{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-07-31T14:55:16", "trade_date": "20260731", "plan_date": "20260730", "runtime_status": "PAPER_RUNNING", "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260731", "plan_date": "20260730", "status": "READY", "hard_block_new_entries": false, "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "block_reason": "", "blockers": [], "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "entry_reconfirmation_required": true, "evidence": { "path": "inbox/local_public/20260731/evidence/preopen_execution_evidence_20260731.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260731.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "COLD", "regime_alignment": { "plan_regime": "MIXED", "execution_regime": "COLD", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "deteriorating", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化）；必须以执行日数据重新确认，并继续通过当日 Strict Gate，不能继承计划日的乐观权限。", "action": "require_execution_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.1294, "market_up_ratio": null, "divergence_pct_points": null, "source": "dated_evidence_price_universe", "state": "normal_or_unavailable", "alert": false, "recommended_total_position_cap_pct": null, "action": "候选池与全市场广度未出现需单独收紧的极端剪刀差。" }, "preopen_regime_alert": { "schema_version": "preopen_regime_transition_alert_v1", "trade_date": "20260731", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "MIXED", "execution_regime": "COLD", "plan_score": null, "execution_score": 0.0, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260731.json", "triggers": [ "plan_regime_MIXED_to_execution_COLD" ], "action": "09:00-09:25 重新确认执行日 regime、外部科技冲击和板块承接；确认前只允许观察/持仓风控。", "no_silent_reopen": true } }, "risk_flags": { "path": "config/local_risk_flags_20260731.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260731", "coverage_gap_days": 0, "max_allowed_gap_days": 5, "coverage_complete": true, "recovery_action": "当日风险旗标已覆盖，继续执行个股级风险过滤。" }, "daily_report": { "path": "reports/theme_cleaning/browser_dump_20260730_dashboard.cleaned.json", "fallback_to_plan_date": true }, "plan_contract": { "path": "reports/trade_plan/20260730_active_plan_v2_for_trading.json", "requested_allow_new_positions": true, "requested_trade_mode": "SIMULATION_READY", "effective_allow_new_positions": true, "effective_trade_mode": "SIMULATION_READY", "reconciliation_status": "effective_reconfirmation_required", "entry_reconfirmation_required": true, "soft_restrictions": [ "plan_regime_mismatch_require_execution_reconfirmation" ], "permission_source": "conditional_probe_reconfirmation", "conditional_probe_reconfirmation": { "path": "reports/trading/20260731_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SHSE.600809", "SHSE.600519", "SHSE.600066" ], "valid": true, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "same_day_quotes_and_risk_coverage_ready; candidates still require one-probe Strict Gate confirmation" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 13, "active_plan_contracts": 13, "watch_candidate_contracts": 0, "watch_only_contracts": 72, "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, "signal_contracts": 85, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 3 }, "intraday_market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.5529, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.4615, "active_up_ratio_min": 0.5, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "priority": 10, "ret_pct": 1.036757775683328, "last": 42.88, "vwap": 42.49193156868103, "above_vwap": true, "amount": 450928627.0 }, { "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "priority": 2, "ret_pct": 0.6211180124223503, "last": 8.1, "vwap": 8.047883426402889, "above_vwap": true, "amount": 126392814.0 }, { "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "priority": 8, "ret_pct": 0.399680255795376, "last": 12.56, "vwap": 12.435824239253956, "above_vwap": true, "amount": 275771864.0 }, { "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "priority": 5, "ret_pct": 0.2887391722810273, "last": 20.84, "vwap": 20.627204352018087, "above_vwap": true, "amount": 248170021.0 }, { "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "priority": 12, "ret_pct": 0.06364562118126305, "last": 78.61, "vwap": 77.98309752801678, "above_vwap": true, "amount": 3739554669.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.6304176516942483, "last": 12.61, "vwap": 12.553993847961017, "above_vwap": true, "amount": 252221035.0 }, { "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "priority": 11, "ret_pct": -1.0273972602739656, "last": 5.78, "vwap": 5.793034218602183, "above_vwap": false, "amount": 125532155.0 }, { "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 6, "ret_pct": -1.5084294587400127, "last": 11.1, "vwap": 11.00398261582262, "above_vwap": true, "amount": 1734641410.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "priority": 4, "ret_pct": -1.539179104477617, "last": 21.11, "vwap": 20.91083413152522, "above_vwap": true, "amount": 331838209.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "priority": 3, "ret_pct": -1.8537590113285374, "last": 9.53, "vwap": 9.395782738655376, "above_vwap": true, "amount": 1268037926.0 }, { "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.103960396039606, "last": 7.91, "vwap": 7.756931548567056, "above_vwap": true, "amount": 521137035.0 } ], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5529, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "signal_contract_total": 85, "active_contract_total": 13, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "保险重仓", "count": 2, "top_symbols": [ "SHSE.600588", "SHSE.600418" ], "top_return_pct": 10.0298 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "priority": 10, "ret_pct": 1.036757775683328, "last": 42.88, "vwap": 42.49193156868103, "above_vwap": true, "amount": 450928627.0 }, { "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "priority": 2, "ret_pct": 0.6211180124223503, "last": 8.1, "vwap": 8.047883426402889, "above_vwap": true, "amount": 126392814.0 }, { "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "priority": 8, "ret_pct": 0.399680255795376, "last": 12.56, "vwap": 12.435824239253956, "above_vwap": true, "amount": 275771864.0 }, { "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "priority": 5, "ret_pct": 0.2887391722810273, "last": 20.84, "vwap": 20.627204352018087, "above_vwap": true, "amount": 248170021.0 }, { "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "priority": 12, "ret_pct": 0.06364562118126305, "last": 78.61, "vwap": 77.98309752801678, "above_vwap": true, "amount": 3739554669.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.6304176516942483, "last": 12.61, "vwap": 12.553993847961017, "above_vwap": true, "amount": 252221035.0 }, { "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "priority": 11, "ret_pct": -1.0273972602739656, "last": 5.78, "vwap": 5.793034218602183, "above_vwap": false, "amount": 125532155.0 }, { "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 6, "ret_pct": -1.5084294587400127, "last": 11.1, "vwap": 11.00398261582262, "above_vwap": true, "amount": 1734641410.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "priority": 4, "ret_pct": -1.539179104477617, "last": 21.11, "vwap": 20.91083413152522, "above_vwap": true, "amount": 331838209.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "priority": 3, "ret_pct": -1.8537590113285374, "last": 9.53, "vwap": 9.395782738655376, "above_vwap": true, "amount": 1268037926.0 }, { "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.103960396039606, "last": 7.91, "vwap": 7.756931548567056, "above_vwap": true, "amount": 521137035.0 } ], "sample_rows": [ { "symbol": "SHSE.600588", "name": "用友网络", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.029791459781535, "last": 11.08, "vwap": 10.669255066872587, "above_vwap": true, "amount": 1032103192.0 }, { "symbol": "SHSE.600418", "name": "江淮汽车", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.544075440754416, "last": 26.23, "vwap": 25.297033180709672, "above_vwap": true, "amount": 4657512670.0 }, { "symbol": "SZSE.300084", "name": "海默科技", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.330700888450135, "last": 10.67, "vwap": 10.554589303912445, "above_vwap": true, "amount": 119103263.0 }, { "symbol": "SZSE.002342", "name": "巨力索具", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.741379310344818, "last": 7.29, "vwap": 7.317514938914882, "above_vwap": false, "amount": 627471052.0 }, { "symbol": "SZSE.000799", "name": "酒鬼酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3902499381341267, "last": 41.78, "vwap": 40.79543800698832, "above_vwap": true, "amount": 791586520.0 }, { "symbol": "SHSE.601098", "name": "中南传媒", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.292568203198498, "last": 10.98, "vwap": 10.780265897914195, "above_vwap": true, "amount": 254284912.0 }, { "symbol": "SHSE.600702", "name": "舍得酒业", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2542011202987497, "last": 38.71, "vwap": 37.873271978329164, "above_vwap": true, "amount": 1049994805.0 }, { "symbol": "SHSE.603777", "name": "来伊份", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.117692907248637, "last": 13.23, "vwap": 13.293484843660448, "above_vwap": false, "amount": 83499037.0 }, { "symbol": "SHSE.600226", "name": "亨通股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.4590163934426146, "last": 5.0, "vwap": 5.168366617706482, "above_vwap": false, "amount": 805794871.0 }, { "symbol": "SZSE.000596", "name": "古井贡酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.2788638081866264, "last": 94.7, "vwap": 92.47804270552668, "above_vwap": true, "amount": 731066671.0 }, { "symbol": "SZSE.002183", "name": "怡 亚 通", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.212389380530988, "last": 4.62, "vwap": 4.652824946992052, "above_vwap": false, "amount": 253233720.0 }, { "symbol": "SZSE.002629", "name": "仁智股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1428571428571352, "last": 4.29, "vwap": 4.276516445018877, "above_vwap": true, "amount": 50293544.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 85, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 13, "active_quote_total": 13, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5529, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "signal_contract_total": 85, "active_contract_total": 13, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "保险重仓", "count": 2, "top_symbols": [ "SHSE.600588", "SHSE.600418" ], "top_return_pct": 10.0298 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "priority": 10, "ret_pct": 1.036757775683328, "last": 42.88, "vwap": 42.49193156868103, "above_vwap": true, "amount": 450928627.0 }, { "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "priority": 2, "ret_pct": 0.6211180124223503, "last": 8.1, "vwap": 8.047883426402889, "above_vwap": true, "amount": 126392814.0 }, { "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "priority": 8, "ret_pct": 0.399680255795376, "last": 12.56, "vwap": 12.435824239253956, "above_vwap": true, "amount": 275771864.0 }, { "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "priority": 5, "ret_pct": 0.2887391722810273, "last": 20.84, "vwap": 20.627204352018087, "above_vwap": true, "amount": 248170021.0 }, { "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "priority": 12, "ret_pct": 0.06364562118126305, "last": 78.61, "vwap": 77.98309752801678, "above_vwap": true, "amount": 3739554669.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.6304176516942483, "last": 12.61, "vwap": 12.553993847961017, "above_vwap": true, "amount": 252221035.0 }, { "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "priority": 11, "ret_pct": -1.0273972602739656, "last": 5.78, "vwap": 5.793034218602183, "above_vwap": false, "amount": 125532155.0 }, { "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 6, "ret_pct": -1.5084294587400127, "last": 11.1, "vwap": 11.00398261582262, "above_vwap": true, "amount": 1734641410.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "priority": 4, "ret_pct": -1.539179104477617, "last": 21.11, "vwap": 20.91083413152522, "above_vwap": true, "amount": 331838209.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "priority": 3, "ret_pct": -1.8537590113285374, "last": 9.53, "vwap": 9.395782738655376, "above_vwap": true, "amount": 1268037926.0 }, { "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.103960396039606, "last": 7.91, "vwap": 7.756931548567056, "above_vwap": true, "amount": 521137035.0 } ], "sample_rows": [ { "symbol": "SHSE.600588", "name": "用友网络", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.029791459781535, "last": 11.08, "vwap": 10.669255066872587, "above_vwap": true, "amount": 1032103192.0 }, { "symbol": "SHSE.600418", "name": "江淮汽车", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.544075440754416, "last": 26.23, "vwap": 25.297033180709672, "above_vwap": true, "amount": 4657512670.0 }, { "symbol": "SZSE.300084", "name": "海默科技", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.330700888450135, "last": 10.67, "vwap": 10.554589303912445, "above_vwap": true, "amount": 119103263.0 }, { "symbol": "SZSE.002342", "name": "巨力索具", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.741379310344818, "last": 7.29, "vwap": 7.317514938914882, "above_vwap": false, "amount": 627471052.0 }, { "symbol": "SZSE.000799", "name": "酒鬼酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3902499381341267, "last": 41.78, "vwap": 40.79543800698832, "above_vwap": true, "amount": 791586520.0 }, { "symbol": "SHSE.601098", "name": "中南传媒", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.292568203198498, "last": 10.98, "vwap": 10.780265897914195, "above_vwap": true, "amount": 254284912.0 }, { "symbol": "SHSE.600702", "name": "舍得酒业", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2542011202987497, "last": 38.71, "vwap": 37.873271978329164, "above_vwap": true, "amount": 1049994805.0 }, { "symbol": "SHSE.603777", "name": "来伊份", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.117692907248637, "last": 13.23, "vwap": 13.293484843660448, "above_vwap": false, "amount": 83499037.0 }, { "symbol": "SHSE.600226", "name": "亨通股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.4590163934426146, "last": 5.0, "vwap": 5.168366617706482, "above_vwap": false, "amount": 805794871.0 }, { "symbol": "SZSE.000596", "name": "古井贡酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.2788638081866264, "last": 94.7, "vwap": 92.47804270552668, "above_vwap": true, "amount": 731066671.0 }, { "symbol": "SZSE.002183", "name": "怡 亚 通", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.212389380530988, "last": 4.62, "vwap": 4.652824946992052, "above_vwap": false, "amount": 253233720.0 }, { "symbol": "SZSE.002629", "name": "仁智股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1428571428571352, "last": 4.29, "vwap": 4.276516445018877, "above_vwap": true, "amount": 50293544.0 } ] }, "pool_up_ratio": 0.5529, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "priority": 10, "ret_pct": 1.036757775683328, "last": 42.88, "vwap": 42.49193156868103, "above_vwap": true, "amount": 450928627.0 }, { "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "priority": 2, "ret_pct": 0.6211180124223503, "last": 8.1, "vwap": 8.047883426402889, "above_vwap": true, "amount": 126392814.0 }, { "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "priority": 8, "ret_pct": 0.399680255795376, "last": 12.56, "vwap": 12.435824239253956, "above_vwap": true, "amount": 275771864.0 }, { "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "priority": 5, "ret_pct": 0.2887391722810273, "last": 20.84, "vwap": 20.627204352018087, "above_vwap": true, "amount": 248170021.0 }, { "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "priority": 12, "ret_pct": 0.06364562118126305, "last": 78.61, "vwap": 77.98309752801678, "above_vwap": true, "amount": 3739554669.