{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-17T14:55:16", "trade_date": "20260817", "plan_date": "20260814", "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": "20260817", "plan_date": "20260814", "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/20260817/evidence/preopen_execution_evidence_20260817.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260817.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "HOT", "regime_alignment": { "plan_regime": "WARM", "execution_regime": "HOT", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "improving", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划改善）；先完成盘前复核，再按当日 Strict Gate 决定是否入场，不因改善自动放行。", "action": "require_preopen_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.717, "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": "20260817", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "WARM", "execution_regime": "HOT", "plan_score": null, "execution_score": 90.64, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260817.json", "triggers": [ "plan_regime_WARM_to_execution_HOT" ], "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_20260817.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260817", "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_20260814_dashboard.cleaned.json", "fallback_to_plan_date": true }, "sector_external_validation": { "status": "UNAVAILABLE", "role": "external_confirmation_only", "can_grant_entry_permission": false, "missing_or_stale_is_bearish": false, "validation_path": null, "crosscheck_path": null, "preopen_overall_state": null, "preopen_summary": {}, "confirmed_sectors": [], "watch_sectors": [], "rotation_candidates_not_in_plan": [], "interval_start": null, "interval_end": null, "interval_provisional": null, "action": "开盘啦证据缺失只记数据质量告警，继续依赖主板块合同，不得判成板块转弱。" }, "plan_contract": { "path": "reports/trade_plan/20260814_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/20260817_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300394", "SZSE.002484", "SHSE.688379" ], "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": 5, "active_plan_contracts": 5, "watch_candidate_contracts": 5, "watch_only_contracts": 48, "actionable": 0, "filled_orders": 2, "filled_official_orders": 2, "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": 1, "risk_exit_orders": 1, "risk_exit_filled": 1, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": true, "preopen_strong_themes": 0, "signal_contracts": 58, "official_buy_filled": 1, "shadow_buy_filled": 0, "watch_triggered": 31, "rejected_order_attempts": 0 }, "paper_orders": [ { "event_id": "20260814:20260817:SZSE.000070:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.000070", "name": "特发信息", "side": "BUY", "status": "FILLED", "order_kind": null, "paper_scope": "active", "decision": "active_plan", "reason": "paper_fill_at_ask1", "sim_reason": "trigger_touched", "qty": 1600, "price": 15.37, "ts": "2026-08-17T09:31:17", "realized_pnl_delta": null }, { "event_id": "RISK:20260817:SZSE.300009:position_stop_loss:SELL", "symbol": "SZSE.300009", "name": "安科生物", "side": "SELL", "status": "FILLED", "order_kind": null, "paper_scope": "position_risk", "decision": "risk_exit", "reason": "paper_sell_at_bid1", "sim_reason": "position_stop_loss_3pct", "qty": 6900, "price": 8.72, "ts": "2026-08-17T09:31:17", "realized_pnl_delta": -2069.9999999999927 } ], "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", "enabled": true, "pool_up_ratio": 0.9483, "pool_up_ratio_min": 0.55, "active_up_ratio": 1.0, "active_up_ratio_min": 0.5, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "active_samples": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 3, "ret_pct": 5.830846331437578, "last": 375.89, "vwap": 367.53293299732974, "above_vwap": true, "amount": 5381674478.0 }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 1.6625916870415702, "last": 41.58, "vwap": 40.884514407076544, "above_vwap": true, "amount": 4668193855.0 }, { "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 1.4350945857795283, "last": 15.55, "vwap": 15.339094274588938, "above_vwap": true, "amount": 1015549279.0 }, { "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": 1.0977856310387724, "last": 268.91, "vwap": 263.46336321388793, "above_vwap": true, "amount": 6859795588.0 } ], "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.9483, "active_up_ratio": 1.0, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "signal_contract_total": 58, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 21, "top_symbols": [ "SZSE.300570", "SZSE.301282", "SHSE.688655", "SZSE.300548", "SZSE.301419" ], "top_return_pct": 20.0 } ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "active_samples": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 3, "ret_pct": 5.830846331437578, "last": 375.89, "vwap": 367.53293299732974, "above_vwap": true, "amount": 5381674478.0 }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 1.6625916870415702, "last": 41.58, "vwap": 40.884514407076544, "above_vwap": true, "amount": 4668193855.0 }, { "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 1.4350945857795283, "last": 15.55, "vwap": 15.339094274588938, "above_vwap": true, "amount": 1015549279.0 }, { "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": 1.0977856310387724, "last": 268.91, "vwap": 263.46336321388793, "above_vwap": true, "amount": 6859795588.0 } ], "sample_rows": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SZSE.300684", "name": "中石科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.997030878859846, "last": 80.83, "vwap": 80.83069910171288, "above_vwap": false, "amount": 289745724.0 }, { "symbol": "SZSE.301282", "name": "金禄电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.993176390310484, "last": 35.17, "vwap": 32.584950703425875, "above_vwap": true, "amount": 1119400587.0 }, { "symbol": "SHSE.688655", "name": "迅捷兴", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.298013245033125, "last": 42.77, "vwap": 40.97815345818495, "above_vwap": true, "amount": 501689509.0 }, { "symbol": "SZSE.300548", "name": "长芯博创", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 12.498073663122211, "last": 219.0, "vwap": 211.2827559729002, "above_vwap": true, "amount": 4419042226.0 }, { "symbol": "SZSE.301419", "name": "阿莱德", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.73896863370547, "last": 41.66, "vwap": 40.95825399898488, "above_vwap": true, "amount": 782757288.0 }, { "symbol": "SHSE.603118", "name": "共进股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.022779043280195, "last": 19.32, "vwap": 19.298388025061602, "above_vwap": true, "amount": 2020579823.0 }, { "symbol": "SHSE.603330", "name": "天洋新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018726591760307, "last": 11.75, "vwap": 11.75003879153362, "above_vwap": false, "amount": 138729183.0 }, { "symbol": "SHSE.603186", "name": "华正新材", "theme": "元件 / 半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.002984183825724, "last": 184.31, "vwap": 184.01215348439504, "above_vwap": true, "amount": 860808854.0 }, { "symbol": "SZSE.003031", "name": "中瓷电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.001537515375137, "last": 143.09, "vwap": 138.77683440669873, "above_vwap": true, "amount": 2383270088.0 }, { "symbol": "SHSE.688143", "name": "长盈通", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 154.0, "vwap": 142.55230296688603, "above_vwap": true, "amount": 3373146720.0 }, { "symbol": "SHSE.688662", "name": "富信科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.481707317073162, "last": 107.73, "vwap": 103.2391061038119, "above_vwap": true, "amount": 2057080588.0 } ], "execution_regime": "HOT", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260817.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.717, "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。" } }, "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": 45.0, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 58, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 5, "active_quote_total": 5, "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": true, "reason": "expired_after_09:45,clustered_mainline_core_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.9483, "active_up_ratio": 1.0, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "signal_contract_total": 58, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 21, "top_symbols": [ "SZSE.300570", "SZSE.301282", "SHSE.688655", "SZSE.300548", "SZSE.301419" ], "top_return_pct": 20.0 } ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "active_samples": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 3, "ret_pct": 5.830846331437578, "last": 375.89, "vwap": 367.53293299732974, "above_vwap": true, "amount": 5381674478.0 }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 1.6625916870415702, "last": 41.58, "vwap": 40.884514407076544, "above_vwap": true, "amount": 4668193855.0 }, { "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 1.4350945857795283, "last": 15.55, "vwap": 15.339094274588938, "above_vwap": true, "amount": 1015549279.0 }, { "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": 1.0977856310387724, "last": 268.91, "vwap": 263.46336321388793, "above_vwap": true, "amount": 6859795588.0 } ], "sample_rows": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SZSE.300684", "name": "中石科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.997030878859846, "last": 80.83, "vwap": 80.83069910171288, "above_vwap": false, "amount": 289745724.0 }, { "symbol": "SZSE.301282", "name": "金禄电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.993176390310484, "last": 35.17, "vwap": 32.584950703425875, "above_vwap": true, "amount": 1119400587.0 }, { "symbol": "SHSE.688655", "name": "迅捷兴", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.298013245033125, "last": 42.77, "vwap": 40.97815345818495, "above_vwap": true, "amount": 501689509.0 }, { "symbol": "SZSE.300548", "name": "长芯博创", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 12.498073663122211, "last": 219.0, "vwap": 211.2827559729002, "above_vwap": true, "amount": 4419042226.0 }, { "symbol": "SZSE.301419", "name": "阿莱德", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.73896863370547, "last": 41.66, "vwap": 40.95825399898488, "above_vwap": true, "amount": 782757288.0 }, { "symbol": "SHSE.603118", "name": "共进股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.022779043280195, "last": 19.32, "vwap": 19.298388025061602, "above_vwap": true, "amount": 2020579823.0 }, { "symbol": "SHSE.603330", "name": "天洋新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018726591760307, "last": 11.75, "vwap": 11.75003879153362, "above_vwap": false, "amount": 138729183.0 }, { "symbol": "SHSE.603186", "name": "华正新材", "theme": "元件 / 半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.002984183825724, "last": 184.31, "vwap": 184.01215348439504, "above_vwap": true, "amount": 860808854.0 }, { "symbol": "SZSE.003031", "name": "中瓷电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.001537515375137, "last": 143.09, "vwap": 138.77683440669873, "above_vwap": true, "amount": 2383270088.0 }, { "symbol": "SHSE.688143", "name": "长盈通", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 154.0, "vwap": 142.55230296688603, "above_vwap": true, "amount": 3373146720.0 }, { "symbol": "SHSE.688662", "name": "富信科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.481707317073162, "last": 107.73, "vwap": 103.2391061038119, "above_vwap": true, "amount": 2057080588.0 } ], "execution_regime": "HOT", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260817.