{ "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": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7917, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.403645992832395, "above_vwap": true, "amount": 5905142904.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.454987834549872, "last": 21.26, "vwap": 21.193178394484104, "above_vwap": true, "amount": 1000622545.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.5625, "last": 22.75, "vwap": 22.927134143584436, "above_vwap": false, "amount": 14045733262.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1593358578502855, "last": 169.66, "vwap": 174.64831205309406, "above_vwap": false, "amount": 2126751527.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.2449747114511633, "last": 76.15, "vwap": 77.74884986395345, "above_vwap": false, "amount": 2578235597.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5271195365982093, "last": 18.7, "vwap": 18.769027015044717, "above_vwap": false, "amount": 711227879.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.5727176730344747, "last": 101.49, "vwap": 105.21815224953768, "above_vwap": false, "amount": 32544816236.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.919890192163721, "last": 38.9, "vwap": 39.19320828089627, "above_vwap": false, "amount": 480911091.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6319612590799077, "last": 39.8, "vwap": 39.71625787926837, "above_vwap": true, "amount": 3717532370.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.605158730158721, "last": 57.09, "vwap": 58.44571244905362, "above_vwap": false, "amount": 1095576569.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.492589978828511, "last": 26.5, "vwap": 27.16325124273612, "above_vwap": false, "amount": 620756348.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.6998244587478055, "last": 63.78, "vwap": 65.20733105235487, "above_vwap": false, "amount": 3857398355.0 } ] }, "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": 0.7917, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.403645992832395, "above_vwap": true, "amount": 5905142904.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.454987834549872, "last": 21.26, "vwap": 21.193178394484104, "above_vwap": true, "amount": 1000622545.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.5625, "last": 22.75, "vwap": 22.927134143584436, "above_vwap": false, "amount": 14045733262.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1593358578502855, "last": 169.66, "vwap": 174.64831205309406, "above_vwap": false, "amount": 2126751527.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.2449747114511633, "last": 76.15, "vwap": 77.74884986395345, "above_vwap": false, "amount": 2578235597.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5271195365982093, "last": 18.7, "vwap": 18.769027015044717, "above_vwap": false, "amount": 711227879.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.5727176730344747, "last": 101.49, "vwap": 105.21815224953768, "above_vwap": false, "amount": 32544816236.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.919890192163721, "last": 38.9, "vwap": 39.19320828089627, "above_vwap": false, "amount": 480911091.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6319612590799077, "last": 39.8, "vwap": 39.71625787926837, "above_vwap": true, "amount": 3717532370.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.605158730158721, "last": 57.09, "vwap": 58.44571244905362, "above_vwap": false, "amount": 1095576569.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.492589978828511, "last": 26.5, "vwap": 27.16325124273612, "above_vwap": false, "amount": 620756348.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.6998244587478055, "last": 63.78, "vwap": 65.20733105235487, "above_vwap": false, "amount": 3857398355.0 } ] }, "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": 2, "active_total": 13, "sample_total": 18, "dominant_theme": "集成电路封测", "dominant_theme_share": 0.7917, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.403645992832395, "above_vwap": true, "amount": 5905142904.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.454987834549872, "last": 21.26, "vwap": 21.193178394484104, "above_vwap": true, "amount": 1000622545.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.5625, "last": 22.75, "vwap": 22.927134143584436, "above_vwap": false, "amount": 14045733262.