{ "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": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7905, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "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": 3.600973236009719, "last": 21.29, "vwap": 21.188490649669124, "above_vwap": true, "amount": 956202745.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.3199999999999896, "last": 51.66, "vwap": 51.38452285999466, "above_vwap": true, "amount": 5688600680.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.8750000000000044, "last": 22.82, "vwap": 22.94245731139774, "above_vwap": false, "amount": 13256165600.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1651616661811803, "last": 169.65, "vwap": 174.98464632815595, "above_vwap": false, "amount": 2002553690.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.3439569933762163, "last": 102.77, "vwap": 105.36236340726455, "above_vwap": false, "amount": 31181127479.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.4913759564258888, "last": 75.96, "vwap": 77.82716072123642, "above_vwap": false, "amount": 2480139611.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5797788309636518, "last": 18.69, "vwap": 18.777017610908555, "above_vwap": false, "amount": 673101628.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.21865056506355, "above_vwap": false, "amount": 452344935.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6561743341404274, "last": 39.79, "vwap": 39.71756261969507, "above_vwap": true, "amount": 3575868160.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.952380952380942, "last": 56.88, "vwap": 58.52342330937831, "above_vwap": false, "amount": 1044812824.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.22028016964401, "last": 72.97, "vwap": 74.66589238774336, "above_vwap": false, "amount": 12731027447.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.845448129851805, "last": 26.4, "vwap": 27.201655194625936, "above_vwap": false, "amount": 591200774.0 } ] }, "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": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7905, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "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": 3.600973236009719, "last": 21.29, "vwap": 21.188490649669124, "above_vwap": true, "amount": 956202745.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.3199999999999896, "last": 51.66, "vwap": 51.38452285999466, "above_vwap": true, "amount": 5688600680.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.8750000000000044, "last": 22.82, "vwap": 22.94245731139774, "above_vwap": false, "amount": 13256165600.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1651616661811803, "last": 169.65, "vwap": 174.98464632815595, "above_vwap": false, "amount": 2002553690.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.3439569933762163, "last": 102.77, "vwap": 105.36236340726455, "above_vwap": false, "amount": 31181127479.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.4913759564258888, "last": 75.96, "vwap": 77.82716072123642, "above_vwap": false, "amount": 2480139611.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5797788309636518, "last": 18.69, "vwap": 18.777017610908555, "above_vwap": false, "amount": 673101628.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.21865056506355, "above_vwap": false, "amount": 452344935.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6561743341404274, "last": 39.79, "vwap": 39.71756261969507, "above_vwap": true, "amount": 3575868160.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.952380952380942, "last": 56.88, "vwap": 58.52342330937831, "above_vwap": false, "amount": 1044812824.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.22028016964401, "last": 72.97, "vwap": 74.66589238774336, "above_vwap": false, "amount": 12731027447.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.845448129851805, "last": 26.4, "vwap": 27.201655194625936, "above_vwap": false, "amount": 591200774.0 } ] }, "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": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7905, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "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": 3.600973236009719, "last": 21.29, "vwap": 21.188490649669124, "above_vwap": true, "amount": 956202745.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.3199999999999896, "last": 51.66, "vwap": 51.38452285999466, "above_vwap": true, "amount": 5688600680.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.8750000000000044, "last": 22.82, "vwap": 22.94245731139774, "above_vwap": false, "amount": 13256165600.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1651616661811803, "last": 169.65, "vwap": 174.98464632815595, "above_vwap": false, "amount": 2002553690.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.3439569933762163, "last": 102.77, "vwap": 105.36236340726455, "above_vwap": false, "amount": 31181127479.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.4913759564258888, "last": 75.96, "vwap": 77.82716072123642, "above_vwap": false, "amount": 2480139611.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5797788309636518, "last": 18.69, "vwap": 18.777017610908555, "above_vwap": false, "amount": 673101628.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.21865056506355, "above_vwap": false, "amount": 452344935.