above_vwap": false, "amount": 610660827.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.894933865734972, "last": 38.91, "vwap": 39.253623863193084, "above_vwap": false, "amount": 399193771.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.7288135593220306, "last": 39.76, "vwap": 39.695088982672935, "above_vwap": true, "amount": 3197827834.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -5.012209227605712, "last": 73.91, "vwap": 74.75614452948865, "above_vwap": false, "amount": 11787750711.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.29100529100528, "last": 57.28, "vwap": 58.81413722278725, "above_vwap": false, "amount": 890551903.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.175017642907554, "last": 26.59, "vwap": 27.305480668920048, "above_vwap": false, "amount": 523478831.0 } ] }, "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": "2026-06-26T13:46:23", "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": "2026-06-26T13:46:23", "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_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1809, "prev_amount_yi": 0.1596, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:44", "open": 39.93, "high": 39.94, "low": 39.93, "close": 39.94, "amount_yi": 0.064 }, { "time": "13:45", "open": 39.89, "high": 39.89, "low": 39.86, "close": 39.86, "amount_yi": 0.0724 }, { "time": "13:46", "open": 39.76, "high": 39.76, "low": 39.76, "close": 39.76, "amount_yi": 0.0445 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 39.76, "ts": "2026-06-26T13:46:20", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.74, "ask1": 39.76, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-26T13:46:23", "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": 105.5421, "price_vs_vwap_pct": -1.6127, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.2502, "prev_amount_yi": 1.62, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.389, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:44", "open": 104.4, "high": 104.53, "low": 104.4, "close": 104.53, "amount_yi": 0.8918 }, { "time": "13:45", "open": 104.24, "high": 104.24, "low": 104.05, "close": 104.05, "amount_yi": 1.0952 }, { "time": "13:46", "open": 103.84, "high": 103.84, "low": 103.84, "close": 103.84, "amount_yi": 0.2632 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "current_position_value": 249720.0, "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": 103.84, "ts": "2026-06-26T13:46:21", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 101.1, "bid1": 103.84, "ask1": 103.85, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-26T13:46:23", "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": 4.8506, "intraday_vwap": 22.9394, "price_vs_vwap_pct": 0.6565, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9276, "prev_amount_yi": 0.4881, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:44", "open": 23.1, "high": 23.15, "low": 23.1, "close": 23.15, "amount_yi": 0.3417 }, { "time": "13:45", "open": 23.16, "high": 23.16, "low": 23.13, "close": 23.13, "amount_yi": 0.4561 }, { "time": "13:46", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.1298 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1081.92, "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": 23.09, "ts": "2026-06-26T13:46:21", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 23.08, "ask1": 23.09, "bid_qty1": 98, "ask_qty1": 103 }, "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": "2026-06-26T13:46:23", "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": 74.7561, "price_vs_vwap_pct": -1.1318, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6747, "prev_amount_yi": 0.5012, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 73.85, "high": 73.94, "low": 73.85, "close": 73.94, "amount_yi": 0.1762 }, { "time": "13:45", "open": 74.01, "high": 74.01, "low": 73.98, "close": 73.98, "amount_yi": 0.3054 }, { "time": "13:46", "open": 73.91, "high": 73.91, "low": 73.91, "close": 73.91, "amount_yi": 0.1931 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 73.91, "ts": "2026-06-26T13:46:21", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 73.9, "ask1": 73.91, "bid_qty1": 211, "ask_qty1": 2 }, "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": "2026-06-26T13:46:23", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 180.87, "max_chase_pct": 3.0, "base_exec_high": 180.87, "dynamic_exec_high": null, "entry_zone_low": 