{ "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": "after_14:30_no_new_upgrade,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": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7911, "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": 3.5036496350364876, "last": 21.27, "vwap": 21.189523581445496, "above_vwap": true, "amount": 970543346.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.400000000000003, "last": 51.7, "vwap": 51.389441176208905, "above_vwap": true, "amount": 5775916241.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 0.8928571428571619, "last": 22.6, "vwap": 22.933324618716632, "above_vwap": false, "amount": 13660599449.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.485581124381019, "last": 169.1, "vwap": 174.88392829534203, "above_vwap": false, "amount": 2036053257.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -2.0619893658410104, "last": 75.52, "vwap": 77.78441476417011, "above_vwap": false, "amount": 2528406904.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.0927330325429705, "last": 101.99, "vwap": 105.30920630158785, "above_vwap": false, "amount": 31698439679.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.773158372619967, "above_vwap": false, "amount": 688503706.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.419016720738699, "last": 38.7, "vwap": 39.20474564422411, "above_vwap": false, "amount": 464572237.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.019370460048421, "last": 39.64, "vwap": 39.71607517054729, "above_vwap": false, "amount": 3637985019.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.134259259259245, "last": 56.77, "vwap": 58.49038818041461, "above_vwap": false, "amount": 1064542612.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.8114638221308255, "last": 72.51, "vwap": 74.61771696353055, "above_vwap": false, "amount": 13021776564.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -7.021877205363436, "last": 26.35, "vwap": 27.182972064777328, "above_vwap": false, "amount": 604277469.0 } ] }, "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": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7911, "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": 3.5036496350364876, "last": 21.27, "vwap": 21.189523581445496, "above_vwap": true, "amount": 970543346.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.400000000000003, "last": 51.7, "vwap": 51.389441176208905, "above_vwap": true, "amount": 5775916241.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 0.8928571428571619, "last": 22.6, "vwap": 22.933324618716632, "above_vwap": false, "amount": 13660599449.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.485581124381019, "last": 169.1, "vwap": 174.88392829534203, "above_vwap": false, "amount": 2036053257.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -2.0619893658410104, "last": 75.52, "vwap": 77.78441476417011, "above_vwap": false, "amount": 2528406904.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.0927330325429705, "last": 101.99, "vwap": 105.30920630158785, "above_vwap": false, "amount": 31698439679.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.773158372619967, "above_vwap": false, "amount": 688503706.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.419016720738699, "last": 38.7, "vwap": 39.20474564422411, "above_vwap": false, "amount": 464572237.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.019370460048421, "last": 39.64, "vwap": 39.71607517054729, "above_vwap": false, "amount": 3637985019.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.134259259259245, "last": 56.77, "vwap": 58.49038818041461, "above_vwap": false, "amount": 1064542612.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.8114638221308255, "last": 72.51, "vwap": 74.61771696353055, "above_vwap": false, "amount": 13021776564.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -7.021877205363436, "last": 26.35, "vwap": 27.182972064777328, "above_vwap": false, "amount": 604277469.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" } }, "intraday_market_repair_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,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": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7911, "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": 3.5036496350364876, "last": 21.27, "vwap": 21.189523581445496, "above_vwap": true, "amount": 970543346.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.400000000000003, "last": 51.7, "vwap": 51.389441176208905, "above_vwap": true, "amount": 5775916241.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 0.8928571428571619, "last": 22.6, "vwap": 22.933324618716632, "above_vwap": false, "amount": 13660599449.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.485581124381019, "last": 169.1, "vwap": 174.88392829534203, "above_vwap": false, "amount": 2036053257.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -2.0619893658410104, "last": 75.52, "vwap": 77.78441476417011, "above_vwap": false, "amount": 2528406904.