{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260625", "trade_date": "20260626", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.795, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005", "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.574209245742078, "last": 21.49, "vwap": 21.171787594913518, "above_vwap": true, "amount": 876373797.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.345477720961384, "above_vwap": true, "amount": 5319833063.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.5267857142857295, "last": 23.19, "vwap": 22.940299566874703, "above_vwap": true, "amount": 12348162221.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.3487226040721056, "last": 78.15, "vwap": 77.93667640742677, "above_vwap": true, "amount": 2261027388.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.8913486746286114, "last": 173.18, "vwap": 175.29376815885945, "above_vwap": false, "amount": 1847469579.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.0191993856196504, "last": 104.19, "vwap": 105.53115995267517, "above_vwap": false, "amount": 28828559045.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.053185887309105, "last": 18.79, "vwap": 18.784373762981062, "above_vwap": true, "amount": 615000397.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.1712003993012208, "last": 39.2, "vwap": 39.25092801674339, "above_vwap": false, "amount": 405201421.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.317191283292975, "last": 39.93, "vwap": 39.696510297419465, "above_vwap": true, "amount": 3225556061.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.922246497879446, "last": 73.98, "vwap": 74.75061938275356, "above_vwap": false, "amount": 11861831937.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.224867724867721, "last": 57.32, "vwap": 58.77174361679543, "above_vwap": false, "amount": 913589123.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.104446012702891, "last": 26.61, "vwap": 27.300994184178062, "above_vwap": false, "amount": 526696240.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.795, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005", "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.574209245742078, "last": 21.49, "vwap": 21.171787594913518, "above_vwap": true, "amount": 876373797.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.345477720961384, "above_vwap": true, "amount": 5319833063.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.5267857142857295, "last": 23.19, "vwap": 22.940299566874703, "above_vwap": true, "amount": 12348162221.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.3487226040721056, "last": 78.15, "vwap": 77.93667640742677, "above_vwap": true, "amount": 2261027388.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.8913486746286114, "last": 173.18, "vwap": 175.29376815885945, "above_vwap": false, "amount": 1847469579.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.0191993856196504, "last": 104.19, "vwap": 105.53115995267517, "above_vwap": false, "amount": 28828559045.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.053185887309105, "last": 18.79, "vwap": 18.784373762981062, "above_vwap": true, "amount": 615000397.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.1712003993012208, "last": 39.2, "vwap": 39.25092801674339, "above_vwap": false, "amount": 405201421.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.317191283292975, "last": 39.93, "vwap": 39.696510297419465, "above_vwap": true, "amount": 3225556061.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.922246497879446, "last": 73.98, "vwap": 74.75061938275356, "above_vwap": false, "amount": 11861831937.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.224867724867721, "last": 57.32, "vwap": 58.77174361679543, "above_vwap": false, "amount": 913589123.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.104446012702891, "last": 26.61, "vwap": 27.300994184178062, "above_vwap": false, "amount": 526696240.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.795, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005", "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.574209245742078, "last": 21.49, "vwap": 21.171787594913518, "above_vwap": true, "amount": 876373797.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.345477720961384, "above_vwap": true, "amount": 5319833063.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.5267857142857295, "last": 23.19, "vwap": 22.940299566874703, "above_vwap": true, "amount": 12348162221.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.3487226040721056, "last": 78.15, "vwap": 77.93667640742677, "above_vwap": true, "amount": 2261027388.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.8913486746286114, "last": 173.18, "vwap": 175.29376815885945, "above_vwap": false, "amount": 1847469579.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.0191993856196504, "last": 104.19, "vwap": 105.53115995267517, "above_vwap": false, "amount": 28828559045.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.053185887309105, "last": 18.79, "vwap": 18.784373762981062, "above_vwap": true, "amount": 615000397.