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6561743341404274, "last": 39.79, "vwap": 39.71756261969507, "above_vwap": true, "amount": 3575868160.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.952380952380942, "last": 56.88, "vwap": 58.52342330937831, "above_vwap": false, "amount": 1044812824.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.22028016964401, "last": 72.97, "vwap": 74.66589238774336, "above_vwap": false, "amount": 12731027447.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.845448129851805, "last": 26.4, "vwap": 27.201655194625936, "above_vwap": false, "amount": 591200774.0 } ] }, "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": 0.1667, "active_up_ratio": 0.1538, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7905, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "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": 3.600973236009719, "last": 21.29, "vwap": 21.188490649669124, "above_vwap": true, "amount": 956202745.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.3199999999999896, "last": 51.66, "vwap": 51.38452285999466, "above_vwap": true, "amount": 5688600680.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.8750000000000044, "last": 22.82, "vwap": 22.94245731139774, "above_vwap": false, "amount": 13256165600.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1651616661811803, "last": 169.65, "vwap": 174.98464632815595, "above_vwap": false, "amount": 2002553690.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -1.3439569933762163, "last": 102.77, "vwap": 105.36236340726455, "above_vwap": false, "amount": 31181127479.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.4913759564258888, "last": 75.96, "vwap": 77.82716072123642, "above_vwap": false, "amount": 2480139611.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5797788309636518, "last": 18.69, "vwap": 18.777017610908555, "above_vwap": false, "amount": 673101628.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.0696281507362033, "last": 38.84, "vwap": 39.21865056506355, "above_vwap": false, "amount": 452344935.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6561743341404274, "last": 39.79, "vwap": 39.71756261969507, "above_vwap": true, "amount": 3575868160.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.952380952380942, "last": 56.88, "vwap": 58.52342330937831, "above_vwap": false, "amount": 1044812824.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.22028016964401, "last": 72.97, "vwap": 74.66589238774336, "above_vwap": false, "amount": 12731027447.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.845448129851805, "last": 26.4, "vwap": 27.201655194625936, "above_vwap": false, "amount": 591200774.0 } ] }, "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": "2026-06-26T14:26:39", "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": "2026-06-26T14:26:39", "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": 0.15, "prev_amount_yi": 0.1569, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:24", "open": 39.73, "high": 39.73, "low": 39.73, "close": 39.73, "amount_yi": 0.0536 }, { "time": "14:25", "open": 39.73, "high": 39.73, "low": 39.73, "close": 39.73, "amount_yi": 0.0404 }, { "time": "14:26", "open": 39.73, "high": 39.79, "low": 39.73, "close": 39.79, "amount_yi": 0.056 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 39.79, "ts": "2026-06-26T14:26:35", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.78, "ask1": 39.79, "bid_qty1": 1, "ask_qty1": 6 }, "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": "2026-06-26T14:26:39", "sim_reason": "waiting_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": 105.3624, "price_vs_vwap_pct": -2.4605, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.5399, "prev_amount_yi": 1.8291, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8419, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:24", "open": 102.29, "high": 102.29, "low": 102.29, "close": 102.29, "amount_yi": 0.5578 }, { "time": "14:25", "open": 102.36, "high": 102.58, "low": 102.36, "close": 102.58, "amount_yi": 0.3516 }, { "time": "14:26", "open": 102.54, "high": 102.77, "low": 102.54, "close": 102.77, "amount_yi": 0.6305 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "current_position_value": 246096.0, "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": 102.77, "ts": "2026-06-26T14:26:35", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 101.1, "bid1": 102.77, "ask1": 102.78, "bid_qty1": 67, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002185:BREAK_PREV_HIGH:BUY", "plan_id": "20260625:SZSE.002185:BREAK_PREV_HIGH", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.65, "exec_low": 22.65, "exec_high": 23.33, "invalid_price": 21.