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.6304176516942483, "last": 12.61, "vwap": 12.553993847961017, "above_vwap": true, "amount": 252221035.0 }, { "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "priority": 11, "ret_pct": -1.0273972602739656, "last": 5.78, "vwap": 5.793034218602183, "above_vwap": false, "amount": 125532155.0 }, { "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 6, "ret_pct": -1.5084294587400127, "last": 11.1, "vwap": 11.00398261582262, "above_vwap": true, "amount": 1734641410.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "priority": 4, "ret_pct": -1.539179104477617, "last": 21.11, "vwap": 20.91083413152522, "above_vwap": true, "amount": 331838209.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "priority": 3, "ret_pct": -1.8537590113285374, "last": 9.53, "vwap": 9.395782738655376, "above_vwap": true, "amount": 1268037926.0 }, { "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.103960396039606, "last": 7.91, "vwap": 7.756931548567056, "above_vwap": true, "amount": 521137035.0 } ], "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 85, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 13, "active_quote_total": 13, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" } }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5529, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "signal_contract_total": 85, "active_contract_total": 13, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "保险重仓", "count": 2, "top_symbols": [ "SHSE.600588", "SHSE.600418" ], "top_return_pct": 10.0298 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "priority": 10, "ret_pct": 1.036757775683328, "last": 42.88, "vwap": 42.49193156868103, "above_vwap": true, "amount": 450928627.0 }, { "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "priority": 2, "ret_pct": 0.6211180124223503, "last": 8.1, "vwap": 8.047883426402889, "above_vwap": true, "amount": 126392814.0 }, { "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "priority": 8, "ret_pct": 0.399680255795376, "last": 12.56, "vwap": 12.435824239253956, "above_vwap": true, "amount": 275771864.0 }, { "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "priority": 5, "ret_pct": 0.2887391722810273, "last": 20.84, "vwap": 20.627204352018087, "above_vwap": true, "amount": 248170021.0 }, { "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "priority": 12, "ret_pct": 0.06364562118126305, "last": 78.61, "vwap": 77.98309752801678, "above_vwap": true, "amount": 3739554669.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.6304176516942483, "last": 12.61, "vwap": 12.553993847961017, "above_vwap": true, "amount": 252221035.0 }, { "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "priority": 11, "ret_pct": -1.0273972602739656, "last": 5.78, "vwap": 5.793034218602183, "above_vwap": false, "amount": 125532155.0 }, { "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 6, "ret_pct": -1.5084294587400127, "last": 11.1, "vwap": 11.00398261582262, "above_vwap": true, "amount": 1734641410.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "priority": 4, "ret_pct": -1.539179104477617, "last": 21.11, "vwap": 20.91083413152522, "above_vwap": true, "amount": 331838209.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "priority": 3, "ret_pct": -1.8537590113285374, "last": 9.53, "vwap": 9.395782738655376, "above_vwap": true, "amount": 1268037926.0 }, { "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.103960396039606, "last": 7.91, "vwap": 7.756931548567056, "above_vwap": true, "amount": 521137035.0 } ], "sample_rows": [ { "symbol": "SHSE.600588", "name": "用友网络", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.029791459781535, "last": 11.08, "vwap": 10.669255066872587, "above_vwap": true, "amount": 1032103192.0 }, { "symbol": "SHSE.600418", "name": "江淮汽车", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.544075440754416, "last": 26.23, "vwap": 25.297033180709672, "above_vwap": true, "amount": 4657512670.0 }, { "symbol": "SZSE.300084", "name": "海默科技", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.330700888450135, "last": 10.67, "vwap": 10.554589303912445, "above_vwap": true, "amount": 119103263.0 }, { "symbol": "SZSE.002342", "name": "巨力索具", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.741379310344818, "last": 7.29, "vwap": 7.317514938914882, "above_vwap": false, "amount": 627471052.0 }, { "symbol": "SZSE.000799", "name": "酒鬼酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3902499381341267, "last": 41.78, "vwap": 40.79543800698832, "above_vwap": true, "amount": 791586520.0 }, { "symbol": "SHSE.601098", "name": "中南传媒", "theme": "保险重仓", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.292568203198498, "last": 10.98, "vwap": 10.780265897914195, "above_vwap": true, "amount": 254284912.0 }, { "symbol": "SHSE.600702", "name": "舍得酒业", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2542011202987497, "last": 38.71, "vwap": 37.873271978329164, "above_vwap": true, "amount": 1049994805.0 }, { "symbol": "SHSE.603777", "name": "来伊份", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.117692907248637, "last": 13.23, "vwap": 13.293484843660448, "above_vwap": false, "amount": 83499037.0 }, { "symbol": "SHSE.600226", "name": "亨通股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.4590163934426146, "last": 5.0, "vwap": 5.168366617706482, "above_vwap": false, "amount": 805794871.0 }, { "symbol": "SZSE.000596", "name": "古井贡酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.2788638081866264, "last": 94.7, "vwap": 92.47804270552668, "above_vwap": true, "amount": 731066671.0 }, { "symbol": "SZSE.002183", "name": "怡 亚 通", "theme": "白酒概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.212389380530988, "last": 4.62, "vwap": 4.652824946992052, "above_vwap": false, "amount": 253233720.0 }, { "symbol": "SZSE.002629", "name": "仁智股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.1428571428571352, "last": 4.29, "vwap": 4.276516445018877, "above_vwap": true, "amount": 50293544.0 } ] }, "pool_up_ratio": 0.5529, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 12, "active_total": 13, "sample_total": 85, "active_samples": [ { "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "priority": 9, "ret_pct": 1.5246636771300448, "last": 11.32, "vwap": 11.132539147285476, "above_vwap": true, "amount": 961687734.0 }, { "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "priority": 10, "ret_pct": 1.036757775683328, "last": 42.88, "vwap": 42.49193156868103, "above_vwap": true, "amount": 450928627.0 }, { "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "priority": 2, "ret_pct": 0.6211180124223503, "last": 8.1, "vwap": 8.047883426402889, "above_vwap": true, "amount": 126392814.0 }, { "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "priority": 8, "ret_pct": 0.399680255795376, "last": 12.56, "vwap": 12.435824239253956, "above_vwap": true, "amount": 275771864.0 }, { "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "priority": 5, "ret_pct": 0.2887391722810273, "last": 20.84, "vwap": 20.627204352018087, "above_vwap": true, "amount": 248170021.0 }, { "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "priority": 12, "ret_pct": 0.06364562118126305, "last": 78.61, "vwap": 77.98309752801678, "above_vwap": true, "amount": 3739554669.0 }, { "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 1, "ret_pct": -0.6304176516942483, "last": 12.61, "vwap": 12.553993847961017, "above_vwap": true, "amount": 252221035.0 }, { "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "priority": 11, "ret_pct": -1.0273972602739656, "last": 5.78, "vwap": 5.793034218602183, "above_vwap": false, "amount": 125532155.0 }, { "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "priority": 6, "ret_pct": -1.5084294587400127, "last": 11.1, "vwap": 11.00398261582262, "above_vwap": true, "amount": 1734641410.0 }, { "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "priority": 4, "ret_pct": -1.539179104477617, "last": 21.11, "vwap": 20.91083413152522, "above_vwap": true, "amount": 331838209.0 }, { "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "priority": 3, "ret_pct": -1.8537590113285374, "last": 9.53, "vwap": 9.395782738655376, "above_vwap": true, "amount": 1268037926.0 }, { "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "priority": 0, "ret_pct": -2.103960396039606, "last": 7.91, "vwap": 7.756931548567056, "above_vwap": true, "amount": 521137035.0 } ], "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "银行 / 保险重仓", "dominant_theme_share": 0.3185, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 0.0, "raw_score": 0.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 0.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_4signals" ], "source_status": "ok", "source_quality": "verified_live", "source_confidence": "verified", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "verified_source", "confidence_note": "外部数据完整度正常。", "source_file": "reports/external_checks/external_tech_shock_20260731.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-07-31T09:25:05+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 85, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 13, "active_quote_total": 13, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整" }, "signals": [ { "event_id": "20260730:20260731:SHSE.600199:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600199", "name": "金种子酒", "theme": "白酒概念", "paper_scope": "active", "decision": "active_plan", "priority": "P0", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.27, "invalid_price": 8.02, "chase_ceiling": 8.52, "intraday_vwap": 7.7569, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.9737, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.077, "prev_amount_yi": 0.0703, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0953, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 7.9, "high": 7.92, "low": 7.9, "close": 7.92, "amount_yi": 0.0354 }, { "time": "14:54", "open": 7.91, "high": 7.91, "low": 7.91, "close": 7.91, "amount_yi": 0.0288 }, { "time": "14:55", "open": 7.91, "high": 7.91, "low": 7.91, "close": 7.91, "amount_yi": 0.0128 } ] }, "quote": { "last": 7.91, "ts": "2026-07-31T14:55:13", "prev_close": 8.08, "open": 7.27, "high": 7.97, "low": 7.27, "bid1": 7.9, "ask1": 7.91, "bid_qty1": 1367, "ask_qty1": 238 } }, { "event_id": "20260730:20260731:SHSE.601808:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.601808", "name": "中海油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "decision": "active_plan", "priority": "P1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 12.75, "invalid_price": 12.37, "chase_ceiling": 13.13, "intraday_vwap": 12.554, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.4461, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0495, "prev_amount_yi": 0.0189, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 12.6, "high": 12.61, "low": 12.6, "close": 12.61, "amount_yi": 0.0308 }, { "time": "14:54", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0138 }, { "time": "14:55", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0049 } ] }, "quote": { "last": 12.61, "ts": "2026-07-31T14:55:12", "prev_close": 12.69, "open": 12.32, "high": 12.68, "low": 12.32, "bid1": 12.6, "ask1": 12.61, "bid_qty1": 367, "ask_qty1": 894 } }, { "event_id": "20260730:20260731:SHSE.600827:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600827", "name": "百联股份", "theme": "保险 / 迪士尼", "paper_scope": "active", "decision": "active_plan", "priority": "P2", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.08, "invalid_price": 7.84, "chase_ceiling": 8.32, "intraday_vwap": 8.0479, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6474, "sim_reason": "minute_energy_amount_too_low", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0258, "prev_amount_yi": 0.033, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7818, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 8.1, "high": 8.11, "low": 8.1, "close": 8.11, "amount_yi": 0.0151 }, { "time": "14:54", "open": 8.11, "high": 8.11, "low": 8.1, "close": 8.1, "amount_yi": 0.009 }, { "time": "14:55", "open": 8.1, "high": 8.1, "low": 8.1, "close": 8.1, "amount_yi": 0.0017 } ] }, "quote": { "last": 8.1, "ts": "2026-07-31T14:55:13", "prev_close": 8.05, "open": 7.98, "high": 8.13, "low": 7.95, "bid1": 8.11, "ask1": 8.12, "bid_qty1": 29, "ask_qty1": 666 } }, { "event_id": "20260730:20260731:SHSE.600000:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600000", "name": "浦发银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "decision": "active_plan", "priority": "P3", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 9.72, "invalid_price": 9.43, "chase_ceiling": 10.01, "intraday_vwap": 9.3958, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4283, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1373, "prev_amount_yi": 0.1539, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8921, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.0474 }, { "time": "14:54", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.0619 }, { "time": "14:55", "open": 9.53, "high": 9.53, "low": 9.53, "close": 9.53, "amount_yi": 0.028 } ] }, "quote": { "last": 9.53, "ts": "2026-07-31T14:55:12", "prev_close": 9.71, "open": 9.59, "high": 9.59, "low": 9.28, "bid1": 9.52, "ask1": 9.53, "bid_qty1": 514, "ask_qty1": 113 } }, { "event_id": "20260730:20260731:SHSE.600389:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600389", "name": "江山股份", "theme": "草甘膦", "paper_scope": "active", "decision": "active_plan", "priority": "P4", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 21.96, "invalid_price": 21.3, "chase_ceiling": 22.62, "intraday_vwap": 20.9108, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9526, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0666, "prev_amount_yi": 0.0448, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4866, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 21.1, "high": 21.1, "low": 21.1, "close": 21.1, "amount_yi": 0.0203 }, { "time": "14:54", "open": 21.07, "high": 21.1, "low": 21.07, "close": 21.1, "amount_yi": 0.0366 }, { "time": "14:55", "open": 21.11, "high": 21.11, "low": 21.11, "close": 21.11, "amount_yi": 0.0097 } ] }, "quote": { "last": 21.11, "ts": "2026-07-31T14:55:12", "prev_close": 21.44, "open": 20.55, "high": 21.29, "low": 20.55, "bid1": 21.1, "ask1": 21.11, "bid_qty1": 228, "ask_qty1": 227 } }, { "event_id": "20260730:20260731:SHSE.603589:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.603589", "name": "口子窖", "theme": "白酒概念", "paper_scope": "active", "decision": "active_plan", "priority": "P5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 21.48, "invalid_price": 20.84, "chase_ceiling": 22.12, "intraday_vwap": 20.6272, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0316, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0833, "prev_amount_yi": 0.0593, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 20.83, "high": 20.83, "low": 20.83, "close": 20.83, "amount_yi": 0.0464 }, { "time": "14:54", "open": 20.83, "high": 20.83, "low": 20.83, "close": 20.83, "amount_yi": 0.0318 }, { "time": "14:55", "open": 20.84, "high": 20.84, "low": 20.84, "close": 20.84, "amount_yi": 0.0051 } ] }, "quote": { "last": 20.84, "ts": "2026-07-31T14:55:13", "prev_close": 20.78, "open": 20.1, "high": 20.85, "low": 20.02, "bid1": 20.83, "ask1": 20.84, "bid_qty1": 72, "ask_qty1": 73 } }, { "event_id": "20260730:20260731:SHSE.601857:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.601857", "name": "中国石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "active", "decision": "active_plan", "priority": "P6", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 11.27, "invalid_price": 10.93, "chase_ceiling": 11.61, "intraday_vwap": 11.004, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8724, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3486, "prev_amount_yi": 0.2852, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2223, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.1129 }, { "time": "14:54", "open": 11.09, "high": 11.11, "low": 11.09, "close": 11.11, "amount_yi": 0.1431 }, { "time": "14:55", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0926 } ] }, "quote": { "last": 11.1, "ts": "2026-07-31T14:55:13", "prev_close": 11.27, "open": 10.96, "high": 11.12, "low": 10.91, "bid1": 11.09, "ask1": 11.1, "bid_qty1": 1580, "ask_qty1": 53 } }, { "event_id": "20260730:20260731:SHSE.601939:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.601939", "name": "建设银行", "theme": "银行 / 保险重仓", "paper_scope": "active", "decision": "active_plan", "priority": "P7", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 10.98, "invalid_price": 10.65, "chase_ceiling": 11.31, "intraday_vwap": 10.5788, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4293, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.305, "prev_amount_yi": 0.4718, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 10.72, "high": 10.73, "low": 10.72, "close": 10.73, "amount_yi": 0.0742 }, { "time": "14:54", "open": 10.73, "high": 10.73, "low": 10.72, "close": 10.72, "amount_yi": 0.1035 }, { "time": "14:55", "open": 10.73, "high": 10.73, "low": 10.73, "close": 10.73, "amount_yi": 0.1273 } ] }, "quote": { "last": 10.73, "ts": "2026-07-31T14:55:14", "prev_close": 10.97, "open": 10.61, "high": 10.75, "low": 10.4, "bid1": 10.73, "ask1": 10.74, "bid_qty1": 348, "ask_qty1": 300 } }, { "event_id": "20260730:20260731:SHSE.600559:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600559", "name": "老白干酒", "theme": "白酒概念", "paper_scope": "active", "decision": "active_plan", "priority": "P8", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 12.7, "invalid_price": 12.32, "chase_ceiling": 13.08, "intraday_vwap": 12.4358, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9987, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0397, "prev_amount_yi": 0.0355, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 12.55, "high": 12.55, "low": 12.55, "close": 12.55, "amount_yi": 0.0155 }, { "time": "14:54", "open": 12.56, "high": 12.56, "low": 12.55, "close": 12.55, "amount_yi": 0.0159 }, { "time": "14:55", "open": 12.56, "high": 12.56, "low": 12.56, "close": 12.56, "amount_yi": 0.0083 } ] }, "quote": { "last": 12.56, "ts": "2026-07-31T14:55:11", "prev_close": 12.51, "open": 12.03, "high": 12.6, "low": 12.0, "bid1": 12.55, "ask1": 12.56, "bid_qty1": 92, "ask_qty1": 367 } }, { "event_id": "20260730:20260731:SHSE.600104:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600104", "name": "上汽集团", "theme": "保险重仓", "paper_scope": "active", "decision": "active_plan", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 11.16, "invalid_price": 10.83, "chase_ceiling": 11.49, "intraday_vwap": 11.1325, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.6843, "sim_reason": "minute_energy_ratio_too_low", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.164, "prev_amount_yi": 0.1811, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9056, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 11.3, "high": 11.32, "low": 11.3, "close": 11.32, "amount_yi": 0.0576 }, { "time": "14:54", "open": 11.31, "high": 11.32, "low": 11.31, "close": 11.32, "amount_yi": 0.0895 }, { "time": "14:55", "open": 11.32, "high": 11.32, "low": 11.32, "close": 11.32, "amount_yi": 0.0169 } ] }, "quote": { "last": 11.32, "ts": "2026-07-31T14:55:14", "prev_close": 11.15, "open": 11.0, "high": 11.33, "low": 10.95, "bid1": 11.32, "ask1": 11.33, "bid_qty1": 692, "ask_qty1": 2694 } }, { "event_id": "20260730:20260731:SZSE.002304:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002304", "name": "洋河股份", "theme": "白酒概念", "paper_scope": "active", "decision": "active_plan", "priority": "P10", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 43.05, "invalid_price": 41.76, "chase_ceiling": 44.34, "intraday_vwap": 42.4919, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9134, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0712, "prev_amount_yi": 0.1021, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6974, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 42.86, "high": 42.87, "low": 42.86, "close": 42.87, "amount_yi": 0.0317 }, { "time": "14:54", "open": 42.86, "high": 42.87, "low": 42.86, "close": 42.87, "amount_yi": 0.0256 }, { "time": "14:55", "open": 42.88, "high": 42.88, "low": 42.88, "close": 42.88, "amount_yi": 0.0139 } ] }, "quote": { "last": 42.88, "ts": "2026-07-31T14:55:12", "prev_close": 42.44, "open": 41.8, "high": 42.89, "low": 41.6, "bid1": 42.88, "ask1": 42.89, "bid_qty1": 122, "ask_qty1": 2 } }, { "event_id": "20260730:20260731:SZSE.002073:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002073", "name": "软控股份", "theme": "保险重仓", "paper_scope": "active", "decision": "active_plan", "priority": "P11", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 5.86, "invalid_price": 5.68, "chase_ceiling": 6.04, "intraday_vwap": 5.793, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2244, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0109, "prev_amount_yi": 0.0281, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3879, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0035 }, { "time": "14:54", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.005 }, { "time": "14:55", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0024 } ] }, "quote": { "last": 5.78, "ts": "2026-07-31T14:55:12", "prev_close": 5.84, "open": 5.83, "high": 5.86, "low": 5.75, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 1844, "ask_qty1": 853 } }, { "event_id": "20260730:20260731:SZSE.000858:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.000858", "name": "五 粮 液", "theme": "白酒概念", "paper_scope": "active", "decision": "active_plan", "priority": "P12", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 78.84, "invalid_price": 76.47, "chase_ceiling": 81.21, "intraday_vwap": 77.9831, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8039, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7554, "prev_amount_yi": 0.6032, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2523, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 78.6, "high": 78.61, "low": 78.6, "close": 78.61, "amount_yi": 0.2493 }, { "time": "14:54", "open": 78.59, "high": 78.61, "low": 78.59, "close": 78.61, "amount_yi": 0.3316 }, { "time": "14:55", "open": 78.61, "high": 78.61, "low": 78.61, "close": 78.61, "amount_yi": 0.1745 } ] }, "quote": { "last": 78.61, "ts": "2026-07-31T14:55:12", "prev_close": 78.56, "open": 76.99, "high": 78.65, "low": 76.59, "bid1": 78.61, "ask1": 78.62, "bid_qty1": 135, "ask_qty1": 118 } }, { "event_id": "20260730:20260731:SHSE.600809:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600809", "name": "山西汾酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W0", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 136.0, "invalid_price": 131.92, "chase_ceiling": 140.08, "intraday_vwap": 125.927, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0188, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5034, "prev_amount_yi": 0.3519, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4305, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 127.0, "high": 127.0, "low": 126.94, "close": 126.94, "amount_yi": 0.126 }, { "time": "14:52", "open": 126.95, "high": 127.2, "low": 126.95, "close": 127.2, "amount_yi": 0.0947 }, { "time": "14:53", "open": 127.23, "high": 127.23, "low": 127.23, "close": 127.23, "amount_yi": 0.1106 }, { "time": "14:54", "open": 127.24, "high": 127.24, "low": 127.2, "close": 127.2, "amount_yi": 0.134 }, { "time": "14:55", "open": 127.21, "high": 127.21, "low": 127.21, "close": 127.21, "amount_yi": 0.0381 } ] }, "quote": { "last": 127.21, "ts": "2026-07-31T14:55:12", "prev_close": 129.4, "open": 124.0, "high": 128.81, "low": 122.08, "bid1": 127.21, "ask1": 127.22, "bid_qty1": 0, "ask_qty1": 8 } }, { "event_id": "20260730:20260731:SHSE.600519:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600519", "name": "贵州茅台", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W1", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 1362.0, "invalid_price": 1321.14, "chase_ceiling": 1402.86, "intraday_vwap": 1337.2076, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0097, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7916, "prev_amount_yi": 1.3283, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 1351.97, "high": 1351.97, "low": 1351.68, "close": 1351.68, "amount_yi": 0.4151 }, { "time": "14:52", "open": 1352.45, "high": 1352.45, "low": 1350.97, "close": 1350.97, "amount_yi": 0.3218 }, { "time": "14:53", "open": 1350.48, "high": 1350.99, "low": 1350.48, "close": 1350.99, "amount_yi": 0.4484 }, { "time": "14:54", "open": 1351.78, "high": 1351.78, "low": 1350.06, "close": 1350.06, "amount_yi": 0.4685 }, { "time": "14:55", "open": 1350.71, "high": 1350.71, "low": 1350.71, "close": 1350.71, "amount_yi": 0.1378 } ] }, "quote": { "last": 1350.71, "ts": "2026-07-31T14:55:14", "prev_close": 1361.76, "open": 1330.03, "high": 1355.72, "low": 1325.77, "bid1": 1350.7, "ask1": 1350.71, "bid_qty1": 2, "ask_qty1": 1 } }, { "event_id": "20260730:20260731:SHSE.600066:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600066", "name": "宇通客车", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W2", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 34.17, "invalid_price": 33.14, "chase_ceiling": 35.2, "intraday_vwap": 32.1718, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.1445, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1444, "prev_amount_yi": 0.2195, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 32.63, "high": 32.65, "low": 32.63, "close": 32.65, "amount_yi": 0.0498 }, { "time": "14:52", "open": 32.61, "high": 32.61, "low": 32.59, "close": 32.59, "amount_yi": 0.0338 }, { "time": "14:53", "open": 32.54, "high": 32.57, "low": 32.54, "close": 32.57, "amount_yi": 0.0163 }, { "time": "14:54", "open": 32.56, "high": 32.56, "low": 32.52, "close": 32.52, "amount_yi": 0.0314 }, { "time": "14:55", "open": 32.54, "high": 32.54, "low": 32.54, "close": 32.54, "amount_yi": 0.0131 } ] }, "quote": { "last": 32.54, "ts": "2026-07-31T14:55:14", "prev_close": 33.8, "open": 32.5, "high": 33.0, "low": 31.7, "bid1": 32.54, "ask1": 32.55, "bid_qty1": 35, "ask_qty1": 10 } }, { "event_id": "20260730:20260731:SHSE.603919:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603919", "name": "金徽酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W3", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 16.5061, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0842, "sim_reason": "signal_contract_missing_price_fields", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1514, "prev_amount_yi": 0.0738, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 16.53, "high": 16.53, "low": 16.53, "close": 16.53, "amount_yi": 0.0186 }, { "time": "14:52", "open": 16.53, "high": 16.55, "low": 16.53, "close": 16.55, "amount_yi": 0.0168 }, { "time": "14:53", "open": 16.53, "high": 16.54, "low": 16.53, "close": 16.54, "amount_yi": 0.0552 }, { "time": "14:54", "open": 16.55, "high": 16.55, "low": 16.53, "close": 16.53, "amount_yi": 0.0365 }, { "time": "14:55", "open": 16.52, "high": 16.52, "low": 16.52, "close": 16.52, "amount_yi": 0.0243 } ] }, "quote": { "last": 16.52, "ts": "2026-07-31T14:55:12", "prev_close": 16.89, "open": 16.07, "high": 16.83, "low": 16.07, "bid1": 16.51, "ask1": 16.52, "bid_qty1": 61, "ask_qty1": 359 } }, { "event_id": "20260730:20260731:SZSE.000721:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.000721", "name": "西安饮食", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W4", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 6.5762, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8181, "sim_reason": "signal_contract_missing_price_fields", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.161, "prev_amount_yi": 0.0648, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 6.61, "high": 6.61, "low": 6.61, "close": 6.61, "amount_yi": 0.0233 }, { "time": "14:52", "open": 6.61, "high": 6.61, "low": 6.61, "close": 6.61, "amount_yi": 0.0167 }, { "time": "14:53", "open": 6.62, "high": 6.66, "low": 6.62, "close": 6.66, "amount_yi": 0.0449 }, { "time": "14:54", "open": 6.64, "high": 6.64, "low": 6.63, "close": 6.63, "amount_yi": 0.0522 }, { "time": "14:55", "open": 6.63, "high": 6.63, "low": 6.63, "close": 6.63, "amount_yi": 0.0239 } ] }, "quote": { "last": 6.63, "ts": "2026-07-31T14:55:12", "prev_close": 6.81, "open": 6.41, "high": 6.71, "low": 6.31, "bid1": 6.63, "ask1": 6.64, "bid_qty1": 44, "ask_qty1": 345 } }, { "event_id": "20260730:20260731:SHSE.600702:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.600702", "name": "舍得酒业", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W5", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 37.8733, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.2092, "sim_reason": "signal_contract_missing_price_fields", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3, "prev_amount_yi": 0.169, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 38.65, "high": 38.65, "low": 38.59, "close": 38.59, "amount_yi": 0.0444 }, { "time": "14:52", "open": 38.58, "high": 38.59, "low": 38.58, "close": 38.59, "amount_yi": 0.0376 }, { "time": "14:53", "open": 38.61, "high": 38.68, "low": 38.61, "close": 38.68, "amount_yi": 0.0428 }, { "time": "14:54", "open": 38.7, "high": 38.7, "low": 38.69, "close": 38.69, "amount_yi": 0.1173 }, { "time": "14:55", "open": 38.71, "high": 38.71, "low": 38.71, "close": 38.71, "amount_yi": 0.0579 } ] }, "quote": { "last": 