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.1712003993012208, "last": 39.2, "vwap": 39.25092801674339, "above_vwap": false, "amount": 405201421.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.317191283292975, "last": 39.93, "vwap": 39.696510297419465, "above_vwap": true, "amount": 3225556061.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.922246497879446, "last": 73.98, "vwap": 74.75061938275356, "above_vwap": false, "amount": 11861831937.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.224867724867721, "last": 57.32, "vwap": 58.77174361679543, "above_vwap": false, "amount": 913589123.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.104446012702891, "last": 26.61, "vwap": 27.300994184178062, "above_vwap": false, "amount": 526696240.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3333, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.795, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.002185", "SHSE.603005", "SHSE.688362" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.574209245742078, "last": 21.49, "vwap": 21.171787594913518, "above_vwap": true, "amount": 876373797.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.345477720961384, "above_vwap": true, "amount": 5319833063.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 3.5267857142857295, "last": 23.19, "vwap": 22.940299566874703, "above_vwap": true, "amount": 12348162221.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": 1.3487226040721056, "last": 78.15, "vwap": 77.93667640742677, "above_vwap": true, "amount": 2261027388.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": 0.8913486746286114, "last": 173.18, "vwap": 175.29376815885945, "above_vwap": false, "amount": 1847469579.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": 0.0191993856196504, "last": 104.19, "vwap": 105.53115995267517, "above_vwap": false, "amount": 28828559045.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.053185887309105, "last": 18.79, "vwap": 18.784373762981062, "above_vwap": true, "amount": 615000397.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.1712003993012208, "last": 39.2, "vwap": 39.25092801674339, "above_vwap": false, "amount": 405201421.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.317191283292975, "last": 39.93, "vwap": 39.696510297419465, "above_vwap": true, "amount": 3225556061.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -4.922246497879446, "last": 73.98, "vwap": 74.75061938275356, "above_vwap": false, "amount": 11861831937.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.224867724867721, "last": 57.32, "vwap": 58.77174361679543, "above_vwap": false, "amount": 913589123.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.104446012702891, "last": 26.61, "vwap": 27.300994184178062, "above_vwap": false, "amount": 526696240.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:20/20", "quote_stale_lock": false, "generated_at": "2026-06-26T13:50:02", "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": "2026-06-26T13:50:02", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 44.6, "max_chase_pct": 3.0, "base_exec_high": 44.6, "dynamic_exec_high": null, "entry_zone_low": 42.65, "entry_zone_high": 43.95, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1817, "prev_amount_yi": 0.2125, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:48", "open": 39.88, "high": 39.89, "low": 39.88, "close": 39.89, "amount_yi": 0.044 }, { "time": "13:49", "open": 39.9, "high": 39.9, "low": 39.9, "close": 39.9, "amount_yi": 0.107 }, { "time": "13:50", "open": 39.93, "high": 39.93, "low": 39.93, "close": 39.93, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": 39.93, "ts": "2026-06-26T13:49:59", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.91, "ask1": 39.93, "bid_qty1": 19, "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": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 104.17, "exec_low": 104.17, "exec_high": 107.3, "invalid_price": 101.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:50:02", "sim_reason": "official_entry_wait_intraday_style_confirm", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 107.3, "max_chase_pct": 3.0, "base_exec_high": 107.3, "dynamic_exec_high": null, "entry_zone_low": 102.61, "entry_zone_high": 105.73, "entry_risk_pct": 3.0326, "intraday_vwap": 105.5312, "price_vs_vwap_pct": -1.2709, "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": 0.9529, "prev_amount_yi": 2.2957, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4151, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:48", "open": 104.02, "high": 104.17, "low": 104.02, "close": 104.17, "amount_yi": 0.2906 }, { "time": "13:49", "open": 104.3, "high": 104.3, "low": 104.3, "close": 104.3, "amount_yi": 0.2809 }, { "time": "13:50", "open": 104.19, "high": 104.19, "low": 104.19, "close": 104.19, "amount_yi": 0.3814 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1082.19, "current_position_value": 250320.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.19, "ts": "2026-06-26T13:49:59", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 101.1, "bid1": 104.18, "ask1": 104.2, "bid_qty1": 159, "ask_qty1": 2384 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002185:BREAK_PREV_HIGH:BUY", "plan_id": "20260625:SZSE.002185:BREAK_PREV_HIGH", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.65, "exec_low": 22.65, "exec_high": 23.33, "invalid_price": 21.