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1593358578502855, "last": 169.66, "vwap": 174.64831205309406, "above_vwap": false, "amount": 2126751527.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.2449747114511633, "last": 76.15, "vwap": 77.74884986395345, "above_vwap": false, "amount": 2578235597.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5271195365982093, "last": 18.7, "vwap": 18.769027015044717, "above_vwap": false, "amount": 711227879.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.5727176730344747, "last": 101.49, "vwap": 105.21815224953768, "above_vwap": false, "amount": 32544816236.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.919890192163721, "last": 38.9, "vwap": 39.19320828089627, "above_vwap": false, "amount": 480911091.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6319612590799077, "last": 39.8, "vwap": 39.71625787926837, "above_vwap": true, "amount": 3717532370.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.605158730158721, "last": 57.09, "vwap": 58.44571244905362, "above_vwap": false, "amount": 1095576569.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.492589978828511, "last": 26.5, "vwap": 27.16325124273612, "above_vwap": false, "amount": 620756348.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.6998244587478055, "last": 63.78, "vwap": 65.20733105235487, "above_vwap": false, "amount": 3857398355.0 } ] }, "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": 0.7917, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.603005" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.603005", "name": "晶方科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 5, "ret_pct": 4.200000000000004, "last": 52.1, "vwap": 51.403645992832395, "above_vwap": true, "amount": 5905142904.0 }, { "symbol": "SHSE.688352", "name": "颀中科技", "theme": "集成电路封测", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.454987834549872, "last": 21.26, "vwap": 21.193178394484104, "above_vwap": true, "amount": 1000622545.0 }, { "symbol": "SZSE.002185", "name": "华天科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 2, "ret_pct": 1.5625, "last": 22.75, "vwap": 22.927134143584436, "above_vwap": false, "amount": 14045733262.0 }, { "symbol": "SHSE.688372", "name": "伟测科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 4, "ret_pct": -1.1593358578502855, "last": 169.66, "vwap": 174.64831205309406, "above_vwap": false, "amount": 2126751527.0 }, { "symbol": "SHSE.688362", "name": "甬矽电子", "theme": "集成电路封测", "paper_scope": "active", "priority": 8, "ret_pct": -1.2449747114511633, "last": 76.15, "vwap": 77.74884986395345, "above_vwap": false, "amount": 2578235597.0 }, { "symbol": "SZSE.002077", "name": "大港股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 7, "ret_pct": -1.5271195365982093, "last": 18.7, "vwap": 18.769027015044717, "above_vwap": false, "amount": 711227879.0 }, { "symbol": "SHSE.600584", "name": "长电科技", "theme": "集成电路封测", "paper_scope": "active", "priority": 1, "ret_pct": -2.5727176730344747, "last": 101.49, "vwap": 105.21815224953768, "above_vwap": false, "amount": 32544816236.0 }, { "symbol": "SHSE.688135", "name": "利扬芯片", "theme": "集成电路封测", "paper_scope": "active", "priority": 9, "ret_pct": -2.919890192163721, "last": 38.9, "vwap": 39.19320828089627, "above_vwap": false, "amount": 480911091.0 }, { "symbol": "SHSE.688403", "name": "汇成股份", "theme": "集成电路封测", "paper_scope": "active", "priority": 0, "ret_pct": -3.6319612590799077, "last": 39.8, "vwap": 39.71625787926837, "above_vwap": true, "amount": 3717532370.0 }, { "symbol": "SZSE.002756", "name": "永兴材料", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -5.605158730158721, "last": 57.09, "vwap": 58.44571244905362, "above_vwap": false, "amount": 1095576569.0 }, { "symbol": "SZSE.000762", "name": "西藏矿业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.492589978828511, "last": 26.5, "vwap": 27.16325124273612, "above_vwap": false, "amount": 620756348.0 }, { "symbol": "SZSE.002460", "name": "赣锋锂业", "theme": "锂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": -6.6998244587478055, "last": 63.78, "vwap": 65.20733105235487, "above_vwap": false, "amount": 3857398355.0 } ] }, "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": "2026-06-26T14:43:51", "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": "2026-06-26T14:43:51", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 44.6, "max_chase_pct": 3.0, "base_exec_high": 44.6, "dynamic_exec_high": null, "entry_zone_low": 42.65, "entry_zone_high": 