38.71, "ts": "2026-07-31T14:55:14", "prev_close": 37.49, "open": 36.2, "high": 38.95, "low": 36.07, "bid1": 38.71, "ask1": 38.72, "bid_qty1": 4, "ask_qty1": 53 } }, { "event_id": "20260730:20260731:SZSE.300755:VWAP_RECLAIM:BUY", "symbol": "SZSE.300755", "name": "华致酒行", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W6", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.57, "invalid_price": 12.19, "chase_ceiling": 12.95, "intraday_vwap": 11.4179, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.2445, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0447, "prev_amount_yi": 0.0189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.56, "high": 11.57, "low": 11.56, "close": 11.57, "amount_yi": 0.0066 }, { "time": "14:52", "open": 11.56, "high": 11.57, "low": 11.56, "close": 11.57, "amount_yi": 0.0054 }, { "time": "14:53", "open": 11.58, "high": 11.59, "low": 11.58, "close": 11.59, "amount_yi": 0.0167 }, { "time": "14:54", "open": 11.57, "high": 11.57, "low": 11.57, "close": 11.57, "amount_yi": 0.0132 }, { "time": "14:55", "open": 11.56, "high": 11.56, "low": 11.56, "close": 11.56, "amount_yi": 0.0028 } ] }, "quote": { "last": 11.56, "ts": "2026-07-31T14:55:09", "prev_close": 11.45, "open": 10.85, "high": 11.63, "low": 10.84, "bid1": 11.56, "ask1": 11.57, "bid_qty1": 78, "ask_qty1": 40 } }, { "event_id": "20260730:20260731:SHSE.600779:VWAP_RECLAIM:BUY", "symbol": "SHSE.600779", "name": "水井坊", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W7", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 29.6, "invalid_price": 28.71, "chase_ceiling": 30.49, "intraday_vwap": 28.833, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4116, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0394, "prev_amount_yi": 0.0294, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 29.23, "high": 29.23, "low": 29.23, "close": 29.23, "amount_yi": 0.0082 }, { "time": "14:52", "open": 29.24, "high": 29.24, "low": 29.23, "close": 29.23, "amount_yi": 0.0053 }, { "time": "14:53", "open": 29.23, "high": 29.24, "low": 29.23, "close": 29.24, "amount_yi": 0.0105 }, { "time": "14:54", "open": 29.24, "high": 29.24, "low": 29.23, "close": 29.23, "amount_yi": 0.0115 }, { "time": "14:55", "open": 29.24, "high": 29.24, "low": 29.24, "close": 29.24, "amount_yi": 0.0039 } ] }, "quote": { "last": 29.24, "ts": "2026-07-31T14:55:14", "prev_close": 28.92, "open": 27.83, "high": 29.29, "low": 27.83, "bid1": 29.23, "ask1": 29.24, "bid_qty1": 74, "ask_qty1": 174 } }, { "event_id": "20260730:20260731:SZSE.000799:VWAP_RECLAIM:BUY", "symbol": "SZSE.000799", "name": "酒鬼酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W8", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.48, "invalid_price": 41.21, "chase_ceiling": 43.75, "intraday_vwap": 40.7954, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.4135, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.221, "prev_amount_yi": 0.1629, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 41.68, "high": 41.7, "low": 41.68, "close": 41.7, "amount_yi": 0.0406 }, { "time": "14:52", "open": 41.69, "high": 41.71, "low": 41.69, "close": 41.71, "amount_yi": 0.0466 }, { "time": "14:53", "open": 41.72, "high": 41.72, "low": 41.72, "close": 41.72, "amount_yi": 0.0485 }, { "time": "14:54", "open": 41.75, "high": 41.77, "low": 41.75, "close": 41.77, "amount_yi": 0.0468 }, { "time": "14:55", "open": 41.78, "high": 41.78, "low": 41.78, "close": 41.78, "amount_yi": 0.0385 } ] }, "quote": { "last": 41.78, "ts": "2026-07-31T14:55:12", "prev_close": 40.41, "open": 39.1, "high": 41.86, "low": 39.1, "bid1": 41.77, "ask1": 41.78, "bid_qty1": 9, "ask_qty1": 42 } }, { "event_id": "20260730:20260731:SHSE.603198:VWAP_RECLAIM:BUY", "symbol": "SHSE.603198", "name": "迎驾贡酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W9", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 39.26, "invalid_price": 38.08, "chase_ceiling": 40.44, "intraday_vwap": 38.336, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.1321, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1241, "prev_amount_yi": 0.0388, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 38.8, "high": 38.8, "low": 38.8, "close": 38.8, "amount_yi": 0.0169 }, { "time": "14:52", "open": 38.8, "high": 38.8, "low": 38.78, "close": 38.78, "amount_yi": 0.0366 }, { "time": "14:53", "open": 38.8, "high": 38.8, "low": 38.76, "close": 38.76, "amount_yi": 0.0225 }, { "time": "14:54", "open": 38.78, "high": 38.78, "low": 38.73, "close": 38.73, "amount_yi": 0.0311 }, { "time": "14:55", "open": 38.77, "high": 38.77, "low": 38.77, "close": 38.77, "amount_yi": 0.017 } ] }, "quote": { "last": 38.77, "ts": "2026-07-31T14:55:13", "prev_close": 38.12, "open": 36.37, "high": 39.33, "low": 36.37, "bid1": 38.74, "ask1": 38.77, "bid_qty1": 9, "ask_qty1": 24 } }, { "event_id": "20260730:20260731:SHSE.600197:VWAP_RECLAIM:BUY", "symbol": "SHSE.600197", "name": "伊力特", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W10", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.75, "invalid_price": 10.43, "chase_ceiling": 11.07, "intraday_vwap": 10.4461, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4733, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.05, "prev_amount_yi": 0.0472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0593, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.6, "high": 10.6, "low": 10.6, "close": 10.6, "amount_yi": 0.0153 }, { "time": "14:52", "open": 10.61, "high": 10.61, "low": 10.6, "close": 10.6, "amount_yi": 0.0137 }, { "time": "14:53", "open": 10.6, "high": 10.6, "low": 10.6, "close": 10.6, "amount_yi": 0.0091 }, { "time": "14:54", "open": 10.6, "high": 10.6, "low": 10.6, "close": 10.6, "amount_yi": 0.0077 }, { "time": "14:55", "open": 10.6, "high": 10.6, "low": 10.6, "close": 10.6, "amount_yi": 0.0042 } ] }, "quote": { "last": 10.6, "ts": "2026-07-31T14:55:13", "prev_close": 10.51, "open": 10.2, "high": 10.61, "low": 10.15, "bid1": 10.6, "ask1": 10.61, "bid_qty1": 207, "ask_qty1": 7221 } }, { "event_id": "20260730:20260731:SZSE.000995:VWAP_RECLAIM:BUY", "symbol": "SZSE.000995", "name": "皇台酒业", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W11", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 11.15, "invalid_price": 10.82, "chase_ceiling": 11.48, "intraday_vwap": 10.3335, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.0951, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0592, "prev_amount_yi": 0.0343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.56, "high": 10.56, "low": 10.56, "close": 10.56, "amount_yi": 0.0217 }, { "time": "14:52", "open": 10.56, "high": 10.57, "low": 10.56, "close": 10.57, "amount_yi": 0.0083 }, { "time": "14:53", "open": 10.56, "high": 10.56, "low": 10.55, "close": 10.55, "amount_yi": 0.0132 }, { "time": "14:54", "open": 10.56, "high": 10.56, "low": 10.56, "close": 10.56, "amount_yi": 0.009 }, { "time": "14:55", "open": 10.55, "high": 10.55, "low": 10.55, "close": 10.55, "amount_yi": 0.007 } ] }, "quote": { "last": 10.55, "ts": "2026-07-31T14:55:12", "prev_close": 10.45, "open": 9.93, "high": 10.6, "low": 9.93, "bid1": 10.55, "ask1": 10.56, "bid_qty1": 211, "ask_qty1": 354 } }, { "event_id": "20260730:20260731:SZSE.002646:VWAP_RECLAIM:BUY", "symbol": "SZSE.002646", "name": "天佑德酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W12", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.08, "invalid_price": 6.87, "chase_ceiling": 7.29, "intraday_vwap": 6.8349, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8062, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0155, "prev_amount_yi": 0.0073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1233, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.88, "high": 6.88, "low": 6.88, "close": 6.88, "amount_yi": 0.007 }, { "time": "14:52", "open": 6.87, "high": 6.87, "low": 6.87, "close": 6.87, "amount_yi": 0.0019 }, { "time": "14:53", "open": 6.88, "high": 6.88, "low": 6.88, "close": 6.88, "amount_yi": 0.002 }, { "time": "14:54", "open": 6.88, "high": 6.89, "low": 6.88, "close": 6.89, "amount_yi": 0.0031 }, { "time": "14:55", "open": 6.89, "high": 6.89, "low": 6.89, "close": 6.89, "amount_yi": 0.0015 } ] }, "quote": { "last": 6.89, "ts": "2026-07-31T14:55:12", "prev_close": 6.86, "open": 6.73, "high": 6.9, "low": 6.71, "bid1": 6.88, "ask1": 6.89, "bid_qty1": 631, "ask_qty1": 294 } }, { "event_id": "20260730:20260731:SHSE.603369:VWAP_RECLAIM:BUY", "symbol": "SHSE.603369", "name": "今世缘", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W13", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 29.26, "invalid_price": 28.38, "chase_ceiling": 30.14, "intraday_vwap": 28.4386, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.884, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1043, "prev_amount_yi": 0.0737, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 28.65, "high": 28.65, "low": 28.65, "close": 28.65, "amount_yi": 0.0146 }, { "time": "14:52", "open": 28.65, "high": 28.65, "low": 28.65, "close": 28.65, "amount_yi": 0.0188 }, { "time": "14:53", "open": 28.68, "high": 28.69, "low": 28.68, "close": 28.69, "amount_yi": 0.0214 }, { "time": "14:54", "open": 28.69, "high": 28.72, "low": 28.69, "close": 28.72, "amount_yi": 0.0431 }, { "time": "14:55", "open": 28.69, "high": 28.69, "low": 28.69, "close": 28.69, "amount_yi": 0.0064 } ] }, "quote": { "last": 28.69, "ts": "2026-07-31T14:55:14", "prev_close": 28.28, "open": 27.28, "high": 28.98, "low": 27.28, "bid1": 28.69, "ask1": 28.7, "bid_qty1": 57, "ask_qty1": 6 } }, { "event_id": "20260730:20260731:SZSE.000860:VWAP_RECLAIM:BUY", "symbol": "SZSE.000860", "name": "顺鑫农业", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W14", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 11.29, "invalid_price": 10.95, "chase_ceiling": 11.63, "intraday_vwap": 11.116, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6657, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0406, "prev_amount_yi": 0.0383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0601, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.0038 }, { "time": "14:52", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.006 }, { "time": "14:53", "open": 11.19, "high": 11.2, "low": 11.19, "close": 11.2, "amount_yi": 0.0113 }, { "time": "14:54", "open": 11.19, "high": 11.2, "low": 11.19, "close": 11.2, "amount_yi": 0.0168 }, { "time": "14:55", "open": 11.19, "high": 11.19, "low": 11.19, "close": 11.19, "amount_yi": 0.0027 } ] }, "quote": { "last": 11.19, "ts": "2026-07-31T14:55:12", "prev_close": 11.13, "open": 10.93, "high": 11.23, "low": 10.83, "bid1": 11.19, "ask1": 11.2, "bid_qty1": 283, "ask_qty1": 1480 } }, { "event_id": "20260730:20260731:SHSE.600257:VWAP_RECLAIM:BUY", "symbol": "SHSE.600257", "name": "大湖股份", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W15", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.39, "invalid_price": 5.23, "chase_ceiling": 5.55, "intraday_vwap": 5.0986, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6159, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0342, "prev_amount_yi": 0.0319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.12, "high": 5.14, "low": 5.12, "close": 5.14, "amount_yi": 0.0113 }, { "time": "14:52", "open": 5.13, "high": 5.13, "low": 5.13, "close": 5.13, "amount_yi": 0.0059 }, { "time": "14:53", "open": 5.14, "high": 5.14, "low": 5.14, "close": 5.14, "amount_yi": 0.0035 }, { "time": "14:54", "open": 5.14, "high": 5.14, "low": 5.14, "close": 5.14, "amount_yi": 0.0062 }, { "time": "14:55", "open": 5.13, "high": 5.13, "low": 5.13, "close": 5.13, "amount_yi": 0.0073 } ] }, "quote": { "last": 5.13, "ts": "2026-07-31T14:55:11", "prev_close": 5.09, "open": 4.91, "high": 5.17, "low": 4.9, "bid1": 5.13, "ask1": 5.14, "bid_qty1": 1189, "ask_qty1": 1695 } }, { "event_id": "20260730:20260731:SZSE.000568:VWAP_RECLAIM:BUY", "symbol": "SZSE.000568", "name": "泸州老窖", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W16", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 92.21, "invalid_price": 89.44, "chase_ceiling": 94.98, "intraday_vwap": 89.7752, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.2084, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4335, "prev_amount_yi": 0.2779, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5599, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 90.8, "high": 90.8, "low": 90.8, "close": 90.8, "amount_yi": 0.0549 }, { "time": "14:52", "open": 90.87, "high": 90.87, "low": 90.86, "close": 90.86, "amount_yi": 0.0769 }, { "time": "14:53", "open": 90.85, "high": 90.85, "low": 90.82, "close": 90.82, "amount_yi": 0.1036 }, { "time": "14:54", "open": 90.82, "high": 90.85, "low": 90.82, "close": 90.85, "amount_yi": 0.1373 }, { "time": "14:55", "open": 90.86, "high": 90.86, "low": 90.86, "close": 90.86, "amount_yi": 0.0608 } ] }, "quote": { "last": 90.86, "ts": "2026-07-31T14:55:12", "prev_close": 90.54, "open": 87.88, "high": 91.15, "low": 87.51, "bid1": 90.8, "ask1": 90.86, "bid_qty1": 51, "ask_qty1": 42 } }, { "event_id": "20260730:20260731:SZSE.000888:VWAP_RECLAIM:BUY", "symbol": "SZSE.000888", "name": "峨眉山Ａ", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W17", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.92, "invalid_price": 9.62, "chase_ceiling": 10.22, "intraday_vwap": 9.7105, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.1276, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0285, "prev_amount_yi": 0.0146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9521, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0013 }, { "time": "14:52", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0066 }, { "time": "14:53", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0076 }, { "time": "14:54", "open": 9.81, "high": 9.82, "low": 9.81, "close": 9.82, "amount_yi": 0.0091 }, { "time": "14:55", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0039 } ] }, "quote": { "last": 9.82, "ts": "2026-07-31T14:55:12", "prev_close": 9.64, "open": 9.55, "high": 9.82, "low": 9.54, "bid1": 9.81, "ask1": 9.82, "bid_qty1": 199, "ask_qty1": 36 } }, { "event_id": "20260730:20260731:SZSE.000596:VWAP_RECLAIM:BUY", "symbol": "SZSE.000596", "name": "古井贡酒", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W18", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 98.94, "invalid_price": 95.97, "chase_ceiling": 101.91, "intraday_vwap": 92.478, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.4027, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.197, "prev_amount_yi": 0.1586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 94.7, "high": 94.78, "low": 94.7, "close": 94.78, "amount_yi": 0.0299 }, { "time": "14:52", "open": 94.8, "high": 94.8, "low": 94.7, "close": 94.7, "amount_yi": 0.0449 }, { "time": "14:53", "open": 94.7, "high": 94.7, "low": 94.61, "close": 94.61, "amount_yi": 0.0629 }, { "time": "14:54", "open": 94.69, "high": 94.7, "low": 94.69, "close": 94.7, "amount_yi": 0.0397 }, { "time": "14:55", "open": 94.7, "high": 94.7, "low": 94.7, "close": 94.7, "amount_yi": 0.0196 } ] }, "quote": { "last": 94.7, "ts": "2026-07-31T14:55:12", "prev_close": 92.59, "open": 88.4, "high": 95.21, "low": 88.4, "bid1": 94.7, "ask1": 94.72, "bid_qty1": 84, "ask_qty1": 