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.717, "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。" } }, "pool_up_ratio": 0.9483, "active_up_ratio": 1.0, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "active_samples": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 3, "ret_pct": 5.830846331437578, "last": 375.89, "vwap": 367.53293299732974, "above_vwap": true, "amount": 5381674478.0 }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 1.6625916870415702, "last": 41.58, "vwap": 40.884514407076544, "above_vwap": true, "amount": 4668193855.0 }, { "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 1.4350945857795283, "last": 15.55, "vwap": 15.339094274588938, "above_vwap": true, "amount": 1015549279.0 }, { "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": 1.0977856310387724, "last": 268.91, "vwap": 263.46336321388793, "above_vwap": true, "amount": 6859795588.0 } ], "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": 45.0, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 58, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 5, "active_quote_total": 5, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整", "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline" } }, "preopen_sector_flow_gate": { "enabled": true, "passed": true, "reason": "expired_after_09:45,clustered_mainline_core_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.9483, "active_up_ratio": 1.0, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "signal_contract_total": 58, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 21, "top_symbols": [ "SZSE.300570", "SZSE.301282", "SHSE.688655", "SZSE.300548", "SZSE.301419" ], "top_return_pct": 20.0 } ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "active_samples": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 3, "ret_pct": 5.830846331437578, "last": 375.89, "vwap": 367.53293299732974, "above_vwap": true, "amount": 5381674478.0 }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 1.6625916870415702, "last": 41.58, "vwap": 40.884514407076544, "above_vwap": true, "amount": 4668193855.0 }, { "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 1.4350945857795283, "last": 15.55, "vwap": 15.339094274588938, "above_vwap": true, "amount": 1015549279.0 }, { "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": 1.0977856310387724, "last": 268.91, "vwap": 263.46336321388793, "above_vwap": true, "amount": 6859795588.0 } ], "sample_rows": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SZSE.300684", "name": "中石科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.997030878859846, "last": 80.83, "vwap": 80.83069910171288, "above_vwap": false, "amount": 289745724.0 }, { "symbol": "SZSE.301282", "name": "金禄电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 19.993176390310484, "last": 35.17, "vwap": 32.584950703425875, "above_vwap": true, "amount": 1119400587.0 }, { "symbol": "SHSE.688655", "name": "迅捷兴", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.298013245033125, "last": 42.77, "vwap": 40.97815345818495, "above_vwap": true, "amount": 501689509.0 }, { "symbol": "SZSE.300548", "name": "长芯博创", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 12.498073663122211, "last": 219.0, "vwap": 211.2827559729002, "above_vwap": true, "amount": 4419042226.0 }, { "symbol": "SZSE.301419", "name": "阿莱德", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.73896863370547, "last": 41.66, "vwap": 40.95825399898488, "above_vwap": true, "amount": 782757288.0 }, { "symbol": "SHSE.603118", "name": "共进股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.022779043280195, "last": 19.32, "vwap": 19.298388025061602, "above_vwap": true, "amount": 2020579823.0 }, { "symbol": "SHSE.603330", "name": "天洋新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018726591760307, "last": 11.75, "vwap": 11.75003879153362, "above_vwap": false, "amount": 138729183.0 }, { "symbol": "SHSE.603186", "name": "华正新材", "theme": "元件 / 半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.002984183825724, "last": 184.31, "vwap": 184.01215348439504, "above_vwap": true, "amount": 860808854.0 }, { "symbol": "SZSE.003031", "name": "中瓷电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.001537515375137, "last": 143.09, "vwap": 138.77683440669873, "above_vwap": true, "amount": 2383270088.0 }, { "symbol": "SHSE.688143", "name": "长盈通", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 154.0, "vwap": 142.55230296688603, "above_vwap": true, "amount": 3373146720.0 }, { "symbol": "SHSE.688662", "name": "富信科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.481707317073162, "last": 107.73, "vwap": 103.2391061038119, "above_vwap": true, "amount": 2057080588.0 } ], "execution_regime": "HOT", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260817.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.717, "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。" } }, "pool_up_ratio": 0.9483, "active_up_ratio": 1.0, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 5, "sample_total": 58, "active_samples": [ { "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 4, "ret_pct": 20.000000000000018, "last": 193.8, "vwap": 184.63293311511453, "above_vwap": true, "amount": 4501203203.0 }, { "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 3, "ret_pct": 5.830846331437578, "last": 375.89, "vwap": 367.53293299732974, "above_vwap": true, "amount": 5381674478.0 }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 1, "ret_pct": 1.6625916870415702, "last": 41.58, "vwap": 40.884514407076544, "above_vwap": true, "amount": 4668193855.0 }, { "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 2, "ret_pct": 1.4350945857795283, "last": 15.55, "vwap": 15.339094274588938, "above_vwap": true, "amount": 1015549279.0 }, { "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": 1.0977856310387724, "last": 268.91, "vwap": 263.46336321388793, "above_vwap": true, "amount": 6859795588.0 } ], "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "official_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "structural_symbol_whitelist": [ "SZSE.300857", "SHSE.600498", "SZSE.000070", "SHSE.601869", "SZSE.300570" ], "conditional_probe_symbol_whitelist": [], "position_cap_pct": 45.0, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.9082, "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": [ "no_external_tech_shock_evidence_default_pass" ], "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_20260817.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-17T09:25:10+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 58, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 5, "active_quote_total": 5, "active_candidates_available": true, "active_quotes_available": true, "active_quote_coverage": 1.0, "quote_diagnostic": "行情覆盖完整", "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline" }, "signals": [ { "event_id": "20260814:20260817:SZSE.300857:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "decision": "active_plan", "priority": "P0", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 269.96, "invalid_price": 261.86, "chase_ceiling": 278.06, "intraday_vwap": 263.46336321388793, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": 2.0673, "sim_reason": "near_trigger", "entry_extension_tier": null, "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": 0.9788, "prev_amount_yi": 0.8466, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 269.39, "high": 269.58, "low": 269.39, "close": 269.58, "amount_yi": 0.344 }, { "time": "14:54", "open": 269.4, "high": 269.4, "low": 269.0, "close": 269.0, "amount_yi": 0.4294 }, { "time": "14:55", "open": 268.91, "high": 268.91, "low": 268.91, "close": 268.91, "amount_yi": 0.2054 } ] }, "quote": { "last": 268.91, "ts": "2026-08-17T14:55:12", "prev_close": 265.99, "open": 264.23, "high": 269.8, "low": 257.0, "bid1": 268.9, "ask1": 268.91, "bid_qty1": 1, "ask_qty1": 1 } }, { "event_id": "20260814:20260817:SHSE.600498:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "decision": "active_plan", "priority": "P1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 41.28, "invalid_price": 40.04, "chase_ceiling": 42.52, "intraday_vwap": 40.884514407076544, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": 1.7011, "sim_reason": "second_wave_breakout_wait_vwap_retest_after_extension", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "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": 0.9826, "prev_amount_yi": 0.7175, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 41.66, "high": 41.67, "low": 41.66, "close": 41.67, "amount_yi": 0.2422 }, { "time": "14:54", "open": 41.69, "high": 41.71, "low": 41.69, "close": 41.71, "amount_yi": 0.2869 }, { "time": "14:55", "open": 41.58, "high": 41.58, "low": 41.58, "close": 41.58, "amount_yi": 0.4535 } ] }, "quote": { "last": 41.58, "ts": "2026-08-17T14:55:15", "prev_close": 40.9, "open": 40.5, "high": 41.72, "low": 39.98, "bid1": 41.57, "ask1": 41.58, "bid_qty1": 67, "ask_qty1": 442 } }, { "event_id": "20260814:20260817:SZSE.000070:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.000070", "name": "特发信息", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "decision": "active_plan", "priority": "P2", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 15.35, "invalid_price": 14.89, "chase_ceiling": 15.81, "intraday_vwap": 15.339094274588938, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": 1.375, "sim_reason": "already_filled_position_tracking", "entry_extension_tier": null, "sizing_reason": null, "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "minute_energy": null, "quote": { "last": 15.55, "ts": "2026-08-17T14:55:15", "prev_close": 15.33, "open": 15.24, "high": 15.63, "low": 15.02, "bid1": 15.54, "ask1": 15.55, "bid_qty1": 1555, "ask_qty1": 286 } }, { "event_id": "20260814:20260817:SHSE.601869:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "decision": "active_plan", "priority": "P3", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 363.0, "invalid_price": 352.11, "chase_ceiling": 373.89, "intraday_vwap": 