43.95, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2754, "prev_amount_yi": 0.2959, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:41", "open": 39.82, "high": 39.82, "low": 39.77, "close": 39.77, "amount_yi": 0.1244 }, { "time": "14:42", "open": 39.75, "high": 39.75, "low": 39.68, "close": 39.68, "amount_yi": 0.0767 }, { "time": "14:43", "open": 39.74, "high": 39.8, "low": 39.74, "close": 39.8, "amount_yi": 0.0743 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 39.8, "ts": "2026-06-26T14:43:50", "prev_close": 41.3, "open": 40.0, "high": 40.77, "low": 38.38, "bid1": 39.72, "ask1": 39.74, "bid_qty1": 12, "ask_qty1": 29 }, "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": "2026-06-26T14:43:51", "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": 105.2182, "price_vs_vwap_pct": -3.5433, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.1836, "prev_amount_yi": 2.2794, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3967, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 101.84, "high": 101.94, "low": 101.84, "close": 101.94, "amount_yi": 1.1359 }, { "time": "14:42", "open": 101.87, "high": 101.89, "low": 101.87, "close": 101.89, "amount_yi": 0.7407 }, { "time": "14:43", "open": 101.63, "high": 101.63, "low": 101.49, "close": 101.49, "amount_yi": 1.307 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "current_position_value": 243912.0, "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": 101.49, "ts": "2026-06-26T14:43:51", "prev_close": 104.17, "open": 106.92, "high": 109.33, "low": 101.1, "bid1": 101.48, "ask1": 101.49, "bid_qty1": 127, "ask_qty1": 1 }, "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": "2026-06-26T14:43:51", "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": 3.4286, "intraday_vwap": 22.9271, "price_vs_vwap_pct": -0.7724, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.17, "prev_amount_yi": 0.974, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2012, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:41", "open": 22.82, "high": 22.82, "low": 22.8, "close": 22.8, "amount_yi": 0.394 }, { "time": "14:42", "open": 22.78, "high": 22.78, "low": 22.69, "close": 22.69, "amount_yi": 0.3605 }, { "time": "14:43", "open": 22.7, "high": 22.75, "low": 22.7, "close": 22.75, "amount_yi": 0.4155 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1076.6, "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": 22.75, "ts": "2026-06-26T14:43:51", "prev_close": 22.4, "open": 21.9, "high": 23.86, "low": 21.71, "bid1": 22.73, "ask1": 22.75, "bid_qty1": 91, "ask_qty1": 247 }, "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": "2026-06-26T14:43:51", "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": 74.5676, "price_vs_vwap_pct": -2.8398, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0374, "prev_amount_yi": 0.8528, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2165, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 72.7, "high": 72.7, "low": 72.67, "close": 72.67, "amount_yi": 0.3193 }, { "time": "14:42", "open": 72.65, "high": 72.65, "low": 72.59, "close": 72.59, "amount_yi": 0.2972 }, { "time": "14:43", "open": 72.51, "high": 72.51, "low": 72.45, "close": 72.45, "amount_yi": 0.4209 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 72.45, "ts": "2026-06-26T14:43:51", "prev_close": 77.81, "open": 76.0, "high": 77.83, "low": 72.1, "bid1": 72.45, "ask1": 72.46, "bid_qty1": 8, "ask_qty1": 46 }, "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": "2026-06-26T14:43:51", "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": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3275, "prev_amount_yi": 0.3843, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8522, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 169.98, "high": 169.98, "low": 169.72, "close": 169.72, "amount_yi": 0.0709 }, { "time": "14:42", "open": 169.6, "high": 169.6, "low": 169.37, "close": 169.37, "amount_yi": 0.1456 }, { "time": "14:43", "open": 169.61, "high": 169.66, "low": 169.61, "close": 169.66, "amount_yi": 0.111 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 169.66, "ts": "2026-06-26T14:43:50", "prev_close": 171.65, "open": 168.88, "high": 180.19, "low": 168.35, "bid1": 169.64, "ask1": 169.65, "bid_qty1": 3, "ask_qty1": 1 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 52.0, "exec_low": 52.78, "exec_high": 53.56, "invalid_price": 50.