42 } }, { "event_id": "20260730:20260731:SHSE.603101:VWAP_RECLAIM:BUY", "symbol": "SHSE.603101", "name": "汇嘉时代", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W19", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.48, "invalid_price": 7.26, "chase_ceiling": 7.7, "intraday_vwap": 7.1043, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0802, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0193, "prev_amount_yi": 0.0403, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0049 }, { "time": "14:52", "open": 7.1, "high": 7.11, "low": 7.1, "close": 7.11, "amount_yi": 0.0032 }, { "time": "14:53", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0037 }, { "time": "14:54", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0056 }, { "time": "14:55", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0019 } ] }, "quote": { "last": 7.11, "ts": "2026-07-31T14:55:14", "prev_close": 7.16, "open": 7.01, "high": 7.19, "low": 7.0, "bid1": 7.11, "ask1": 7.12, "bid_qty1": 36, "ask_qty1": 467 } }, { "event_id": "20260730:20260731:SHSE.600655:VWAP_RECLAIM:BUY", "symbol": "SHSE.600655", "name": "豫园股份", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W20", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.66, "invalid_price": 4.52, "chase_ceiling": 4.8, "intraday_vwap": 4.6423, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5967, "sim_reason": "minute_energy_amount_too_low", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0209, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0942, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0085 }, { "time": "14:52", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0026 }, { "time": "14:53", "open": 4.67, "high": 4.67, "low": 4.67, "close": 4.67, "amount_yi": 0.0011 }, { "time": "14:54", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0075 }, { "time": "14:55", "open": 4.67, "high": 4.67, "low": 4.67, "close": 4.67, "amount_yi": 0.0012 } ] }, "quote": { "last": 4.67, "ts": "2026-07-31T14:55:14", "prev_close": 4.64, "open": 4.63, "high": 4.69, "low": 4.59, "bid1": 4.66, "ask1": 4.67, "bid_qty1": 182, "ask_qty1": 47 } }, { "event_id": "20260730:20260731:SHSE.603299:VWAP_RECLAIM:BUY", "symbol": "SHSE.603299", "name": "苏盐井神", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W21", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 9.4, "invalid_price": 9.12, "chase_ceiling": 9.68, "intraday_vwap": 9.3639, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.1719, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0158, "prev_amount_yi": 0.0177, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 9.36, "high": 9.36, "low": 9.36, "close": 9.36, "amount_yi": 0.003 }, { "time": "14:52", "open": 9.36, "high": 9.37, "low": 9.36, "close": 9.37, "amount_yi": 0.0052 }, { "time": "14:53", "open": 9.37, "high": 9.37, "low": 9.36, "close": 9.36, "amount_yi": 0.0022 }, { "time": "14:54", "open": 9.36, "high": 9.36, "low": 9.36, "close": 9.36, "amount_yi": 0.0025 }, { "time": "14:55", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0029 } ] }, "quote": { "last": 9.38, "ts": "2026-07-31T14:55:12", "prev_close": 9.35, "open": 9.3, "high": 9.48, "low": 9.28, "bid1": 9.37, "ask1": 9.38, "bid_qty1": 83, "ask_qty1": 147 } }, { "event_id": "20260730:20260731:SHSE.603777:VWAP_RECLAIM:BUY", "symbol": "SHSE.603777", "name": "来伊份", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W22", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.7, "invalid_price": 13.29, "chase_ceiling": 14.11, "intraday_vwap": 13.2935, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.4777, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.011, "prev_amount_yi": 0.0143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 13.24, "high": 13.24, "low": 13.23, "close": 13.23, "amount_yi": 0.0029 }, { "time": "14:52", "open": 13.24, "high": 13.24, "low": 13.24, "close": 13.24, "amount_yi": 0.0016 }, { "time": "14:53", "open": 13.24, "high": 13.24, "low": 13.24, "close": 13.24, "amount_yi": 0.0031 }, { "time": "14:54", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0017 }, { "time": "14:55", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0017 } ] }, "quote": { "last": 13.23, "ts": "2026-07-31T14:55:13", "prev_close": 12.83, "open": 12.82, "high": 13.49, "low": 12.82, "bid1": 13.23, "ask1": 13.24, "bid_qty1": 204, "ask_qty1": 64 } }, { "event_id": "20260730:20260731:SZSE.002183:VWAP_RECLAIM:BUY", "symbol": "SZSE.002183", "name": "怡 亚 通", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W23", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 4.63, "invalid_price": 4.49, "chase_ceiling": 4.77, "intraday_vwap": 4.6528, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.705, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.054, "prev_amount_yi": 0.077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.61, "high": 4.61, "low": 4.61, "close": 4.61, "amount_yi": 0.0178 }, { "time": "14:52", "open": 4.61, "high": 4.61, "low": 4.61, "close": 4.61, "amount_yi": 0.0127 }, { "time": "14:53", "open": 4.61, "high": 4.61, "low": 4.61, "close": 4.61, "amount_yi": 0.0099 }, { "time": "14:54", "open": 4.61, "high": 4.61, "low": 4.61, "close": 4.61, "amount_yi": 0.01 }, { "time": "14:55", "open": 4.62, "high": 4.62, "low": 4.62, "close": 4.62, "amount_yi": 0.0036 } ] }, "quote": { "last": 4.62, "ts": "2026-07-31T14:55:12", "prev_close": 4.52, "open": 4.61, "high": 4.71, "low": 4.6, "bid1": 4.61, "ask1": 4.62, "bid_qty1": 6391, "ask_qty1": 2836 } }, { "event_id": "20260730:20260731:SHSE.600771:VWAP_RECLAIM:BUY", "symbol": "SHSE.600771", "name": "广誉远", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W24", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 15.04, "invalid_price": 14.59, "chase_ceiling": 15.49, "intraday_vwap": 14.8002, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.7419, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0505, "prev_amount_yi": 0.0415, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2169, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 14.89, "high": 14.89, "low": 14.89, "close": 14.89, "amount_yi": 0.0151 }, { "time": "14:52", "open": 14.9, "high": 14.9, "low": 14.9, "close": 14.9, "amount_yi": 0.0096 }, { "time": "14:53", "open": 14.89, "high": 14.89, "low": 14.89, "close": 14.89, "amount_yi": 0.0108 }, { "time": "14:54", "open": 14.88, "high": 14.9, "low": 14.88, "close": 14.9, "amount_yi": 0.0126 }, { "time": "14:55", "open": 14.91, "high": 14.91, "low": 14.91, "close": 14.91, "amount_yi": 0.0024 } ] }, "quote": { "last": 14.91, "ts": "2026-07-31T14:55:11", "prev_close": 14.77, "open": 14.6, "high": 14.97, "low": 14.49, "bid1": 14.91, "ask1": 14.92, "bid_qty1": 4, "ask_qty1": 80 } }, { "event_id": "20260730:20260731:SZSE.000829:VWAP_RECLAIM:BUY", "symbol": "SZSE.000829", "name": "天音控股", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W25", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.75, "invalid_price": 8.49, "chase_ceiling": 9.01, "intraday_vwap": 8.4484, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.3362, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0833, "prev_amount_yi": 0.0556, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4982, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 8.4, "high": 8.4, "low": 8.39, "close": 8.39, "amount_yi": 0.0107 }, { "time": "14:52", "open": 8.4, "high": 8.43, "low": 8.4, "close": 8.43, "amount_yi": 0.0445 }, { "time": "14:53", "open": 8.42, "high": 8.42, "low": 8.41, "close": 8.41, "amount_yi": 0.0079 }, { "time": "14:54", "open": 8.41, "high": 8.41, "low": 8.41, "close": 8.41, "amount_yi": 0.0145 }, { "time": "14:55", "open": 8.42, "high": 8.42, "low": 8.42, "close": 8.42, "amount_yi": 0.0057 } ] }, "quote": { "last": 8.42, "ts": "2026-07-31T14:55:12", "prev_close": 8.49, "open": 8.16, "high": 8.6, "low": 8.11, "bid1": 8.42, "ask1": 8.43, "bid_qty1": 160, "ask_qty1": 988 } }, { "event_id": "20260730:20260731:SZSE.002342:VWAP_RECLAIM:BUY", "symbol": "SZSE.002342", "name": "巨力索具", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W26", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.4, "invalid_price": 7.18, "chase_ceiling": 7.62, "intraday_vwap": 7.3175, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.3758, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1243, "prev_amount_yi": 0.1447, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.859, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.31, "high": 7.31, "low": 7.29, "close": 7.29, "amount_yi": 0.0484 }, { "time": "14:52", "open": 7.29, "high": 7.3, "low": 7.29, "close": 7.3, "amount_yi": 0.0132 }, { "time": "14:53", "open": 7.3, "high": 7.3, "low": 7.29, "close": 7.29, "amount_yi": 0.0226 }, { "time": "14:54", "open": 7.3, "high": 7.3, "low": 7.3, "close": 7.3, "amount_yi": 0.0232 }, { "time": "14:55", "open": 7.29, "high": 7.29, "low": 7.29, "close": 7.29, "amount_yi": 0.0169 } ] }, "quote": { "last": 7.29, "ts": "2026-07-31T14:55:12", "prev_close": 6.96, "open": 7.09, "high": 7.43, "low": 7.08, "bid1": 7.29, "ask1": 7.3, "bid_qty1": 3807, "ask_qty1": 1331 } }, { "event_id": "20260730:20260731:SHSE.603025:VWAP_RECLAIM:BUY", "symbol": "SHSE.603025", "name": "大豪科技", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W27", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 13.57, "invalid_price": 13.16, "chase_ceiling": 13.98, "intraday_vwap": 13.5477, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0568, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0257, "prev_amount_yi": 0.039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 13.52, "high": 13.52, "low": 13.52, "close": 13.52, "amount_yi": 0.0072 }, { "time": "14:52", "open": 13.52, "high": 13.52, "low": 13.52, "close": 13.52, "amount_yi": 0.0032 }, { "time": "14:53", "open": 13.54, "high": 13.54, "low": 13.54, "close": 13.54, "amount_yi": 0.0027 }, { "time": "14:54", "open": 13.53, "high": 13.53, "low": 13.53, "close": 13.53, "amount_yi": 0.0063 }, { "time": "14:55", "open": 13.54, "high": 13.54, "low": 13.54, "close": 13.54, "amount_yi": 0.0063 } ] }, "quote": { "last": 13.54, "ts": "2026-07-31T14:55:12", "prev_close": 13.33, "open": 13.5, "high": 13.65, "low": 13.36, "bid1": 13.53, "ask1": 13.54, "bid_qty1": 97, "ask_qty1": 96 } }, { "event_id": "20260730:20260731:SHSE.600668:VWAP_RECLAIM:BUY", "symbol": "SHSE.600668", "name": "尖峰集团", "theme": "白酒概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W28", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.34, "invalid_price": 7.12, "chase_ceiling": 7.56, "intraday_vwap": 7.2549, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.346, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0089, "prev_amount_yi": 0.0024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7083, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.27, "high": 7.28, "low": 7.27, "close": 7.28, "amount_yi": 0.0005 }, { "time": "14:52", "open": 7.27, "high": 7.27, "low": 7.27, "close": 7.27, "amount_yi": 0.0003 }, { "time": "14:53", "open": 7.28, "high": 7.28, "low": 7.27, "close": 7.27, "amount_yi": 0.0034 }, { "time": "14:54", "open": 7.27, "high": 7.27, "low": 7.27, "close": 7.27, "amount_yi": 0.0013 }, { "time": "14:55", "open": 7.28, "high": 7.28, "low": 7.28, "close": 7.28, "amount_yi": 0.0034 } ] }, "quote": { "last": 7.28, "ts": "2026-07-31T14:55:11", "prev_close": 7.23, "open": 7.24, "high": 7.29, "low": 7.22, "bid1": 7.27, "ask1": 7.28, "bid_qty1": 1147, "ask_qty1": 697 } }, { "event_id": "20260730:20260731:SZSE.300164:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300164", "name": "通源石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W29", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 11.94, "invalid_price": 11.58, "chase_ceiling": 12.3, "intraday_vwap": 11.4278, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 4.7446, "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6965, "prev_amount_yi": 0.7128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9771, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 12.13, "high": 12.14, "low": 12.13, "close": 12.14, "amount_yi": 0.1252 }, { "time": "14:52", "open": 12.12, "high": 12.12, "low": 12.02, "close": 12.02, "amount_yi": 0.178 }, { "time": "14:53", "open": 11.92, "high": 11.92, "low": 11.85, "close": 11.85, "amount_yi": 0.1373 }, { "time": "14:54", "open": 11.84, "high": 11.99, "low": 11.84, "close": 11.99, "amount_yi": 0.1594 }, { "time": "14:55", "open": 11.97, "high": 11.97, "low": 11.97, "close": 11.97, "amount_yi": 0.0966 } ] }, "quote": { "last": 11.97, "ts": "2026-07-31T14:55:09", "prev_close": 11.94, "open": 10.55, "high": 12.36, "low": 10.51, "bid1": 11.96, "ask1": 11.97, "bid_qty1": 9, "ask_qty1": 149 } }, { "event_id": "20260730:20260731:SZSE.300191:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300191", "name": "潜能恒信", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W30", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 29.96, "invalid_price": 29.06, "chase_ceiling": 30.86, "intraday_vwap": 28.1608, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.051, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2062, "prev_amount_yi": 0.1795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 29.49, "high": 29.49, "low": 29.48, "close": 29.48, "amount_yi": 0.0468 }, { "time": "14:52", "open": 29.47, "high": 29.47, "low": 29.38, "close": 29.38, "amount_yi": 0.0468 }, { "time": "14:53", "open": 29.24, "high": 29.24, "low": 28.8, "close": 28.8, "amount_yi": 0.0404 }, { "time": "14:54", "open": 28.95, "high": 29.04, "low": 28.95, "close": 29.04, "amount_yi": 0.0505 }, { "time": "14:55", "open": 29.02, "high": 29.02, "low": 29.02, "close": 29.02, "amount_yi": 0.0217 } ] }, "quote": { "last": 29.02, "ts": "2026-07-31T14:55:09", "prev_close": 29.85, "open": 26.5, "high": 29.8, "low": 26.5, "bid1": 29.0, "ask1": 29.01, "bid_qty1": 404, "ask_qty1": 9 } }, { "event_id": "20260730:20260731:SZSE.300157:VWAP_RECLAIM:BUY", "symbol": "SZSE.300157", "name": "新锦动力", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W31", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.4, "invalid_price": 4.27, "chase_ceiling": 4.53, "intraday_vwap": 4.2287, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.7402, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.091, "prev_amount_yi": 0.0819, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.24, "high": 4.24, "low": 4.24, "close": 4.24, "amount_yi": 0.0272 }, { "time": "14:52", "open": 4.25, "high": 4.25, "low": 4.24, "close": 4.24, "amount_yi": 0.0203 }, { "time": "14:53", "open": 4.24, "high": 4.25, "low": 4.24, "close": 4.25, "amount_yi": 0.0226 }, { "time": "14:54", "open": 4.25, "high": 4.26, "low": 4.25, "close": 4.26, "amount_yi": 0.0145 }, { "time": "14:55", "open": 4.26, "high": 4.26, "low": 4.26, "close": 4.26, "amount_yi": 0.0064 } ] }, "quote": { "last": 4.26, "ts": "2026-07-31T14:55:09", "prev_close": 4.3, "open": 4.13, "high": 4.28, "low": 4.09, "bid1": 4.25, "ask1": 4.26, "bid_qty1": 5418, "ask_qty1": 7773 } }, { "event_id": "20260730:20260731:SZSE.000819:VWAP_RECLAIM:BUY", "symbol": "SZSE.000819", "name": "岳阳兴长", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W32", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.5, "invalid_price": 