367.53293299732974, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": 2.2738, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.9314, "prev_amount_yi": 0.7054, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 375.89, "high": 375.89, "low": 375.83, "close": 375.83, "amount_yi": 0.333 }, { "time": "14:54", "open": 375.83, "high": 375.9, "low": 375.83, "close": 375.9, "amount_yi": 0.3587 }, { "time": "14:55", "open": 375.89, "high": 375.89, "low": 375.89, "close": 375.89, "amount_yi": 0.2397 } ] }, "quote": { "last": 375.89, "ts": "2026-08-17T14:55:14", "prev_close": 355.18, "open": 356.0, "high": 383.03, "low": 356.0, "bid1": 375.88, "ask1": 375.9, "bid_qty1": 28, "ask_qty1": 5 } }, { "event_id": "20260814:20260817:SZSE.300570:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300570", "name": "太辰光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "decision": "active_plan", "priority": "P4", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 161.96, "invalid_price": 157.1, "chase_ceiling": 166.82, "intraday_vwap": 184.63293311511453, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": 4.965, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.0154, "prev_amount_yi": 0.0166, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 193.8, "high": 193.8, "low": 193.8, "close": 193.8, "amount_yi": 0.0033 }, { "time": "14:54", "open": 193.8, "high": 193.8, "low": 193.8, "close": 193.8, "amount_yi": 0.0105 }, { "time": "14:55", "open": 193.8, "high": 193.8, "low": 193.8, "close": 193.8, "amount_yi": 0.0016 } ] }, "quote": { "last": 193.8, "ts": "2026-08-17T14:55:12", "prev_close": 161.5, "open": 174.69, "high": 193.8, "low": 168.9, "bid1": 193.8, "ask1": 0.0, "bid_qty1": 36677, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SZSE.300394:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300394", "name": "天孚通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W0", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 267.71, "invalid_price": 259.68, "chase_ceiling": 275.74, "intraday_vwap": 283.3436, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.1316, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.3288, "prev_amount_yi": 3.2237, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0326, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 286.13, "high": 286.35, "low": 286.13, "close": 286.35, "amount_yi": 0.4759 }, { "time": "14:52", "open": 286.39, "high": 286.43, "low": 286.39, "close": 286.43, "amount_yi": 0.9157 }, { "time": "14:53", "open": 286.4, "high": 286.45, "low": 286.4, "close": 286.45, "amount_yi": 0.7378 }, { "time": "14:54", "open": 286.5, "high": 286.5, "low": 286.49, "close": 286.49, "amount_yi": 0.8385 }, { "time": "14:55", "open": 286.55, "high": 286.55, "low": 286.55, "close": 286.55, "amount_yi": 0.3609 } ] }, "quote": { "last": 286.55, "ts": "2026-08-17T14:55:12", "prev_close": 267.71, "open": 278.0, "high": 291.8, "low": 274.59, "bid1": 286.55, "ask1": 286.56, "bid_qty1": 1, "ask_qty1": 1 } }, { "event_id": "20260814:20260817:SHSE.688167:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.688167", "name": "炬光科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W1", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 278.3, "invalid_price": 269.95, "chase_ceiling": 286.65, "intraday_vwap": 289.8512, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6774, "prev_amount_yi": 0.4841, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 289.55, "high": 289.57, "low": 289.55, "close": 289.57, "amount_yi": 0.144 }, { "time": "14:52", "open": 289.74, "high": 289.86, "low": 289.74, "close": 289.86, "amount_yi": 0.0806 }, { "time": "14:53", "open": 289.87, "high": 289.88, "low": 289.87, "close": 289.88, "amount_yi": 0.156 }, { "time": "14:54", "open": 289.87, "high": 289.88, "low": 289.87, "close": 289.88, "amount_yi": 0.139 }, { "time": "14:55", "open": 290.05, "high": 290.05, "low": 290.05, "close": 290.05, "amount_yi": 0.1578 } ] }, "quote": { "last": 290.05, "ts": "2026-08-17T14:55:15", "prev_close": 270.95, "open": 279.9, "high": 291.27, "low": 273.88, "bid1": 290.01, "ask1": 290.16, "bid_qty1": 2, "ask_qty1": 2 } }, { "event_id": "20260814:20260817:SHSE.688170:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688170", "name": "德龙激光", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W2", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 56.28, "invalid_price": 54.59, "chase_ceiling": 57.97, "intraday_vwap": 56.9843, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "minute_energy_amount_too_low", "entry_extension_tier": null, "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": 0.0854, "prev_amount_yi": 0.0667, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2804, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 56.93, "high": 56.99, "low": 56.93, "close": 56.99, "amount_yi": 0.0315 }, { "time": "14:52", "open": 56.95, "high": 56.98, "low": 56.95, "close": 56.98, "amount_yi": 0.0084 }, { "time": "14:53", "open": 56.94, "high": 56.95, "low": 56.94, "close": 56.95, "amount_yi": 0.0194 }, { "time": "14:54", "open": 56.97, "high": 56.97, "low": 56.96, "close": 56.96, "amount_yi": 0.0132 }, { "time": "14:55", "open": 57.05, "high": 57.05, "low": 57.05, "close": 57.05, "amount_yi": 0.0129 } ] }, "quote": { "last": 57.05, "ts": "2026-08-17T14:55:14", "prev_close": 56.15, "open": 55.88, "high": 57.05, "low": 55.08, "bid1": 57.02, "ask1": 57.05, "bid_qty1": 53, "ask_qty1": 19 } }, { "event_id": "20260814:20260817:SHSE.600487:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.600487", "name": "亨通光电", "theme": "AI算力链 / 共封装光学(CPO)", "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": 64.3944, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8783, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 4.3626, "prev_amount_yi": 3.6642, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1906, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 64.82, "high": 64.85, "low": 64.82, "close": 64.85, "amount_yi": 0.691 }, { "time": "14:52", "open": 64.86, "high": 64.87, "low": 64.86, "close": 64.87, "amount_yi": 1.0164 }, { "time": "14:53", "open": 64.87, "high": 64.91, "low": 64.87, "close": 64.91, "amount_yi": 0.9064 }, { "time": "14:54", "open": 64.97, "high": 64.99, "low": 64.97, "close": 64.99, "amount_yi": 1.0051 }, { "time": "14:55", "open": 64.96, "high": 64.96, "low": 64.96, "close": 64.96, "amount_yi": 0.7437 } ] }, "quote": { "last": 64.96, "ts": "2026-08-17T14:55:13", "prev_close": 62.98, "open": 63.8, "high": 65.5, "low": 63.2, "bid1": 64.95, "ask1": 64.96, "bid_qty1": 47, "ask_qty1": 2 } }, { "event_id": "20260814:20260817:SHSE.688379:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688379", "name": "华光新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W4", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 55.7, "invalid_price": 54.03, "chase_ceiling": 57.37, "intraday_vwap": 58.3861, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.1147, "prev_amount_yi": 0.0582, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 58.39, "high": 58.4, "low": 58.39, "close": 58.4, "amount_yi": 0.0322 }, { "time": "14:52", "open": 58.42, "high": 58.42, "low": 58.4, "close": 58.4, "amount_yi": 0.0385 }, { "time": "14:53", "open": 58.32, "high": 58.33, "low": 58.32, "close": 58.33, "amount_yi": 0.0193 }, { "time": "14:54", "open": 58.35, "high": 58.39, "low": 58.35, "close": 58.39, "amount_yi": 0.0165 }, { "time": "14:55", "open": 58.39, "high": 58.39, "low": 58.39, "close": 58.39, "amount_yi": 0.0082 } ] }, "quote": { "last": 58.39, "ts": "2026-08-17T14:55:15", "prev_close": 54.74, "open": 55.6, "high": 58.49, "low": 53.21, "bid1": 58.37, "ask1": 58.39, "bid_qty1": 11, "ask_qty1": 45 } }, { "event_id": "20260814:20260817:SZSE.300709:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300709", "name": "精研科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W5", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 40.88, "invalid_price": 39.65, "chase_ceiling": 42.11, "intraday_vwap": 41.0548, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.6203, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.1037, "prev_amount_yi": 0.0655, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 41.81, "high": 41.81, "low": 41.78, "close": 41.78, "amount_yi": 0.0163 }, { "time": "14:52", "open": 41.77, "high": 41.77, "low": 41.77, "close": 41.77, "amount_yi": 0.015 }, { "time": "14:53", "open": 41.77, "high": 41.77, "low": 41.72, "close": 41.72, "amount_yi": 0.0263 }, { "time": "14:54", "open": 41.73, "high": 41.73, "low": 41.72, "close": 41.72, "amount_yi": 0.0279 }, { "time": "14:55", "open": 41.72, "high": 41.72, "low": 41.72, "close": 41.72, "amount_yi": 0.0182 } ] }, "quote": { "last": 41.72, "ts": "2026-08-17T14:55:12", "prev_close": 40.15, "open": 41.0, "high": 42.35, "low": 39.6, "bid1": 41.7, "ask1": 41.72, "bid_qty1": 51, "ask_qty1": 50 } }, { "event_id": "20260814:20260817:SHSE.688025:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.688025", "name": "杰普特", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W6", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 406.25, "invalid_price": 394.06, "chase_ceiling": 418.44, "intraday_vwap": 414.1248, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.2211, "prev_amount_yi": 0.2577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.858, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 413.67, "high": 414.25, "low": 413.67, "close": 414.25, "amount_yi": 0.0829 }, { "time": "14:52", "open": 414.22, "high": 414.23, "low": 414.22, "close": 414.23, "amount_yi": 0.0375 }, { "time": "14:53", "open": 414.2, "high": 414.2, "low": 414.19, "close": 414.19, "amount_yi": 0.0371 }, { "time": "14:54", "open": 413.6, "high": 413.77, "low": 413.6, "close": 413.77, "amount_yi": 0.0382 }, { "time": "14:55", "open": 414.0, "high": 414.0, "low": 414.0, "close": 414.0, "amount_yi": 0.0254 } ] }, "quote": { "last": 414.0, "ts": "2026-08-17T14:55:13", "prev_close": 404.31, "open": 412.0, "high": 426.9, "low": 397.3, "bid1": 413.84, "ask1": 414.0, "bid_qty1": 4, "ask_qty1": 2 } }, { "event_id": "20260814:20260817:SZSE.301282:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301282", "name": "金禄电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W7", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 29.5, "invalid_price": 28.61, "chase_ceiling": 30.39, "intraday_vwap": 32.585, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 7.9331, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.0379, "prev_amount_yi": 0.0683, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 35.17, "high": 35.17, "low": 35.17, "close": 35.17, "amount_yi": 0.0015 }, { "time": "14:52", "open": 35.17, "high": 35.17, "low": 35.17, "close": 35.17, "amount_yi": 0.0188 }, { "time": "14:53", "open": 35.17, "high": 35.17, "low": 