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.0927330325429705, "last": 101.99, "vwap": 105.30920630158785, "above_vwap": false, "amount": 31698439679.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.773158372619967, "above_vwap": false, "amount": 688503706.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.419016720738699, "last": 38.7, "vwap": 39.20474564422411, "above_vwap": false, "amount": 464572237.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.019370460048421, "last": 39.64, "vwap": 39.71607517054729, "above_vwap": false, "amount": 3637985019.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.134259259259245, "last": 56.77, "vwap": 58.49038818041461, "above_vwap": false, "amount": 1064542612.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.8114638221308255, "last": 72.51, "vwap": 74.61771696353055, "above_vwap": false, "amount": 13021776564.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -7.021877205363436, "last": 26.35, "vwap": 27.182972064777328, "above_vwap": false, "amount": 604277469.0 } ] }, "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": 1, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7911, "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": 3.5036496350364876, "last": 21.27, "vwap": 21.189523581445496, "above_vwap": true, "amount": 970543346.0 }, { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 3.400000000000003, "last": 51.7, "vwap": 51.389441176208905, "above_vwap": true, "amount": 5775916241.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 0.8928571428571619, "last": 22.6, "vwap": 22.933324618716632, "above_vwap": false, "amount": 13660599449.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.485581124381019, "last": 169.1, "vwap": 174.88392829534203, "above_vwap": false, "amount": 2036053257.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -2.0619893658410104, "last": 75.52, "vwap": 77.78441476417011, "above_vwap": false, "amount": 2528406904.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.0927330325429705, "last": 101.99, "vwap": 105.30920630158785, "above_vwap": false, "amount": 31698439679.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -2.10637177461821, "last": 18.59, "vwap": 18.773158372619967, "above_vwap": false, "amount": 688503706.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -3.419016720738699, "last": 38.7, "vwap": 39.20474564422411, "above_vwap": false, "amount": 464572237.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -4.019370460048421, "last": 39.64, "vwap": 39.71607517054729, "above_vwap": false, "amount": 3637985019.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.134259259259245, "last": 56.77, "vwap": 58.49038818041461, "above_vwap": false, "amount": 1064542612.0 }, { "symbol": "SZSE.002156", "name": "通富微电", "theme": "集成电路封测", "paper_scope": "active", "priority": 3, "ret_pct": -6.8114638221308255, "last": 72.51, "vwap": 74.61771696353055, "above_vwap": false, "amount": 13021776564.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -7.021877205363436, "last": 26.35, "vwap": 27.182972064777328, "above_vwap": false, "amount": 604277469.0 } ] }, "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": "2026-06-26T14:34:28", "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": "2026-06-26T14:34:28", "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": 0.1578, "prev_amount_yi": 0.2972, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 39.57, "high": 39.6, "low": 39.57, "close": 39.6, "amount_yi": 0.063 }, { "time": "14:33", "open": 39.67, "high": 39.67, "low": 39.67, "close": 39.67, "amount_yi": 0.0846 }, { "time": "14:34", "open": 39.64, "high": 39.64, "low": 39.64, "close": 39.64, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 39.64, "ts": "2026-06-26T14:34:26", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.64, "ask1": 39.65, "bid_qty1": 68, "ask_qty1": 37 }, "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": "2026-06-26T14:34:28", "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": 105.3092, "price_vs_vwap_pct": -3.1519, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.1498, "prev_amount_yi": 1.9594, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0972, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 101.8, "high": 101.84, "low": 101.8, "close": 101.84, "amount_yi": 1.2147 }, { "time": "14:33", "open": 101.92, "high": 101.99, "low": 101.92, "close": 101.99, "amount_yi": 0.6143 }, { "time": "14:34", "open": 101.99, "high": 101.99, "low": 101.99, "close": 101.99, "amount_yi": 0.3208 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "current_position_value": 244776.0, "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": 101.99, "ts": "2026-06-26T14:34:26", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 101.1, "bid1": 101.96, "ask1": 101.99, "bid_qty1": 2, "ask_qty1": 22 }, "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": "NEAR_TRIGGER", "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": "2026-06-26T14:34:28", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 