12.12, "chase_ceiling": 12.88, "intraday_vwap": 11.9722, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3993, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0139, "prev_amount_yi": 0.015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9267, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 12.01, "high": 12.01, "low": 12.0, "close": 12.0, "amount_yi": 0.0003 }, { "time": "14:52", "open": 12.0, "high": 12.0, "low": 12.0, "close": 12.0, "amount_yi": 0.0026 }, { "time": "14:53", "open": 12.01, "high": 12.01, "low": 12.0, "close": 12.0, "amount_yi": 0.002 }, { "time": "14:54", "open": 12.01, "high": 12.01, "low": 12.01, "close": 12.01, "amount_yi": 0.0026 }, { "time": "14:55", "open": 12.02, "high": 12.02, "low": 12.02, "close": 12.02, "amount_yi": 0.0064 } ] }, "quote": { "last": 12.02, "ts": "2026-07-31T14:55:09", "prev_close": 12.02, "open": 11.79, "high": 12.14, "low": 11.79, "bid1": 12.0, "ask1": 12.01, "bid_qty1": 329, "ask_qty1": 1 } }, { "event_id": "20260730:20260731:SHSE.600028:VWAP_RECLAIM:BUY", "symbol": "SHSE.600028", "name": "中国石化", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W33", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.27, "invalid_price": 5.11, "chase_ceiling": 5.43, "intraday_vwap": 5.2275, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0043, "sim_reason": "minute_energy_ratio_too_low", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3024, "prev_amount_yi": 0.5081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.28, "high": 5.28, "low": 5.28, "close": 5.28, "amount_yi": 0.0837 }, { "time": "14:52", "open": 5.28, "high": 5.28, "low": 5.27, "close": 5.27, "amount_yi": 0.0628 }, { "time": "14:53", "open": 5.27, "high": 5.27, "low": 5.27, "close": 5.27, "amount_yi": 0.0293 }, { "time": "14:54", "open": 5.28, "high": 5.28, "low": 5.28, "close": 5.28, "amount_yi": 0.0542 }, { "time": "14:55", "open": 5.28, "high": 5.28, "low": 5.28, "close": 5.28, "amount_yi": 0.0724 } ] }, "quote": { "last": 5.28, "ts": "2026-07-31T14:55:12", "prev_close": 5.27, "open": 5.21, "high": 5.29, "low": 5.18, "bid1": 5.27, "ask1": 5.28, "bid_qty1": 18586, "ask_qty1": 632 } }, { "event_id": "20260730:20260731:SZSE.002629:VWAP_RECLAIM:BUY", "symbol": "SZSE.002629", "name": "仁智股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W34", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.44, "invalid_price": 4.31, "chase_ceiling": 4.57, "intraday_vwap": 4.2765, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3157, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0097, "prev_amount_yi": 0.0118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0019 }, { "time": "14:52", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0012 }, { "time": "14:53", "open": 4.29, "high": 4.29, "low": 4.28, "close": 4.28, "amount_yi": 0.0031 }, { "time": "14:54", "open": 4.29, "high": 4.29, "low": 4.28, "close": 4.28, "amount_yi": 0.002 }, { "time": "14:55", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0015 } ] }, "quote": { "last": 4.29, "ts": "2026-07-31T14:55:12", "prev_close": 4.2, "open": 4.15, "high": 4.32, "low": 4.12, "bid1": 4.28, "ask1": 4.29, "bid_qty1": 1201, "ask_qty1": 644 } }, { "event_id": "20260730:20260731:SZSE.000159:VWAP_RECLAIM:BUY", "symbol": "SZSE.000159", "name": "国际实业", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W35", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.37, "invalid_price": 5.21, "chase_ceiling": 5.53, "intraday_vwap": 5.3277, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0432, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0138, "prev_amount_yi": 0.0119, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1597, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.33, "high": 5.34, "low": 5.33, "close": 5.34, "amount_yi": 0.0012 }, { "time": "14:52", "open": 5.34, "high": 5.34, "low": 5.34, "close": 5.34, "amount_yi": 0.0007 }, { "time": "14:53", "open": 5.34, "high": 5.34, "low": 5.34, "close": 5.34, "amount_yi": 0.0063 }, { "time": "14:54", "open": 5.34, "high": 5.34, "low": 5.33, "close": 5.33, "amount_yi": 0.0038 }, { "time": "14:55", "open": 5.33, "high": 5.33, "low": 5.33, "close": 5.33, "amount_yi": 0.0018 } ] }, "quote": { "last": 5.33, "ts": "2026-07-31T14:55:12", "prev_close": 5.22, "open": 5.27, "high": 5.37, "low": 5.22, "bid1": 5.33, "ask1": 5.35, "bid_qty1": 696, "ask_qty1": 2713 } }, { "event_id": "20260730:20260731:SHSE.600871:VWAP_RECLAIM:BUY", "symbol": "SHSE.600871", "name": "石化油服", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W36", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 2.3, "invalid_price": 2.23, "chase_ceiling": 2.37, "intraday_vwap": 2.2167, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0502, "prev_amount_yi": 0.0331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.24, "high": 2.24, "low": 2.23, "close": 2.23, "amount_yi": 0.0134 }, { "time": "14:52", "open": 2.23, "high": 2.24, "low": 2.23, "close": 2.24, "amount_yi": 0.0045 }, { "time": "14:53", "open": 2.23, "high": 2.24, "low": 2.23, "close": 2.24, "amount_yi": 0.0067 }, { "time": "14:54", "open": 2.23, "high": 2.24, "low": 2.23, "close": 2.24, "amount_yi": 0.0216 }, { "time": "14:55", "open": 2.23, "high": 2.23, "low": 2.23, "close": 2.23, "amount_yi": 0.004 } ] }, "quote": { "last": 2.23, "ts": "2026-07-31T14:55:13", "prev_close": 2.22, "open": 2.18, "high": 2.24, "low": 2.18, "bid1": 2.23, "ask1": 2.24, "bid_qty1": 39835, "ask_qty1": 34448 } }, { "event_id": "20260730:20260731:SZSE.002554:VWAP_RECLAIM:BUY", "symbol": "SZSE.002554", "name": "惠博普", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W37", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.87, "invalid_price": 2.78, "chase_ceiling": 2.96, "intraday_vwap": 2.7948, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.1861, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0084, "prev_amount_yi": 0.0038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2105, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.8, "high": 2.8, "low": 2.8, "close": 2.8, "amount_yi": 0.0032 }, { "time": "14:52", "open": 2.8, "high": 2.8, "low": 2.8, "close": 2.8, "amount_yi": 0.0005 }, { "time": "14:53", "open": 2.81, "high": 2.81, "low": 2.8, "close": 2.8, "amount_yi": 0.0009 }, { "time": "14:54", "open": 2.81, "high": 2.81, "low": 2.8, "close": 2.8, "amount_yi": 0.0006 }, { "time": "14:55", "open": 2.8, "high": 2.8, "low": 2.8, "close": 2.8, "amount_yi": 0.0032 } ] }, "quote": { "last": 2.8, "ts": "2026-07-31T14:55:12", "prev_close": 2.78, "open": 2.77, "high": 2.81, "low": 2.74, "bid1": 2.8, "ask1": 2.81, "bid_qty1": 9473, "ask_qty1": 12364 } }, { "event_id": "20260730:20260731:SZSE.000096:VWAP_RECLAIM:BUY", "symbol": "SZSE.000096", "name": "广聚能源", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W38", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.77, "invalid_price": 7.54, "chase_ceiling": 8.0, "intraday_vwap": 7.6729, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3532, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.013, "prev_amount_yi": 0.0087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4943, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.7, "high": 7.71, "low": 7.7, "close": 7.71, "amount_yi": 0.0014 }, { "time": "14:52", "open": 7.7, "high": 7.71, "low": 7.7, "close": 7.71, "amount_yi": 0.0017 }, { "time": "14:53", "open": 7.7, "high": 7.71, "low": 7.7, "close": 7.71, "amount_yi": 0.0011 }, { "time": "14:54", "open": 7.71, "high": 7.71, "low": 7.7, "close": 7.7, "amount_yi": 0.0076 }, { "time": "14:55", "open": 7.7, "high": 7.7, "low": 7.7, "close": 7.7, "amount_yi": 0.0012 } ] }, "quote": { "last": 7.7, "ts": "2026-07-31T14:55:09", "prev_close": 7.63, "open": 7.59, "high": 7.72, "low": 7.54, "bid1": 7.7, "ask1": 7.71, "bid_qty1": 96, "ask_qty1": 1290 } }, { "event_id": "20260730:20260731:SZSE.000637:VWAP_RECLAIM:BUY", "symbol": "SZSE.000637", "name": "茂化实华", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W39", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.71, "invalid_price": 3.6, "chase_ceiling": 3.82, "intraday_vwap": 3.6171, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3566, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0174, "prev_amount_yi": 0.0105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 3.63, "high": 3.64, "low": 3.63, "close": 3.64, "amount_yi": 0.0027 }, { "time": "14:52", "open": 3.63, "high": 3.63, "low": 3.63, "close": 3.63, "amount_yi": 0.0014 }, { "time": "14:53", "open": 3.62, "high": 3.62, "low": 3.62, "close": 3.62, "amount_yi": 0.0019 }, { "time": "14:54", "open": 3.63, "high": 3.63, "low": 3.63, "close": 3.63, "amount_yi": 0.0046 }, { "time": "14:55", "open": 3.63, "high": 3.63, "low": 3.63, "close": 3.63, "amount_yi": 0.0068 } ] }, "quote": { "last": 3.63, "ts": "2026-07-31T14:55:12", "prev_close": 3.57, "open": 3.58, "high": 3.67, "low": 3.56, "bid1": 3.63, "ask1": 3.64, "bid_qty1": 2764, "ask_qty1": 3006 } }, { "event_id": "20260730:20260731:SZSE.300084:VWAP_RECLAIM:BUY", "symbol": "SZSE.300084", "name": "海默科技", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W40", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.79, "invalid_price": 10.47, "chase_ceiling": 11.11, "intraday_vwap": 10.5546, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0934, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0647, "prev_amount_yi": 0.0306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1144, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.64, "high": 10.66, "low": 10.64, "close": 10.66, "amount_yi": 0.0326 }, { "time": "14:52", "open": 10.65, "high": 10.67, "low": 10.65, "close": 10.67, "amount_yi": 0.0112 }, { "time": "14:53", "open": 10.67, "high": 10.67, "low": 10.67, "close": 10.67, "amount_yi": 0.005 }, { "time": "14:54", "open": 10.68, "high": 10.68, "low": 10.66, "close": 10.66, "amount_yi": 0.0086 }, { "time": "14:55", "open": 10.67, "high": 10.67, "low": 10.67, "close": 10.67, "amount_yi": 0.0073 } ] }, "quote": { "last": 10.67, "ts": "2026-07-31T14:55:09", "prev_close": 10.13, "open": 10.24, "high": 10.7, "low": 10.24, "bid1": 10.67, "ask1": 10.68, "bid_qty1": 513, "ask_qty1": 946 } }, { "event_id": "20260730:20260731:SZSE.002221:VWAP_RECLAIM:BUY", "symbol": "SZSE.002221", "name": "东华能源", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W41", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.68, "invalid_price": 5.51, "chase_ceiling": 5.85, "intraday_vwap": 5.5992, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5501, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0539, "prev_amount_yi": 0.0446, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.003 }, { "time": "14:52", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.0044 }, { "time": "14:53", "open": 5.64, "high": 5.64, "low": 5.64, "close": 5.64, "amount_yi": 0.0279 }, { "time": "14:54", "open": 5.63, "high": 5.64, "low": 5.63, "close": 5.64, "amount_yi": 0.0144 }, { "time": "14:55", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.0042 } ] }, "quote": { "last": 5.63, "ts": "2026-07-31T14:55:12", "prev_close": 5.57, "open": 5.5, "high": 5.65, "low": 5.5, "bid1": 5.63, "ask1": 5.64, "bid_qty1": 351, "ask_qty1": 247 } }, { "event_id": "20260730:20260731:SHSE.600583:VWAP_RECLAIM:BUY", "symbol": "SHSE.600583", "name": "海油工程", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W42", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.69, "invalid_price": 5.52, "chase_ceiling": 5.86, "intraday_vwap": 5.6388, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.2627, "sim_reason": "minute_energy_amount_too_low", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0354, "prev_amount_yi": 0.0686, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.71, "high": 5.71, "low": 5.7, "close": 5.7, "amount_yi": 0.0073 }, { "time": "14:52", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0113 }, { "time": "14:53", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0093 }, { "time": "14:54", "open": 5.7, "high": 5.71, "low": 5.7, "close": 5.71, "amount_yi": 0.0052 }, { "time": "14:55", "open": 5.71, "high": 5.71, "low": 5.71, "close": 5.71, "amount_yi": 0.0023 } ] }, "quote": { "last": 5.71, "ts": "2026-07-31T14:55:13", "prev_close": 5.66, "open": 5.5, "high": 5.72, "low": 5.5, "bid1": 5.7, "ask1": 5.71, "bid_qty1": 642, "ask_qty1": 3895 } }, { "event_id": "20260730:20260731:SHSE.600688:VWAP_RECLAIM:BUY", "symbol": "SHSE.600688", "name": "上海石化", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W43", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.88, "invalid_price": 2.79, "chase_ceiling": 2.97, "intraday_vwap": 2.8309, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0318, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0351, "prev_amount_yi": 0.0198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.84, "high": 2.84, "low": 2.83, "close": 2.83, "amount_yi": 0.0086 }, { "time": "14:52", "open": 2.84, "high": 2.84, "low": 2.84, "close": 2.84, "amount_yi": 0.0042 }, { "time": "14:53", "open": 2.83, "high": 2.84, "low": 2.83, "close": 2.84, "amount_yi": 0.0127 }, { "time": "14:54", "open": 2.83, "high": 2.84, "low": 2.83, "close": 2.84, "amount_yi": 0.0048 }, { "time": "14:55", "open": 2.83, "high": 2.83, "low": 2.83, "close": 2.83, "amount_yi": 0.0048 } ] }, "quote": { "last": 2.83, "ts": "2026-07-31T14:55:12", "prev_close": 2.83, "open": 2.81, "high": 2.85, "low": 2.8, "bid1": 2.83, "ask1": 2.84, "bid_qty1": 33745, "ask_qty1": 4869 } }, { "event_id": "20260730:20260731:SZSE.000059:VWAP_RECLAIM:BUY", "symbol": "SZSE.000059", "name": "华锦股份", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W44", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.69, "invalid_price": 4.55, "chase_ceiling": 4.83, "intraday_vwap": 4.6187, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.2447, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.036, "prev_amount_yi": 0.0149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4161, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.62, "high": 4.62, "low": 4.61, "close": 4.61, "amount_yi": 0.0049 }, { "time": "14:52", "open": 4.62, "high": 4.62, "low": 4.61, "close": 4.61, "amount_yi": 0.0033 }, { "time": "14:53", "open": 4.61, "high": 4.62, "low": 4.61, "close": 4.62, "amount_yi": 0.0034 }, { "time": "14:54", "open": 4.61, "high": 4.62, "low": 4.61, "close": 4.62, "amount_yi": 0.0149 }, { "time": "14:55", "open": 4.63, "high": 4.63, "low": 4.63, "close": 4.63, "amount_yi": 0.0095 } ] }, "quote": { "last": 4.63, "ts": "2026-07-31T14:55:12", "prev_close": 4.66, "open": 4.6, "high": 4.66, "low": 4.59, "bid1": 4.62, "ask1": 4.63, "bid_qty1": 755, "ask_qty1": 17 } }, { "event_id": "20260730:20260731:SZSE.000554:VWAP_RECLAIM:BUY", "symbol": "SZSE.000554", "name": "泰山石油", "theme": "油气开采及服务 / 石油行业", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W45", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.59, "invalid_price": 6.39, "chase_ceiling": 6.79, "intraday_vwap": 6.3377, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5096, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0415, "prev_amount_yi": 