{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-25T14:55:29", "trade_date": "20260825", "plan_date": "20260824", "runtime_status": "SHADOW_RUNNING", "configured_trade_mode": "OBSERVE_ONLY", "configured_allow_new_positions": false, "effective_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260825", "plan_date": "20260824", "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/20260825/evidence/preopen_execution_evidence_20260825.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260825.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "MIXED", "regime_alignment": { "plan_regime": "COLD", "execution_regime": "MIXED", "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": 0.4706, "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": "20260825", "status": "ALERT", "severity": "RED", "window": "09:00-09:25", "plan_regime": "COLD", "execution_regime": "MIXED", "plan_score": null, "execution_score": 48.16, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "EXTREME", "external_source_path": "reports/external_checks/external_tech_shock_20260825.json", "triggers": [ "plan_regime_COLD_to_execution_MIXED", "external_tech_shock_extreme" ], "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_20260825.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260825", "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_20260824_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/20260824_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/20260825_conditional_probe_reconfirmation.json", "status": "READY", "candidate_symbols": [ "SZSE.300139", "SHSE.600612", "SHSE.600655" ], "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": 0, "active_plan_contracts": 0, "watch_candidate_contracts": 34, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0, "signal_contracts": 34, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 0, "rejected_order_attempts": 0 }, "paper_orders": [], "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,no_active_candidates,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.7941, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 34, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.7941, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 34, "signal_contract_total": 34, "active_contract_total": 0, "dominant_theme": "粮食概念", "dominant_theme_share": 0.3874, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 90.0, "raw_score": 90.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 90.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.70%", "nvidia_negative_-2.91%", "korea_market_stress_-4.30%" ], "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_20260825.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-25T09:25:19+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.191780821917804, "last": 6.26, "vwap": 6.275263069736104, "above_vwap": false, "amount": 2000574575.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.112781954887224, "last": 6.99, "vwap": 6.967731232166241, "above_vwap": true, "amount": 1055146534.0 }, { "symbol": "SZSE.002187", "name": "广百股份", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.7878787878787845, "last": 5.48, "vwap": 5.41404607093185, "above_vwap": true, "amount": 62283186.0 }, { "symbol": "SHSE.600359", "name": "新农开发", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.6641221374045907, "last": 6.79, "vwap": 6.753714136976219, "above_vwap": true, "amount": 150490986.0 }, { "symbol": "SHSE.600108", "name": "亚盛集团", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.3639143730886722, "last": 3.38, "vwap": 3.35917579270777, "above_vwap": true, "amount": 463360006.0 }, { "symbol": "SZSE.002062", "name": "宏润建设", "theme": "煤炭开采加工 / 新能源", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 7.97726757309398, "above_vwap": true, "amount": 120159986.0 }, { "symbol": "SHSE.600598", "name": "北大荒", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.9757243539545897, "last": 13.15, "vwap": 13.27548961209569, "above_vwap": false, "amount": 972156139.0 }, { "symbol": "SZSE.300446", "name": "航天智造", "theme": "民爆概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.8974158183242116, "last": 13.14, "vwap": 13.00188863185724, "above_vwap": true, "amount": 78687430.0 }, { "symbol": "SHSE.600593", "name": "大连圣亚", "theme": "参股银行", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.5791624106231037, "last": 40.17, "vwap": 40.06204512083813, "above_vwap": true, "amount": 201904695.0 }, { "symbol": "SZSE.300355", "name": "蒙草生态", "theme": "参股银行", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.422145328719716, "last": 2.96, "vwap": 2.9338987359793363, "above_vwap": true, "amount": 57702160.0 }, { "symbol": "SHSE.600606", "name": "绿地控股", "theme": "白酒", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.400000000000002, "last": 1.28, "vwap": 1.2672239782044656, "above_vwap": true, "amount": 97584610.0 }, { "symbol": "SHSE.600189", "name": "泉阳泉", "theme": "白酒", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.3192360163710735, "last": 7.5, "vwap": 7.534503451706653, "above_vwap": false, "amount": 86331094.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260825.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.4706, "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": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "粮食概念", "dominant_theme_share": 0.3874, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 90.0, "raw_score": 90.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 90.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.70%", "nvidia_negative_-2.91%", "korea_market_stress_-4.30%" ], "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_20260825.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-25T09:25:19+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 34, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空", "raw_passed_before_hysteresis": false, "hysteresis": { "required_snapshots": 2, "confirmation_streak": 0, "confirmed": false, "max_gap_seconds": 120 }, "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,no_active_candidates,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.7941, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 34, "signal_contract_total": 34, "active_contract_total": 0, "dominant_theme": "粮食概念", "dominant_theme_share": 0.3874, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 90.0, "raw_score": 90.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 90.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.70%", "nvidia_negative_-2.91%", "korea_market_stress_-4.30%" ], "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_20260825.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-25T09:25:19+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.191780821917804, "last": 6.26, "vwap": 6.275263069736104, "above_vwap": false, "amount": 2000574575.