35.17, "close": 35.17, "amount_yi": 0.0011 }, { "time": "14:54", "open": 35.17, "high": 35.17, "low": 35.17, "close": 35.17, "amount_yi": 0.0148 }, { "time": "14:55", "open": 35.17, "high": 35.17, "low": 35.17, "close": 35.17, "amount_yi": 0.0017 } ] }, "quote": { "last": 35.17, "ts": "2026-08-17T14:55:12", "prev_close": 29.31, "open": 29.29, "high": 35.17, "low": 28.84, "bid1": 35.17, "ask1": 0.0, "bid_qty1": 58961, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SZSE.002515:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002515", "name": "金字火腿", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W8", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 7.65, "invalid_price": 7.42, "chase_ceiling": 7.88, "intraday_vwap": 7.7704, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.6679, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3061, "prev_amount_yi": 0.1375, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2262, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 7.91, "high": 7.91, "low": 7.91, "close": 7.91, "amount_yi": 0.0316 }, { "time": "14:52", "open": 7.9, "high": 7.91, "low": 7.9, "close": 7.91, "amount_yi": 0.0462 }, { "time": "14:53", "open": 7.9, "high": 7.91, "low": 7.9, "close": 7.91, "amount_yi": 0.0299 }, { "time": "14:54", "open": 7.91, "high": 7.91, "low": 7.9, "close": 7.9, "amount_yi": 0.0431 }, { "time": "14:55", "open": 7.9, "high": 7.9, "low": 7.9, "close": 7.9, "amount_yi": 0.1553 } ] }, "quote": { "last": 7.9, "ts": "2026-08-17T14:55:15", "prev_close": 7.52, "open": 7.53, "high": 8.05, "low": 7.39, "bid1": 7.89, "ask1": 7.9, "bid_qty1": 1277, "ask_qty1": 197 } }, { "event_id": "20260814:20260817:SZSE.002980:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.002980", "name": "华盛昌", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W9", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 99.23, "invalid_price": 96.25, "chase_ceiling": 102.21, "intraday_vwap": 96.6319, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.5683, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3092, "prev_amount_yi": 0.2131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 100.43, "high": 100.43, "low": 100.41, "close": 100.41, "amount_yi": 0.1536 }, { "time": "14:52", "open": 100.24, "high": 100.31, "low": 100.24, "close": 100.31, "amount_yi": 0.0509 }, { "time": "14:53", "open": 100.25, "high": 100.25, "low": 100.14, "close": 100.14, "amount_yi": 0.0394 }, { "time": "14:54", "open": 100.15, "high": 100.15, "low": 100.15, "close": 100.15, "amount_yi": 0.0308 }, { "time": "14:55", "open": 100.08, "high": 100.08, "low": 100.08, "close": 100.08, "amount_yi": 0.0345 } ] }, "quote": { "last": 100.08, "ts": "2026-08-17T14:55:15", "prev_close": 95.08, "open": 95.15, "high": 100.56, "low": 91.55, "bid1": 100.08, "ask1": 100.12, "bid_qty1": 2, "ask_qty1": 7 } }, { "event_id": "20260814:20260817:SZSE.300502:VWAP_RECLAIM:BUY", "symbol": "SZSE.300502", "name": "新易盛", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W10", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 449.97, "invalid_price": 436.47, "chase_ceiling": 463.47, "intraday_vwap": 450.3397, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.6773, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.5214, "prev_amount_yi": 3.3383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 466.0, "high": 466.28, "low": 466.0, "close": 466.28, "amount_yi": 0.538 }, { "time": "14:52", "open": 466.52, "high": 466.8, "low": 466.52, "close": 466.8, "amount_yi": 0.8383 }, { "time": "14:53", "open": 466.09, "high": 466.5, "low": 466.09, "close": 466.5, "amount_yi": 0.7451 }, { "time": "14:54", "open": 466.75, "high": 466.88, "low": 466.75, "close": 466.88, "amount_yi": 0.5824 }, { "time": "14:55", "open": 466.9, "high": 466.9, "low": 466.9, "close": 466.9, "amount_yi": 0.8176 } ] }, "quote": { "last": 466.9, "ts": "2026-08-17T14:55:12", "prev_close": 448.08, "open": 448.0, "high": 472.0, "low": 427.6, "bid1": 466.9, "ask1": 467.0, "bid_qty1": 4, "ask_qty1": 11 } }, { "event_id": "20260814:20260817:SHSE.600522:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.600522", "name": "中天科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W11", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 35.75, "invalid_price": 34.68, "chase_ceiling": 36.82, "intraday_vwap": 35.6235, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.72, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6836, "prev_amount_yi": 2.4046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.116, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 35.83, "high": 35.85, "low": 35.83, "close": 35.85, "amount_yi": 0.3333 }, { "time": "14:52", "open": 35.86, "high": 35.86, "low": 35.86, "close": 35.86, "amount_yi": 0.4784 }, { "time": "14:53", "open": 35.88, "high": 35.88, "low": 35.87, "close": 35.87, "amount_yi": 0.8247 }, { "time": "14:54", "open": 35.88, "high": 35.89, "low": 35.88, "close": 35.89, "amount_yi": 0.6864 }, { "time": "14:55", "open": 35.88, "high": 35.88, "low": 35.88, "close": 35.88, "amount_yi": 0.3608 } ] }, "quote": { "last": 35.88, "ts": "2026-08-17T14:55:15", "prev_close": 35.55, "open": 35.59, "high": 36.15, "low": 35.02, "bid1": 35.88, "ask1": 35.89, "bid_qty1": 3022, "ask_qty1": 14 } }, { "event_id": "20260814:20260817:SHSE.688757:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.688757", "name": "胜科纳米", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W12", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 33.99, "invalid_price": 32.97, "chase_ceiling": 35.01, "intraday_vwap": 36.1703, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.2003, "prev_amount_yi": 0.2094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9565, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 36.1, "high": 36.17, "low": 36.1, "close": 36.17, "amount_yi": 0.0843 }, { "time": "14:52", "open": 36.2, "high": 36.2, "low": 36.2, "close": 36.2, "amount_yi": 0.0497 }, { "time": "14:53", "open": 36.14, "high": 36.14, "low": 36.14, "close": 36.14, "amount_yi": 0.0154 }, { "time": "14:54", "open": 36.15, "high": 36.15, "low": 36.14, "close": 36.14, "amount_yi": 0.0325 }, { "time": "14:55", "open": 36.17, "high": 36.17, "low": 36.17, "close": 36.17, "amount_yi": 0.0184 } ] }, "quote": { "last": 36.17, "ts": "2026-08-17T14:55:13", "prev_close": 33.99, "open": 34.0, "high": 36.46, "low": 33.72, "bid1": 36.16, "ask1": 36.17, "bid_qty1": 38, "ask_qty1": 3 } }, { "event_id": "20260814:20260817:SZSE.301013:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301013", "name": "利和兴", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W13", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 46.65, "invalid_price": 45.25, "chase_ceiling": 48.05, "intraday_vwap": 45.9143, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.8637, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7958, "prev_amount_yi": 0.4337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 46.56, "high": 46.63, "low": 46.56, "close": 46.63, "amount_yi": 0.1062 }, { "time": "14:52", "open": 46.62, "high": 46.62, "low": 46.6, "close": 46.6, "amount_yi": 0.2614 }, { "time": "14:53", "open": 46.59, "high": 46.64, "low": 46.59, "close": 46.64, "amount_yi": 0.1442 }, { "time": "14:54", "open": 46.64, "high": 46.73, "low": 46.64, "close": 46.73, "amount_yi": 0.2158 }, { "time": "14:55", "open": 46.77, "high": 46.77, "low": 46.77, "close": 46.77, "amount_yi": 0.0682 } ] }, "quote": { "last": 46.77, "ts": "2026-08-17T14:55:12", "prev_close": 46.65, "open": 46.2, "high": 46.79, "low": 45.04, "bid1": 46.77, "ask1": 46.78, "bid_qty1": 53, "ask_qty1": 35 } }, { "event_id": "20260814:20260817:SHSE.688183:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.688183", "name": "生益电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W14", "status": "ACTIONABLE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 116.2, "invalid_price": 112.71, "chase_ceiling": 119.69, "intraday_vwap": 117.9035, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7183, "prev_amount_yi": 0.3579, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 117.61, "high": 117.61, "low": 117.59, "close": 117.59, "amount_yi": 0.1589 }, { "time": "14:52", "open": 118.01, "high": 118.01, "low": 118.01, "close": 118.01, "amount_yi": 0.2188 }, { "time": "14:53", "open": 117.92, "high": 118.01, "low": 117.92, "close": 118.01, "amount_yi": 0.108 }, { "time": "14:54", "open": 117.94, "high": 117.99, "low": 117.94, "close": 117.99, "amount_yi": 0.1337 }, { "time": "14:55", "open": 117.94, "high": 117.94, "low": 117.94, "close": 117.94, "amount_yi": 0.0989 } ] }, "quote": { "last": 117.94, "ts": "2026-08-17T14:55:15", "prev_close": 115.99, "open": 116.0, "high": 118.38, "low": 113.0, "bid1": 117.94, "ask1": 117.95, "bid_qty1": 9, "ask_qty1": 19 } }, { "event_id": "20260814:20260817:SZSE.002138:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002138", "name": "顺络电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W15", "status": "ACTIONABLE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 52.39, "invalid_price": 50.82, "chase_ceiling": 53.96, "intraday_vwap": 52.27, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8227, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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": 0.4537, "prev_amount_yi": 0.433, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 52.71, "high": 52.74, "low": 52.71, "close": 52.74, "amount_yi": 0.0684 }, { "time": "14:52", "open": 52.73, "high": 52.75, "low": 52.73, "close": 52.75, "amount_yi": 0.0699 }, { "time": "14:53", "open": 52.74, "high": 52.75, "low": 52.74, "close": 52.75, "amount_yi": 0.0756 }, { "time": "14:54", "open": 52.75, "high": 52.77, "low": 52.75, "close": 52.77, "amount_yi": 0.1139 }, { "time": "14:55", "open": 52.7, "high": 52.7, "low": 52.7, "close": 52.7, "amount_yi": 0.1259 } ] }, "quote": { "last": 52.7, "ts": "2026-08-17T14:55:15", "prev_close": 52.21, "open": 52.28, "high": 53.64, "low": 50.6, "bid1": 52.7, "ask1": 52.71, "bid_qty1": 427, "ask_qty1": 4 } }, { "event_id": "20260814:20260817:SZSE.301511:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301511", "name": "德福科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W16", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 95.83, "invalid_price": 92.96, "chase_ceiling": 98.7, "intraday_vwap": 98.2652, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.4574, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5771, "prev_amount_yi": 0.5102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 100.68, "high": 100.7, "low": 100.68, "close": 100.7, "amount_yi": 0.1287 }, { "time": "14:52", "open": 100.72, "high": 100.74, "low": 100.72, "close": 100.74, "amount_yi": 0.1198 }, { "time": "14:53", "open": 100.63, "high": 100.66, "low": 100.63, "close": 