0.0807, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.37, "high": 6.37, "low": 6.36, "close": 6.36, "amount_yi": 0.0077 }, { "time": "14:52", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0132 }, { "time": "14:53", "open": 6.37, "high": 6.38, "low": 6.37, "close": 6.38, "amount_yi": 0.0076 }, { "time": "14:54", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0089 }, { "time": "14:55", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0041 } ] }, "quote": { "last": 6.37, "ts": "2026-07-31T14:55:12", "prev_close": 6.45, "open": 6.17, "high": 6.39, "low": 6.14, "bid1": 6.37, "ask1": 6.38, "bid_qty1": 2931, "ask_qty1": 627 } }, { "event_id": "20260730:20260731:SZSE.000001:VWAP_RECLAIM:BUY", "symbol": "SZSE.000001", "name": "平安银行", "theme": "银行 / 保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W46", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 11.62, "invalid_price": 11.27, "chase_ceiling": 11.97, "intraday_vwap": 11.4439, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4514, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4922, "prev_amount_yi": 0.2832, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.59, "high": 11.6, "low": 11.59, "close": 11.6, "amount_yi": 0.1347 }, { "time": "14:52", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.1082 }, { "time": "14:53", "open": 11.6, "high": 11.6, "low": 11.59, "close": 11.59, "amount_yi": 0.0587 }, { "time": "14:54", "open": 11.6, "high": 11.6, "low": 11.6, "close": 11.6, "amount_yi": 0.135 }, { "time": "14:55", "open": 11.61, "high": 11.61, "low": 11.61, "close": 11.61, "amount_yi": 0.0556 } ] }, "quote": { "last": 11.61, "ts": "2026-07-31T14:55:12", "prev_close": 11.61, "open": 11.5, "high": 11.61, "low": 11.28, "bid1": 11.6, "ask1": 11.61, "bid_qty1": 4086, "ask_qty1": 9726 } }, { "event_id": "20260730:20260731:SHSE.601009:VWAP_RECLAIM:BUY", "symbol": "SHSE.601009", "name": "南京银行", "theme": "银行 / 保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.81, "invalid_price": 11.46, "chase_ceiling": 12.16, "intraday_vwap": 11.4867, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4216, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.467, "prev_amount_yi": 0.3818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.67, "high": 11.67, "low": 11.67, "close": 11.67, "amount_yi": 0.1148 }, { "time": "14:52", "open": 11.67, "high": 11.67, "low": 11.66, "close": 11.66, "amount_yi": 0.1347 }, { "time": "14:53", "open": 11.67, "high": 11.67, "low": 11.66, "close": 11.66, "amount_yi": 0.1423 }, { "time": "14:54", "open": 11.66, "high": 11.66, "low": 11.65, "close": 11.65, "amount_yi": 0.0602 }, { "time": "14:55", "open": 11.65, "high": 11.65, "low": 11.65, "close": 11.65, "amount_yi": 0.015 } ] }, "quote": { "last": 11.65, "ts": "2026-07-31T14:55:12", "prev_close": 11.78, "open": 11.62, "high": 11.7, "low": 11.33, "bid1": 11.65, "ask1": 11.66, "bid_qty1": 3, "ask_qty1": 91 } }, { "event_id": "20260730:20260731:SHSE.600036:VWAP_RECLAIM:BUY", "symbol": "SHSE.600036", "name": "招商银行", "theme": "银行 / 保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W48", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 40.55, "invalid_price": 39.33, "chase_ceiling": 41.77, "intraday_vwap": 39.5379, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4976, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9627, "prev_amount_yi": 1.01, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 40.1, "high": 40.1, "low": 40.09, "close": 40.09, "amount_yi": 0.16 }, { "time": "14:52", "open": 40.12, "high": 40.12, "low": 40.1, "close": 40.1, "amount_yi": 0.2271 }, { "time": "14:53", "open": 40.11, "high": 40.14, "low": 40.11, "close": 40.14, "amount_yi": 0.2793 }, { "time": "14:54", "open": 40.12, "high": 40.12, "low": 40.11, "close": 40.11, "amount_yi": 0.1884 }, { "time": "14:55", "open": 40.13, "high": 40.13, "low": 40.13, "close": 40.13, "amount_yi": 0.1079 } ] }, "quote": { "last": 40.13, "ts": "2026-07-31T14:55:13", "prev_close": 40.55, "open": 39.85, "high": 40.17, "low": 39.04, "bid1": 40.12, "ask1": 40.13, "bid_qty1": 76, "ask_qty1": 497 } }, { "event_id": "20260730:20260731:SHSE.601398:VWAP_RECLAIM:BUY", "symbol": "SHSE.601398", "name": "工商银行", "theme": "银行 / 保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W49", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.16, "invalid_price": 7.92, "chase_ceiling": 8.4, "intraday_vwap": 7.875, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4603, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8193, "prev_amount_yi": 1.1123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6356, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.99, "high": 8.0, "low": 7.99, "close": 8.0, "amount_yi": 0.3818 }, { "time": "14:52", "open": 7.99, "high": 8.0, "low": 7.99, "close": 8.0, "amount_yi": 0.3229 }, { "time": "14:53", "open": 7.99, "high": 8.0, "low": 7.99, "close": 8.0, "amount_yi": 0.6012 }, { "time": "14:54", "open": 8.0, "high": 8.0, "low": 8.0, "close": 8.0, "amount_yi": 0.4179 }, { "time": "14:55", "open": 7.99, "high": 7.99, "low": 7.99, "close": 7.99, "amount_yi": 0.0955 } ] }, "quote": { "last": 7.99, "ts": "2026-07-31T14:55:12", "prev_close": 8.15, "open": 7.97, "high": 8.01, "low": 7.79, "bid1": 7.99, "ask1": 8.0, "bid_qty1": 3701, "ask_qty1": 26794 } }, { "event_id": "20260730:20260731:SHSE.601988:VWAP_RECLAIM:BUY", "symbol": "SHSE.601988", "name": "中国银行", "theme": "银行 / 保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W50", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.14, "invalid_price": 5.96, "chase_ceiling": 6.32, "intraday_vwap": 5.938, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.8862, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6344, "prev_amount_yi": 0.6112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.1474 }, { "time": "14:52", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.039 }, { "time": "14:53", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.1175 }, { "time": "14:54", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0979 }, { "time": "14:55", "open": 6.05, "high": 6.05, "low": 6.05, "close": 6.05, "amount_yi": 0.2326 } ] }, "quote": { "last": 6.05, "ts": "2026-07-31T14:55:12", "prev_close": 6.14, "open": 6.02, "high": 6.05, "low": 5.87, "bid1": 6.04, "ask1": 6.05, "bid_qty1": 414, "ask_qty1": 955 } }, { "event_id": "20260730:20260731:SHSE.601288:VWAP_RECLAIM:BUY", "symbol": "SHSE.601288", "name": "农业银行", "theme": "银行 / 保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W51", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.11, "invalid_price": 6.9, "chase_ceiling": 7.32, "intraday_vwap": 6.8113, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.7427, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2669, "prev_amount_yi": 1.3247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.2703 }, { "time": "14:52", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.1652 }, { "time": "14:53", "open": 6.93, "high": 6.93, "low": 6.92, "close": 6.92, "amount_yi": 0.3117 }, { "time": "14:54", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.3219 }, { "time": "14:55", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.1978 } ] }, "quote": { "last": 6.93, "ts": "2026-07-31T14:55:11", "prev_close": 7.11, "open": 6.89, "high": 6.94, "low": 6.72, "bid1": 6.93, "ask1": 6.94, "bid_qty1": 1456, "ask_qty1": 15867 } }, { "event_id": "20260730:20260731:SHSE.600486:VWAP_RECLAIM:BUY", "symbol": "SHSE.600486", "name": "扬农化工", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W52", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 59.59, "invalid_price": 57.8, "chase_ceiling": 61.38, "intraday_vwap": 56.2108, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6924, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0815, "prev_amount_yi": 0.0632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 56.62, "high": 56.63, "low": 56.62, "close": 56.63, "amount_yi": 0.0227 }, { "time": "14:52", "open": 56.63, "high": 56.65, "low": 56.63, "close": 56.65, "amount_yi": 0.0198 }, { "time": "14:53", "open": 56.63, "high": 56.63, "low": 56.62, "close": 56.62, "amount_yi": 0.0147 }, { "time": "14:54", "open": 56.62, "high": 56.62, "low": 56.61, "close": 56.61, "amount_yi": 0.0156 }, { "time": "14:55", "open": 56.6, "high": 56.6, "low": 56.6, "close": 56.6, "amount_yi": 0.0087 } ] }, "quote": { "last": 56.6, "ts": "2026-07-31T14:55:14", "prev_close": 58.26, "open": 57.02, "high": 57.99, "low": 55.08, "bid1": 56.61, "ask1": 56.63, "bid_qty1": 2, "ask_qty1": 5 } }, { "event_id": "20260730:20260731:SZSE.002391:VWAP_RECLAIM:BUY", "symbol": "SZSE.002391", "name": "长青股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W53", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.28, "invalid_price": 5.12, "chase_ceiling": 5.44, "intraday_vwap": 5.2096, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5835, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0081, "prev_amount_yi": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7105, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.23, "high": 5.23, "low": 5.23, "close": 5.23, "amount_yi": 0.0002 }, { "time": "14:52", "open": 5.24, "high": 5.24, "low": 5.22, "close": 5.22, "amount_yi": 0.0005 }, { "time": "14:53", "open": 5.24, "high": 5.24, "low": 5.23, "close": 5.23, "amount_yi": 0.0014 }, { "time": "14:54", "open": 5.24, "high": 5.24, "low": 5.23, "close": 5.23, "amount_yi": 0.0008 }, { "time": "14:55", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0052 } ] }, "quote": { "last": 5.24, "ts": "2026-07-31T14:55:12", "prev_close": 5.25, "open": 5.21, "high": 5.28, "low": 5.16, "bid1": 5.23, "ask1": 5.24, "bid_qty1": 722, "ask_qty1": 341 } }, { "event_id": "20260730:20260731:SHSE.600596:VWAP_RECLAIM:BUY", "symbol": "SHSE.600596", "name": "新安股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W54", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.58, "invalid_price": 10.26, "chase_ceiling": 10.9, "intraday_vwap": 10.4063, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.7332, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1005, "prev_amount_yi": 0.1136, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8847, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0076 }, { "time": "14:52", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.015 }, { "time": "14:53", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0344 }, { "time": "14:54", "open": 10.34, "high": 10.34, "low": 10.34, "close": 10.34, "amount_yi": 0.0299 }, { "time": "14:55", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0136 } ] }, "quote": { "last": 10.33, "ts": "2026-07-31T14:55:12", "prev_close": 10.3, "open": 10.5, "high": 10.59, "low": 10.28, "bid1": 10.33, "ask1": 10.34, "bid_qty1": 405, "ask_qty1": 1535 } }, { "event_id": "20260730:20260731:SZSE.000525:VWAP_RECLAIM:BUY", "symbol": "SZSE.000525", "name": "红太阳", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W55", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.78, "invalid_price": 4.64, "chase_ceiling": 4.92, "intraday_vwap": 4.6255, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.7459, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0434, "prev_amount_yi": 0.0094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.0029 }, { "time": "14:52", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.0022 }, { "time": "14:53", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.0033 }, { "time": "14:54", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0285 }, { "time": "14:55", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0065 } ] }, "quote": { "last": 4.66, "ts": "2026-07-31T14:55:12", "prev_close": 4.66, "open": 4.6, "high": 4.69, "low": 4.57, "bid1": 4.65, "ask1": 4.66, "bid_qty1": 3928, "ask_qty1": 3044 } }, { "event_id": "20260730:20260731:SZSE.000553:VWAP_RECLAIM:BUY", "symbol": "SZSE.000553", "name": "安道麦A", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W56", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.41, "invalid_price": 5.25, "chase_ceiling": 5.57, "intraday_vwap": 5.3189, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.2087, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.02, "prev_amount_yi": 0.0119, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6807, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.31, "high": 5.31, "low": 5.31, "close": 5.31, "amount_yi": 0.0017 }, { "time": "14:52", "open": 5.32, "high": 5.32, "low": 5.32, "close": 5.32, "amount_yi": 0.0016 }, { "time": "14:53", "open": 5.32, "high": 5.32, "low": 5.32, "close": 5.32, "amount_yi": 0.0141 }, { "time": "14:54", "open": 5.32, "high": 5.33, "low": 5.32, "close": 5.33, "amount_yi": 0.0018 }, { "time": "14:55", "open": 5.33, "high": 5.33, "low": 5.33, "close": 5.33, "amount_yi": 0.0008 } ] }, "quote": { "last": 5.33, "ts": "2026-07-31T14:55:12", "prev_close": 5.35, "open": 5.36, "high": 5.42, "low": 5.28, "bid1": 5.32, "ask1": 5.33, "bid_qty1": 1229, "ask_qty1": 729 } }, { "event_id": "20260730:20260731:SHSE.600226:VWAP_RECLAIM:BUY", "symbol": "SHSE.600226", "name": "亨通股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W57", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.23, "invalid_price": 5.07, "chase_ceiling": 5.39, "intraday_vwap": 5.1684, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -3.2583, "sim_reason": "invalid_price_broken", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2048, "prev_amount_yi": 0.1753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1683, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.01, "high": 5.01, "low": 5.01, "close": 5.01, "amount_yi": 0.0337 }, { "time": "14:52", "open": 5.01, "high": 5.01, "low": 5.01, "close": 5.01, "amount_yi": 0.0356 }, { "time": "14:53", "open": 5.01, "high": 5.01, "low": 5.01, "close": 5.01, "amount_yi": 0.0542 }, { "time": "14:54", "open": 5.01, "high": 5.01, "low": 5.01, "close": 5.01, "amount_yi": 0.0532 }, { "time": "14:55", "open": 5.0, "high": 5.0, "low": 5.0, "close": 5.0, "amount_yi": 0.0281 } ] }, "quote": { "last": 5.0, "ts": "2026-07-31T14:55:14", "prev_close": 4.88, "open": 5.15, "high": 5.3, "low": 5.0, "bid1": 5.0, "ask1": 5.01, "bid_qty1": 2635, "ask_qty1": 3167 } }, { "event_id": "20260730:20260731:SZSE.000407:VWAP_RECLAIM:BUY", "symbol": "SZSE.000407", "name": "胜利股份", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W58", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 3.96, "invalid_price": 3.84, "chase_ceiling": 4.08, "intraday_vwap": 3.925, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3822, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0189, "prev_amount_yi": 0.