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.112781954887224, "last": 6.99, "vwap": 6.967731232166241, "above_vwap": true, "amount": 1055146534.0 }, { "symbol": "SZSE.002187", "name": "广百股份", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.7878787878787845, "last": 5.48, "vwap": 5.41404607093185, "above_vwap": true, "amount": 62283186.0 }, { "symbol": "SHSE.600359", "name": "新农开发", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.6641221374045907, "last": 6.79, "vwap": 6.753714136976219, "above_vwap": true, "amount": 150490986.0 }, { "symbol": "SHSE.600108", "name": "亚盛集团", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.3639143730886722, "last": 3.38, "vwap": 3.35917579270777, "above_vwap": true, "amount": 463360006.0 }, { "symbol": "SZSE.002062", "name": "宏润建设", "theme": "煤炭开采加工 / 新能源", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 7.97726757309398, "above_vwap": true, "amount": 120159986.0 }, { "symbol": "SHSE.600598", "name": "北大荒", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.9757243539545897, "last": 13.15, "vwap": 13.27548961209569, "above_vwap": false, "amount": 972156139.0 }, { "symbol": "SZSE.300446", "name": "航天智造", "theme": "民爆概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.8974158183242116, "last": 13.14, "vwap": 13.00188863185724, "above_vwap": true, "amount": 78687430.0 }, { "symbol": "SHSE.600593", "name": "大连圣亚", "theme": "参股银行", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.5791624106231037, "last": 40.17, "vwap": 40.06204512083813, "above_vwap": true, "amount": 201904695.0 }, { "symbol": "SZSE.300355", "name": "蒙草生态", "theme": "参股银行", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.422145328719716, "last": 2.96, "vwap": 2.9338987359793363, "above_vwap": true, "amount": 57702160.0 }, { "symbol": "SHSE.600606", "name": "绿地控股", "theme": "白酒", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.400000000000002, "last": 1.28, "vwap": 1.2672239782044656, "above_vwap": true, "amount": 97584610.0 }, { "symbol": "SHSE.600189", "name": "泉阳泉", "theme": "白酒", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.3192360163710735, "last": 7.5, "vwap": 7.534503451706653, "above_vwap": false, "amount": 86331094.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260825.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.4706, "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": 0.7941, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 34, "active_samples": [], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "粮食概念", "dominant_theme_share": 0.3874, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 90.0, "raw_score": 90.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 90.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.70%", "nvidia_negative_-2.91%", "korea_market_stress_-4.30%" ], "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_20260825.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-25T09:25:19+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 34, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空" } }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,no_active_candidates,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.7941, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 34, "signal_contract_total": 34, "active_contract_total": 0, "dominant_theme": "粮食概念", "dominant_theme_share": 0.3874, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 90.0, "raw_score": 90.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 90.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.70%", "nvidia_negative_-2.91%", "korea_market_stress_-4.30%" ], "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_20260825.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-25T09:25:19+08:00" }, "active_samples": [], "sample_rows": [ { "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.191780821917804, "last": 6.26, "vwap": 6.275263069736104, "above_vwap": false, "amount": 2000574575.0 }, { "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.112781954887224, "last": 6.99, "vwap": 6.967731232166241, "above_vwap": true, "amount": 1055146534.0 }, { "symbol": "SZSE.002187", "name": "广百股份", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.7878787878787845, "last": 5.48, "vwap": 5.41404607093185, "above_vwap": true, "amount": 62283186.0 }, { "symbol": "SHSE.600359", "name": "新农开发", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.6641221374045907, "last": 6.79, "vwap": 6.753714136976219, "above_vwap": true, "amount": 150490986.0 }, { "symbol": "SHSE.600108", "name": "亚盛集团", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.3639143730886722, "last": 3.38, "vwap": 3.35917579270777, "above_vwap": true, "amount": 463360006.0 }, { "symbol": "SZSE.002062", "name": "宏润建设", "theme": "煤炭开采加工 / 新能源", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 7.97726757309398, "above_vwap": true, "amount": 120159986.0 }, { "symbol": "SHSE.600598", "name": "北大荒", "theme": "粮食概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.9757243539545897, "last": 13.15, "vwap": 13.27548961209569, "above_vwap": false, "amount": 972156139.0 }, { "symbol": "SZSE.300446", "name": "航天智造", "theme": "民爆概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.8974158183242116, "last": 13.14, "vwap": 13.00188863185724, "above_vwap": true, "amount": 78687430.0 }, { "symbol": "SHSE.600593", "name": "大连圣亚", "theme": "参股银行", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.5791624106231037, "last": 40.17, "vwap": 40.06204512083813, "above_vwap": true, "amount": 201904695.0 }, { "symbol": "SZSE.300355", "name": "蒙草生态", "theme": "参股银行", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.422145328719716, "last": 2.96, "vwap": 2.9338987359793363, "above_vwap": true, "amount": 57702160.0 }, { "symbol": "SHSE.600606", "name": "绿地控股", "theme": "白酒", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.400000000000002, "last": 1.28, "vwap": 1.2672239782044656, "above_vwap": true, "amount": 97584610.0 }, { "symbol": "SHSE.600189", "name": "泉阳泉", "theme": "白酒", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 2.3192360163710735, "last": 7.5, "vwap": 7.534503451706653, "above_vwap": false, "amount": 86331094.0 } ], "execution_regime": "MIXED", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260825.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.4706, "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": 0.7941, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 34, "active_samples": [], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "粮食概念", "dominant_theme_share": 0.3874, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 90.0, "raw_score": 90.0, "confidence_penalty": 0.0, "confidence_adjusted_score": 90.