100.66, "amount_yi": 0.1285 }, { "time": "14:54", "open": 100.63, "high": 100.65, "low": 100.63, "close": 100.65, "amount_yi": 0.1291 }, { "time": "14:55", "open": 100.68, "high": 100.68, "low": 100.68, "close": 100.68, "amount_yi": 0.071 } ] }, "quote": { "last": 100.68, "ts": "2026-08-17T14:55:12", "prev_close": 95.02, "open": 96.99, "high": 101.63, "low": 94.6, "bid1": 100.66, "ask1": 100.68, "bid_qty1": 2, "ask_qty1": 9 } }, { "event_id": "20260814:20260817:SZSE.301183:VWAP_RECLAIM:BUY", "symbol": "SZSE.301183", "name": "东田微", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W17", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 206.8, "invalid_price": 200.6, "chase_ceiling": 213.0, "intraday_vwap": 211.2231, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.0154, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2136, "prev_amount_yi": 0.1495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 215.63, "high": 215.68, "low": 215.63, "close": 215.68, "amount_yi": 0.0386 }, { "time": "14:52", "open": 215.8, "high": 215.8, "low": 215.61, "close": 215.61, "amount_yi": 0.0656 }, { "time": "14:53", "open": 215.67, "high": 215.7, "low": 215.67, "close": 215.7, "amount_yi": 0.0315 }, { "time": "14:54", "open": 215.65, "high": 215.65, "low": 215.51, "close": 215.51, "amount_yi": 0.0492 }, { "time": "14:55", "open": 215.48, "high": 215.48, "low": 215.48, "close": 215.48, "amount_yi": 0.0287 } ] }, "quote": { "last": 215.48, "ts": "2026-08-17T14:55:12", "prev_close": 205.4, "open": 204.26, "high": 217.11, "low": 204.21, "bid1": 215.37, "ask1": 215.48, "bid_qty1": 5, "ask_qty1": 23 } }, { "event_id": "20260814:20260817:SZSE.000823:VWAP_RECLAIM:BUY", "symbol": "SZSE.000823", "name": "超声电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W18", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.44, "invalid_price": 14.98, "chase_ceiling": 15.9, "intraday_vwap": 15.4915, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4105, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2579, "prev_amount_yi": 0.2102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 15.69, "high": 15.7, "low": 15.69, "close": 15.7, "amount_yi": 0.0344 }, { "time": "14:52", "open": 15.7, "high": 15.7, "low": 15.7, "close": 15.7, "amount_yi": 0.0379 }, { "time": "14:53", "open": 15.71, "high": 15.71, "low": 15.71, "close": 15.71, "amount_yi": 0.0588 }, { "time": "14:54", "open": 15.71, "high": 15.72, "low": 15.71, "close": 15.72, "amount_yi": 0.073 }, { "time": "14:55", "open": 15.71, "high": 15.71, "low": 15.71, "close": 15.71, "amount_yi": 0.0538 } ] }, "quote": { "last": 15.71, "ts": "2026-08-17T14:55:15", "prev_close": 15.3, "open": 15.3, "high": 15.75, "low": 15.18, "bid1": 15.7, "ask1": 15.71, "bid_qty1": 850, "ask_qty1": 284 } }, { "event_id": "20260814:20260817:SZSE.300811:VWAP_RECLAIM:BUY", "symbol": "SZSE.300811", "name": "铂科新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W19", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 78.69, "invalid_price": 76.33, "chase_ceiling": 81.05, "intraday_vwap": 79.1838, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.8264, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3017, "prev_amount_yi": 0.3346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 80.52, "high": 80.54, "low": 80.52, "close": 80.54, "amount_yi": 0.0409 }, { "time": "14:52", "open": 80.61, "high": 80.61, "low": 80.61, "close": 80.61, "amount_yi": 0.097 }, { "time": "14:53", "open": 80.61, "high": 80.61, "low": 80.61, "close": 80.61, "amount_yi": 0.0443 }, { "time": "14:54", "open": 80.64, "high": 80.67, "low": 80.64, "close": 80.67, "amount_yi": 0.0886 }, { "time": "14:55", "open": 80.63, "high": 80.63, "low": 80.63, "close": 80.63, "amount_yi": 0.0309 } ] }, "quote": { "last": 80.63, "ts": "2026-08-17T14:55:12", "prev_close": 78.17, "open": 78.5, "high": 80.7, "low": 77.63, "bid1": 80.62, "ask1": 80.63, "bid_qty1": 4, "ask_qty1": 10 } }, { "event_id": "20260814:20260817:SHSE.688536:VWAP_RECLAIM:BUY", "symbol": "SHSE.688536", "name": "思瑞浦", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W20", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 276.5, "invalid_price": 268.2, "chase_ceiling": 284.8, "intraday_vwap": 289.8393, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.1797, "prev_amount_yi": 0.2063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8711, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 289.26, "high": 289.38, "low": 289.26, "close": 289.38, "amount_yi": 0.015 }, { "time": "14:52", "open": 289.48, "high": 289.68, "low": 289.48, "close": 289.68, "amount_yi": 0.0245 }, { "time": "14:53", "open": 289.58, "high": 289.82, "low": 289.58, "close": 289.82, "amount_yi": 0.0602 }, { "time": "14:54", "open": 289.88, "high": 290.0, "low": 289.88, "close": 290.0, "amount_yi": 0.0653 }, { "time": "14:55", "open": 289.94, "high": 289.94, "low": 289.94, "close": 289.94, "amount_yi": 0.0147 } ] }, "quote": { "last": 289.94, "ts": "2026-08-17T14:55:14", "prev_close": 274.5, "open": 274.5, "high": 290.44, "low": 272.81, "bid1": 289.94, "ask1": 289.97, "bid_qty1": 1, "ask_qty1": 5 } }, { "event_id": "20260814:20260817:SHSE.688668:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688668", "name": "鼎通科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W21", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 275.0, "invalid_price": 266.75, "chase_ceiling": 283.25, "intraday_vwap": 292.9083, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3334, "prev_amount_yi": 0.3051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 293.0, "high": 293.0, "low": 292.55, "close": 292.55, "amount_yi": 0.1101 }, { "time": "14:52", "open": 292.81, "high": 293.0, "low": 292.81, "close": 293.0, "amount_yi": 0.0535 }, { "time": "14:53", "open": 292.97, "high": 293.0, "low": 292.97, "close": 293.0, "amount_yi": 0.0413 }, { "time": "14:54", "open": 293.15, "high": 293.17, "low": 293.15, "close": 293.17, "amount_yi": 0.0821 }, { "time": "14:55", "open": 293.11, "high": 293.11, "low": 293.11, "close": 293.11, "amount_yi": 0.0464 } ] }, "quote": { "last": 293.11, "ts": "2026-08-17T14:55:13", "prev_close": 268.68, "open": 275.75, "high": 295.5, "low": 268.0, "bid1": 293.0, "ask1": 293.11, "bid_qty1": 31, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SZSE.300548:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300548", "name": "长芯博创", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W22", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 194.68, "invalid_price": 188.84, "chase_ceiling": 200.52, "intraday_vwap": 211.2828, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.6525, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6607, "prev_amount_yi": 0.5736, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1518, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 218.59, "high": 218.59, "low": 218.59, "close": 218.59, "amount_yi": 0.1104 }, { "time": "14:52", "open": 218.53, "high": 218.59, "low": 218.53, "close": 218.59, "amount_yi": 0.1521 }, { "time": "14:53", "open": 218.62, "high": 218.81, "low": 218.62, "close": 218.81, "amount_yi": 0.1132 }, { "time": "14:54", "open": 218.77, "high": 219.0, "low": 218.77, "close": 219.0, "amount_yi": 0.1904 }, { "time": "14:55", "open": 219.0, "high": 219.0, "low": 219.0, "close": 219.0, "amount_yi": 0.0946 } ] }, "quote": { "last": 219.0, "ts": "2026-08-17T14:55:12", "prev_close": 194.67, "open": 200.0, "high": 220.85, "low": 199.99, "bid1": 218.93, "ask1": 219.0, "bid_qty1": 4, "ask_qty1": 3 } }, { "event_id": "20260814:20260817:SHSE.688807:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688807", "name": "优迅股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W23", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 290.0, "invalid_price": 281.3, "chase_ceiling": 298.7, "intraday_vwap": 296.4112, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.1298, "prev_amount_yi": 0.1235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 295.97, "high": 296.04, "low": 295.97, "close": 296.04, "amount_yi": 0.0307 }, { "time": "14:52", "open": 296.6, "high": 296.77, "low": 296.6, "close": 296.77, "amount_yi": 0.0138 }, { "time": "14:53", "open": 296.5, "high": 296.5, "low": 296.1, "close": 296.1, "amount_yi": 0.0315 }, { "time": "14:54", "open": 296.11, "high": 296.42, "low": 296.11, "close": 296.42, "amount_yi": 0.0265 }, { "time": "14:55", "open": 297.0, "high": 297.0, "low": 297.0, "close": 297.0, "amount_yi": 0.0273 } ] }, "quote": { "last": 297.0, "ts": "2026-08-17T14:55:14", "prev_close": 280.4, "open": 286.89, "high": 308.87, "low": 281.0, "bid1": 297.0, "ask1": 297.05, "bid_qty1": 102, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SHSE.688328:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688328", "name": "深科达", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W24", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 85.0, "invalid_price": 82.45, "chase_ceiling": 87.55, "intraday_vwap": 84.142, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "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": 0.3483, "prev_amount_yi": 0.222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 84.11, "high": 84.11, "low": 84.09, "close": 84.09, "amount_yi": 0.0754 }, { "time": "14:52", "open": 84.01, "high": 84.18, "low": 84.01, "close": 84.18, "amount_yi": 0.065 }, { "time": "14:53", "open": 84.11, "high": 84.25, "low": 84.11, "close": 84.25, "amount_yi": 0.0702 }, { "time": "14:54", "open": 84.08, "high": 84.13, "low": 84.08, "close": 84.13, "amount_yi": 0.0742 }, { "time": "14:55", "open": 84.06, "high": 84.06, "low": 84.06, "close": 84.06, "amount_yi": 0.0635 } ] }, "quote": { "last": 84.06, "ts": "2026-08-17T14:55:14", "prev_close": 82.92, "open": 84.78, "high": 84.78, "low": 81.12, "bid1": 84.03, "ask1": 84.06, "bid_qty1": 2, "ask_qty1": 7 } }, { "event_id": "20260814:20260817:SZSE.002957:VWAP_RECLAIM:BUY", "symbol": "SZSE.002957", "name": "科瑞技术", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W25", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 41.57, "invalid_price": 40.32, "chase_ceiling": 42.82, "intraday_vwap": 41.7141, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9731, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4061, "prev_amount_yi": 0.3238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2542, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 42.09, "high": 42.11, "low": 42.09, "close": 42.11, "amount_yi": 0.0715 }, { "time": "14:52", "open": 42.1, "high": 42.13, "low": 42.1, "close": 42.13, "amount_yi": 0.051 }, { "time": "14:53", "open": 42.11, "high": 42.14, "low": 42.11, "close": 42.14, "amount_yi": 0.0908 }, { "time": "14:54", "open": 42.08, "high": 42.11, "low": 42.08, "close": 42.11, "amount_yi": 0.1489 }, { "time": "14:55", "open": 42.12, "high": 42.12, "low": 42.12, "close": 