172.97, "entry_zone_high": 178.23, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.109, "prev_amount_yi": 0.0652, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 172.99, "high": 173.11, "low": 172.99, "close": 173.11, "amount_yi": 0.0241 }, { "time": "13:45", "open": 172.89, "high": 172.89, "low": 172.6, "close": 172.6, "amount_yi": 0.0614 }, { "time": "13:46", "open": 172.47, "high": 172.47, "low": 172.47, "close": 172.47, "amount_yi": 0.0235 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 172.47, "ts": "2026-06-26T13:46:20", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 172.19, "ask1": 172.4, "bid_qty1": 6, "ask_qty1": 5 }, "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": "2026-06-26T13:46:23", "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": 3.5748, "intraday_vwap": 51.3386, "price_vs_vwap_pct": 1.8921, "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": 0.3496, "prev_amount_yi": 0.6868, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 52.7, "high": 52.7, "low": 52.66, "close": 52.66, "amount_yi": 0.1633 }, { "time": "13:45", "open": 52.55, "high": 52.55, "low": 52.46, "close": 52.46, "amount_yi": 0.1469 }, { "time": "13:46", "open": 52.31, "high": 52.31, "low": 52.31, "close": 52.31, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1081.92, "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": 52.31, "ts": "2026-06-26T13:46:19", "prev_close": 50.0, "open": 49.16, "high": 52.77, "low": 48.88, "bid1": 52.3, "ask1": 52.31, "bid_qty1": 69, "ask_qty1": 1 }, "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": "2026-06-26T13:46:23", "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": 21.5553, "price_vs_vwap_pct": -5.035, "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": 0.0976, "prev_amount_yi": 0.1273, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0572 }, { "time": "13:45", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.032 }, { "time": "13:46", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 20.47, "ts": "2026-06-26T13:46:21", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 0.0, "ask1": 20.47, "bid_qty1": 0, "ask_qty1": 10 }, "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": "2026-06-26T13:46:23", "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": 18.7845, "price_vs_vwap_pct": -0.2901, "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": 0.0369, "prev_amount_yi": 0.0426, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 18.79, "high": 18.79, "low": 18.79, "close": 18.79, "amount_yi": 0.0106 }, { "time": "13:45", "open": 18.77, "high": 18.77, "low": 18.75, "close": 18.75, "amount_yi": 0.0165 }, { "time": "13:46", "open": 18.73, "high": 18.73, "low": 18.73, "close": 18.73, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 18.73, "ts": "2026-06-26T13:46:21", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.72, "ask1": 18.73, "bid_qty1": 15, "ask_qty1": 4 }, "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": "2026-06-26T13:46:23", "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": 0.1956, "prev_amount_yi": 0.1771, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1045, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 77.4, "high": 77.46, "low": 77.4, "close": 77.46, "amount_yi": 0.0801 }, { "time": "13:45", "open": 77.46, "high": 77.46, "low": 77.41, "close": 77.41, "amount_yi": 0.087 }, { "time": "13:46", "open": 77.56, "high": 77.56, "low": 77.56, "close": 77.56, "amount_yi": 0.0285 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 77.56, "ts": "2026-06-26T13:46:20", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 77.54, "ask1": 77.56, "bid_qty1": 9, "ask_qty1": 6 }, "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": "2026-06-26T13:46:23", "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": 0.0226, "prev_amount_yi": 0.0184, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 39.1, "high": 39.11, "low": 39.1, "close": 39.11, "amount_yi": 0.0056 }, { "time": "13:45", "open": 39.04, "high": 39.04, "low": 39.01, "close": 39.01, "amount_yi": 0.0098 }, { "time": "13:46", "open": 38.91, "high": 38.91, "low": 38.91, "close": 38.91, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 38.91, "ts": "2026-06-26T13:46:21", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.91, "ask1": 38.96, "bid_qty1": 5, "ask_qty1": 4 }, "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": "2026-06-26T13:46:23", "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": 