22.9333, "price_vs_vwap_pct": -1.4533, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.9766, "prev_amount_yi": 1.4977, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3198, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 22.51, "high": 22.57, "low": 22.51, "close": 22.57, "amount_yi": 1.2215 }, { "time": "14:33", "open": 22.53, "high": 22.59, "low": 22.53, "close": 22.59, "amount_yi": 0.5058 }, { "time": "14:34", "open": 22.6, "high": 22.6, "low": 22.6, "close": 22.6, "amount_yi": 0.2493 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 22.6, "ts": "2026-06-26T14:34:24", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.6, "ask1": 22.61, "bid_qty1": 32, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-26T14:34:28", "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": 74.6177, "price_vs_vwap_pct": -2.8247, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.4185, "prev_amount_yi": 0.9545, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4861, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 72.32, "high": 72.32, "low": 72.25, "close": 72.25, "amount_yi": 0.5342 }, { "time": "14:33", "open": 72.21, "high": 72.42, "low": 72.21, "close": 72.42, "amount_yi": 0.7641 }, { "time": "14:34", "open": 72.51, "high": 72.51, "low": 72.51, "close": 72.51, "amount_yi": 0.1202 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 72.51, "ts": "2026-06-26T14:34:24", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 72.51, "ask1": 72.53, "bid_qty1": 44, "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": "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": "2026-06-26T14:34:28", "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": 0.1127, "prev_amount_yi": 0.1636, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 168.8, "high": 168.86, "low": 168.8, "close": 168.86, "amount_yi": 0.0716 }, { "time": "14:33", "open": 168.95, "high": 169.1, "low": 168.95, "close": 169.1, "amount_yi": 0.0298 }, { "time": "14:34", "open": 169.1, "high": 169.1, "low": 169.1, "close": 169.1, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 169.1, "ts": "2026-06-26T14:34:26", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 169.1, "ask1": 169.13, "bid_qty1": 0, "ask_qty1": 5 }, "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": "2026-06-26T14:34:28", "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": 51.3894, "price_vs_vwap_pct": 0.6044, "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": 0.3495, "prev_amount_yi": 0.3675, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 51.6, "high": 51.61, "low": 51.6, "close": 51.61, "amount_yi": 0.1483 }, { "time": "14:33", "open": 51.61, "high": 51.67, "low": 51.61, "close": 51.67, "amount_yi": 0.1386 }, { "time": "14:34", "open": 51.7, "high": 51.7, "low": 51.7, "close": 51.7, "amount_yi": 0.0626 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 51.7, "ts": "2026-06-26T14:34:25", "prev_close": 50.0, "open": 49.16, "high": 52.77, "low": 48.88, "bid1": 51.69, "ask1": 51.7, "bid_qty1": 19, "ask_qty1": 16 }, "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": "2026-06-26T14:34:28", "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": 21.5185, "price_vs_vwap_pct": -4.8726, "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": 0.0207, "prev_amount_yi": 0.0321, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6449, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0043 }, { "time": "14:33", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0141 }, { "time": "14:34", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": "2026-06-26T14:34:27", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 0.0, "ask1": 20.47, "bid_qty1": 0, "ask_qty1": 14764 }, "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": "CANCELLED", "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": "2026-06-26T14:34:28", "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": 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": 18.7732, "price_vs_vwap_pct": -0.9759, "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": 0.0604, "prev_amount_yi": 0.0692, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8728, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 18.58, "high": 18.59, "low": 18.58, "close": 18.59, "amount_yi": 0.0312 }, { "time": "14:33", "open": 18.58, "high": 18.59, "low": 18.58, "close": 18.59, "amount_yi": 0.0224 }, { "time": "14:34", "open": 18.59, "high": 18.59, "low": 18.59, "close": 18.59, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 18.59, "ts": "2026-06-26T14:34:24", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.59, "ask1": 18.6, "bid_qty1": 68, "ask_qty1": 31 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-26T14:34:28", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1916, "prev_amount_yi": 0.229, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 75.47, "high": 75.64, "low": 75.47, "close": 75.64, "amount_yi": 0.0859 }, { "time": "14:33", "open": 75.66, "high": 