42.12, "amount_yi": 0.0439 } ] }, "quote": { "last": 42.12, "ts": "2026-08-17T14:55:12", "prev_close": 41.28, "open": 41.39, "high": 42.2, "low": 41.0, "bid1": 42.11, "ask1": 42.12, "bid_qty1": 10, "ask_qty1": 14 } }, { "event_id": "20260814:20260817:SHSE.603738:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.603738", "name": "泰晶科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W26", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 38.3, "invalid_price": 37.15, "chase_ceiling": 39.45, "intraday_vwap": 39.2231, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.5359, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6529, "prev_amount_yi": 0.5598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1663, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 40.58, "high": 40.58, "low": 40.58, "close": 40.58, "amount_yi": 0.1521 }, { "time": "14:52", "open": 40.57, "high": 40.57, "low": 40.57, "close": 40.57, "amount_yi": 0.0859 }, { "time": "14:53", "open": 40.56, "high": 40.57, "low": 40.56, "close": 40.57, "amount_yi": 0.1326 }, { "time": "14:54", "open": 40.58, "high": 40.62, "low": 40.58, "close": 40.62, "amount_yi": 0.2266 }, { "time": "14:55", "open": 40.61, "high": 40.61, "low": 40.61, "close": 40.61, "amount_yi": 0.0557 } ] }, "quote": { "last": 40.61, "ts": "2026-08-17T14:55:14", "prev_close": 38.3, "open": 38.0, "high": 41.66, "low": 37.02, "bid1": 40.6, "ask1": 40.61, "bid_qty1": 38, "ask_qty1": 2 } }, { "event_id": "20260814:20260817:SHSE.603203:VWAP_RECLAIM:BUY", "symbol": "SHSE.603203", "name": "快克智能", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W27", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 45.29, "invalid_price": 43.93, "chase_ceiling": 46.65, "intraday_vwap": 45.9182, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.3106, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.1039, "prev_amount_yi": 0.0773, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3441, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 46.49, "high": 46.5, "low": 46.49, "close": 46.5, "amount_yi": 0.0161 }, { "time": "14:52", "open": 46.49, "high": 46.49, "low": 46.48, "close": 46.48, "amount_yi": 0.0186 }, { "time": "14:53", "open": 46.47, "high": 46.52, "low": 46.47, "close": 46.52, "amount_yi": 0.0314 }, { "time": "14:54", "open": 46.53, "high": 46.53, "low": 46.52, "close": 46.52, "amount_yi": 0.0268 }, { "time": "14:55", "open": 46.52, "high": 46.52, "low": 46.52, "close": 46.52, "amount_yi": 0.011 } ] }, "quote": { "last": 46.52, "ts": "2026-08-17T14:55:13", "prev_close": 45.09, "open": 45.1, "high": 46.73, "low": 44.94, "bid1": 46.5, "ask1": 46.52, "bid_qty1": 42, "ask_qty1": 6 } }, { "event_id": "20260814:20260817:SZSE.301312:VWAP_RECLAIM:BUY", "symbol": "SZSE.301312", "name": "智立方", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W28", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 73.99, "invalid_price": 71.77, "chase_ceiling": 76.21, "intraday_vwap": 72.7668, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.2994, "sim_reason": "minute_energy_amount_too_low", "entry_extension_tier": null, "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": 0.1148, "prev_amount_yi": 0.1003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 74.34, "high": 74.36, "low": 74.34, "close": 74.36, "amount_yi": 0.0184 }, { "time": "14:52", "open": 74.34, "high": 74.34, "low": 74.34, "close": 74.34, "amount_yi": 0.0126 }, { "time": "14:53", "open": 74.33, "high": 74.36, "low": 74.33, "close": 74.36, "amount_yi": 0.0246 }, { "time": "14:54", "open": 74.38, "high": 74.38, "low": 74.36, "close": 74.36, "amount_yi": 0.0234 }, { "time": "14:55", "open": 74.44, "high": 74.44, "low": 74.44, "close": 74.44, "amount_yi": 0.0358 } ] }, "quote": { "last": 74.44, "ts": "2026-08-17T14:55:12", "prev_close": 71.88, "open": 72.16, "high": 74.8, "low": 70.51, "bid1": 74.43, "ask1": 74.44, "bid_qty1": 2, "ask_qty1": 2 } }, { "event_id": "20260814:20260817:SHSE.688655:VWAP_RECLAIM:BUY", "symbol": "SHSE.688655", "name": "迅捷兴", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W29", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 38.0, "invalid_price": 36.86, "chase_ceiling": 39.14, "intraday_vwap": 42.7757, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.0931, "prev_amount_yi": 0.115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 42.89, "high": 42.91, "low": 42.89, "close": 42.91, "amount_yi": 0.0207 }, { "time": "14:52", "open": 42.86, "high": 42.86, "low": 42.82, "close": 42.82, "amount_yi": 0.0214 }, { "time": "14:53", "open": 42.8, "high": 42.8, "low": 42.79, "close": 42.79, "amount_yi": 0.0146 }, { "time": "14:54", "open": 42.7, "high": 42.7, "low": 42.62, "close": 42.62, "amount_yi": 0.0247 }, { "time": "14:55", "open": 42.77, "high": 42.77, "low": 42.77, "close": 42.77, "amount_yi": 0.0117 } ] }, "quote": { "last": 42.77, "ts": "2026-08-17T14:55:13", "prev_close": 37.75, "open": 38.76, "high": 43.18, "low": 38.02, "bid1": 42.7, "ask1": 42.71, "bid_qty1": 9, "ask_qty1": 13 } }, { "event_id": "20260814:20260817:SZSE.301123:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301123", "name": "奕东电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W30", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 80.81, "invalid_price": 78.39, "chase_ceiling": 83.23, "intraday_vwap": 79.5458, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.8156, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2945, "prev_amount_yi": 0.1981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4866, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 81.1, "high": 81.1, "low": 81.07, "close": 81.07, "amount_yi": 0.0577 }, { "time": "14:52", "open": 81.0, "high": 81.0, "low": 80.97, "close": 80.97, "amount_yi": 0.0849 }, { "time": "14:53", "open": 80.91, "high": 80.97, "low": 80.91, "close": 80.97, "amount_yi": 0.0674 }, { "time": "14:54", "open": 80.96, "high": 80.96, "low": 80.96, "close": 80.96, "amount_yi": 0.0658 }, { "time": "14:55", "open": 80.99, "high": 80.99, "low": 80.99, "close": 80.99, "amount_yi": 0.0187 } ] }, "quote": { "last": 80.99, "ts": "2026-08-17T14:55:12", "prev_close": 78.35, "open": 79.69, "high": 81.58, "low": 77.02, "bid1": 80.99, "ask1": 81.01, "bid_qty1": 68, "ask_qty1": 32 } }, { "event_id": "20260814:20260817:SZSE.301251:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301251", "name": "威尔高", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W31", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 46.87, "invalid_price": 45.46, "chase_ceiling": 48.28, "intraday_vwap": 46.8324, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8703, "sim_reason": "minute_energy_amount_too_low", "entry_extension_tier": null, "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": 0.1268, "prev_amount_yi": 0.063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0127, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 47.15, "high": 47.24, "low": 47.15, "close": 47.24, "amount_yi": 0.0371 }, { "time": "14:52", "open": 47.25, "high": 47.25, "low": 47.23, "close": 47.23, "amount_yi": 0.0196 }, { "time": "14:53", "open": 47.25, "high": 47.25, "low": 47.25, "close": 47.25, "amount_yi": 0.0242 }, { "time": "14:54", "open": 47.21, "high": 47.25, "low": 47.21, "close": 47.25, "amount_yi": 0.0347 }, { "time": "14:55", "open": 47.24, "high": 47.24, "low": 47.24, "close": 47.24, "amount_yi": 0.0112 } ] }, "quote": { "last": 47.24, "ts": "2026-08-17T14:55:12", "prev_close": 46.32, "open": 45.86, "high": 47.69, "low": 45.8, "bid1": 47.24, "ask1": 47.25, "bid_qty1": 27, "ask_qty1": 6 } }, { "event_id": "20260814:20260817:SHSE.688519:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688519", "name": "南亚新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W32", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 311.0, "invalid_price": 301.67, "chase_ceiling": 320.33, "intraday_vwap": 315.0263, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.494, "prev_amount_yi": 0.3615, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 315.2, "high": 315.22, "low": 315.2, "close": 315.22, "amount_yi": 0.0797 }, { "time": "14:52", "open": 314.7, "high": 314.7, "low": 314.7, "close": 314.7, "amount_yi": 0.1064 }, { "time": "14:53", "open": 315.1, "high": 315.2, "low": 315.1, "close": 315.2, "amount_yi": 0.0843 }, { "time": "14:54", "open": 315.15, "high": 315.15, "low": 315.03, "close": 315.03, "amount_yi": 0.1593 }, { "time": "14:55", "open": 315.09, "high": 315.09, "low": 315.09, "close": 315.09, "amount_yi": 0.0643 } ] }, "quote": { "last": 315.09, "ts": "2026-08-17T14:55:14", "prev_close": 309.0, "open": 318.27, "high": 323.99, "low": 305.27, "bid1": 315.03, "ask1": 315.09, "bid_qty1": 2, "ask_qty1": 8 } }, { "event_id": "20260814:20260817:SZSE.300319:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W33", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 19.93, "invalid_price": 19.33, "chase_ceiling": 20.53, "intraday_vwap": 18.8092, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9081, "sim_reason": "invalid_price_broken", "entry_extension_tier": null, "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": 1.2143, "prev_amount_yi": 0.9471, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2821, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 18.99, "high": 19.0, "low": 18.99, "close": 19.0, "amount_yi": 0.1765 }, { "time": "14:52", "open": 18.95, "high": 18.96, "low": 18.95, "close": 18.96, "amount_yi": 0.3769 }, { "time": "14:53", "open": 18.95, "high": 18.96, "low": 18.95, "close": 18.96, "amount_yi": 0.2171 }, { "time": "14:54", "open": 19.01, "high": 19.03, "low": 19.01, "close": 19.03, "amount_yi": 0.2508 }, { "time": "14:55", "open": 18.98, "high": 18.98, "low": 18.98, "close": 18.98, "amount_yi": 0.193 } ] }, "quote": { "last": 18.98, "ts": "2026-08-17T14:55:12", "prev_close": 19.24, "open": 19.52, "high": 19.58, "low": 18.4, "bid1": 18.98, "ask1": 18.99, "bid_qty1": 855, "ask_qty1": 493 } }, { "event_id": "20260814:20260817:SHSE.603083:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603083", "name": "剑桥科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W34", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 189.1533, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5375, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 1.2431, "prev_amount_yi": 0.9079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 189.99, "high": 190.05, "low": 189.99, "close": 190.05, "amount_yi": 0.2747 }, { "time": "14:52", "open": 190.12, "high": 190.3, "low": 190.12, "close": 190.3, "amount_yi": 0.1826 }, { "time": "14:53", "open": 190.4, "high": 190.42, "low": 190.4, "close": 190.42, "amount_yi": 0.2879 }, { "time": "14:54", "open": 190.26, "high": 190.26, "low": 190.1, "close": 190.1, "amount_yi": 0.341 }, { "time": "14:55", "open": 190.17, "high": 