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:26:39", "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": 3.8091, "intraday_vwap": 22.9425, "price_vs_vwap_pct": -0.5339, "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": 0.9968, "prev_amount_yi": 1.0269, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:24", "open": 22.74, "high": 22.76, "low": 22.74, "close": 22.76, "amount_yi": 0.4541 }, { "time": "14:25", "open": 22.77, "high": 22.83, "low": 22.77, "close": 22.83, "amount_yi": 0.2506 }, { "time": "14:26", "open": 22.83, "high": 22.83, "low": 22.82, "close": 22.82, "amount_yi": 0.2921 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1078.93, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.82, "ts": "2026-06-26T14:26:36", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.82, "ask1": 22.84, "bid_qty1": 15, "ask_qty1": 63 }, "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": "2026-06-26T14:26:39", "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": 74.6659, "price_vs_vwap_pct": -2.2713, "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": 0.5732, "prev_amount_yi": 0.6404, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 72.99, "high": 73.0, "low": 72.99, "close": 73.0, "amount_yi": 0.1746 }, { "time": "14:25", "open": 72.99, "high": 72.99, "low": 72.99, "close": 72.99, "amount_yi": 0.2115 }, { "time": "14:26", "open": 72.98, "high": 72.98, "low": 72.97, "close": 72.97, "amount_yi": 0.1871 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.97, "ts": "2026-06-26T14:26:36", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 72.97, "ask1": 72.98, "bid_qty1": 343, "ask_qty1": 7 }, "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": "CANCELLED", "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": "2026-06-26T14:26:39", "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": 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": 0.0873, "prev_amount_yi": 0.0845, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 169.57, "high": 169.57, "low": 169.42, "close": 169.42, "amount_yi": 0.0354 }, { "time": "14:25", "open": 169.66, "high": 169.7, "low": 169.66, "close": 169.7, "amount_yi": 0.0261 }, { "time": "14:26", "open": 169.69, "high": 169.69, "low": 169.65, "close": 169.65, "amount_yi": 0.0258 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 169.65, "ts": "2026-06-26T14:26:35", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 169.65, "ask1": 169.71, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.603005:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.603005:VWAP_RECLAIM", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "P5", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 52.0, "exec_low": 52.78, "exec_high": 53.56, "invalid_price": 50.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:26:39", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 53.56, "max_chase_pct": 3.0, "base_exec_high": 53.56, "dynamic_exec_high": null, "entry_zone_low": 51.22, "entry_zone_high": 52.78, "entry_risk_pct": null, "intraday_vwap": 51.3845, "price_vs_vwap_pct": 0.5362, "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": 0.2386, "prev_amount_yi": 0.2703, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 51.71, "high": 51.71, "low": 51.7, "close": 51.7, "amount_yi": 0.0893 }, { "time": "14:25", "open": 51.67, "high": 51.67, "low": 51.61, "close": 51.61, "amount_yi": 0.0774 }, { "time": "14:26", "open": 51.63, "high": 51.66, "low": 51.63, "close": 51.66, "amount_yi": 0.0719 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.66, "ts": "2026-06-26T14:26:34", "prev_close": 50.0, "open": 49.16, "high": 52.77, "low": 48.88, "bid1": 51.65, "ask1": 51.66, "bid_qty1": 70, "ask_qty1": 20 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.603399:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.603399:VWAP_RECLAIM", "symbol": "SHSE.603399", "name": "永杉锂业", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.21, "exec_low": 24.57, "exec_high": 24.94, "invalid_price": 23.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:26:39", "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": 21.522, "price_vs_vwap_pct": -4.888, "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": 0.0145, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0053 }, { "time": "14:25", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0045 }, { "time": "14:26", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": "2026-06-26T14:26:36", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 0.0, "ask1": 20.47, "bid_qty1": 0, "ask_qty1": 14909 }, "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": "2026-06-26T14:26:39", "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": 18.777, "price_vs_vwap_pct": -0.4633, "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": 0.0637, "prev_amount_yi": 0.0457, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3939, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 18.65, "high": 18.65, "low": 18.65, "close": 18.65, "amount_yi": 0.0206 }, { "time": "14:25", "open": 18.65, "high": 18.66, "low": 18.65, "close": 18.66, "amount_yi": 0.0245 }, { "time": "14:26", "open": 18.67, "high": 18.69, "low": 18.67, "close": 18.69, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 18.69, "ts": "2026-06-26T14:26:36", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.68, "ask1": 18.7, "bid_qty1": 42, "ask_qty1": 202 }, "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": "CANCELLED", "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": "2026-06-26T14:26:39", "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": 81.89, "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": 0.2105, "prev_amount_yi": 0.0905, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.326, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 76.01, "high": 76.01, "low": 76.0, "close": 76.0, "amount_yi": 