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-2.70%", "nvidia_negative_-2.91%", "korea_market_stress_-4.30%" ], "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_20260825.json", "source_errors": {}, "source_ths_errors": {}, "source_generated_at": "2026-08-25T09:25:19+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "signal_contract_total": 34, "signal_quotes_available": true, "signal_quote_coverage": 1.0, "active_contract_total": 0, "active_quote_total": 0, "active_candidates_available": false, "active_quotes_available": false, "active_quote_coverage": null, "quote_diagnostic": "行情已到达，active候选为空" }, "signals": [ { "event_id": "20260824:20260825:SZSE.002062:VWAP_RECLAIM:BUY", "symbol": "SZSE.002062", "name": "宏润建设", "theme": "煤炭开采加工 / 新能源", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W0", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.83, "invalid_price": 7.6, "chase_ceiling": 8.06, "intraday_vwap": 7.9773, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.9113, "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": 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": 0.0244, "prev_amount_yi": 0.0475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 8.05, "high": 8.05, "low": 8.05, "close": 8.05, "amount_yi": 0.0035 }, { "time": "14:52", "open": 8.05, "high": 8.05, "low": 8.04, "close": 8.04, "amount_yi": 0.006 }, { "time": "14:53", "open": 8.04, "high": 8.05, "low": 8.04, "close": 8.05, "amount_yi": 0.0035 }, { "time": "14:54", "open": 8.05, "high": 8.05, "low": 8.04, "close": 8.04, "amount_yi": 0.0081 }, { "time": "14:55", "open": 8.05, "high": 8.05, "low": 8.05, "close": 8.05, "amount_yi": 0.0033 } ] }, "quote": { "last": 8.05, "ts": "2026-08-25T14:55:27", "prev_close": 7.79, "open": 7.79, "high": 8.15, "low": 7.68, "bid1": 8.04, "ask1": 8.05, "bid_qty1": 103, "ask_qty1": 265 } }, { "event_id": "20260824:20260825:SZSE.300139:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300139", "name": "晓程科技", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W1", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 61.7, "invalid_price": 59.85, "chase_ceiling": 63.55, "intraday_vwap": 55.7098, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.2203, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8623, "prev_amount_yi": 0.5206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 55.44, "high": 55.47, "low": 55.44, "close": 55.47, "amount_yi": 0.1495 }, { "time": "14:52", "open": 55.44, "high": 55.44, "low": 55.13, "close": 55.13, "amount_yi": 0.1234 }, { "time": "14:53", "open": 55.01, "high": 55.01, "low": 55.0, "close": 55.0, "amount_yi": 0.3008 }, { "time": "14:54", "open": 55.11, "high": 55.11, "low": 55.04, "close": 55.04, "amount_yi": 0.1856 }, { "time": "14:55", "open": 55.03, "high": 55.03, "low": 55.03, "close": 55.03, "amount_yi": 0.103 } ] }, "quote": { "last": 55.03, "ts": "2026-08-25T14:55:27", "prev_close": 58.33, "open": 57.75, "high": 58.47, "low": 54.03, "bid1": 55.03, "ask1": 55.04, "bid_qty1": 19, "ask_qty1": 92 } }, { "event_id": "20260824:20260825:SHSE.600612:VWAP_RECLAIM:BUY", "symbol": "SHSE.600612", "name": "老凤祥", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W2", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 36.25, "invalid_price": 35.16, "chase_ceiling": 37.34, "intraday_vwap": 35.6036, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2348, "sim_reason": "waiting_trigger", "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": 0.0229, "prev_amount_yi": 0.0132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7348, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 35.52, "high": 35.52, "low": 35.51, "close": 35.51, "amount_yi": 0.0027 }, { "time": "14:52", "open": 35.49, "high": 35.5, "low": 35.49, "close": 35.5, "amount_yi": 0.0056 }, { "time": "14:53", "open": 35.51, "high": 35.51, "low": 35.49, "close": 35.49, "amount_yi": 0.0041 }, { "time": "14:54", "open": 35.54, "high": 35.54, "low": 35.53, "close": 35.53, "amount_yi": 0.007 }, { "time": "14:55", "open": 35.52, "high": 35.52, "low": 35.52, "close": 35.52, "amount_yi": 0.0035 } ] }, "quote": { "last": 35.52, "ts": "2026-08-25T14:55:27", "prev_close": 35.64, "open": 35.64, "high": 36.18, "low": 35.3, "bid1": 35.48, "ask1": 35.52, "bid_qty1": 10, "ask_qty1": 11 } }, { "event_id": "20260824:20260825:SHSE.600655:VWAP_RECLAIM:BUY", "symbol": "SHSE.600655", "name": "豫园股份", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W3", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.6, "invalid_price": 4.46, "chase_ceiling": 4.74, "intraday_vwap": 4.632, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8204, "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": 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": 0.0301, "prev_amount_yi": 0.0137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0015 }, { "time": "14:52", "open": 4.65, "high": 4.67, "low": 4.65, "close": 4.67, "amount_yi": 0.0092 }, { "time": "14:53", "open": 4.67, "high": 4.67, "low": 4.67, "close": 4.67, "amount_yi": 0.0061 }, { "time": "14:54", "open": 4.67, "high": 4.67, "low": 4.67, "close": 4.67, "amount_yi": 0.0099 }, { "time": "14:55", "open": 4.67, "high": 4.67, "low": 4.67, "close": 4.67, "amount_yi": 0.0034 } ] }, "quote": { "last": 4.67, "ts": "2026-08-25T14:55:28", "prev_close": 4.59, "open": 4.56, "high": 4.67, "low": 4.56, "bid1": 4.66, "ask1": 4.67, "bid_qty1": 989, "ask_qty1": 2870 } }, { "event_id": "20260824:20260825:SHSE.603977:VWAP_RECLAIM:BUY", "symbol": "SHSE.603977", "name": "国泰集团", "theme": "贵金属 / 小金属概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W4", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 11.8, "invalid_price": 11.45, "chase_ceiling": 12.15, "intraday_vwap": 11.3434, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.5569, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0164, "prev_amount_yi": 0.0164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 11.51, "high": 11.51, "low": 11.51, "close": 11.51, "amount_yi": 0.0017 }, { "time": "14:52", "open": 11.52, "high": 11.52, "low": 11.52, "close": 11.52, "amount_yi": 0.0022 }, { "time": "14:53", "open": 11.52, "high": 11.52, "low": 11.51, "close": 11.51, "amount_yi": 0.0075 }, { "time": "14:54", "open": 11.51, "high": 11.51, "low": 11.51, "close": 11.51, "amount_yi": 0.0036 }, { "time": "14:55", "open": 11.52, "high": 11.52, "low": 11.52, "close": 11.52, "amount_yi": 0.0014 } ] }, "quote": { "last": 11.52, "ts": "2026-08-25T14:55:27", "prev_close": 11.76, "open": 11.3, "high": 11.54, "low": 11.01, "bid1": 11.51, "ask1": 11.52, "bid_qty1": 98, "ask_qty1": 498 } }, { "event_id": "20260824:20260825:SHSE.603588:VWAP_RECLAIM:BUY", "symbol": "SHSE.603588", "name": "高能环境", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W5", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.98, "invalid_price": 13.56, "chase_ceiling": 14.4, "intraday_vwap": 