86.545, "price_vs_vwap_pct": -4.4081, "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": 0.1043, "prev_amount_yi": 0.1774, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5879, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 83.11, "high": 83.11, "low": 83.0, "close": 83.0, "amount_yi": 0.0447 }, { "time": "13:45", "open": 82.85, "high": 82.85, "low": 82.75, "close": 82.75, "amount_yi": 0.0292 }, { "time": "13:46", "open": 82.73, "high": 82.73, "low": 82.73, "close": 82.73, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 82.73, "ts": "2026-06-26T13:46:21", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 82.73, "ask1": 82.74, "bid_qty1": 119, "ask_qty1": 2 }, "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": "2026-06-26T13:46:23", "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": 44.1298, "price_vs_vwap_pct": -2.9227, "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": 0.2323, "prev_amount_yi": 0.3518, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6603, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 43.19, "high": 43.19, "low": 43.11, "close": 43.11, "amount_yi": 0.1054 }, { "time": "13:45", "open": 43.01, "high": 43.01, "low": 42.88, "close": 42.88, "amount_yi": 0.0967 }, { "time": "13:46", "open": 42.84, "high": 42.84, "low": 42.84, "close": 42.84, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 42.84, "ts": "2026-06-26T13:46:21", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.5, "bid1": 42.84, "ask1": 42.86, "bid_qty1": 17, "ask_qty1": 18 }, "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": "2026-06-26T13:46:23", "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": 61.5639, "price_vs_vwap_pct": -2.8489, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2236, "prev_amount_yi": 0.1671, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:44", "open": 60.02, "high": 60.02, "low": 60.0, "close": 60.0, "amount_yi": 0.058 }, { "time": "13:45", "open": 59.93, "high": 59.93, "low": 59.89, "close": 59.89, "amount_yi": 0.083 }, { "time": "13:46", "open": 59.81, "high": 59.81, "low": 59.81, "close": 59.81, "amount_yi": 0.0826 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2163.83, "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": 59.81, "ts": "2026-06-26T13:46:21", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 59.8, "ask1": 59.81, "bid_qty1": 266, "ask_qty1": 142 }, "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": "2026-06-26T13:46:23", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1277, "prev_amount_yi": 0.2527, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:42", "open": 21.67, "high": 21.69, "low": 21.67, "close": 21.69, "amount_yi": 0.0167 }, { "time": "13:43", "open": 21.66, "high": 21.67, "low": 21.66, "close": 21.67, "amount_yi": 0.0461 }, { "time": "13:44", "open": 21.67, "high": 21.67, "low": 21.66, "close": 21.66, "amount_yi": 0.0112 }, { "time": "13:45", "open": 21.61, "high": 21.61, "low": 21.57, "close": 21.57, "amount_yi": 0.0405 }, { "time": "13:46", "open": 21.57, "high": 21.57, "low": 21.57, "close": 21.57, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.53, "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": 21.57, "ts": "2026-06-26T13:46:22", "prev_close": 20.55, "open": 20.05, "high": 21.78, "low": 19.86, "bid1": 21.56, "ask1": 21.57, "bid_qty1": 2, "ask_qty1": 12 }, "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": "2026-06-26T13:46:23", "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": 56.313, "price_vs_vwap_pct": -3.6635, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2582, "prev_amount_yi": 0.2316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:42", "open": 54.43, "high": 54.53, "low": 54.43, "close": 54.53, "amount_yi": 0.0427 }, { "time": "13:43", "open": 54.58, "high": 54.58, "low": 54.56, "close": 54.56, "amount_yi": 0.0318 }, { "time": "13:44", "open": 54.63, "high": 54.63, "low": 54.47, "close": 54.47, "amount_yi": 0.0469 }, { "time": "13:45", "open": 54.41, "high": 54.41, "low": 54.27, "close": 54.27, "amount_yi": 0.0783 }, { "time": "13:46", "open": 54.25, "high": 54.25, "low": 54.25, "close": 54.25, "amount_yi": 0.0585 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.53, "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": 54.25, "ts": "2026-06-26T13:46:21", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.21, "bid1": 54.25, "ask1": 54.26, "bid_qty1": 