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:50:02", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.2609, "intraday_vwap": 22.9403, "price_vs_vwap_pct": 1.0885, "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": 0.3555, "prev_amount_yi": 0.8593, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:48", "open": 23.12, "high": 23.14, "low": 23.12, "close": 23.14, "amount_yi": 0.1624 }, { "time": "13:49", "open": 23.16, "high": 23.16, "low": 23.16, "close": 23.16, "amount_yi": 0.0844 }, { "time": "13:50", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.1087 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.19, "ts": "2026-06-26T13:50:00", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 23.18, "ask1": 23.19, "bid_qty1": 1031, "ask_qty1": 531 }, "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": "2026-06-26T13:50:02", "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": 74.7506, "price_vs_vwap_pct": -1.0309, "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": 0.3854, "prev_amount_yi": 0.8538, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 73.82, "high": 73.88, "low": 73.82, "close": 73.88, "amount_yi": 0.2135 }, { "time": "13:49", "open": 73.94, "high": 73.94, "low": 73.94, "close": 73.94, "amount_yi": 0.0733 }, { "time": "13:50", "open": 73.98, "high": 73.98, "low": 73.98, "close": 73.98, "amount_yi": 0.0986 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": 73.98, "ts": "2026-06-26T13:50:00", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 73.96, "ask1": 73.97, "bid_qty1": 17, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688372:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688372:VWAP_RECLAIM", "symbol": "SHSE.688372", "name": "伟测科技", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 175.6, "exec_low": 178.23, "exec_high": 180.87, "invalid_price": 170.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T13:50:02", "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": 0.0616, "prev_amount_yi": 0.1166, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 173.05, "high": 173.2, "low": 173.05, "close": 173.2, "amount_yi": 0.0297 }, { "time": "13:49", "open": 173.15, "high": 173.15, "low": 173.15, "close": 173.15, "amount_yi": 0.0217 }, { "time": "13:50", "open": 173.18, "high": 173.18, "low": 173.18, "close": 173.18, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 173.18, "ts": "2026-06-26T13:50:02", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 173.16, "ask1": 173.18, "bid_qty1": 2, "ask_qty1": 43 }, "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": "2026-06-26T13:50:02", "sim_reason": "minute_energy_ratio_too_low", "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": 3.1676, "intraday_vwap": 51.3455, "price_vs_vwap_pct": 1.4695, "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": 0.2295, "prev_amount_yi": 0.3816, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 52.23, "high": 52.23, "low": 52.21, "close": 52.21, "amount_yi": 0.1604 }, { "time": "13:49", "open": 52.18, "high": 52.18, "low": 52.18, "close": 52.18, "amount_yi": 0.042 }, { "time": "13:50", "open": 52.1, "high": 52.1, "low": 52.1, "close": 52.1, "amount_yi": 0.0271 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1082.19, "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": 52.1, "ts": "2026-06-26T13:50:02", "prev_close": 50.0, "open": 49.16, "high": 52.77, "low": 48.88, "bid1": 52.08, "ask1": 52.09, "bid_qty1": 5, "ask_qty1": 9 }, "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": "2026-06-26T13:50:02", "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": 21.5499, "price_vs_vwap_pct": -5.0112, "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": 0.0702, "prev_amount_yi": 0.0613, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1452, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0372 }, { "time": "13:49", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0152 }, { "time": "13:50", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": "2026-06-26T13:50:00", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 7, "ask_qty1": 506 }, "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": "2026-06-26T13:50:02", "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": 18.7844, "price_vs_vwap_pct": 0.0298, "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": 0.0413, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 18.77, "high": 18.8, "low": 18.77, "close": 18.8, "amount_yi": 0.0194 }, { "time": "13:49", "open": 18.79, "high": 18.79, "low": 18.79, "close": 18.79, "amount_yi": 0.0017 }, { "time": "13:50", "open": 18.79, "high": 18.79, "low": 18.79, "close": 18.79, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": 18.79, "ts": "2026-06-26T13:50:00", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.78, "ask1": 18.79, "bid_qty1": 5, "ask_qty1": 24 }, "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": "2026-06-26T13:50:02", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 81.89, "max_chase_pct": 3.0, "base_exec_high": 