75.74, "low": 75.66, "close": 75.74, "amount_yi": 0.0814 }, { "time": "14:34", "open": 75.52, "high": 75.52, "low": 75.52, "close": 75.52, "amount_yi": 0.0243 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 75.52, "ts": "2026-06-26T14:34:26", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 75.51, "ask1": 75.52, "bid_qty1": 57, "ask_qty1": 7 }, "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": "2026-06-26T14:34:28", "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": 0.0524, "prev_amount_yi": 0.0453, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 38.69, "high": 38.69, "low": 38.63, "close": 38.63, "amount_yi": 0.0305 }, { "time": "14:33", "open": 38.63, "high": 38.64, "low": 38.63, "close": 38.64, "amount_yi": 0.0208 }, { "time": "14:34", "open": 38.7, "high": 38.7, "low": 38.7, "close": 38.7, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 38.7, "ts": "2026-06-26T14:34:27", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.71, "ask1": 38.72, "bid_qty1": 2, "ask_qty1": 6 }, "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": "2026-06-26T14:34:28", "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": 86.2884, "price_vs_vwap_pct": -4.147, "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": 0.0327, "prev_amount_yi": 0.077, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4247, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0198 }, { "time": "14:33", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0111 }, { "time": "14:34", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": "2026-06-26T14:34:24", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 0.0, "ask1": 82.71, "bid_qty1": 0, "ask_qty1": 2820 }, "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": "2026-06-26T14:34:28", "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": 43.9006, "price_vs_vwap_pct": -3.6687, "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": 0.1954, "prev_amount_yi": 0.2932, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 42.32, "high": 42.34, "low": 42.32, "close": 42.34, "amount_yi": 0.1149 }, { "time": "14:33", "open": 42.31, "high": 42.32, "low": 42.31, "close": 42.32, "amount_yi": 0.046 }, { "time": "14:34", "open": 42.29, "high": 42.29, "low": 42.29, "close": 42.29, "amount_yi": 0.0345 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 42.29, "ts": "2026-06-26T14:34:24", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.25, "bid1": 42.29, "ask1": 42.3, "bid_qty1": 28, "ask_qty1": 285 }, "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": "2026-06-26T14:34:28", "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": 61.2642, "price_vs_vwap_pct": -3.353, "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": 0.253, "prev_amount_yi": 0.3154, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8022, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 59.27, "high": 59.27, "low": 59.27, "close": 59.27, "amount_yi": 0.093 }, { "time": "14:33", "open": 59.24, "high": 59.24, "low": 59.22, "close": 59.22, "amount_yi": 0.1288 }, { "time": "14:34", "open": 59.21, "high": 59.21, "low": 59.21, "close": 59.21, "amount_yi": 0.0312 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2152.08, "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": 59.21, "ts": "2026-06-26T14:34:24", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.0, "bid1": 59.2, "ask1": 59.21, "bid_qty1": 265, "ask_qty1": 317 }, "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": "2026-06-26T14:34:28", "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": 3.4791, "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": 0.0868, "prev_amount_yi": 0.0892, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:30", "open": 21.27, "high": 21.27, "low": 21.25, "close": 21.25, "amount_yi": 0.0185 }, { "time": "14:31", "open": 21.24, "high": 21.27, "low": 21.24, "close": 21.27, "amount_yi": 0.033 }, { "time": "14:32", "open": 21.26, "high": 21.26, "low": 21.25, "close": 21.25, "amount_yi": 0.0169 }, { "time": "14:33", "open": 21.25, "high": 21.27, "low": 21.25, "close": 21.27, "amount_yi": 0.0119 }, { "time": "14:34", "open": 21.27, "high": 21.27, "low": 21.27, "close": 21.27, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.42, "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": 21.27, "ts": "2026-06-26T14:34:28", "prev_close": 20.55, "open": 20.05, "high": 21.78, "low": 19.86, "bid1": 21.25, "ask1": 21.27, "bid_qty1": 156, "ask_qty1": 70 }, "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": "2026-06-26T14:34:28", "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": 55.8988, "price_vs_vwap_pct": -3.6652, "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": 0.2685, "prev_amount_yi": 0.3146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:30", "open": 53.94, "high": 53.94, "low": 53.88, "close": 53.88, "amount_yi": 0.0553 }, { "time": "14:31", "open": 53.86, "high": 53.86, "low": 53.79, "close": 53.79, "amount_yi": 0.0482 }, { "time": "14:32", "open": 53.84, "high": 53.85, "low": 