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.5, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.0029 }, { "time": "14:52", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.004 }, { "time": "14:53", "open": 3.94, "high": 3.95, "low": 3.94, "close": 3.95, "amount_yi": 0.0023 }, { "time": "14:54", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.0034 }, { "time": "14:55", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.0063 } ] }, "quote": { "last": 3.94, "ts": "2026-07-31T14:55:12", "prev_close": 3.9, "open": 3.9, "high": 3.95, "low": 3.89, "bid1": 3.94, "ask1": 3.95, "bid_qty1": 2316, "ask_qty1": 9004 } }, { "event_id": "20260730:20260731:SHSE.603077:VWAP_RECLAIM:BUY", "symbol": "SHSE.603077", "name": "和邦生物", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W59", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.39, "invalid_price": 2.32, "chase_ceiling": 2.46, "intraday_vwap": 2.3678, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.3294, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0394, "prev_amount_yi": 0.0762, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.37, "high": 2.37, "low": 2.36, "close": 2.36, "amount_yi": 0.0106 }, { "time": "14:52", "open": 2.37, "high": 2.37, "low": 2.37, "close": 2.37, "amount_yi": 0.0061 }, { "time": "14:53", "open": 2.37, "high": 2.37, "low": 2.36, "close": 2.36, "amount_yi": 0.0102 }, { "time": "14:54", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0054 }, { "time": "14:55", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0071 } ] }, "quote": { "last": 2.36, "ts": "2026-07-31T14:55:13", "prev_close": 2.35, "open": 2.35, "high": 2.39, "low": 2.35, "bid1": 2.36, "ask1": 2.37, "bid_qty1": 78451, "ask_qty1": 19996 } }, { "event_id": "20260730:20260731:SHSE.600141:VWAP_RECLAIM:BUY", "symbol": "SHSE.600141", "name": "兴发集团", "theme": "草甘膦", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W60", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 29.7, "invalid_price": 28.81, "chase_ceiling": 30.59, "intraday_vwap": 29.5094, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0312, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1819, "prev_amount_yi": 0.2549, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 28.89, "high": 28.9, "low": 28.89, "close": 28.9, "amount_yi": 0.0237 }, { "time": "14:52", "open": 28.88, "high": 28.89, "low": 28.88, "close": 28.89, "amount_yi": 0.0485 }, { "time": "14:53", "open": 28.89, "high": 28.9, "low": 28.89, "close": 28.9, "amount_yi": 0.0322 }, { "time": "14:54", "open": 28.9, "high": 28.9, "low": 28.9, "close": 28.9, "amount_yi": 0.0482 }, { "time": "14:55", "open": 28.91, "high": 28.91, "low": 28.91, "close": 28.91, "amount_yi": 0.0293 } ] }, "quote": { "last": 28.91, "ts": "2026-07-31T14:55:14", "prev_close": 28.89, "open": 30.0, "high": 30.26, "low": 28.85, "bid1": 28.9, "ask1": 28.91, "bid_qty1": 311, "ask_qty1": 95 } }, { "event_id": "20260730:20260731:SHSE.600418:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.600418", "name": "江淮汽车", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W61", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 25.297, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.6882, "sim_reason": "signal_contract_missing_price_fields", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9837, "prev_amount_yi": 0.9733, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0107, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 26.23, "high": 26.23, "low": 26.23, "close": 26.23, "amount_yi": 0.3249 }, { "time": "14:52", "open": 26.2, "high": 26.23, "low": 26.2, "close": 26.23, "amount_yi": 0.1576 }, { "time": "14:53", "open": 26.17, "high": 26.22, "low": 26.17, "close": 26.22, "amount_yi": 0.1684 }, { "time": "14:54", "open": 26.2, "high": 26.22, "low": 26.2, "close": 26.22, "amount_yi": 0.2377 }, { "time": "14:55", "open": 26.23, "high": 26.23, "low": 26.23, "close": 26.23, "amount_yi": 0.0951 } ] }, "quote": { "last": 26.23, "ts": "2026-07-31T14:55:12", "prev_close": 24.39, "open": 23.51, "high": 26.34, "low": 23.33, "bid1": 26.22, "ask1": 26.23, "bid_qty1": 108, "ask_qty1": 352 } }, { "event_id": "20260730:20260731:SHSE.600588:VWAP_RECLAIM:BUY", "symbol": "SHSE.600588", "name": "用友网络", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W62", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.36, "invalid_price": 10.05, "chase_ceiling": 10.67, "intraday_vwap": 10.6693, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.8494, "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0412, "prev_amount_yi": 0.0231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7835, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0066 }, { "time": "14:52", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0185 }, { "time": "14:53", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0062 }, { "time": "14:54", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0067 }, { "time": "14:55", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0032 } ] }, "quote": { "last": 11.08, "ts": "2026-07-31T14:55:13", "prev_close": 10.07, "open": 9.8, "high": 11.08, "low": 9.8, "bid1": 11.08, "ask1": 0.0, "bid_qty1": 192647, "ask_qty1": 0 } }, { "event_id": "20260730:20260731:SHSE.601818:VWAP_RECLAIM:BUY", "symbol": "SHSE.601818", "name": "XD光大银", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W63", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 3.2, "invalid_price": 3.1, "chase_ceiling": 3.3, "intraday_vwap": 3.1338, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.1551, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.141, "prev_amount_yi": 0.0996, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4157, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 3.16, "high": 3.16, "low": 3.16, "close": 3.16, "amount_yi": 0.0295 }, { "time": "14:52", "open": 3.17, "high": 3.17, "low": 3.16, "close": 3.16, "amount_yi": 0.0179 }, { "time": "14:53", "open": 3.16, "high": 3.17, "low": 3.16, "close": 3.17, "amount_yi": 0.0327 }, { "time": "14:54", "open": 3.16, "high": 3.17, "low": 3.16, "close": 3.17, "amount_yi": 0.0296 }, { "time": "14:55", "open": 3.17, "high": 3.17, "low": 3.17, "close": 3.17, "amount_yi": 0.0313 } ] }, "quote": { "last": 3.17, "ts": "2026-07-31T14:55:12", "prev_close": 3.19, "open": 3.17, "high": 3.17, "low": 3.1, "bid1": 3.16, "ask1": 3.17, "bid_qty1": 69502, "ask_qty1": 65556 } }, { "event_id": "20260730:20260731:SHSE.600009:VWAP_RECLAIM:BUY", "symbol": "SHSE.600009", "name": "上海机场", "theme": "保险 / 迪士尼", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W64", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 24.95, "invalid_price": 24.2, "chase_ceiling": 25.7, "intraday_vwap": 24.5808, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3222, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "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": 0.1257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0247, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 24.62, "high": 24.63, "low": 24.62, "close": 24.63, "amount_yi": 0.0198 }, { "time": "14:52", "open": 24.64, "high": 24.64, "low": 24.64, "close": 24.64, "amount_yi": 0.0325 }, { "time": "14:53", "open": 24.64, "high": 24.65, "low": 24.64, "close": 24.65, "amount_yi": 0.0261 }, { "time": "14:54", "open": 24.65, "high": 24.65, "low": 24.65, "close": 24.65, "amount_yi": 0.0332 }, { "time": "14:55", "open": 24.66, "high": 24.66, "low": 24.66, "close": 24.66, "amount_yi": 0.0172 } ] }, "quote": { "last": 24.66, "ts": "2026-07-31T14:55:14", "prev_close": 24.94, "open": 24.68, "high": 24.75, "low": 24.43, "bid1": 24.64, "ask1": 24.65, "bid_qty1": 27, "ask_qty1": 11 } }, { "event_id": "20260730:20260731:SHSE.601766:VWAP_RECLAIM:BUY", "symbol": "SHSE.601766", "name": "中国中车", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W65", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.35, "invalid_price": 6.16, "chase_ceiling": 6.54, "intraday_vwap": 6.2251, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5606, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1601, "prev_amount_yi": 0.2133, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.27, "high": 6.27, "low": 6.26, "close": 6.26, "amount_yi": 0.041 }, { "time": "14:52", "open": 6.26, "high": 6.27, "low": 6.26, "close": 6.27, "amount_yi": 0.0273 }, { "time": "14:53", "open": 6.26, "high": 6.26, "low": 6.26, "close": 6.26, "amount_yi": 0.0292 }, { "time": "14:54", "open": 6.26, "high": 6.27, "low": 6.26, "close": 6.27, "amount_yi": 0.0365 }, { "time": "14:55", "open": 6.26, "high": 6.26, "low": 6.26, "close": 6.26, "amount_yi": 0.0261 } ] }, "quote": { "last": 6.26, "ts": "2026-07-31T14:55:12", "prev_close": 6.33, "open": 6.25, "high": 6.29, "low": 6.17, "bid1": 6.26, "ask1": 6.27, "bid_qty1": 5444, "ask_qty1": 11576 } }, { "event_id": "20260730:20260731:SHSE.601006:VWAP_RECLAIM:BUY", "symbol": "SHSE.601006", "name": "大秦铁路", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.06, "invalid_price": 4.91, "chase_ceiling": 5.21, "intraday_vwap": 4.9422, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.7648, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2089, "prev_amount_yi": 0.0703, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0942 }, { "time": "14:52", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0406 }, { "time": "14:53", "open": 4.97, "high": 4.98, "low": 4.97, "close": 4.98, "amount_yi": 0.0114 }, { "time": "14:54", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0513 }, { "time": "14:55", "open": 4.98, "high": 4.98, "low": 4.98, "close": 4.98, "amount_yi": 0.0114 } ] }, "quote": { "last": 4.98, "ts": "2026-07-31T14:55:12", "prev_close": 5.04, "open": 4.99, "high": 5.03, "low": 4.91, "bid1": 4.97, "ask1": 4.98, "bid_qty1": 5200, "ask_qty1": 15298 } }, { "event_id": "20260730:20260731:SHSE.601888:VWAP_RECLAIM:BUY", "symbol": "SHSE.601888", "name": "中国中免", "theme": "保险 / 奢侈品", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W67", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 59.5, "invalid_price": 57.71, "chase_ceiling": 61.29, "intraday_vwap": 57.4236, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8645, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5805, "prev_amount_yi": 0.5986, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 57.9, "high": 57.9, "low": 57.89, "close": 57.89, "amount_yi": 0.0845 }, { "time": "14:52", "open": 57.89, "high": 57.91, "low": 57.89, "close": 57.91, "amount_yi": 0.1274 }, { "time": "14:53", "open": 57.91, "high": 57.91, "low": 57.89, "close": 57.89, "amount_yi": 0.1221 }, { "time": "14:54", "open": 57.9, "high": 57.9, "low": 57.9, "close": 57.9, "amount_yi": 0.1116 }, { "time": "14:55", "open": 57.92, "high": 57.92, "low": 57.92, "close": 57.92, "amount_yi": 0.1349 } ] }, "quote": { "last": 57.92, "ts": "2026-07-31T14:55:13", "prev_close": 58.08, "open": 56.2, "high": 58.06, "low": 56.2, "bid1": 57.9, "ask1": 57.93, "bid_qty1": 4, "ask_qty1": 287 } }, { "event_id": "20260730:20260731:SHSE.600031:VWAP_RECLAIM:BUY", "symbol": "SHSE.600031", "name": "三一重工", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W68", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 20.84, "invalid_price": 20.21, "chase_ceiling": 21.47, "intraday_vwap": 20.4663, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6044, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3345, "prev_amount_yi": 0.3797, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 20.61, "high": 20.61, "low": 20.61, "close": 20.61, "amount_yi": 0.076 }, { "time": "14:52", "open": 20.6, "high": 20.6, "low": 20.59, "close": 20.59, "amount_yi": 0.0596 }, { "time": "14:53", "open": 20.58, "high": 20.59, "low": 20.58, "close": 20.59, "amount_yi": 0.0878 }, { "time": "14:54", "open": 20.59, "high": 20.59, "low": 20.59, "close": 20.59, "amount_yi": 0.0701 }, { "time": "14:55", "open": 20.59, "high": 20.59, "low": 20.59, "close": 20.59, "amount_yi": 0.041 } ] }, "quote": { "last": 20.59, "ts": "2026-07-31T14:55:14", "prev_close": 20.83, "open": 20.38, "high": 20.67, "low": 20.21, "bid1": 20.58, "ask1": 20.59, "bid_qty1": 1115, "ask_qty1": 11 } }, { "event_id": "20260730:20260731:SHSE.600309:VWAP_RECLAIM:BUY", "symbol": "SHSE.600309", "name": "万华化学", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W69", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 76.57, "invalid_price": 74.27, "chase_ceiling": 78.87, "intraday_vwap": 74.4088, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.1629, "sim_reason": "waiting_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6599, "prev_amount_yi": 0.6082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 74.47, "high": 74.51, "low": 74.47, "close": 74.51, "amount_yi": 0.1668 }, { "time": "14:52", "open": 74.54, "high": 74.56, "low": 74.54, "close": 74.56, "amount_yi": 0.1166 }, { "time": "14:53", "open": 74.53, "high": 74.55, "low": 74.53, "close": 74.55, "amount_yi": 0.1769 }, { "time": "14:54", "open": 74.48, "high": 74.5, "low": 74.48, "close": 74.5, "amount_yi": 0.1408 }, { "time": "14:55", "open": 74.53, "high": 74.53, "low": 74.53, "close": 74.53, "amount_yi": 0.0588 } ] }, "quote": { "last": 74.53, "ts": "2026-07-31T14:55:12", "prev_close": 76.56, "open": 75.31, "high": 75.4, "low": 73.88, "bid1": 74.5, "ask1": 74.53, "bid_qty1": 56, "ask_qty1": 46 } }, { "event_id": "20260730:20260731:SHSE.601098:VWAP_RECLAIM:BUY", "symbol": "SHSE.601098", "name": "中南传媒", "theme": "保险重仓", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W70", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.67, "invalid_price": 10.35, "chase_ceiling": 10.99, "intraday_vwap": 10.7803, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.8525, "sim_reason": "trigger_touched_but_above_exec_high", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1226, "prev_amount_yi": 0.0802, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.99, "high": 10.99, "low": 10.98, "close": 10.98, "amount_yi": 0.0708 }, { "time": "14:52", "open": 10.98, "high": 10.99, "low": 10.98, "close": 10.99, "amount_yi": 0.0128 }, { "time": "14:53", "open": 10.99, "high": 10.99, "low": 10.99, "close": 10.99, "amount_yi": 0.0126 }, { "time": "14:54", "open": 10.98, "high": 10.99, "low": 10.98, "close": 10.99, "amount_yi": 0.0178 }, { "time": "14:55", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0086 } ] }, "quote": { "last": 10.98, "ts": "2026-07-31T14:55:12", "prev_close": 10.63, "open": 10.63, "high": 11.0, "low": 10.49, "bid1": 10.98, "ask1": 10.99, "bid_qty1": 103, "ask_qty1": 1426 } }, { "event_id": "20260730:20260731:SHSE.600741:VWAP_RECLAIM:BUY", "symbol": "SHSE.600741", "name": "华域汽车", "theme": "保险 / 迪士尼", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W71", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 16.96, "invalid_price": 16.45, "chase_ceiling": 17.47, "intraday_vwap": 16.698, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8504, "sim_reason": "near_trigger", "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0983, "prev_amount_yi": 0.0613, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 16.83, "high": 16.83, "low": 16.82, "close": 16.82, "amount_yi": 0.0131 }, { "time": "14:52", "open": 16.82, "high": 16.82, "low": 16.81, "close": 16.81, "amount_yi": 0.0329 }, { "time": "14:53", "open": 16.81, "high": 16.81, "low": 16.81, "close": 16.81, "amount_yi": 0.0251 }, { "time": "14:54", "open": 16.82, "high": 16.82, "low": 16.81, "close": 16.81, "amount_yi": 0.0164 }, { "time": "14:55", "open": 16.84, "high": 16.84, "low": 16.84, "close": 16.84, "amount_yi": 0.0108 } ] }, "quote": { "last": 16.84, "ts": "2026-07-31T14:55:12", "prev_close": 16.92, "open": 16.8, "high": 16.9, "low": 16.48, "bid1": 16.84, "ask1": 16.85, "bid_qty1": 2, "ask_qty1": 303 } } ], "snapshot_kind": "intraday_execution_final" }