13.7289, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.1377, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0908, "prev_amount_yi": 0.158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5747, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 13.67, "high": 13.67, "low": 13.67, "close": 13.67, "amount_yi": 0.0118 }, { "time": "14:52", "open": 13.66, "high": 13.66, "low": 13.66, "close": 13.66, "amount_yi": 0.0281 }, { "time": "14:53", "open": 13.68, "high": 13.68, "low": 13.68, "close": 13.68, "amount_yi": 0.0213 }, { "time": "14:54", "open": 13.7, "high": 13.71, "low": 13.7, "close": 13.71, "amount_yi": 0.0187 }, { "time": "14:55", "open": 13.71, "high": 13.71, "low": 13.71, "close": 13.71, "amount_yi": 0.0109 } ] }, "quote": { "last": 13.71, "ts": "2026-08-25T14:55:26", "prev_close": 13.48, "open": 13.41, "high": 14.06, "low": 13.36, "bid1": 13.71, "ask1": 13.72, "bid_qty1": 155, "ask_qty1": 1117 } }, { "event_id": "20260824:20260825:SZSE.002187:VWAP_RECLAIM:BUY", "symbol": "SZSE.002187", "name": "广百股份", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W6", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.37, "invalid_price": 5.21, "chase_ceiling": 5.53, "intraday_vwap": 5.414, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.2191, "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": 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": 0.0472, "prev_amount_yi": 0.0103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.5825, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.48, "high": 5.48, "low": 5.48, "close": 5.48, "amount_yi": 0.0013 }, { "time": "14:52", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0258 }, { "time": "14:53", "open": 5.49, "high": 5.49, "low": 5.48, "close": 5.48, "amount_yi": 0.0074 }, { "time": "14:54", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0046 }, { "time": "14:55", "open": 5.48, "high": 5.48, "low": 5.48, "close": 5.48, "amount_yi": 0.0081 } ] }, "quote": { "last": 5.48, "ts": "2026-08-25T14:55:27", "prev_close": 5.28, "open": 5.3, "high": 5.49, "low": 5.25, "bid1": 5.47, "ask1": 5.48, "bid_qty1": 635, "ask_qty1": 1443 } }, { "event_id": "20260824:20260825:SHSE.600170:VWAP_RECLAIM:BUY", "symbol": "SHSE.600170", "name": "上海建工", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W7", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.26, "invalid_price": 2.19, "chase_ceiling": 2.33, "intraday_vwap": 2.2691, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.4804, "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": 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": 0.0245, "prev_amount_yi": 0.0572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.28, "high": 2.28, "low": 2.28, "close": 2.28, "amount_yi": 0.0039 }, { "time": "14:52", "open": 2.28, "high": 2.28, "low": 2.28, "close": 2.28, "amount_yi": 0.0025 }, { "time": "14:53", "open": 2.28, "high": 2.28, "low": 2.27, "close": 2.27, "amount_yi": 0.005 }, { "time": "14:54", "open": 2.28, "high": 2.28, "low": 2.28, "close": 2.28, "amount_yi": 0.0033 }, { "time": "14:55", "open": 2.28, "high": 2.28, "low": 2.28, "close": 2.28, "amount_yi": 0.0098 } ] }, "quote": { "last": 2.28, "ts": "2026-08-25T14:55:27", "prev_close": 2.25, "open": 2.24, "high": 2.29, "low": 2.24, "bid1": 2.27, "ask1": 2.28, "bid_qty1": 84435, "ask_qty1": 33931 } }, { "event_id": "20260824:20260825:SHSE.600824:VWAP_RECLAIM:BUY", "symbol": "SHSE.600824", "name": "益民集团", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W8", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.76, "invalid_price": 3.65, "chase_ceiling": 3.87, "intraday_vwap": 3.6554, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.1477, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.025, "prev_amount_yi": 0.0131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9084, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 3.66, "high": 3.66, "low": 3.66, "close": 3.66, "amount_yi": 0.0093 }, { "time": "14:52", "open": 3.65, "high": 3.66, "low": 3.65, "close": 3.66, "amount_yi": 0.0022 }, { "time": "14:53", "open": 3.66, "high": 3.66, "low": 3.65, "close": 3.65, "amount_yi": 0.0065 }, { "time": "14:54", "open": 3.66, "high": 3.66, "low": 3.66, "close": 3.66, "amount_yi": 0.0037 }, { "time": "14:55", "open": 3.65, "high": 3.65, "low": 3.65, "close": 3.65, "amount_yi": 0.0033 } ] }, "quote": { "last": 3.65, "ts": "2026-08-25T14:55:26", "prev_close": 3.58, "open": 3.55, "high": 3.72, "low": 3.55, "bid1": 3.65, "ask1": 3.66, "bid_qty1": 87, "ask_qty1": 2791 } }, { "event_id": "20260824:20260825:SZSE.000009:VWAP_RECLAIM:BUY", "symbol": "SZSE.000009", "name": "中国宝安", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W9", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.4, "invalid_price": 7.18, "chase_ceiling": 7.62, "intraday_vwap": 7.2353, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.2032, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0624, "prev_amount_yi": 0.0291, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0116 }, { "time": "14:52", "open": 7.26, "high": 7.26, "low": 7.25, "close": 7.25, "amount_yi": 0.0096 }, { "time": "14:53", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0128 }, { "time": "14:54", "open": 7.25, "high": 7.25, "low": 7.25, "close": 7.25, "amount_yi": 0.0207 }, { "time": "14:55", "open": 7.25, "high": 7.25, "low": 7.25, "close": 7.25, "amount_yi": 0.0077 } ] }, "quote": { "last": 7.25, "ts": "2026-08-25T14:55:27", "prev_close": 7.23, "open": 7.25, "high": 7.29, "low": 7.17, "bid1": 7.25, "ask1": 7.26, "bid_qty1": 374, "ask_qty1": 361 } }, { "event_id": "20260824:20260825:SZSE.300189:VWAP_RECLAIM:BUY", "symbol": "SZSE.300189", "name": "神农种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W10", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.08, "invalid_price": 5.9, "chase_ceiling": 6.26, "intraday_vwap": 6.2753, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2438, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4878, "prev_amount_yi": 0.3453, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4127, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.28, "high": 6.28, "low": 6.27, "close": 6.27, "amount_yi": 0.0694 }, { "time": "14:52", "open": 6.27, "high": 6.27, "low": 6.25, "close": 6.25, "amount_yi": 0.0885 }, { "time": "14:53", "open": 6.24, "high": 6.26, "low": 6.24, "close": 6.26, "amount_yi": 0.092 }, { "time": "14:54", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0984 }, { "time": "14:55", "open": 6.26, "high": 6.26, "low": 6.26, "close": 6.26, "amount_yi": 0.1395 } ] }, "quote": { "last": 6.26, "ts": "2026-08-25T14:55:27", "prev_close": 5.84, "open": 5.92, "high": 6.72, "low": 5.72, "bid1": 6.26, "ask1": 6.27, "bid_qty1": 816, "ask_qty1": 841 } }, { "event_id": "20260824:20260825:SHSE.601952:VWAP_RECLAIM:BUY", "symbol": "SHSE.601952", "name": "苏垦农发", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W11", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.9, "invalid_price": 8.63, "chase_ceiling": 9.17, "intraday_vwap": 9.0259, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.9517, "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": 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": 0.0569, "prev_amount_yi": 0.0421, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 8.92, "high": 8.92, "low": 8.91, "close": 8.91, "amount_yi": 0.0159 }, { "time": "14:52", "open": 8.92, "high": 8.93, "low": 8.92, "close": 8.93, "amount_yi": 0.0209 }, { "time": "14:53", "open": 8.94, "high": 8.94, "low": 8.94, "close": 8.94, "amount_yi": 0.0063 }, { "time": "14:54", "open": 8.94, "high": 8.94, "low": 8.94, "close": 8.94, "amount_yi": 0.0105 }, { "time": "14:55", "open": 8.94, "high": 8.94, "low": 8.94, "close": 8.94, "amount_yi": 0.0033 } ] }, "quote": { "last": 8.94, "ts": "2026-08-25T14:55:26", "prev_close": 8.81, "open": 8.7, "high": 9.26, "low": 8.68, "bid1": 8.93, "ask1": 8.94, "bid_qty1": 286, "ask_qty1": 357 } }, { "event_id": "20260824:20260825:SHSE.600313:VWAP_RECLAIM:BUY", "symbol": "SHSE.600313", "name": "农发种业", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W12", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.92, "invalid_price": 6.71, "chase_ceiling": 7.13, "intraday_vwap": 6.9677, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.32, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3201, "prev_amount_yi": 0.1649, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9412, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.93, "high": 6.93, "low": 6.92, "close": 6.92, "amount_yi": 0.0403 }, { "time": "14:52", "open": 6.93, "high": 6.94, "low": 6.93, "close": 6.94, "amount_yi": 0.0919 }, { "time": "14:53", "open": 6.94, "high": 6.96, "low": 6.94, "close": 6.96, "amount_yi": 0.0606 }, { "time": "14:54", "open": 6.97, "high": 6.98, "low": 6.97, "close": 6.98, "amount_yi": 0.0834 }, { "time": "14:55", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0439 } ] }, "quote": { "last": 6.99, "ts": "2026-08-25T14:55:27", "prev_close": 6.65, "open": 6.62, "high": 7.3, "low": 6.62, "bid1": 6.98, "ask1": 6.99, "bid_qty1": 1081, "ask_qty1": 170 } }, { "event_id": "20260824:20260825:SZSE.002497:VWAP_RECLAIM:BUY", "symbol": "SZSE.002497", "name": "雅化集团", "theme": "民爆概念 / IPO受益", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W13", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 20.23, "invalid_price": 19.62, "chase_ceiling": 20.84, "intraday_vwap": 18.9333, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7076, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2692, "prev_amount_yi": 0.3933, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 18.58, "high": 18.58, "low": 18.58, "close": 18.58, "amount_yi": 0.0883 }, { "time": "14:52", "open": 18.59, "high": 18.59, "low": 18.59, "close": 18.59, "amount_yi": 0.0551 }, { "time": "14:53", "open": 18.6, "high": 18.61, "low": 18.6, "close": 18.61, "amount_yi": 0.0393 }, { "time": "14:54", "open": 18.61, "high": 18.62, "low": 18.61, "close": 18.62, "amount_yi": 0.0439 }, { "time": "14:55", "open": 18.61, "high": 18.61, "low": 18.61, "close": 18.61, "amount_yi": 0.0426 } ] }, "quote": { "last": 18.61, "ts": "2026-08-25T14:55:27", "prev_close": 19.54, "open": 19.3, "high": 19.63, "low": 18.57, "bid1": 18.61, "ask1": 18.62, "bid_qty1": 93, "ask_qty1": 48 } }, { "event_id": "20260824:20260825:SHSE.601868:VWAP_RECLAIM:BUY", "symbol": "SHSE.601868", "name": "XD中国能", "theme": "超超临界发电", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W14", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.52, "invalid_price": 2.44, "chase_ceiling": 2.6, "intraday_vwap": 2.5125, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.2985, "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": 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": 0.1316, "prev_amount_yi": 0.1201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0958, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0153 }, { "time": "14:52", "open": 2.53, "high": 2.53, "low": 2.52, "close": 2.52, "amount_yi": 0.0358 }, { "time": "14:53", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0324 }, { "time": "14:54", "open": 2.53, "high": 2.53, "low": 2.52, "close": 2.52, "amount_yi": 0.0263 }, { "time": "14:55", "open": 2.52, "high": 2.52, "low": 2.52, "close": 2.52, "amount_yi": 0.0218 } ] }, "quote": { "last": 2.52, "ts": "2026-08-25T14:55:28", "prev_close": 2.5, "open": 2.49, "high": 2.53, "low": 2.49, "bid1": 2.52, "ask1": 2.53, "bid_qty1": 109815, "ask_qty1": 261117 } }, { "event_id": "20260824:20260825:SHSE.600598:VWAP_RECLAIM:BUY", "symbol": "SHSE.600598", "name": "北大荒", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W15", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.86, "invalid_price": 12.47, "chase_ceiling": 13.25, "intraday_vwap": 13.2755, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.9454, "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": null, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1698, "prev_amount_yi": 0.1273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3339, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 13.13, "high": 13.13, "low": 13.13, "close": 13.13, "amount_yi": 0.0318 }, { "time": "14:52", "open": 13.13, "high": 13.14, "low": 13.13, "close": 13.14, "amount_yi": 0.0337 }, { "time": "14:53", "open": 13.13, "high": 13.14, "low": 13.13, "close": 13.14, "amount_yi": 0.0403 }, { "time": "14:54", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.0413 }, { "time": "14:55", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.0227 } ] }, "quote": { "last": 13.15, "ts": "2026-08-25T14:55:27", "prev_close": 12.77, "open": 12.52, "high": 13.84, "low": 12.52, "bid1": 13.14, "ask1": 13.15, "bid_qty1": 912, "ask_qty1": 346 } }, { "event_id": "20260824:20260825:SHSE.600704:VWAP_RECLAIM:BUY", "symbol": "SHSE.600704", "name": "物产中大", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W16", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.89, "invalid_price": 4.74, "chase_ceiling": 5.04, "intraday_vwap": 4.8874, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0532, "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": 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": 0.0343, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7958, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.0051 }, { "time": "14:52", "open": 4.89, "high": 4.89, "low": 4.88, "close": 4.88, "amount_yi": 0.0066 }, { "time": "14:53", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0032 }, { "time": "14:54", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0116 }, { "time": "14:55", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0078 } ] }, "quote": { "last": 4.89, "ts": "2026-08-25T14:55:26", "prev_close": 4.88, "open": 4.87, "high": 4.91, "low": 4.86, "bid1": 4.88, "ask1": 4.89, "bid_qty1": 7492, "ask_qty1": 5870 } }, { "event_id": "20260824:20260825:SHSE.600985:VWAP_RECLAIM:BUY", "symbol": "SHSE.600985", "name": "淮北矿业", "theme": "民爆概念 / 反内卷概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W17", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.56, "invalid_price": 18.0, "chase_ceiling": 19.12, "intraday_vwap": 17.7252, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.1577, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1478, "prev_amount_yi": 0.1134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 17.51, "high": 17.51, "low": 17.51, "close": 17.51, "amount_yi": 0.0286 }, { "time": "14:52", "open": 17.51, "high": 17.51, "low": 17.51, "close": 17.51, "amount_yi": 0.0255 }, { "time": "14:53", "open": 17.5, "high": 17.51, "low": 17.5, "close": 17.51, "amount_yi": 0.0414 }, { "time": "14:54", "open": 17.53, "high": 17.53, "low": 17.53, "close": 17.53, "amount_yi": 0.0407 }, { "time": "14:55", "open": 17.52, "high": 17.52, "low": 17.52, "close": 17.52, "amount_yi": 0.0116 } ] }, "quote": { "last": 17.52, "ts": "2026-08-25T14:55:27", "prev_close": 17.99, "open": 17.93, "high": 18.24, "low": 17.46, "bid1": 17.5, "ask1": 17.52, "bid_qty1": 33, "ask_qty1": 20 } }, { "event_id": "20260824:20260825:SHSE.603505:VWAP_RECLAIM:BUY", "symbol": "SHSE.603505", "name": "金石资源", "theme": "民爆概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W18", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.65, "invalid_price": 15.18, "chase_ceiling": 16.12, "intraday_vwap": 15.1823, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0151, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0249, "prev_amount_yi": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.245, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 15.19, "high": 15.19, "low": 15.19, "close": 15.19, "amount_yi": 0.0036 }, { "time": "14:52", "open": 15.19, "high": 15.19, "low": 15.19, "close": 15.19, "amount_yi": 0.0046 }, { "time": "14:53", "open": 15.19, "high": 15.19, "low": 15.19, "close": 15.19, "amount_yi": 0.004 }, { "time": "14:54", "open": 15.18, "high": 15.19, "low": 15.18, "close": 15.19, "amount_yi": 0.0092 }, { "time": "14:55", "open": 15.18, "high": 15.18, "low": 15.18, "close": 15.18, "amount_yi": 0.0035 } ] }, "quote": { "last": 15.18, "ts": "2026-08-25T14:55:26", "prev_close": 15.34, "open": 15.28, "high": 15.3, "low": 15.04, "bid1": 15.18, "ask1": 15.19, "bid_qty1": 898, "ask_qty1": 113 } }, { "event_id": "20260824:20260825:SZSE.000731:VWAP_RECLAIM:BUY", "symbol": "SZSE.000731", "name": "四川美丰", "theme": "民爆概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W19", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.24, "invalid_price": 6.05, "chase_ceiling": 6.43, "intraday_vwap": 6.1845, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.2345, "sim_reason": "waiting_trigger", "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": 0.033, "prev_amount_yi": 0.0141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3404, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.18, "high": 6.19, "low": 6.18, "close": 6.19, "amount_yi": 0.0028 }, { "time": "14:52", "open": 6.19, "high": 6.19, "low": 6.19, "close": 6.19, "amount_yi": 0.0027 }, { "time": "14:53", "open": 6.19, "high": 6.19, "low": 6.18, "close": 6.18, "amount_yi": 0.021 }, { "time": "14:54", "open": 6.18, "high": 6.18, "low": 6.18, "close": 6.18, "amount_yi": 0.0041 }, { "time": "14:55", "open": 6.17, "high": 6.17, "low": 6.17, "close": 6.17, "amount_yi": 0.0024 } ] }, "quote": { "last": 6.17, "ts": "2026-08-25T14:55:21", "prev_close": 6.21, "open": 6.2, "high": 6.24, "low": 6.11, "bid1": 6.17, "ask1": 6.18, "bid_qty1": 257, "ask_qty1": 1 } }, { "event_id": "20260824:20260825:SHSE.601669:VWAP_RECLAIM:BUY", "symbol": "SHSE.601669", "name": "中国电建", "theme": "绿色电力", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W20", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.63, "invalid_price": 4.49, "chase_ceiling": 4.77, "intraday_vwap": 4.6332, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.3626, "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": 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": 0.1001, "prev_amount_yi": 0.0543, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.65, "high": 4.65, "low": 4.64, "close": 4.64, "amount_yi": 0.013 }, { "time": "14:52", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0088 }, { "time": "14:53", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0132 }, { "time": "14:54", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0266 }, { "time": "14:55", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0385 } ] }, "quote": { "last": 4.65, "ts": "2026-08-25T14:55:26", "prev_close": 4.62, "open": 4.62, "high": 4.65, "low": 4.6, "bid1": 4.64, "ask1": 4.65, "bid_qty1": 40908, "ask_qty1": 41866 } }, { "event_id": "20260824:20260825:SHSE.600593:VWAP_RECLAIM:BUY", "symbol": "SHSE.600593", "name": "大连圣亚", "theme": "参股银行", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W21", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 40.6, "invalid_price": 39.38, "chase_ceiling": 41.82, "intraday_vwap": 40.062, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.2696, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0473, "prev_amount_yi": 0.061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 40.19, "high": 40.19, "low": 40.18, "close": 40.18, "amount_yi": 0.0035 }, { "time": "14:52", "open": 40.19, "high": 40.2, "low": 40.19, "close": 40.2, "amount_yi": 0.0078 }, { "time": "14:53", "open": 40.2, "high": 40.2, "low": 40.18, "close": 40.18, "amount_yi": 0.0201 }, { "time": "14:54", "open": 40.2, "high": 40.2, "low": 40.2, "close": 40.2, "amount_yi": 0.0053 }, { "time": "14:55", "open": 40.17, "high": 40.17, "low": 40.17, "close": 40.17, "amount_yi": 0.0106 } ] }, "quote": { "last": 40.17, "ts": "2026-08-25T14:55:27", "prev_close": 39.16, "open": 39.26, "high": 40.83, "low": 39.26, "bid1": 40.17, "ask1": 40.2, "bid_qty1": 7, "ask_qty1": 13 } }, { "event_id": "20260824:20260825:SHSE.600108:VWAP_RECLAIM:BUY", "symbol": "SHSE.600108", "name": "亚盛集团", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W22", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.35, "invalid_price": 3.25, "chase_ceiling": 3.45, "intraday_vwap": 3.3592, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6192, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1182, "prev_amount_yi": 0.0974, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 3.38, "high": 3.38, "low": 3.38, "close": 3.38, "amount_yi": 0.0403 }, { "time": "14:52", "open": 3.38, "high": 3.38, "low": 3.37, "close": 