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:43:51", "sim_reason": "official_entry_blocked_intraday_mainline_break", "qty": 0, "prev_close": null, "theme": "集成电路封测", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 53.56, "max_chase_pct": 3.0, "base_exec_high": 53.56, "dynamic_exec_high": null, "entry_zone_low": 51.22, "entry_zone_high": 52.78, "entry_risk_pct": 3.1862, "intraday_vwap": 51.4036, "price_vs_vwap_pct": 1.3548, "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": 0.5413, "prev_amount_yi": 0.5205, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.04, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 52.1, "high": 52.2, "low": 52.1, "close": 52.2, "amount_yi": 0.1394 }, { "time": "14:42", "open": 52.2, "high": 52.2, "low": 52.08, "close": 52.08, "amount_yi": 0.2704 }, { "time": "14:43", "open": 52.1, "high": 52.1, "low": 52.1, "close": 52.1, "amount_yi": 0.1315 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1076.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.1, "ts": "2026-06-26T14:43:49", "prev_close": 50.0, "open": 49.16, "high": 52.77, "low": 48.88, "bid1": 52.08, "ask1": 52.1, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260625:20260626:SHSE.603399:VWAP_RECLAIM:BUY", "plan_id": "20260625:SHSE.603399:VWAP_RECLAIM", "symbol": "SHSE.603399", "name": "永杉锂业", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.21, "exec_low": 24.57, "exec_high": 24.94, "invalid_price": 23.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-26T14:43:51", "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": 21.5149, "price_vs_vwap_pct": -4.8566, "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": 0.0193, "prev_amount_yi": 0.0254, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.006 }, { "time": "14:42", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0068 }, { "time": "14:43", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": "2026-06-26T14:43:51", "prev_close": 22.74, "open": 22.9, "high": 23.36, "low": 20.47, "bid1": 0.0, "ask1": 20.47, "bid_qty1": 0, "ask_qty1": 15051 }, "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": "2026-06-26T14:43:51", "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": 18.769, "price_vs_vwap_pct": -0.3676, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0864, "prev_amount_yi": 0.0709, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 18.66, "high": 18.66, "low": 18.66, "close": 18.66, "amount_yi": 0.0199 }, { "time": "14:42", "open": 18.65, "high": 18.65, "low": 18.64, "close": 18.64, "amount_yi": 0.0325 }, { "time": "14:43", "open": 18.69, "high": 18.7, "low": 18.69, "close": 18.7, "amount_yi": 0.034 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 18.7, "ts": "2026-06-26T14:43:51", "prev_close": 18.99, "open": 18.97, "high": 19.1, "low": 18.41, "bid1": 18.69, "ask1": 18.7, "bid_qty1": 20, "ask_qty1": 45 }, "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": "2026-06-26T14:43:51", "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": 0.1879, "prev_amount_yi": 0.1539, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2209, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 76.14, "high": 76.14, "low": 76.09, "close": 76.09, "amount_yi": 0.0806 }, { "time": "14:42", "open": 76.07, "high": 76.07, "low": 76.05, "close": 76.05, "amount_yi": 0.0625 }, { "time": "14:43", "open": 76.11, "high": 76.15, "low": 76.11, "close": 76.15, "amount_yi": 0.0448 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 76.15, "ts": "2026-06-26T14:43:50", "prev_close": 77.11, "open": 74.5, "high": 80.56, "low": 74.21, "bid1": 76.13, "ask1": 76.15, "bid_qty1": 28, "ask_qty1": 8 }, "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": "2026-06-26T14:43:51", "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": 0.057, "prev_amount_yi": 0.0633, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9005, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 38.91, "high": 38.91, "low": 38.87, "close": 38.87, "amount_yi": 0.0304 }, { "time": "14:42", "open": 38.9, "high": 38.9, "low": 38.82, "close": 38.82, "amount_yi": 0.0119 }, { "time": "14:43", "open": 38.85, "high": 38.9, "low": 38.85, "close": 38.9, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 38.9, "ts": "2026-06-26T14:43:51", "prev_close": 40.07, "open": 39.32, "high": 40.41, "low": 38.1, "bid1": 38.89, "ask1": 38.93, "bid_qty1": 3, "ask_qty1": 20 }, "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": "2026-06-26T14:43:51", "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": 