1, "ask_qty1": 7 }, "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": "2026-06-26T13:46:23", "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": 65.4941, "price_vs_vwap_pct": -2.3882, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4165, "prev_amount_yi": 0.3585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:42", "open": 64.06, "high": 64.15, "low": 64.06, "close": 64.15, "amount_yi": 0.0873 }, { "time": "13:43", "open": 64.19, "high": 64.19, "low": 64.12, "close": 64.12, "amount_yi": 0.0759 }, { "time": "13:44", "open": 64.19, "high": 64.19, "low": 64.15, "close": 64.15, "amount_yi": 0.0942 }, { "time": "13:45", "open": 64.15, "high": 64.15, "low": 64.0, "close": 64.0, "amount_yi": 0.0817 }, { "time": "13:46", "open": 63.93, "high": 63.93, "low": 63.93, "close": 63.93, "amount_yi": 0.0774 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.53, "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": 63.93, "ts": "2026-06-26T13:46:21", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 63.93, "ask1": 63.94, "bid_qty1": 64, "ask_qty1": 35 }, "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": "2026-06-26T13:46:23", "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": 27.3055, "price_vs_vwap_pct": -2.6204, "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": 0.0493, "prev_amount_yi": 0.047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0489, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:42", "open": 26.65, "high": 26.7, "low": 26.65, "close": 26.7, "amount_yi": 0.0054 }, { "time": "13:43", "open": 26.74, "high": 26.74, "low": 26.7, "close": 26.7, "amount_yi": 0.01 }, { "time": "13:44", "open": 26.72, "high": 26.72, "low": 26.7, "close": 26.7, "amount_yi": 0.0104 }, { "time": "13:45", "open": 26.67, "high": 26.67, "low": 26.62, "close": 26.62, "amount_yi": 0.0132 }, { "time": "13:46", "open": 26.59, "high": 26.59, "low": 26.59, "close": 26.59, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.53, "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": 26.59, "ts": "2026-06-26T13:46:21", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.5, "bid1": 26.58, "ask1": 26.59, "bid_qty1": 70, "ask_qty1": 106 }, "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": "2026-06-26T13:46:23", "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": 58.8141, "price_vs_vwap_pct": -2.6084, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1416, "prev_amount_yi": 0.1063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3321, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:42", "open": 57.49, "high": 57.57, "low": 57.49, "close": 57.57, "amount_yi": 0.0339 }, { "time": "13:43", "open": 57.59, "high": 57.59, "low": 57.55, "close": 57.55, "amount_yi": 0.0329 }, { "time": "13:44", "open": 57.6, "high": 57.6, "low": 57.5, "close": 57.5, "amount_yi": 0.0238 }, { "time": "13:45", "open": 57.41, "high": 57.41, "low": 57.3, "close": 57.3, "amount_yi": 0.0326 }, { "time": "13:46", "open": 57.28, "high": 57.28, "low": 57.28, "close": 57.28, "amount_yi": 0.0184 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.53, "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": 57.28, "ts": "2026-06-26T13:46:21", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.0, "bid1": 57.29, "ask1": 57.32, "bid_qty1": 1, "ask_qty1": 7 }, "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": 535982.0, "total_value": 1080475.0, "unrealized_pnl": 89170.0, "unrealized_pnl_pct_of_initial": 8.917, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 80475.0, "total_pnl_pct": 8.047500000000007 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 103.84, "market_value": 249216.0, "unrealized_pnl": 56496.000000000015, "unrealized_pnl_pct": 29.315068493150687, "updated_at": "2026-06-26T13:46:23", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.0654110460677 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 116.63, "market_value": 209934.0, "unrealized_pnl": 14561.99999999998, "unrealized_pnl_pct": 7.4534733738713665, "updated_at": "2026-06-26T13:46:23", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.429787824799277 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.02, "market_value": 76832.0, "unrealized_pnl": 18112.0, "unrealized_pnl_pct": 30.84468664850135, "updated_at": "2026-06-26T13:46:23", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.110946574423287 } ], "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 } }