0.0462 }, { "time": "14:25", "open": 75.89, "high": 75.89, "low": 75.88, "close": 75.88, "amount_yi": 0.1003 }, { "time": "14:26", "open": 75.9, "high": 75.96, "low": 75.9, "close": 75.96, "amount_yi": 0.064 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 75.96, "ts": "2026-06-26T14:26:35", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 75.95, "ask1": 75.98, "bid_qty1": 17, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-26T14:26:39", "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": 0.0332, "prev_amount_yi": 0.0367, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9046, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 38.78, "high": 38.78, "low": 38.75, "close": 38.75, "amount_yi": 0.009 }, { "time": "14:25", "open": 38.78, "high": 38.85, "low": 38.78, "close": 38.85, "amount_yi": 0.0204 }, { "time": "14:26", "open": 38.83, "high": 38.84, "low": 38.83, "close": 38.84, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 38.84, "ts": "2026-06-26T14:26:36", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.82, "ask1": 38.84, "bid_qty1": 11, "ask_qty1": 16 }, "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": "2026-06-26T14:26:39", "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": 86.3091, "price_vs_vwap_pct": -4.17, "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": 0.0544, "prev_amount_yi": 0.129, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0146 }, { "time": "14:25", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0137 }, { "time": "14:26", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0261 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 82.71, "ts": "2026-06-26T14:26:36", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 0.0, "ask1": 82.71, "bid_qty1": 0, "ask_qty1": 3008 }, "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": "2026-06-26T14:26:39", "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": 43.9397, "price_vs_vwap_pct": -3.5041, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2598, "prev_amount_yi": 0.1788, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 42.37, "high": 42.37, "low": 42.37, "close": 42.37, "amount_yi": 0.0608 }, { "time": "14:25", "open": 42.37, "high": 42.42, "low": 42.37, "close": 42.42, "amount_yi": 0.1413 }, { "time": "14:26", "open": 42.45, "high": 42.45, "low": 42.4, "close": 42.4, "amount_yi": 0.0577 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 42.4, "ts": "2026-06-26T14:26:36", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.25, "bid1": 42.4, "ask1": 42.41, "bid_qty1": 6, "ask_qty1": 42 }, "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": "2026-06-26T14:26:39", "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": 61.3033, "price_vs_vwap_pct": -3.0558, "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": 0.2905, "prev_amount_yi": 0.4284, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 59.28, "high": 59.3, "low": 59.28, "close": 59.3, "amount_yi": 0.0854 }, { "time": "14:25", "open": 59.31, "high": 59.37, "low": 59.31, "close": 59.37, "amount_yi": 0.0637 }, { "time": "14:26", "open": 59.42, "high": 59.43, "low": 59.42, "close": 59.43, "amount_yi": 0.1414 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2157.85, "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": 59.43, "ts": "2026-06-26T14:26:36", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.0, "bid1": 59.42, "ask1": 59.43, "bid_qty1": 77, "ask_qty1": 23 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.688352:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.688352:VWAP_RECLAIM", "symbol": "SHSE.688352", "name": "颀中科技", "side": "BUY", "priority": "W0", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.16, "exec_low": 21.48, "exec_high": 21.48, "invalid_price": 20.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:26:39", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.79, "max_chase_pct": 1.5, "base_exec_high": 21.48, "dynamic_exec_high": null, "entry_zone_low": 20.84, "entry_zone_high": 21.48, "entry_risk_pct": 3.615, "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": 0.1174, "prev_amount_yi": 0.1502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7816, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:22", "open": 21.31, "high": 21.31, "low": 21.31, "close": 21.31, "amount_yi": 0.0395 }, { "time": "14:23", "open": 21.27, "high": 21.27, "low": 21.27, "close": 21.27, "amount_yi": 0.0105 }, { "time": "14:24", "open": 21.26, "high": 21.3, "low": 21.26, "close": 21.3, "amount_yi": 0.0348 }, { "time": "14:25", "open": 21.29, "high": 21.3, "low": 21.29, "close": 21.3, "amount_yi": 0.0102 }, { "time": "14:26", "open": 21.3, "high": 21.3, "low": 21.29, "close": 21.29, "amount_yi": 0.0224 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.29, "ts": "2026-06-26T14:26:34", "prev_close": 20.55, "open": 20.05, "high": 21.78, "low": 19.86, "bid1": 21.29, "ask1": 21.3, "bid_qty1": 39, "ask_qty1": 53 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SZSE.002738:VWAP_RECLAIM:BUY", "plan_id": "20260625:SZSE.002738:VWAP_RECLAIM", "symbol": "SZSE.002738", "name": "中矿资源", "side": "BUY", "priority": "W1", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 60.25, "exec_low": 61.15, "exec_high": 61.15, "invalid_price": 58.