86.2149, "price_vs_vwap_pct": -4.0653, "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": 0.1787, "prev_amount_yi": 0.2575, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.694, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.1316 }, { "time": "14:42", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0222 }, { "time": "14:43", "open": 82.71, "high": 82.71, "low": 82.71, "close": 82.71, "amount_yi": 0.0249 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": "2026-06-26T14:43:51", "prev_close": 91.9, "open": 91.9, "high": 92.98, "low": 82.71, "bid1": 0.0, "ask1": 82.71, "bid_qty1": 0, "ask_qty1": 936 }, "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": "2026-06-26T14:43:51", "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": 43.8598, "price_vs_vwap_pct": -3.0091, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2975, "prev_amount_yi": 0.2619, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 42.53, "high": 42.53, "low": 42.49, "close": 42.49, "amount_yi": 0.1325 }, { "time": "14:42", "open": 42.46, "high": 42.46, "low": 42.43, "close": 42.43, "amount_yi": 0.0801 }, { "time": "14:43", "open": 42.51, "high": 42.54, "low": 42.51, "close": 42.54, "amount_yi": 0.0849 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 42.54, "ts": "2026-06-26T14:43:51", "prev_close": 46.51, "open": 46.48, "high": 46.7, "low": 42.25, "bid1": 42.54, "ask1": 42.55, "bid_qty1": 208, "ask_qty1": 4 }, "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": "2026-06-26T14:43:51", "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": 61.2121, "price_vs_vwap_pct": -3.1891, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4689, "prev_amount_yi": 0.4375, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 59.48, "high": 59.48, "low": 59.46, "close": 59.46, "amount_yi": 0.1804 }, { "time": "14:42", "open": 59.41, "high": 59.41, "low": 59.39, "close": 59.39, "amount_yi": 0.1415 }, { "time": "14:43", "open": 59.37, "high": 59.37, "low": 59.26, "close": 59.26, "amount_yi": 0.147 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2153.21, "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": 59.26, "ts": "2026-06-26T14:43:48", "prev_close": 64.64, "open": 64.1, "high": 65.0, "low": 59.0, "bid1": 59.25, "ask1": 59.26, "bid_qty1": 6, "ask_qty1": 13 }, "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": "2026-06-26T14:43:51", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.4337, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.206, "prev_amount_yi": 0.1012, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0356, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:39", "open": 21.35, "high": 21.39, "low": 21.35, "close": 21.39, "amount_yi": 0.0142 }, { "time": "14:40", "open": 21.4, "high": 21.4, "low": 21.35, "close": 21.35, "amount_yi": 0.0587 }, { "time": "14:41", "open": 21.38, "high": 21.38, "low": 21.32, "close": 21.32, "amount_yi": 0.0343 }, { "time": "14:42", "open": 21.35, "high": 21.35, "low": 21.31, "close": 21.31, "amount_yi": 0.0416 }, { "time": "14:43", "open": 21.33, "high": 21.33, "low": 21.26, "close": 21.26, "amount_yi": 0.0572 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.64, "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": 21.26, "ts": "2026-06-26T14:43:52", "prev_close": 20.55, "open": 20.05, "high": 21.78, "low": 19.86, "bid1": 21.24, "ask1": 21.26, "bid_qty1": 2, "ask_qty1": 66 }, "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": "2026-06-26T14:43:51", "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": 55.856, "price_vs_vwap_pct": -2.9469, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2919, "prev_amount_yi": 0.2077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:39", "open": 54.19, "high": 54.29, "low": 54.19, "close": 54.29, "amount_yi": 0.0624 }, { "time": "14:40", "open": 54.28, "high": 54.28, "low": 54.2, "close": 54.2, "amount_yi": 0.1073 }, { "time": "14:41", "open": 54.16, "high": 54.16, "low": 54.12, "close": 54.12, "amount_yi": 0.0506 }, { "time": "14:42", "open": 54.13, "high": 54.13, "low": 54.06, "close": 54.06, "amount_yi": 0.0398 }, { "time": "14:43", "open": 54.18, "high": 54.21, "low": 54.18, "close": 54.21, "amount_yi": 0.0318 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.28, "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": 54.21, "ts": "2026-06-26T14:43:48", "prev_close": 58.15, "open": 58.5, "high": 59.57, "low": 53.6, "bid1": 54.17, "ask1": 