53.84, "close": 53.85, "amount_yi": 0.1206 }, { "time": "14:33", "open": 53.88, "high": 53.91, "low": 53.88, "close": 53.91, "amount_yi": 0.0264 }, { "time": "14:34", "open": 53.85, "high": 53.85, "low": 53.85, "close": 53.85, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.83, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.85, "ts": "2026-06-26T14:34:24", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 53.6, "bid1": 53.84, "ask1": 53.85, "bid_qty1": 16, "ask_qty1": 16 }, "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": "2026-06-26T14:34:28", "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": 65.2397, "price_vs_vwap_pct": -2.6666, "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": 0.3581, "prev_amount_yi": 0.3728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9606, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:30", "open": 63.61, "high": 63.61, "low": 63.58, "close": 63.58, "amount_yi": 0.0857 }, { "time": "14:31", "open": 63.55, "high": 63.55, "low": 63.51, "close": 63.51, "amount_yi": 0.0894 }, { "time": "14:32", "open": 63.59, "high": 63.59, "low": 63.56, "close": 63.56, "amount_yi": 0.0961 }, { "time": "14:33", "open": 63.56, "high": 63.56, "low": 63.55, "close": 63.55, "amount_yi": 0.0478 }, { "time": "14:34", "open": 63.5, "high": 63.5, "low": 63.5, "close": 63.5, "amount_yi": 0.0391 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.83, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.5, "ts": "2026-06-26T14:34:24", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.3, "bid1": 63.5, "ask1": 63.52, "bid_qty1": 620, "ask_qty1": 1 }, "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": "2026-06-26T14:34:28", "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": 27.183, "price_vs_vwap_pct": -3.0644, "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": 0.0706, "prev_amount_yi": 0.0847, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:30", "open": 26.36, "high": 26.36, "low": 26.36, "close": 26.36, "amount_yi": 0.0131 }, { "time": "14:31", "open": 26.36, "high": 26.36, "low": 26.32, "close": 26.32, "amount_yi": 0.0197 }, { "time": "14:32", "open": 26.35, "high": 26.39, "low": 26.35, "close": 26.39, "amount_yi": 0.0241 }, { "time": "14:33", "open": 26.36, "high": 26.37, "low": 26.36, "close": 26.37, "amount_yi": 0.0105 }, { "time": "14:34", "open": 26.35, "high": 26.35, "low": 26.35, "close": 26.35, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.83, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.35, "ts": "2026-06-26T14:34:27", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.26, "bid1": 26.35, "ask1": 26.36, "bid_qty1": 36, "ask_qty1": 19 }, "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": "2026-06-26T14:34:28", "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": 58.4904, "price_vs_vwap_pct": -2.9413, "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": 0.1288, "prev_amount_yi": 0.1179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:30", "open": 56.79, "high": 56.79, "low": 56.73, "close": 56.73, "amount_yi": 0.0539 }, { "time": "14:31", "open": 56.68, "high": 56.68, "low": 56.64, "close": 56.64, "amount_yi": 0.0254 }, { "time": "14:32", "open": 56.76, "high": 56.76, "low": 56.74, "close": 56.74, "amount_yi": 0.0284 }, { "time": "14:33", "open": 56.88, "high": 56.88, "low": 56.83, "close": 56.83, "amount_yi": 0.0158 }, { "time": "14:34", "open": 56.77, "high": 56.77, "low": 56.77, "close": 56.77, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 860.83, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.77, "ts": "2026-06-26T14:34:24", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 56.3, "bid1": 56.77, "ask1": 56.78, "bid_qty1": 13, "ask_qty1": 8 }, "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": 531412.0, "total_value": 1075905.0, "unrealized_pnl": 84599.99999999996, "unrealized_pnl_pct_of_initial": 8.459999999999996, "realized_pnl": -8694.999999999956, "realized_pnl_pct_of_initial": -0.8694999999999956, "total_pnl": 75905.0, "total_pnl_pct": 7.590499999999989 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 101.99, "market_value": 244776.0, "unrealized_pnl": 52055.99999999999, "unrealized_pnl_pct": 27.01120797011207, "updated_at": "2026-06-26T14:34:28", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.750707543881663 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 117.1, "market_value": 210780.0, "unrealized_pnl": 15407.999999999978, "unrealized_pnl_pct": 7.886493458632748, "updated_at": "2026-06-26T14:34:28", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.590949015015266 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.41, "market_value": 75856.0, "unrealized_pnl": 17135.99999999999, "unrealized_pnl_pct": 29.18256130790189, "updated_at": "2026-06-26T14:34:28", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.050436609180179 } ], "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": "after_14:30_no_new_upgrade,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 } }