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:26:39", "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": 55.946, "price_vs_vwap_pct": -3.3711, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3603, "prev_amount_yi": 0.2647, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3612, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:22", "open": 53.96, "high": 53.97, "low": 53.96, "close": 53.97, "amount_yi": 0.1563 }, { "time": "14:23", "open": 53.92, "high": 53.92, "low": 53.92, "close": 53.92, "amount_yi": 0.0374 }, { "time": "14:24", "open": 53.92, "high": 54.0, "low": 53.92, "close": 54.0, "amount_yi": 0.0454 }, { "time": "14:25", "open": 54.0, "high": 54.0, "low": 54.0, "close": 54.0, "amount_yi": 0.0991 }, { "time": "14:26", "open": 54.06, "high": 54.06, "low": 54.06, "close": 54.06, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.14, "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": 54.06, "ts": "2026-06-26T14:26:36", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 53.6, "bid1": 54.06, "ask1": 54.08, "bid_qty1": 1, "ask_qty1": 11 }, "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": "2026-06-26T14:26:39", "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": 65.2658, "price_vs_vwap_pct": -2.4451, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4201, "prev_amount_yi": 0.4918, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8542, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:22", "open": 63.56, "high": 63.6, "low": 63.56, "close": 63.6, "amount_yi": 0.0886 }, { "time": "14:23", "open": 63.55, "high": 63.55, "low": 63.55, "close": 63.55, "amount_yi": 0.0594 }, { "time": "14:24", "open": 63.6, "high": 63.63, "low": 63.6, "close": 63.63, "amount_yi": 0.1098 }, { "time": "14:25", "open": 63.6, "high": 63.61, "low": 63.6, "close": 63.61, "amount_yi": 0.1021 }, { "time": "14:26", "open": 63.67, "high": 63.67, "low": 63.67, "close": 63.67, "amount_yi": 0.0602 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.14, "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": 63.67, "ts": "2026-06-26T14:26:36", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.3, "bid1": 63.65, "ask1": 63.67, "bid_qty1": 2, "ask_qty1": 40 }, "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": "2026-06-26T14:26:39", "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": 27.2017, "price_vs_vwap_pct": -2.9472, "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": 0.0701, "prev_amount_yi": 0.0793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:22", "open": 26.33, "high": 26.35, "low": 26.33, "close": 26.35, "amount_yi": 0.0335 }, { "time": "14:23", "open": 26.34, "high": 26.34, "low": 26.34, "close": 26.34, "amount_yi": 0.0044 }, { "time": "14:24", "open": 26.34, "high": 26.35, "low": 26.34, "close": 26.35, "amount_yi": 0.0076 }, { "time": "14:25", "open": 26.36, "high": 26.38, "low": 26.36, "close": 26.38, "amount_yi": 0.0124 }, { "time": "14:26", "open": 26.4, "high": 26.4, "low": 26.4, "close": 26.4, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.14, "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": 26.4, "ts": "2026-06-26T14:26:36", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.26, "bid1": 26.38, "ask1": 26.41, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-26T14:26:39", "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": 58.5234, "price_vs_vwap_pct": -2.8081, "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": 0.1105, "prev_amount_yi": 0.1861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:22", "open": 56.76, "high": 56.79, "low": 56.76, "close": 56.79, "amount_yi": 0.0243 }, { "time": "14:23", "open": 56.75, "high": 56.75, "low": 56.75, "close": 56.75, "amount_yi": 0.0155 }, { "time": "14:24", "open": 56.73, "high": 56.77, "low": 56.73, "close": 56.77, "amount_yi": 0.0213 }, { "time": "14:25", "open": 56.8, "high": 56.87, "low": 56.8, "close": 56.87, "amount_yi": 0.0276 }, { "time": "14:26", "open": 56.88, "high": 56.88, "low": 56.88, "close": 56.88, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.14, "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": 56.88, "ts": "2026-06-26T14:26:36", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 56.3, "bid1": 56.88, "ask1": 56.9, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 535050.0, "total_value": 1079543.0, "unrealized_pnl": 88237.99999999997, "unrealized_pnl_pct_of_initial": 8.823799999999997, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 79543.0, "total_pnl_pct": 7.954299999999992 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 102.77, "market_value": 246648.0, "unrealized_pnl": 53928.0, "unrealized_pnl_pct": 27.982565379825665, "updated_at": "2026-06-26T14:26:39", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.84744563208691 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 117.77, "market_value": 211986.0, "unrealized_pnl": 16613.99999999998, "unrealized_pnl_pct": 8.503777409250034, "updated_at": "2026-06-26T14:26:39", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.636642542260937 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.76, "market_value": 76416.0, "unrealized_pnl": 17695.999999999993, "unrealized_pnl_pct": 30.13623978201634, "updated_at": "2026-06-26T14:26:39", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.078550831231363 } ], "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 } }