54.18, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-26T14:43:51", "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": 65.2073, "price_vs_vwap_pct": -2.1889, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.52, "prev_amount_yi": 0.336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5476, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:39", "open": 63.88, "high": 63.89, "low": 63.88, "close": 63.89, "amount_yi": 0.0565 }, { "time": "14:40", "open": 63.91, "high": 63.92, "low": 63.91, "close": 63.92, "amount_yi": 0.0958 }, { "time": "14:41", "open": 63.82, "high": 63.82, "low": 63.76, "close": 63.76, "amount_yi": 0.1491 }, { "time": "14:42", "open": 63.76, "high": 63.76, "low": 63.72, "close": 63.72, "amount_yi": 0.0857 }, { "time": "14:43", "open": 63.71, "high": 63.78, "low": 63.71, "close": 63.78, "amount_yi": 0.1329 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.28, "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": 63.78, "ts": "2026-06-26T14:43:48", "prev_close": 68.36, "open": 68.3, "high": 68.8, "low": 63.3, "bid1": 63.78, "ask1": 63.79, "bid_qty1": 3, "ask_qty1": 6 }, "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": "2026-06-26T14:43:51", "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": 27.1633, "price_vs_vwap_pct": -2.4419, "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": 0.099, "prev_amount_yi": 0.0691, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:39", "open": 26.5, "high": 26.52, "low": 26.5, "close": 26.52, "amount_yi": 0.0184 }, { "time": "14:40", "open": 26.55, "high": 26.55, "low": 26.52, "close": 26.52, "amount_yi": 0.03 }, { "time": "14:41", "open": 26.49, "high": 26.49, "low": 26.44, "close": 26.44, "amount_yi": 0.0256 }, { "time": "14:42", "open": 26.46, "high": 26.46, "low": 26.45, "close": 26.45, "amount_yi": 0.0144 }, { "time": "14:43", "open": 26.49, "high": 26.5, "low": 26.49, "close": 26.5, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.28, "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": 26.5, "ts": "2026-06-26T14:43:51", "prev_close": 28.34, "open": 28.15, "high": 28.51, "low": 26.26, "bid1": 26.49, "ask1": 26.5, "bid_qty1": 137, "ask_qty1": 89 }, "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": "2026-06-26T14:43:51", "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": 58.4457, "price_vs_vwap_pct": -2.3196, "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": 0.1682, "prev_amount_yi": 0.1475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1403, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:39", "open": 57.07, "high": 57.15, "low": 57.07, "close": 57.15, "amount_yi": 0.0241 }, { "time": "14:40", "open": 57.2, "high": 57.2, "low": 57.14, "close": 57.14, "amount_yi": 0.0481 }, { "time": "14:41", "open": 57.1, "high": 57.1, "low": 57.03, "close": 57.03, "amount_yi": 0.0216 }, { "time": "14:42", "open": 57.06, "high": 57.06, "low": 56.98, "close": 56.98, "amount_yi": 0.0403 }, { "time": "14:43", "open": 57.09, "high": 57.09, "low": 57.09, "close": 57.09, "amount_yi": 0.0341 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.28, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.09, "ts": "2026-06-26T14:43:48", "prev_close": 60.48, "open": 60.41, "high": 61.2, "low": 56.3, "bid1": 57.08, "ask1": 57.15, "bid_qty1": 13, "ask_qty1": 22 }, "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": 531644.0, "total_value": 1076137.0, "unrealized_pnl": 84831.99999999997, "unrealized_pnl_pct_of_initial": 8.483199999999998, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 76137.0, "total_pnl_pct": 7.61369999999999 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 101.49, "market_value": 243576.0, "unrealized_pnl": 50855.99999999999, "unrealized_pnl_pct": 26.38854296388542, "updated_at": "2026-06-26T14:43:51", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.634292845613523 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 117.62, "market_value": 211716.0, "unrealized_pnl": 16343.999999999996, "unrealized_pnl_pct": 8.365579509858122, "updated_at": "2026-06-26T14:43:51", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 19.673703255254672 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 47.72, "market_value": 76352.0, "unrealized_pnl": 17631.999999999993, "unrealized_pnl_pct": 30.027247956403258, "updated_at": "2026-06-26T14:43:51", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 7.09500742005897 } ], "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 } }