81.89, "dynamic_exec_high": null, "entry_zone_low": 78.31, "entry_zone_high": 80.69, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2394, "prev_amount_yi": 0.2534, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 77.97, "high": 78.27, "low": 77.97, "close": 78.27, "amount_yi": 0.1205 }, { "time": "13:49", "open": 78.34, "high": 78.34, "low": 78.34, "close": 78.34, "amount_yi": 0.0651 }, { "time": "13:50", "open": 78.15, "high": 78.15, "low": 78.15, "close": 78.15, "amount_yi": 0.0538 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.15, "ts": "2026-06-26T13:49:59", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 78.15, "ask1": 78.26, "bid_qty1": 22, "ask_qty1": 3 }, "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": "2026-06-26T13:50:02", "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": 0.0299, "prev_amount_yi": 0.0472, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 39.14, "high": 39.18, "low": 39.14, "close": 39.18, "amount_yi": 0.0068 }, { "time": "13:49", "open": 39.2, "high": 39.2, "low": 39.2, "close": 39.2, "amount_yi": 0.0076 }, { "time": "13:50", "open": 39.2, "high": 39.2, "low": 39.2, "close": 39.2, "amount_yi": 0.0155 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": 39.2, "ts": "2026-06-26T13:50:00", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 39.17, "ask1": 39.2, "bid_qty1": 2, "ask_qty1": 78 }, "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": "2026-06-26T13:50:02", "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": 86.5191, "price_vs_vwap_pct": -4.3795, "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": 0.0866, "prev_amount_yi": 0.1304, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6641, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 82.76, "high": 82.76, "low": 82.75, "close": 82.75, "amount_yi": 0.036 }, { "time": "13:49", "open": 82.73, "high": 82.73, "low": 82.73, "close": 82.73, "amount_yi": 0.0249 }, { "time": "13:50", "open": 82.73, "high": 82.73, "low": 82.73, "close": 82.73, "amount_yi": 0.0257 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": "2026-06-26T13:50:00", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 82.72, "ask1": 82.73, "bid_qty1": 443, "ask_qty1": 7 }, "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": "2026-06-26T13:50:02", "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": 44.1173, "price_vs_vwap_pct": -2.8499, "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": 0.0896, "prev_amount_yi": 0.2587, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 42.81, "high": 42.84, "low": 42.81, "close": 42.84, "amount_yi": 0.0423 }, { "time": "13:49", "open": 42.87, "high": 42.87, "low": 42.87, "close": 42.87, "amount_yi": 0.0308 }, { "time": "13:50", "open": 42.86, "high": 42.86, "low": 42.86, "close": 42.86, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": 42.86, "ts": "2026-06-26T13:50:00", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.5, "bid1": 42.85, "ask1": 42.86, "bid_qty1": 120, "ask_qty1": 7 }, "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": "2026-06-26T13:50:02", "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": 61.5503, "price_vs_vwap_pct": -2.7137, "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": 0.1473, "prev_amount_yi": 0.3384, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4353, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:48", "open": 59.83, "high": 59.83, "low": 59.83, "close": 59.83, "amount_yi": 0.0995 }, { "time": "13:49", "open": 59.85, "high": 59.85, "low": 59.85, "close": 59.85, "amount_yi": 0.02 }, { "time": "13:50", "open": 59.88, "high": 59.88, "low": 59.88, "close": 59.88, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2164.39, "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": 59.88, "ts": "2026-06-26T13:50:00", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.52, "bid1": 59.88, "ask1": 59.89, "bid_qty1": 1, "ask_qty1": 15 }, "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": "2026-06-26T13:50:02", "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": 0.0721, "prev_amount_yi": 0.134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:46", "open": 21.57, "high": 21.57, "low": 21.51, "close": 21.51, "amount_yi": 0.019 }, { "time": "13:47", "open": 21.5, "high": 21.51, "low": 21.5, "close": 21.51, "amount_yi": 0.017 }, { "time": "13:48", "open": 21.55, "high": 21.55, "low": 21.55, "close": 21.55, "amount_yi": 0.0113 }, { "time": "13:49", "open": 21.53, "high": 21.53, "low": 21.53, "close": 21.53, "amount_yi": 0.0055 }, { "time": "13:50", "open": 21.49, "high": 21.49, "low": 21.49, "close": 21.49, "amount_yi": 0.0193 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.76, "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": 21.49, "ts": "2026-06-26T13:50:01", "prev_close": 20.55, "open": 20.05, "high": 21.78, "low": 19.86, "bid1": 21.48, "ask1": 21.49, "bid_qty1": 155, "ask_qty1": 0 }, "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": "2026-06-26T13:50:02", "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": 56.284, "price_vs_vwap_pct": -3.525, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2919, "prev_amount_yi": 0.2382, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:46", "open": 