190.17, "low": 190.17, "close": 190.17, "amount_yi": 0.1569 } ] }, "quote": { "last": 190.17, "ts": "2026-08-17T14:55:12", "prev_close": 185.9, "open": 190.0, "high": 194.69, "low": 184.0, "bid1": 190.15, "ask1": 190.17, "bid_qty1": 9, "ask_qty1": 15 } }, { "event_id": "20260814:20260817:SZSE.300814:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300814", "name": "中富电路", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W35", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 159.86, "invalid_price": 155.06, "chase_ceiling": 164.66, "intraday_vwap": 156.8219, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6046, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "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": 0.4521, "prev_amount_yi": 0.2835, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 157.84, "high": 157.88, "low": 157.84, "close": 157.88, "amount_yi": 0.0781 }, { "time": "14:52", "open": 158.0, "high": 158.03, "low": 158.0, "close": 158.03, "amount_yi": 0.1391 }, { "time": "14:53", "open": 157.88, "high": 157.93, "low": 157.88, "close": 157.93, "amount_yi": 0.0948 }, { "time": "14:54", "open": 157.85, "high": 157.87, "low": 157.85, "close": 157.87, "amount_yi": 0.0766 }, { "time": "14:55", "open": 157.77, "high": 157.77, "low": 157.77, "close": 157.77, "amount_yi": 0.0635 } ] }, "quote": { "last": 157.77, "ts": "2026-08-17T14:55:12", "prev_close": 155.88, "open": 153.39, "high": 161.06, "low": 153.39, "bid1": 157.76, "ask1": 157.77, "bid_qty1": 1, "ask_qty1": 3 } }, { "event_id": "20260814:20260817:SHSE.603118:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603118", "name": "共进股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W36", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 19.2984, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.1119, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.0101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.0072 }, { "time": "14:52", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.002 }, { "time": "14:53", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.001 }, { "time": "14:54", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.0018 }, { "time": "14:55", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.001 } ] }, "quote": { "last": 19.32, "ts": "2026-08-17T14:55:13", "prev_close": 17.56, "open": 19.26, "high": 19.32, "low": 18.89, "bid1": 19.32, "ask1": 0.0, "bid_qty1": 82285, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SZSE.003031:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.003031", "name": "中瓷电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W37", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 138.7768, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 3.108, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.0235, "prev_amount_yi": 0.0166, "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": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 143.09, "high": 143.09, "low": 143.09, "close": 143.09, "amount_yi": 0.0019 }, { "time": "14:52", "open": 143.09, "high": 143.09, "low": 143.09, "close": 143.09, "amount_yi": 0.0043 }, { "time": "14:53", "open": 143.09, "high": 143.09, "low": 143.09, "close": 143.09, "amount_yi": 0.005 }, { "time": "14:54", "open": 143.09, "high": 143.09, "low": 143.09, "close": 143.09, "amount_yi": 0.0073 }, { "time": "14:55", "open": 143.09, "high": 143.09, "low": 143.09, "close": 143.09, "amount_yi": 0.005 } ] }, "quote": { "last": 143.09, "ts": "2026-08-17T14:55:12", "prev_close": 130.08, "open": 135.29, "high": 143.09, "low": 133.14, "bid1": 143.09, "ask1": 0.0, "bid_qty1": 9579, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SHSE.603330:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603330", "name": "天洋新材", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W38", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 11.75, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.0029, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 11.75, "high": 11.75, "low": 11.75, "close": 11.75, "amount_yi": 0.0022 }, { "time": "14:52", "open": 11.75, "high": 11.75, "low": 11.75, "close": 11.75, "amount_yi": 0.0003 }, { "time": "14:53", "open": 11.75, "high": 11.75, "low": 11.75, "close": 11.75, "amount_yi": 0.0002 }, { "time": "14:54", "open": 11.75, "high": 11.75, "low": 11.75, "close": 11.75, "amount_yi": 0.0001 }, { "time": "14:55", "open": 11.75, "high": 11.75, "low": 11.75, "close": 11.75, "amount_yi": 0.0001 } ] }, "quote": { "last": 11.75, "ts": "2026-08-17T14:55:15", "prev_close": 10.68, "open": 11.75, "high": 11.75, "low": 11.75, "bid1": 11.75, "ask1": 0.0, "bid_qty1": 178247, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SHSE.688143:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688143", "name": "长盈通", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W39", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 140.0, "invalid_price": 135.8, "chase_ceiling": 144.2, "intraday_vwap": 152.703, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3271, "prev_amount_yi": 0.2158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5158, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 152.83, "high": 152.83, "low": 152.29, "close": 152.29, "amount_yi": 0.084 }, { "time": "14:52", "open": 152.29, "high": 152.29, "low": 152.2, "close": 152.2, "amount_yi": 0.0423 }, { "time": "14:53", "open": 152.28, "high": 152.28, "low": 152.28, "close": 152.28, "amount_yi": 0.0914 }, { "time": "14:54", "open": 152.6, "high": 153.19, "low": 152.6, "close": 153.19, "amount_yi": 0.0572 }, { "time": "14:55", "open": 154.0, "high": 154.0, "low": 154.0, "close": 154.0, "amount_yi": 0.0522 } ] }, "quote": { "last": 154.0, "ts": "2026-08-17T14:55:12", "prev_close": 140.0, "open": 142.1, "high": 162.68, "low": 131.0, "bid1": 153.3, "ask1": 154.0, "bid_qty1": 122, "ask_qty1": 35 } }, { "event_id": "20260814:20260817:SZSE.301419:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.301419", "name": "阿莱德", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W40", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 40.9583, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.7132, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.2364, "prev_amount_yi": 0.146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 40.79, "high": 40.79, "low": 40.7, "close": 40.7, "amount_yi": 0.0447 }, { "time": "14:52", "open": 40.78, "high": 40.9, "low": 40.78, "close": 40.9, "amount_yi": 0.0512 }, { "time": "14:53", "open": 40.92, "high": 41.29, "low": 40.92, "close": 41.29, "amount_yi": 0.0662 }, { "time": "14:54", "open": 41.39, "high": 41.51, "low": 41.39, "close": 41.51, "amount_yi": 0.059 }, { "time": "14:55", "open": 41.66, "high": 41.66, "low": 41.66, "close": 41.66, "amount_yi": 0.0153 } ] }, "quote": { "last": 41.66, "ts": "2026-08-17T14:55:12", "prev_close": 37.62, "open": 41.01, "high": 43.27, "low": 39.54, "bid1": 41.66, "ask1": 41.67, "bid_qty1": 8, "ask_qty1": 8 } }, { "event_id": "20260814:20260817:SHSE.688662:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.688662", "name": "富信科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W41", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 107.7076, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.4114, "prev_amount_yi": 0.2459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.673, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 107.63, "high": 107.7, "low": 107.63, "close": 107.7, "amount_yi": 0.0972 }, { "time": "14:52", "open": 107.56, "high": 107.69, "low": 107.56, "close": 107.69, "amount_yi": 0.0897 }, { "time": "14:53", "open": 107.7, "high": 107.77, "low": 107.7, "close": 107.77, "amount_yi": 0.0774 }, { "time": "14:54", "open": 107.5, "high": 107.67, "low": 107.5, "close": 107.67, "amount_yi": 0.097 }, { "time": "14:55", "open": 107.73, "high": 107.73, "low": 107.73, "close": 107.73, "amount_yi": 0.0501 } ] }, "quote": { "last": 107.73, "ts": "2026-08-17T14:55:14", "prev_close": 98.4, "open": 104.0, "high": 110.94, "low": 98.01, "bid1": 107.73, "ask1": 107.77, "bid_qty1": 135, "ask_qty1": 46 } }, { "event_id": "20260814:20260817:SZSE.300684:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.300684", "name": "中石科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W42", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 80.8307, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0009, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.0038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 80.83, "high": 80.83, "low": 80.83, "close": 80.83, "amount_yi": 0.002 }, { "time": "14:52", "open": 80.83, "high": 80.83, "low": 80.83, "close": 80.83, "amount_yi": 0.0026 }, { "time": "14:53", "open": 80.83, "high": 80.83, "low": 80.83, "close": 80.83, "amount_yi": 0.0028 }, { "time": "14:54", "open": 80.83, "high": 80.83, "low": 80.83, "close": 80.83, "amount_yi": 0.0025 }, { "time": "14:55", "open": 80.83, "high": 80.83, "low": 80.83, "close": 80.83, "amount_yi": 0.0011 } ] }, "quote": { "last": 80.83, "ts": "2026-08-17T14:55:12", "prev_close": 67.36, "open": 80.83, "high": 80.83, "low": 80.83, "bid1": 80.83, "ask1": 0.0, "bid_qty1": 117484, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SZSE.002484:VWAP_RECLAIM:BUY", "symbol": "SZSE.002484", "name": "江海股份", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W43", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 71.7, "invalid_price": 69.55, "chase_ceiling": 73.85, "intraday_vwap": 68.379, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.122, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "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": 1.013, "prev_amount_yi": 0.9812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 69.77, "high": 69.8, "low": 69.77, "close": 69.8, "amount_yi": 0.1324 }, { "time": "14:52", "open": 69.81, "high": 69.85, "low": 69.81, "close": 69.85, "amount_yi": 0.1612 }, { "time": "14:53", "open": 69.8, "high": 69.85, "low": 69.8, "close": 69.85, "amount_yi": 0.254 }, { "time": "14:54", "open": 69.81, "high": 69.85, "low": 69.81, "close": 69.85, "amount_yi": 0.3499 }, { "time": "14:55", "open": 69.83, "high": 69.83, "low": 69.83, "close": 69.83, "amount_yi": 0.1155 } ] }, "quote": { "last": 69.83, "ts": "2026-08-17T14:55:15", "prev_close": 69.79, "open": 69.5, "high": 69.96, "low": 66.6, "bid1": 69.81, "ask1": 69.82, "bid_qty1": 110, "ask_qty1": 1 } }, { "event_id": "20260814:20260817:SZSE.002008:VWAP_RECLAIM:BUY", "symbol": "SZSE.002008", "name": "大族激光", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W44", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 99.49, "invalid_price": 96.51, "chase_ceiling": 102.47, "intraday_vwap": 98.7893, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.8835, "sim_reason": "trigger_touched", "entry_extension_tier": null, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4047, "prev_amount_yi": 1.1246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 100.6, "high": 100.6, "low": 100.57, "close": 100.57, "amount_yi": 0.2366 }, { "time": "14:52", "open": 100.61, "high": 100.64, "low": 100.61, "close": 100.64, "amount_yi": 0.2813 }, { "time": "14:53", "open": 100.62, "high": 100.66, "low": 100.62, "close": 100.66, "amount_yi": 0.2526 }, { "time": "14:54", "open": 100.63, "high": 100.65, "low": 100.63, "close": 100.65, "amount_yi": 0.3966 }, { "time": "14:55", "open": 100.65, "high": 100.65, "low": 100.65, "close": 100.65, "amount_yi": 0.2376 } ] }, "quote": { "last": 100.65, "ts": "2026-08-17T14:55:15", "prev_close": 99.0, "open": 99.99, "high": 100.72, "low": 96.16, "bid1": 100.65, "ask1": 100.67, "bid_qty1": 26, "ask_qty1": 3 } }, { "event_id": "20260814:20260817:SZSE.300776:VWAP_RECLAIM:BUY", "symbol": "SZSE.300776", "name": "帝尔激光", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W45", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 121.88, "invalid_price": 118.22, "chase_ceiling": 125.54, "intraday_vwap": 124.981, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.1915, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "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": 0.1954, "prev_amount_yi": 0.2172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8996, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 127.85, "high": 127.85, "low": 127.8, "close": 127.8, "amount_yi": 0.0253 }, { "time": "14:52", "open": 127.75, "high": 127.76, "low": 127.75, "close": 127.76, "amount_yi": 0.0648 }, { "time": "14:53", "open": 127.78, "high": 127.8, "low": 127.78, "close": 127.8, "amount_yi": 0.0373 }, { "time": "14:54", "open": 127.79, "high": 127.79, "low": 127.74, "close": 127.74, "amount_yi": 0.0561 }, { "time": "14:55", "open": 127.72, "high": 127.72, "low": 127.72, "close": 127.72, "amount_yi": 0.0119 } ] }, "quote": { "last": 127.72, "ts": "2026-08-17T14:55:12", "prev_close": 121.45, "open": 121.88, "high": 128.44, "low": 120.8, "bid1": 127.72, "ask1": 127.74, "bid_qty1": 10, "ask_qty1": 4 } }, { "event_id": "20260814:20260817:SHSE.603989:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603989", "name": "艾华集团", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W46", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 32.2354, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2649, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.466, "prev_amount_yi": 0.3065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 32.17, "high": 32.19, "low": 32.17, "close": 32.19, "amount_yi": 0.0619 }, { "time": "14:52", "open": 32.17, "high": 32.17, "low": 32.16, "close": 32.16, "amount_yi": 0.094 }, { "time": "14:53", "open": 32.17, "high": 32.19, "low": 32.17, "close": 32.19, "amount_yi": 0.0695 }, { "time": "14:54", "open": 32.19, "high": 32.2, "low": 32.19, "close": 32.2, "amount_yi": 0.1195 }, { "time": "14:55", "open": 32.15, "high": 32.15, "low": 32.15, "close": 32.15, "amount_yi": 0.1211 } ] }, "quote": { "last": 32.15, "ts": "2026-08-17T14:55:14", "prev_close": 32.99, "open": 33.07, "high": 33.81, "low": 31.5, "bid1": 32.15, "ask1": 32.16, "bid_qty1": 519, "ask_qty1": 7 } }, { "event_id": "20260814:20260817:SHSE.603186:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603186", "name": "华正新材", "theme": "元件 / 半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W47", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 184.0122, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.1618, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "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": 0.0176, "prev_amount_yi": 0.0067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 184.31, "high": 184.31, "low": 184.31, "close": 184.31, "amount_yi": 0.0004 }, { "time": "14:52", "open": 184.31, "high": 184.31, "low": 184.31, "close": 184.31, "amount_yi": 0.0068 }, { "time": "14:53", "open": 184.31, "high": 184.31, "low": 184.31, "close": 184.31, "amount_yi": 0.0066 }, { "time": "14:54", "open": 184.31, "high": 184.31, "low": 184.31, "close": 184.31, "amount_yi": 0.0031 }, { "time": "14:55", "open": 184.31, "high": 184.31, "low": 184.31, "close": 184.31, "amount_yi": 0.0007 } ] }, "quote": { "last": 184.31, "ts": "2026-08-17T14:55:13", "prev_close": 167.55, "open": 184.31, "high": 184.31, "low": 180.0, "bid1": 184.31, "ask1": 0.0, "bid_qty1": 23070, "ask_qty1": 0 } }, { "event_id": "20260814:20260817:SHSE.600988:CORE_MAINLINE_GAP_CONFIRM:BUY", "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "贵金属有色", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S0", "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_CONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 40.7141, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.432, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.685, "prev_amount_yi": 0.3403, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_CONFIRM", "bars": [ { "time": "14:51", "open": 40.85, "high": 40.85, "low": 40.81, "close": 40.81, "amount_yi": 0.1102 }, { "time": "14:52", "open": 40.82, "high": 40.82, "low": 40.82, "close": 40.82, "amount_yi": 0.1114 }, { "time": "14:53", "open": 40.94, "high": 40.95, "low": 40.94, "close": 40.95, "amount_yi": 0.2504 }, { "time": "14:54", "open": 40.93, "high": 40.93, "low": 40.86, "close": 40.86, "amount_yi": 0.1003 }, { "time": "14:55", "open": 40.89, "high": 40.89, "low": 40.89, "close": 40.89, "amount_yi": 0.1127 } ] }, "quote": { "last": 40.89, "ts": "2026-08-17T14:55:14", "prev_close": 39.78, "open": 40.5, "high": 41.54, "low": 40.19, "bid1": 40.88, "ask1": 40.89, "bid_qty1": 113, "ask_qty1": 7 } }, { "event_id": "20260814:20260817:SHSE.601137:CORE_MAINLINE_GAP_CONFIRM:BUY", "symbol": "SHSE.601137", "name": "博威合金", "theme": "贵金属有色", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S1", "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_CONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 18.8649, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.4583, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1068, "prev_amount_yi": 0.0701, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_CONFIRM", "bars": [ { "time": "14:51", "open": 19.14, "high": 19.14, "low": 19.14, "close": 19.14, "amount_yi": 0.0182 }, { "time": "14:52", "open": 19.15, "high": 19.15, "low": 19.14, "close": 19.14, "amount_yi": 0.0189 }, { "time": "14:53", "open": 19.14, "high": 19.14, "low": 19.14, "close": 19.14, "amount_yi": 0.0219 }, { "time": "14:54", "open": 19.15, "high": 19.15, "low": 19.14, "close": 19.14, "amount_yi": 0.0244 }, { "time": "14:55", "open": 19.14, "high": 19.14, "low": 19.14, "close": 19.14, "amount_yi": 0.0234 } ] }, "quote": { "last": 19.14, "ts": "2026-08-17T14:55:15", "prev_close": 18.4, "open": 18.36, "high": 19.19, "low": 18.21, "bid1": 19.14, "ask1": 19.15, "bid_qty1": 266, "ask_qty1": 53 } }, { "event_id": "20260814:20260817:SZSE.300835:CORE_MAINLINE_GAP_CONFIRM:BUY", "symbol": "SZSE.300835", "name": "龙磁科技", "theme": "贵金属有色", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S2", "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_CONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 164.8812, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.188, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1447, "prev_amount_yi": 0.1374, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_CONFIRM", "bars": [ { "time": "14:51", "open": 166.81, "high": 166.85, "low": 166.81, "close": 166.85, "amount_yi": 0.0209 }, { "time": "14:52", "open": 166.84, "high": 166.85, "low": 166.84, "close": 166.85, "amount_yi": 0.037 }, { "time": "14:53", "open": 166.84, "high": 166.84, "low": 166.8, "close": 166.8, "amount_yi": 0.035 }, { "time": "14:54", "open": 166.82, "high": 166.84, "low": 166.82, "close": 166.84, "amount_yi": 0.0416 }, { "time": "14:55", "open": 166.84, "high": 166.84, "low": 166.84, "close": 166.84, "amount_yi": 0.0102 } ] }, "quote": { "last": 166.84, "ts": "2026-08-17T14:55:12", "prev_close": 166.8, "open": 167.34, "high": 168.0, "low": 162.0, "bid1": 166.83, "ask1": 166.85, "bid_qty1": 34, "ask_qty1": 68 } }, { "event_id": "20260814:20260817:SHSE.600366:CORE_MAINLINE_GAP_CONFIRM:BUY", "symbol": "SHSE.600366", "name": "宁波韵升", "theme": "贵金属有色", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S3", "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_CONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 12.4858, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9146, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2274, "prev_amount_yi": 0.1732, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_CONFIRM", "bars": [ { "time": "14:51", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0356 }, { "time": "14:52", "open": 12.6, "high": 12.61, "low": 12.6, "close": 12.61, "amount_yi": 0.0226 }, { "time": "14:53", "open": 12.61, "high": 12.61, "low": 12.6, "close": 12.6, "amount_yi": 0.112 }, { "time": "14:54", "open": 12.61, "high": 12.61, "low": 12.6, "close": 12.6, "amount_yi": 0.0329 }, { "time": "14:55", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0243 } ] }, "quote": { "last": 12.6, "ts": "2026-08-17T14:55:14", "prev_close": 12.64, "open": 12.64, "high": 12.68, "low": 12.35, "bid1": 12.6, "ask1": 12.61, "bid_qty1": 1758, "ask_qty1": 1700 } }, { "event_id": "20260814:20260817:SZSE.301323:CORE_MAINLINE_GAP_CONFIRM:BUY", "symbol": "SZSE.301323", "name": "新莱福", "theme": "贵金属有色", "paper_scope": "shadow_watch", "decision": "seed_watch_plan", "priority": "S4", "status": "OBSERVE", "template_key": "CORE_MAINLINE_GAP_CONFIRM", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 77.2474, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.7801, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": null, "execution_eligible": null, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0303, "prev_amount_yi": 0.0456, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6645, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "CORE_MAINLINE_GAP_CONFIRM", "bars": [ { "time": "14:51", "open": 77.78, "high": 77.82, "low": 77.78, "close": 77.82, "amount_yi": 0.0027 }, { "time": "14:52", "open": 77.78, "high": 77.81, "low": 77.78, "close": 77.81, "amount_yi": 0.0068 }, { "time": "14:53", "open": 77.81, "high": 77.86, "low": 77.81, "close": 77.86, "amount_yi": 0.0109 }, { "time": "14:54", "open": 77.86, "high": 77.87, "low": 77.86, "close": 77.87, "amount_yi": 0.0069 }, { "time": "14:55", "open": 77.85, "high": 77.85, "low": 77.85, "close": 77.85, "amount_yi": 0.003 } ] }, "quote": { "last": 77.85, "ts": "2026-08-17T14:55:12", "prev_close": 76.53, "open": 76.52, "high": 77.99, "low": 75.9, "bid1": 77.85, "ask1": 77.89, "bid_qty1": 1, "ask_qty1": 9 } } ], "snapshot_kind": "intraday_execution_final" }