3.37, "amount_yi": 0.0117 }, { "time": "14:53", "open": 3.38, "high": 3.38, "low": 3.37, "close": 3.37, "amount_yi": 0.0169 }, { "time": "14:54", "open": 3.38, "high": 3.38, "low": 3.37, "close": 3.37, "amount_yi": 0.0184 }, { "time": "14:55", "open": 3.38, "high": 3.38, "low": 3.38, "close": 3.38, "amount_yi": 0.0309 } ] }, "quote": { "last": 3.38, "ts": "2026-08-25T14:55:28", "prev_close": 3.27, "open": 3.23, "high": 3.42, "low": 3.22, "bid1": 3.37, "ask1": 3.38, "bid_qty1": 4384, "ask_qty1": 12256 } }, { "event_id": "20260824:20260825:SZSE.002226:VWAP_RECLAIM:BUY", "symbol": "SZSE.002226", "name": "江南化工", "theme": "民爆概念 / IPO受益", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W23", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.05, "invalid_price": 4.9, "chase_ceiling": 5.2, "intraday_vwap": 5.0025, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.3488, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0854, "prev_amount_yi": 0.0969, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.1, "high": 5.11, "low": 5.1, "close": 5.11, "amount_yi": 0.0116 }, { "time": "14:52", "open": 5.1, "high": 5.11, "low": 5.1, "close": 5.11, "amount_yi": 0.0142 }, { "time": "14:53", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0054 }, { "time": "14:54", "open": 5.11, "high": 5.12, "low": 5.11, "close": 5.12, "amount_yi": 0.0392 }, { "time": "14:55", "open": 5.12, "high": 5.12, "low": 5.12, "close": 5.12, "amount_yi": 0.015 } ] }, "quote": { "last": 5.12, "ts": "2026-08-25T14:55:27", "prev_close": 5.05, "open": 5.0, "high": 5.14, "low": 4.88, "bid1": 5.12, "ask1": 5.13, "bid_qty1": 508, "ask_qty1": 524 } }, { "event_id": "20260824:20260825:SZSE.002556:VWAP_RECLAIM:BUY", "symbol": "SZSE.002556", "name": "辉隆股份", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W24", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.12, "invalid_price": 4.97, "chase_ceiling": 5.27, "intraday_vwap": 5.1772, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.3322, "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": 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": 0.0209, "prev_amount_yi": 0.0138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 5.16, "high": 5.16, "low": 5.16, "close": 5.16, "amount_yi": 0.0019 }, { "time": "14:52", "open": 5.17, "high": 5.17, "low": 5.16, "close": 5.16, "amount_yi": 0.0006 }, { "time": "14:53", "open": 5.16, "high": 5.16, "low": 5.16, "close": 5.16, "amount_yi": 0.0031 }, { "time": "14:54", "open": 5.16, "high": 5.17, "low": 5.16, "close": 5.17, "amount_yi": 0.0102 }, { "time": "14:55", "open": 5.16, "high": 5.16, "low": 5.16, "close": 5.16, "amount_yi": 0.0051 } ] }, "quote": { "last": 5.16, "ts": "2026-08-25T14:55:27", "prev_close": 5.11, "open": 5.06, "high": 5.23, "low": 5.06, "bid1": 5.16, "ask1": 5.17, "bid_qty1": 864, "ask_qty1": 99 } }, { "event_id": "20260824:20260825:SHSE.600197:VWAP_RECLAIM:BUY", "symbol": "SHSE.600197", "name": "伊力特", "theme": "白酒", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W25", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 10.08, "invalid_price": 9.78, "chase_ceiling": 10.38, "intraday_vwap": 10.0593, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.1919, "sim_reason": "near_trigger", "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": 0.0097, "prev_amount_yi": 0.0098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.05, "high": 10.05, "low": 10.05, "close": 10.05, "amount_yi": 0.0008 }, { "time": "14:52", "open": 10.05, "high": 10.05, "low": 10.04, "close": 10.04, "amount_yi": 0.0037 }, { "time": "14:53", "open": 10.05, "high": 10.05, "low": 10.04, "close": 10.04, "amount_yi": 0.0019 }, { "time": "14:54", "open": 10.04, "high": 10.05, "low": 10.04, "close": 10.05, "amount_yi": 0.0032 }, { "time": "14:55", "open": 10.04, "high": 10.04, "low": 10.04, "close": 10.04, "amount_yi": 0.0001 } ] }, "quote": { "last": 10.04, "ts": "2026-08-25T14:55:24", "prev_close": 9.94, "open": 9.92, "high": 10.12, "low": 9.92, "bid1": 10.04, "ask1": 10.05, "bid_qty1": 1032, "ask_qty1": 190 } }, { "event_id": "20260824:20260825:SZSE.300355:VWAP_RECLAIM:BUY", "symbol": "SZSE.300355", "name": "蒙草生态", "theme": "参股银行", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W26", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.94, "invalid_price": 2.85, "chase_ceiling": 3.03, "intraday_vwap": 2.9339, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8896, "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": 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": 0.027, "prev_amount_yi": 0.0241, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1203, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0006 }, { "time": "14:52", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0107 }, { "time": "14:53", "open": 2.96, "high": 2.96, "low": 2.95, "close": 2.95, "amount_yi": 0.0043 }, { "time": "14:54", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0091 }, { "time": "14:55", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0023 } ] }, "quote": { "last": 2.96, "ts": "2026-08-25T14:55:27", "prev_close": 2.89, "open": 2.88, "high": 2.97, "low": 2.87, "bid1": 2.95, "ask1": 2.96, "bid_qty1": 2786, "ask_qty1": 158 } }, { "event_id": "20260824:20260825:SZSE.003002:VWAP_RECLAIM:BUY", "symbol": "SZSE.003002", "name": "壶化股份", "theme": "民爆概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W27", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.58, "invalid_price": 16.08, "chase_ceiling": 17.08, "intraday_vwap": 16.5128, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.7098, "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": 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": 0.0087, "prev_amount_yi": 0.007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 16.64, "high": 16.64, "low": 16.64, "close": 16.64, "amount_yi": 0.0017 }, { "time": "14:52", "open": 16.64, "high": 16.64, "low": 16.63, "close": 16.63, "amount_yi": 0.0005 }, { "time": "14:53", "open": 16.63, "high": 16.63, "low": 16.63, "close": 16.63, "amount_yi": 0.0019 }, { "time": "14:54", "open": 16.62, "high": 16.66, "low": 16.62, "close": 16.66, "amount_yi": 0.0026 }, { "time": "14:55", "open": 16.63, "high": 16.63, "low": 16.63, "close": 16.63, "amount_yi": 0.002 } ] }, "quote": { "last": 16.63, "ts": "2026-08-25T14:55:27", "prev_close": 16.46, "open": 16.35, "high": 16.74, "low": 16.16, "bid1": 16.63, "ask1": 16.66, "bid_qty1": 23, "ask_qty1": 28 } }, { "event_id": "20260824:20260825:SHSE.600359:VWAP_RECLAIM:BUY", "symbol": "SHSE.600359", "name": "新农开发", "theme": "粮食概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W28", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.63, "invalid_price": 6.43, "chase_ceiling": 6.83, "intraday_vwap": 6.7537, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5375, "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": 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": 0.0347, "prev_amount_yi": 0.0302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 6.79, "high": 6.79, "low": 6.79, "close": 6.79, "amount_yi": 0.0068 }, { "time": "14:52", "open": 6.79, "high": 6.79, "low": 6.79, "close": 6.79, "amount_yi": 0.0072 }, { "time": "14:53", "open": 6.78, "high": 6.79, "low": 6.78, "close": 6.79, "amount_yi": 0.0068 }, { "time": "14:54", "open": 6.79, "high": 6.8, "low": 6.79, "close": 6.8, "amount_yi": 0.012 }, { "time": "14:55", "open": 6.79, "high": 6.79, "low": 6.79, "close": 6.79, "amount_yi": 0.0019 } ] }, "quote": { "last": 6.79, "ts": "2026-08-25T14:55:26", "prev_close": 6.55, "open": 6.49, "high": 6.9, "low": 6.49, "bid1": 6.79, "ask1": 6.8, "bid_qty1": 1213, "ask_qty1": 670 } }, { "event_id": "20260824:20260825:SZSE.300446:VWAP_RECLAIM:BUY", "symbol": "SZSE.300446", "name": "航天智造", "theme": "民爆概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W29", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 13.04, "invalid_price": 12.65, "chase_ceiling": 13.43, "intraday_vwap": 13.0019, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0622, "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": 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": 0.0287, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.0077 }, { "time": "14:52", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.0043 }, { "time": "14:53", "open": 13.14, "high": 13.15, "low": 13.14, "close": 13.15, "amount_yi": 0.0045 }, { "time": "14:54", "open": 13.15, "high": 13.15, "low": 13.14, "close": 13.14, "amount_yi": 0.0101 }, { "time": "14:55", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.0021 } ] }, "quote": { "last": 13.14, "ts": "2026-08-25T14:55:24", "prev_close": 12.77, "open": 12.78, "high": 13.19, "low": 12.72, "bid1": 13.14, "ask1": 13.15, "bid_qty1": 145, "ask_qty1": 223 } }, { "event_id": "20260824:20260825:SZSE.002783:VWAP_RECLAIM:BUY", "symbol": "SZSE.002783", "name": "凯龙股份", "theme": "民爆概念", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W30", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.95, "invalid_price": 7.71, "chase_ceiling": 8.19, "intraday_vwap": 7.8761, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.6843, "sim_reason": "near_trigger", "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": 0.0181, "prev_amount_yi": 0.0228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7939, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.94, "high": 7.94, "low": 7.94, "close": 7.94, "amount_yi": 0.0022 }, { "time": "14:52", "open": 7.94, "high": 7.94, "low": 7.94, "close": 7.94, "amount_yi": 0.0021 }, { "time": "14:53", "open": 7.94, "high": 7.94, "low": 7.94, "close": 7.94, "amount_yi": 0.0039 }, { "time": "14:54", "open": 7.93, "high": 7.93, "low": 7.93, "close": 7.93, "amount_yi": 0.0078 }, { "time": "14:55", "open": 7.93, "high": 7.93, "low": 7.93, "close": 7.93, "amount_yi": 0.0021 } ] }, "quote": { "last": 7.93, "ts": "2026-08-25T14:55:27", "prev_close": 7.77, "open": 7.76, "high": 7.98, "low": 7.7, "bid1": 7.93, "ask1": 7.94, "bid_qty1": 297, "ask_qty1": 304 } }, { "event_id": "20260824:20260825:SHSE.600189:VWAP_RECLAIM:BUY", "symbol": "SHSE.600189", "name": "泉阳泉", "theme": "白酒", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W31", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.5, "invalid_price": 7.27, "chase_ceiling": 7.73, "intraday_vwap": 7.5345, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.4579, "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": 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": 0.012, "prev_amount_yi": 0.0243, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 7.49, "high": 7.49, "low": 7.49, "close": 7.49, "amount_yi": 0.0039 }, { "time": "14:52", "open": 7.49, "high": 7.51, "low": 7.49, "close": 7.51, "amount_yi": 0.003 }, { "time": "14:53", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.001 }, { "time": "14:54", "open": 7.51, "high": 7.51, "low": 7.51, "close": 7.51, "amount_yi": 0.0008 }, { "time": "14:55", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.0033 } ] }, "quote": { "last": 7.5, "ts": "2026-08-25T14:55:27", "prev_close": 7.33, "open": 7.33, "high": 7.65, "low": 7.3, "bid1": 7.5, "ask1": 7.51, "bid_qty1": 496, "ask_qty1": 150 } }, { "event_id": "20260824:20260825:SZSE.300172:VWAP_RECLAIM:BUY", "symbol": "SZSE.300172", "name": "中电环保", "theme": "超超临界发电", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W32", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.62, "invalid_price": 4.48, "chase_ceiling": 4.76, "intraday_vwap": 4.6212, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.8396, "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": 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": 0.0095, "prev_amount_yi": 0.0055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 4.65, "high": 4.66, "low": 4.65, "close": 4.66, "amount_yi": 0.0008 }, { "time": "14:52", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0022 }, { "time": "14:53", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.001 }, { "time": "14:54", "open": 4.65, "high": 4.66, "low": 4.65, "close": 4.66, "amount_yi": 0.0014 }, { "time": "14:55", "open": 4.66, "high": 4.66, "low": 4.66, "close": 4.66, "amount_yi": 0.0041 } ] }, "quote": { "last": 4.66, "ts": "2026-08-25T14:55:27", "prev_close": 4.57, "open": 4.53, "high": 4.67, "low": 4.53, "bid1": 4.65, "ask1": 4.66, "bid_qty1": 1195, "ask_qty1": 822 } }, { "event_id": "20260824:20260825:SHSE.600606:VWAP_RECLAIM:BUY", "symbol": "SHSE.600606", "name": "绿地控股", "theme": "白酒", "paper_scope": "shadow_watch", "decision": "conditional_plan", "priority": "W33", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 1.27, "invalid_price": 1.23, "chase_ceiling": 1.31, "intraday_vwap": 1.2672, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.0101, "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": 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": 0.0196, "prev_amount_yi": 0.0097, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 1.28, "high": 1.28, "low": 1.28, "close": 1.28, "amount_yi": 0.0024 }, { "time": "14:52", "open": 1.27, "high": 1.28, "low": 1.27, "close": 1.28, "amount_yi": 0.0108 }, { "time": "14:53", "open": 1.27, "high": 1.27, "low": 1.27, "close": 1.27, "amount_yi": 0.0013 }, { "time": "14:54", "open": 1.27, "high": 1.28, "low": 1.27, "close": 1.28, "amount_yi": 0.0026 }, { "time": "14:55", "open": 1.28, "high": 1.28, "low": 1.28, "close": 1.28, "amount_yi": 0.0025 } ] }, "quote": { "last": 1.28, "ts": "2026-08-25T14:55:26", "prev_close": 1.25, "open": 1.25, "high": 1.28, "low": 1.24, "bid1": 1.27, "ask1": 1.28, "bid_qty1": 21331, "ask_qty1": 159702 } } ], "snapshot_kind": "intraday_execution_final" }