54.25, "high": 54.25, "low": 54.25, "close": 54.25, "amount_yi": 0.1151 }, { "time": "13:47", "open": 54.28, "high": 54.28, "low": 54.28, "close": 54.28, "amount_yi": 0.0848 }, { "time": "13:48", "open": 54.27, "high": 54.3, "low": 54.27, "close": 54.3, "amount_yi": 0.0505 }, { "time": "13:49", "open": 54.34, "high": 54.34, "low": 54.34, "close": 54.34, "amount_yi": 0.0172 }, { "time": "13:50", "open": 54.3, "high": 54.3, "low": 54.3, "close": 54.3, "amount_yi": 0.0243 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.76, "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": 54.3, "ts": "2026-06-26T13:50:00", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 54.18, "bid1": 54.29, "ask1": 54.3, "bid_qty1": 4, "ask_qty1": 255 }, "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": "2026-06-26T13:50:02", "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": 65.4803, "price_vs_vwap_pct": -2.2301, "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": 0.365, "prev_amount_yi": 0.4095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:46", "open": 63.93, "high": 63.93, "low": 63.9, "close": 63.9, "amount_yi": 0.1327 }, { "time": "13:47", "open": 63.9, "high": 63.97, "low": 63.9, "close": 63.97, "amount_yi": 0.0987 }, { "time": "13:48", "open": 63.95, "high": 64.02, "low": 63.95, "close": 64.02, "amount_yi": 0.0816 }, { "time": "13:49", "open": 63.98, "high": 63.98, "low": 63.98, "close": 63.98, "amount_yi": 0.0136 }, { "time": "13:50", "open": 64.02, "high": 64.02, "low": 64.02, "close": 64.02, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.76, "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": 64.02, "ts": "2026-06-26T13:50:00", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.65, "bid1": 64.01, "ask1": 64.02, "bid_qty1": 16, "ask_qty1": 3 }, "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": "2026-06-26T13:50:02", "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": 27.301, "price_vs_vwap_pct": -2.531, "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": 0.0425, "prev_amount_yi": 0.043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:46", "open": 26.59, "high": 26.59, "low": 26.58, "close": 26.58, "amount_yi": 0.0155 }, { "time": "13:47", "open": 26.58, "high": 26.62, "low": 26.58, "close": 26.62, "amount_yi": 0.0141 }, { "time": "13:48", "open": 26.59, "high": 26.61, "low": 26.59, "close": 26.61, "amount_yi": 0.0086 }, { "time": "13:49", "open": 26.62, "high": 26.62, "low": 26.62, "close": 26.62, "amount_yi": 0.0019 }, { "time": "13:50", "open": 26.61, "high": 26.61, "low": 26.61, "close": 26.61, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.76, "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": 26.61, "ts": "2026-06-26T13:50:00", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.5, "bid1": 26.61, "ask1": 26.63, "bid_qty1": 19, "ask_qty1": 22 }, "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": "2026-06-26T13:50:02", "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": 58.7717, "price_vs_vwap_pct": -2.4701, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2488, "prev_amount_yi": 0.1371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:46", "open": 57.28, "high": 57.28, "low": 57.26, "close": 57.26, "amount_yi": 0.0456 }, { "time": "13:47", "open": 57.29, "high": 57.29, "low": 57.28, "close": 57.28, "amount_yi": 0.0314 }, { "time": "13:48", "open": 57.25, "high": 57.29, "low": 57.25, "close": 57.29, "amount_yi": 0.0227 }, { "time": "13:49", "open": 57.26, "high": 57.26, "low": 57.26, "close": 57.26, "amount_yi": 0.0086 }, { "time": "13:50", "open": 57.32, "high": 57.32, "low": 57.32, "close": 57.32, "amount_yi": 0.1405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.76, "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": 57.32, "ts": "2026-06-26T13:50:00", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 57.0, "bid1": 57.27, "ask1": 57.32, "bid_qty1": 9, "ask_qty1": 2 }, "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": 537682.0, "total_value": 1082175.0, "unrealized_pnl": 90870.0, "unrealized_pnl_pct_of_initial": 9.087, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 82175.0, "total_pnl_pct": 8.217500000000012 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 104.19, "market_value": 250056.0, "unrealized_pnl": 57336.0, "unrealized_pnl_pct": 29.750933997509343, "updated_at": "2026-06-26T13:50:02", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.1067988079562 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 117.09, "market_value": 210762.0, "unrealized_pnl": 15389.999999999995, "unrealized_pnl_pct": 7.877280265339959, "updated_at": "2026-06-26T13:50:02", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.475777947189687 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 48.04, "market_value": 76864.0, "unrealized_pnl": 18143.999999999993, "unrealized_pnl_pct": 30.89918256130788, "updated_at": "2026-06-26T13:50:02", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.102732922124426 } ], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 18, "active_plan_contracts": 13, "watch_candidate_contracts": 5, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }