{ "schema_version": "local_paper_execution_decision_trace_v1", "captured_at": "2026-08-28T14:55:14", "trade_date": "20260828", "plan_date": "20260827", "runtime_status": "PAPER_RUNNING", "configured_trade_mode": "SIMULATION_READY", "configured_allow_new_positions": true, "effective_trade_mode": "OBSERVE_ONLY", "effective_allow_new_positions": false, "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "execution_health": { "schema_version": "execution_data_health_v1", "trade_date": "20260828", "plan_date": "20260827", "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/20260828/evidence/preopen_execution_evidence_20260828.json", "state": "verified_preopen_runtime" }, "trajectory": { "path": "reports/theme_cleaning/market_trajectory_20260828.json", "state": "preopen_runtime_candidate", "current_record_state": "preopen_runtime_candidate", "window_state": "derived_price_sector", "historical_window_has_gaps": false, "regime": "WARM", "regime_alignment": { "plan_regime": "HOT", "execution_regime": "WARM", "plan_regime_known": true, "execution_regime_confirmed": true, "comparison_state": "mismatch", "mismatch": true, "regime_delta": 1, "transition_direction": "deteriorating", "blocking_reasons": [], "note": "计划日 regime 仅作盘前假设，执行日观测不一致（市场较计划恶化）；必须以执行日数据重新确认，并继续通过当日 Strict Gate，不能继承计划日的乐观权限。", "action": "require_execution_reconfirmation_then_strict_gate" }, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.5833, "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": "20260828", "status": "ALERT", "severity": "AMBER", "window": "09:00-09:25", "plan_regime": "HOT", "execution_regime": "WARM", "plan_score": null, "execution_score": 63.28, "score_delta": null, "mismatch": true, "comparison_state": "mismatch", "execution_regime_confirmed": true, "external_level": "LOW", "external_source_path": "reports/external_checks/external_tech_shock_20260828.json", "triggers": [ "plan_regime_HOT_to_execution_WARM" ], "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_20260828.json", "coverage_audit_path": null, "state": "current", "latest_available_date": "20260828", "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_20260827_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/20260827_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": "active_plan_contract", "conditional_probe_reconfirmation": { "path": "reports/trading/20260828_conditional_probe_reconfirmation.json", "status": "NOT_APPLICABLE_ACTIVE_PLAN", "candidate_symbols": [ "SHSE.603920", "SZSE.300739", "SHSE.603186" ], "valid": false, "max_official_buys": 1, "max_initial_position_pct": 4.0, "reason": "active execution shortlist is already permitted; conditional candidates remain watch-only and cannot grant additional entry permission" } }, "position_management_policy": "risk_sell_and_position_management_remain_enabled" }, "summary": { "active_contracts": 5, "active_plan_contracts": 5, "watch_candidate_contracts": 0, "watch_only_contracts": 79, "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": 84, "official_buy_filled": 0, "shadow_buy_filled": 0, "watch_triggered": 7, "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,active_mainline_not_confirmed", "enabled": true, "pool_up_ratio": 0.2976, "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": 5, "sample_total": 84, "active_samples": [ { "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "priority": 4, "ret_pct": -0.632703368940013, "last": 362.79, "vwap": 369.9599409530425, "above_vwap": false, "amount": 3301929469.0, "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "whitelist_binding": { "symbol": "SZSE.002916", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": -0.7409925220938196, "last": 292.02, "vwap": 301.3889892453926, "above_vwap": false, "amount": 1972257297.0, "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": -3.58229922734723, "last": 41.18, "vwap": 42.107802211824335, "above_vwap": false, "amount": 4289930257.0, "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "whitelist_binding": { "symbol": "SHSE.600498", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": -4.964285714285721, "last": 53.22, "vwap": 54.55608122845469, "above_vwap": false, "amount": 2051046785.0, "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "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": 0.2976, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 84, "signal_contract_total": 84, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 2, "top_symbols": [ "SZSE.002396", "SHSE.603011" ], "top_return_pct": 10.015 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "active_samples": [ { "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "priority": 4, "ret_pct": -0.632703368940013, "last": 362.79, "vwap": 369.9599409530425, "above_vwap": false, "amount": 3301929469.0, "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "whitelist_binding": { "symbol": "SZSE.002916", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": -0.7409925220938196, "last": 292.02, "vwap": 301.3889892453926, "above_vwap": false, "amount": 1972257297.0, "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": -3.58229922734723, "last": 41.18, "vwap": 42.107802211824335, "above_vwap": false, "amount": 4289930257.0, "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "whitelist_binding": { "symbol": "SHSE.600498", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": -4.964285714285721, "last": 53.22, "vwap": 54.55608122845469, "above_vwap": false, "amount": 2051046785.0, "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.002396", "name": "星网锐捷", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.014992503748111, "last": 36.69, "vwap": 36.065493542767214, "above_vwap": true, "amount": 4111329215.0, "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "315226ef9d7731c808294f0245cc6b4ef3917d9e86d3af291bb2b1ff4b13fca8", "whitelist_binding": { "symbol": "SZSE.002396", "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "315226ef9d7731c808294f0245cc6b4ef3917d9e86d3af291bb2b1ff4b13fca8", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603011", "name": "合锻智能", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.984089101034211, "last": 27.65, "vwap": 26.876168033187636, "above_vwap": true, "amount": 2198836061.0, "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d4e43cab3784fd8b21919077b852ada8e79825051d9346ca534dad059c644a0", "whitelist_binding": { "symbol": "SHSE.603011", "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d4e43cab3784fd8b21919077b852ada8e79825051d9346ca534dad059c644a0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.689310163243814, "last": 20.83, "vwap": 21.112989108051234, "above_vwap": false, "amount": 4218934718.0, "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "11f99da582b322562b0ae457760789816df462e1b8f4d202f1ad1a29c1b36b67", "whitelist_binding": { "symbol": "SZSE.300319", "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "11f99da582b322562b0ae457760789816df462e1b8f4d202f1ad1a29c1b36b67", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.93146249325416, "last": 40.37, "vwap": 40.40625658746527, "above_vwap": false, "amount": 4968385635.0, "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "039a3048d0b3a26e04134141af030ae841c3298078b5ce483be3e4b3aebf704e", "whitelist_binding": { "symbol": "SZSE.300456", "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "039a3048d0b3a26e04134141af030ae841c3298078b5ce483be3e4b3aebf704e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.001232", "name": "嘉立创", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.42436585817441, "last": 175.68, "vwap": 172.617797016106, "above_vwap": true, "amount": 2356802568.0, "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c4934029a2fac92e7c1e85bf0c19c183e844a793da87d98a0f92afca81b3e45", "whitelist_binding": { "symbol": "SZSE.001232", "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c4934029a2fac92e7c1e85bf0c19c183e844a793da87d98a0f92afca81b3e45", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688183", "name": "生益电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.527323526994811, "last": 130.85, "vwap": 132.76720331101308, "above_vwap": false, "amount": 5217638238.0, "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ecb9c2f068a73b56c22fc5ba30ca824f738e2a8355cb9790d2ad5b87f2cd52b2", "whitelist_binding": { "symbol": "SHSE.688183", "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ecb9c2f068a73b56c22fc5ba30ca824f738e2a8355cb9790d2ad5b87f2cd52b2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002636", "name": "金安国纪", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.345051145368118, "last": 73.12, "vwap": 74.33339909781247, "above_vwap": false, "amount": 6958862390.0, "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e6984791a10176174a4ac42ce5288b0dc99cf3450e0762f9e2b9120c99e081d7", "whitelist_binding": { "symbol": "SZSE.002636", "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e6984791a10176174a4ac42ce5288b0dc99cf3450e0762f9e2b9120c99e081d7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301511", "name": "德福科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.970537461157786, "last": 90.34, "vwap": 89.81771551823572, "above_vwap": true, "amount": 3893508150.0, "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "57965987fc35aa3d1d50a7ad78f4eff7fcc35de3b94392e3eefed86aaddb13ea", "whitelist_binding": { "symbol": "SZSE.301511", "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "57965987fc35aa3d1d50a7ad78f4eff7fcc35de3b94392e3eefed86aaddb13ea", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600183", "name": "生益科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2843867489536827, "last": 145.6, "vwap": 146.66388478036788, "above_vwap": false, "amount": 14185785594.0, "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7ad5687937a37a9d9a7c4d1bba2ef7dcb155c6c352aecb82fbfcc4b911559fed", "whitelist_binding": { "symbol": "SHSE.600183", "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7ad5687937a37a9d9a7c4d1bba2ef7dcb155c6c352aecb82fbfcc4b911559fed", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002141", "name": "贤丰控股", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.0303030303030276, "last": 6.46, "vwap": 6.38083503653225, "above_vwap": true, "amount": 934098098.0, "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9436e01edcd62d90033deab11d5d7000f0ce66a55b4206959431b43930da6d7e", "whitelist_binding": { "symbol": "SZSE.002141", "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9436e01edcd62d90033deab11d5d7000f0ce66a55b4206959431b43930da6d7e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.7504911591355485, "last": 26.15, "vwap": 26.682232700448473, "above_vwap": false, "amount": 827594807.0, "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56296322c41bc3687a4516bf87073c02d69758ab117d8aca371eb7f06028b146", "whitelist_binding": { "symbol": "SZSE.301566", "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56296322c41bc3687a4516bf87073c02d69758ab117d8aca371eb7f06028b146", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603175", "name": "超颖电子", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.7012127894156635, "last": 93.15, "vwap": 93.10538062540137, "above_vwap": true, "amount": 188473222.0, "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fc40761ee7f1162df2472c62c32d177692a42410d24dc17eefd7dc0b229942", "whitelist_binding": { "symbol": "SHSE.603175", "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fc40761ee7f1162df2472c62c32d177692a42410d24dc17eefd7dc0b229942", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260828.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.5833, "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": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 84, "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", "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,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": 0.2976, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 84, "signal_contract_total": 84, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 2, "top_symbols": [ "SZSE.002396", "SHSE.603011" ], "top_return_pct": 10.015 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "active_samples": [ { "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "priority": 4, "ret_pct": -0.632703368940013, "last": 362.79, "vwap": 369.9599409530425, "above_vwap": false, "amount": 3301929469.0, "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "whitelist_binding": { "symbol": "SZSE.002916", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": -0.7409925220938196, "last": 292.02, "vwap": 301.3889892453926, "above_vwap": false, "amount": 1972257297.0, "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": -3.58229922734723, "last": 41.18, "vwap": 42.107802211824335, "above_vwap": false, "amount": 4289930257.0, "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "whitelist_binding": { "symbol": "SHSE.600498", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": -4.964285714285721, "last": 53.22, "vwap": 54.55608122845469, "above_vwap": false, "amount": 2051046785.0, "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.002396", "name": "星网锐捷", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.014992503748111, "last": 36.69, "vwap": 36.065493542767214, "above_vwap": true, "amount": 4111329215.0, "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "315226ef9d7731c808294f0245cc6b4ef3917d9e86d3af291bb2b1ff4b13fca8", "whitelist_binding": { "symbol": "SZSE.002396", "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "315226ef9d7731c808294f0245cc6b4ef3917d9e86d3af291bb2b1ff4b13fca8", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603011", "name": "合锻智能", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.984089101034211, "last": 27.65, "vwap": 26.876168033187636, "above_vwap": true, "amount": 2198836061.0, "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d4e43cab3784fd8b21919077b852ada8e79825051d9346ca534dad059c644a0", "whitelist_binding": { "symbol": "SHSE.603011", "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d4e43cab3784fd8b21919077b852ada8e79825051d9346ca534dad059c644a0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.689310163243814, "last": 20.83, "vwap": 21.112989108051234, "above_vwap": false, "amount": 4218934718.0, "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "11f99da582b322562b0ae457760789816df462e1b8f4d202f1ad1a29c1b36b67", "whitelist_binding": { "symbol": "SZSE.300319", "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "11f99da582b322562b0ae457760789816df462e1b8f4d202f1ad1a29c1b36b67", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.93146249325416, "last": 40.37, "vwap": 40.40625658746527, "above_vwap": false, "amount": 4968385635.0, "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "039a3048d0b3a26e04134141af030ae841c3298078b5ce483be3e4b3aebf704e", "whitelist_binding": { "symbol": "SZSE.300456", "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "039a3048d0b3a26e04134141af030ae841c3298078b5ce483be3e4b3aebf704e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.001232", "name": "嘉立创", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.42436585817441, "last": 175.68, "vwap": 172.617797016106, "above_vwap": true, "amount": 2356802568.0, "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c4934029a2fac92e7c1e85bf0c19c183e844a793da87d98a0f92afca81b3e45", "whitelist_binding": { "symbol": "SZSE.001232", "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c4934029a2fac92e7c1e85bf0c19c183e844a793da87d98a0f92afca81b3e45", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688183", "name": "生益电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.527323526994811, "last": 130.85, "vwap": 132.76720331101308, "above_vwap": false, "amount": 5217638238.0, "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ecb9c2f068a73b56c22fc5ba30ca824f738e2a8355cb9790d2ad5b87f2cd52b2", "whitelist_binding": { "symbol": "SHSE.688183", "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ecb9c2f068a73b56c22fc5ba30ca824f738e2a8355cb9790d2ad5b87f2cd52b2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002636", "name": "金安国纪", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.345051145368118, "last": 73.12, "vwap": 74.33339909781247, "above_vwap": false, "amount": 6958862390.0, "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e6984791a10176174a4ac42ce5288b0dc99cf3450e0762f9e2b9120c99e081d7", "whitelist_binding": { "symbol": "SZSE.002636", "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e6984791a10176174a4ac42ce5288b0dc99cf3450e0762f9e2b9120c99e081d7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301511", "name": "德福科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.970537461157786, "last": 90.34, "vwap": 89.81771551823572, "above_vwap": true, "amount": 3893508150.0, "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "57965987fc35aa3d1d50a7ad78f4eff7fcc35de3b94392e3eefed86aaddb13ea", "whitelist_binding": { "symbol": "SZSE.301511", "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "57965987fc35aa3d1d50a7ad78f4eff7fcc35de3b94392e3eefed86aaddb13ea", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600183", "name": "生益科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2843867489536827, "last": 145.6, "vwap": 146.66388478036788, "above_vwap": false, "amount": 14185785594.0, "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7ad5687937a37a9d9a7c4d1bba2ef7dcb155c6c352aecb82fbfcc4b911559fed", "whitelist_binding": { "symbol": "SHSE.600183", "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7ad5687937a37a9d9a7c4d1bba2ef7dcb155c6c352aecb82fbfcc4b911559fed", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002141", "name": "贤丰控股", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.0303030303030276, "last": 6.46, "vwap": 6.38083503653225, "above_vwap": true, "amount": 934098098.0, "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9436e01edcd62d90033deab11d5d7000f0ce66a55b4206959431b43930da6d7e", "whitelist_binding": { "symbol": "SZSE.002141", "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9436e01edcd62d90033deab11d5d7000f0ce66a55b4206959431b43930da6d7e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.7504911591355485, "last": 26.15, "vwap": 26.682232700448473, "above_vwap": false, "amount": 827594807.0, "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56296322c41bc3687a4516bf87073c02d69758ab117d8aca371eb7f06028b146", "whitelist_binding": { "symbol": "SZSE.301566", "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56296322c41bc3687a4516bf87073c02d69758ab117d8aca371eb7f06028b146", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603175", "name": "超颖电子", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.7012127894156635, "last": 93.15, "vwap": 93.10538062540137, "above_vwap": true, "amount": 188473222.0, "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fc40761ee7f1162df2472c62c32d177692a42410d24dc17eefd7dc0b229942", "whitelist_binding": { "symbol": "SHSE.603175", "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fc40761ee7f1162df2472c62c32d177692a42410d24dc17eefd7dc0b229942", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260828.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.5833, "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": 0.2976, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 84, "active_samples": [ { "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "priority": 4, "ret_pct": -0.632703368940013, "last": 362.79, "vwap": 369.9599409530425, "above_vwap": false, "amount": 3301929469.0, "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "whitelist_binding": { "symbol": "SZSE.002916", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": -0.7409925220938196, "last": 292.02, "vwap": 301.3889892453926, "above_vwap": false, "amount": 1972257297.0, "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": -3.58229922734723, "last": 41.18, "vwap": 42.107802211824335, "above_vwap": false, "amount": 4289930257.0, "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "whitelist_binding": { "symbol": "SHSE.600498", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": -4.964285714285721, "last": 53.22, "vwap": 54.55608122845469, "above_vwap": false, "amount": 2051046785.0, "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 84, "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" } }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.2976, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 84, "signal_contract_total": 84, "active_contract_total": 5, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_hot_themes": [ { "theme": "AI算力链 / 共封装光学(CPO)", "count": 2, "top_symbols": [ "SZSE.002396", "SHSE.603011" ], "top_return_pct": 10.015 } ], "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "active_samples": [ { "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "priority": 4, "ret_pct": -0.632703368940013, "last": 362.79, "vwap": 369.9599409530425, "above_vwap": false, "amount": 3301929469.0, "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "whitelist_binding": { "symbol": "SZSE.002916", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": -0.7409925220938196, "last": 292.02, "vwap": 301.3889892453926, "above_vwap": false, "amount": 1972257297.0, "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": -3.58229922734723, "last": 41.18, "vwap": 42.107802211824335, "above_vwap": false, "amount": 4289930257.0, "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "whitelist_binding": { "symbol": "SHSE.600498", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": -4.964285714285721, "last": 53.22, "vwap": 54.55608122845469, "above_vwap": false, "amount": 2051046785.0, "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "sample_rows": [ { "symbol": "SZSE.002396", "name": "星网锐捷", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.014992503748111, "last": 36.69, "vwap": 36.065493542767214, "above_vwap": true, "amount": 4111329215.0, "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "315226ef9d7731c808294f0245cc6b4ef3917d9e86d3af291bb2b1ff4b13fca8", "whitelist_binding": { "symbol": "SZSE.002396", "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "315226ef9d7731c808294f0245cc6b4ef3917d9e86d3af291bb2b1ff4b13fca8", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603011", "name": "合锻智能", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.984089101034211, "last": 27.65, "vwap": 26.876168033187636, "above_vwap": true, "amount": 2198836061.0, "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d4e43cab3784fd8b21919077b852ada8e79825051d9346ca534dad059c644a0", "whitelist_binding": { "symbol": "SHSE.603011", "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7d4e43cab3784fd8b21919077b852ada8e79825051d9346ca534dad059c644a0", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300319", "name": "麦捷科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.689310163243814, "last": 20.83, "vwap": 21.112989108051234, "above_vwap": false, "amount": 4218934718.0, "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "11f99da582b322562b0ae457760789816df462e1b8f4d202f1ad1a29c1b36b67", "whitelist_binding": { "symbol": "SZSE.300319", "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "11f99da582b322562b0ae457760789816df462e1b8f4d202f1ad1a29c1b36b67", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.93146249325416, "last": 40.37, "vwap": 40.40625658746527, "above_vwap": false, "amount": 4968385635.0, "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "039a3048d0b3a26e04134141af030ae841c3298078b5ce483be3e4b3aebf704e", "whitelist_binding": { "symbol": "SZSE.300456", "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "039a3048d0b3a26e04134141af030ae841c3298078b5ce483be3e4b3aebf704e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.001232", "name": "嘉立创", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.42436585817441, "last": 175.68, "vwap": 172.617797016106, "above_vwap": true, "amount": 2356802568.0, "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c4934029a2fac92e7c1e85bf0c19c183e844a793da87d98a0f92afca81b3e45", "whitelist_binding": { "symbol": "SZSE.001232", "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6c4934029a2fac92e7c1e85bf0c19c183e844a793da87d98a0f92afca81b3e45", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688183", "name": "生益电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.527323526994811, "last": 130.85, "vwap": 132.76720331101308, "above_vwap": false, "amount": 5217638238.0, "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ecb9c2f068a73b56c22fc5ba30ca824f738e2a8355cb9790d2ad5b87f2cd52b2", "whitelist_binding": { "symbol": "SHSE.688183", "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ecb9c2f068a73b56c22fc5ba30ca824f738e2a8355cb9790d2ad5b87f2cd52b2", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002636", "name": "金安国纪", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.345051145368118, "last": 73.12, "vwap": 74.33339909781247, "above_vwap": false, "amount": 6958862390.0, "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e6984791a10176174a4ac42ce5288b0dc99cf3450e0762f9e2b9120c99e081d7", "whitelist_binding": { "symbol": "SZSE.002636", "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "e6984791a10176174a4ac42ce5288b0dc99cf3450e0762f9e2b9120c99e081d7", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301511", "name": "德福科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.970537461157786, "last": 90.34, "vwap": 89.81771551823572, "above_vwap": true, "amount": 3893508150.0, "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "57965987fc35aa3d1d50a7ad78f4eff7fcc35de3b94392e3eefed86aaddb13ea", "whitelist_binding": { "symbol": "SZSE.301511", "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "57965987fc35aa3d1d50a7ad78f4eff7fcc35de3b94392e3eefed86aaddb13ea", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600183", "name": "生益科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2843867489536827, "last": 145.6, "vwap": 146.66388478036788, "above_vwap": false, "amount": 14185785594.0, "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7ad5687937a37a9d9a7c4d1bba2ef7dcb155c6c352aecb82fbfcc4b911559fed", "whitelist_binding": { "symbol": "SHSE.600183", "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7ad5687937a37a9d9a7c4d1bba2ef7dcb155c6c352aecb82fbfcc4b911559fed", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002141", "name": "贤丰控股", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.0303030303030276, "last": 6.46, "vwap": 6.38083503653225, "above_vwap": true, "amount": 934098098.0, "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9436e01edcd62d90033deab11d5d7000f0ce66a55b4206959431b43930da6d7e", "whitelist_binding": { "symbol": "SZSE.002141", "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "9436e01edcd62d90033deab11d5d7000f0ce66a55b4206959431b43930da6d7e", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.7504911591355485, "last": 26.15, "vwap": 26.682232700448473, "above_vwap": false, "amount": 827594807.0, "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56296322c41bc3687a4516bf87073c02d69758ab117d8aca371eb7f06028b146", "whitelist_binding": { "symbol": "SZSE.301566", "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "56296322c41bc3687a4516bf87073c02d69758ab117d8aca371eb7f06028b146", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.603175", "name": "超颖电子", "theme": "元件", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.7012127894156635, "last": 93.15, "vwap": 93.10538062540137, "above_vwap": true, "amount": 188473222.0, "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fc40761ee7f1162df2472c62c32d177692a42410d24dc17eefd7dc0b229942", "whitelist_binding": { "symbol": "SHSE.603175", "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "30fc40761ee7f1162df2472c62c32d177692a42410d24dc17eefd7dc0b229942", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "execution_regime": "WARM", "execution_regime_source": "reports/theme_cleaning/market_trajectory_20260828.json", "full_market_breadth_available": false, "candidate_pool_breadth_alert": { "candidate_pool_up_ratio": 0.5833, "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": 0.2976, "active_up_ratio": 0.0, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 5, "sample_total": 84, "active_samples": [ { "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "priority": 4, "ret_pct": -0.632703368940013, "last": 362.79, "vwap": 369.9599409530425, "above_vwap": false, "amount": 3301929469.0, "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "whitelist_binding": { "symbol": "SZSE.002916", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "7f16bd466258580f0945eb120b712e870ca89f2a8a4685d42ddefa9c3dd65869", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "priority": 3, "ret_pct": -0.7409925220938196, "last": 292.02, "vwap": 301.3889892453926, "above_vwap": false, "amount": 1972257297.0, "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "whitelist_binding": { "symbol": "SHSE.688519", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "ed4eeec8e41610bd70afa14ef772a0faca0352307dc50d900d28a3c42b414f7d", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SHSE.600498", "name": "烽火通信", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "active", "priority": 0, "ret_pct": -3.58229922734723, "last": 41.18, "vwap": 42.107802211824335, "above_vwap": false, "amount": 4289930257.0, "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "whitelist_binding": { "symbol": "SHSE.600498", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "6004eee4bc4011a905be4ea2a9604330ac318444b4626e6133525927eb4bce08", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "priority": 2, "ret_pct": -4.964285714285721, "last": 53.22, "vwap": 54.55608122845469, "above_vwap": false, "amount": 2051046785.0, "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "whitelist_binding": { "symbol": "SZSE.002552", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "5d1f0e6134b73f036cfc72ee16083aad97705cbbb97dc23f641f3ba2c8a16b13", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null }, { "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "priority": 1, "ret_pct": -8.16194639802319, "last": 241.58, "vwap": 249.99119358621306, "above_vwap": false, "amount": 14070754331.0, "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "whitelist_binding": { "symbol": "SZSE.300476", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": "runtime_whitelist_contract_v1", "evidence_hash": "13d8ea1c55ba491951b4c4837ac6527c112aa8c2fa3b5d5074a2c70dfbbfcc9c", "lifecycle_stage": null, "mainline_label": null }, "lifecycle_stage": null, "mainline_label": null } ], "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "official_symbol_whitelist": [], "official_whitelist_contracts": [], "whitelist_contract_required": true, "whitelist_integrity": "NOT_EXECUTABLE", "structural_symbol_whitelist": [], "conditional_probe_symbol_whitelist": [], "position_cap_pct": null, "dominant_theme": "AI算力链 / 共封装光学(CPO)", "dominant_theme_share": 0.6112, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "LOW", "score": 12.0, "raw_score": 12.0, "confidence_penalty": 5.0, "confidence_adjusted_score": 7.0, "label": "外部科技冲击低", "entry_policy": "normal", "tech_new_buy_allowed": true, "earliest_entry_time": "09:35", "position_cap_pct": null, "risk_priority_boost": false, "reasons": [ "external_tech_positive_confirmation_2signals", "domestic_tech_down_ratio_71%", "external_source_partial_confidence_degraded" ], "source_status": "partial", "source_quality": "reviewable_live_fallback", "source_confidence": "degraded", "missing_gate_fields": [], "critical_data_missing": false, "partial_gate_behavior": "partial_source_retain_calculated_gate_no_relaxation", "confidence_note": "外部数据部分降级；不放宽门控，恢复完整数据后复核。", "source_file": "reports/external_checks/external_tech_shock_20260828.json", "source_errors": {}, "source_ths_errors": { "sp500": "HTTPError: HTTP Error 502: Bad Gateway", "dow": "HTTPError: HTTP Error 502: Bad Gateway", "kospi": "HTTPError: HTTP Error 502: Bad Gateway", "nikkei": "HTTPError: HTTP Error 502: Bad Gateway" }, "source_generated_at": "2026-08-28T09:25:13+08:00" }, "external_tech_shock_level": "LOW", "external_tech_entry_policy": "normal", "signal_contract_total": 84, "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" }, "signals": [ { "event_id": "20260827:20260828: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": "P0", "plan_id": "20260827:SHSE.600498:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 42.88, "invalid_price": 41.59, "chase_ceiling": 44.17, "intraday_vwap": 42.107802211824335, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -2.2034, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5284, "prev_amount_yi": 0.4318, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 41.15, "high": 41.17, "low": 41.15, "close": 41.17, "amount_yi": 0.2102 }, { "time": "14:54", "open": 41.17, "high": 41.18, "low": 41.17, "close": 41.18, "amount_yi": 0.1925 }, { "time": "14:55", "open": 41.18, "high": 41.18, "low": 41.18, "close": 41.18, "amount_yi": 0.1257 } ] }, "quote": { "last": 41.18, "ts": "2026-08-28T14:55:13", "prev_close": 42.71, "open": 42.29, "high": 43.18, "low": 41.13, "bid1": 41.18, "ask1": 41.19, "bid_qty1": 107, "ask_qty1": 340 } }, { "event_id": "20260827:20260828:SZSE.300476:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300476", "name": "胜宏科技", "theme": "元件", "paper_scope": "active", "decision": "active_plan", "priority": "P1", "plan_id": "20260827:SZSE.300476:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 264.94, "invalid_price": 256.99, "chase_ceiling": 272.89, "intraday_vwap": 249.99119358621306, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -3.3646, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.2438, "prev_amount_yi": 1.7897, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2537, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 241.78, "high": 241.78, "low": 241.75, "close": 241.75, "amount_yi": 0.8607 }, { "time": "14:54", "open": 241.7, "high": 241.7, "low": 241.58, "close": 241.58, "amount_yi": 0.8601 }, { "time": "14:55", "open": 241.58, "high": 241.58, "low": 241.58, "close": 241.58, "amount_yi": 0.523 } ] }, "quote": { "last": 241.58, "ts": "2026-08-28T14:55:12", "prev_close": 263.05, "open": 255.68, "high": 258.47, "low": 241.49, "bid1": 241.58, "ask1": 241.6, "bid_qty1": 6, "ask_qty1": 52 } }, { "event_id": "20260827:20260828:SZSE.002552:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002552", "name": "宝鼎科技", "theme": "半导体链 / PCB概念", "paper_scope": "active", "decision": "active_plan", "priority": "P2", "plan_id": "20260827:SZSE.002552:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 57.09, "invalid_price": 55.38, "chase_ceiling": 58.8, "intraday_vwap": 54.55608122845469, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -2.449, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4111, "prev_amount_yi": 0.1565, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 53.29, "high": 53.29, "low": 53.29, "close": 53.29, "amount_yi": 0.1778 }, { "time": "14:54", "open": 53.29, "high": 53.29, "low": 53.28, "close": 53.28, "amount_yi": 0.1287 }, { "time": "14:55", "open": 53.22, "high": 53.22, "low": 53.22, "close": 53.22, "amount_yi": 0.1046 } ] }, "quote": { "last": 53.22, "ts": "2026-08-28T14:55:12", "prev_close": 56.0, "open": 55.76, "high": 56.6, "low": 53.1, "bid1": 53.2, "ask1": 53.24, "bid_qty1": 589, "ask_qty1": 16 } }, { "event_id": "20260827:20260828:SHSE.688519:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.688519", "name": "南亚新材", "theme": "元件", "paper_scope": "active", "decision": "active_plan", "priority": "P3", "plan_id": "20260827:SHSE.688519:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 301.98, "invalid_price": 292.92, "chase_ceiling": 311.04, "intraday_vwap": 301.3889892453926, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -3.1086, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "OFFICIAL_BLOCKED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3056, "prev_amount_yi": 0.2696, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 292.0, "high": 292.01, "low": 292.0, "close": 292.01, "amount_yi": 0.1063 }, { "time": "14:54", "open": 292.0, "high": 292.02, "low": 292.0, "close": 292.02, "amount_yi": 0.1448 }, { "time": "14:55", "open": 292.02, "high": 292.02, "low": 292.02, "close": 292.02, "amount_yi": 0.0545 } ] }, "quote": { "last": 292.02, "ts": "2026-08-28T14:55:12", "prev_close": 294.2, "open": 294.18, "high": 310.55, "low": 291.86, "bid1": 292.02, "ask1": 292.58, "bid_qty1": 12, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SZSE.002916:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002916", "name": "深南电路", "theme": "元件", "paper_scope": "active", "decision": "active_plan", "priority": "P4", "plan_id": "20260827:SZSE.002916:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 368.8, "invalid_price": 357.74, "chase_ceiling": 379.86, "intraday_vwap": 369.9599409530425, "intraday_vwap_quality": "official_runtime_market_gate", "price_vs_vwap_pct": -1.938, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "OFFICIAL_WAITING", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.35, "prev_amount_yi": 0.422, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:53", "open": 362.71, "high": 362.79, "low": 362.71, "close": 362.79, "amount_yi": 0.072 }, { "time": "14:54", "open": 362.73, "high": 362.8, "low": 362.73, "close": 362.8, "amount_yi": 0.1249 }, { "time": "14:55", "open": 362.79, "high": 362.79, "low": 362.79, "close": 362.79, "amount_yi": 0.1531 } ] }, "quote": { "last": 362.79, "ts": "2026-08-28T14:55:12", "prev_close": 365.1, "open": 365.1, "high": 380.0, "low": 362.21, "bid1": 362.78, "ask1": 362.79, "bid_qty1": 2, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.002179:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002179", "name": "中航光电", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W0", "plan_id": "20260827:SZSE.002179:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 35.66, "invalid_price": 34.59, "chase_ceiling": 36.73, "intraday_vwap": 35.3364, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.3577, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1781, "prev_amount_yi": 0.2022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8808, "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": 0.0312 }, { "time": "14:52", "open": 35.17, "high": 35.17, "low": 35.16, "close": 35.16, "amount_yi": 0.0246 }, { "time": "14:53", "open": 35.18, "high": 35.21, "low": 35.18, "close": 35.21, "amount_yi": 0.0803 }, { "time": "14:54", "open": 35.21, "high": 35.21, "low": 35.18, "close": 35.18, "amount_yi": 0.0254 }, { "time": "14:55", "open": 35.21, "high": 35.21, "low": 35.21, "close": 35.21, "amount_yi": 0.0166 } ] }, "quote": { "last": 35.21, "ts": "2026-08-28T14:55:12", "prev_close": 35.5, "open": 35.31, "high": 35.78, "low": 35.1, "bid1": 35.2, "ask1": 35.21, "bid_qty1": 28, "ask_qty1": 293 } }, { "event_id": "20260827:20260828:SHSE.688127:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688127", "name": "蓝特光学", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W1", "plan_id": "20260827:SHSE.688127:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 66.65, "invalid_price": 64.65, "chase_ceiling": 68.65, "intraday_vwap": 65.8912, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1064, "prev_amount_yi": 0.1206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8823, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 65.9, "high": 65.9, "low": 65.9, "close": 65.9, "amount_yi": 0.0118 }, { "time": "14:52", "open": 65.9, "high": 65.9, "low": 65.88, "close": 65.88, "amount_yi": 0.0285 }, { "time": "14:53", "open": 65.89, "high": 65.89, "low": 65.88, "close": 65.88, "amount_yi": 0.0316 }, { "time": "14:54", "open": 65.89, "high": 65.89, "low": 65.88, "close": 65.88, "amount_yi": 0.0239 }, { "time": "14:55", "open": 65.97, "high": 65.97, "low": 65.97, "close": 65.97, "amount_yi": 0.0106 } ] }, "quote": { "last": 65.97, "ts": "2026-08-28T14:55:12", "prev_close": 66.5, "open": 66.65, "high": 68.95, "low": 65.83, "bid1": 65.96, "ask1": 65.97, "bid_qty1": 2, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SZSE.300857:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300857", "name": "协创数据", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W2", "plan_id": "20260827:SZSE.300857:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 260.66, "invalid_price": 252.84, "chase_ceiling": 268.48, "intraday_vwap": 256.2867, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.8883, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7833, "prev_amount_yi": 0.994, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.788, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 254.05, "high": 254.05, "low": 254.05, "close": 254.05, "amount_yi": 0.061 }, { "time": "14:52", "open": 254.07, "high": 254.07, "low": 253.91, "close": 253.91, "amount_yi": 0.207 }, { "time": "14:53", "open": 253.92, "high": 253.92, "low": 253.89, "close": 253.89, "amount_yi": 0.1317 }, { "time": "14:54", "open": 253.98, "high": 253.98, "low": 253.89, "close": 253.89, "amount_yi": 0.2123 }, { "time": "14:55", "open": 254.01, "high": 254.01, "low": 254.01, "close": 254.01, "amount_yi": 0.1713 } ] }, "quote": { "last": 254.01, "ts": "2026-08-28T14:55:12", "prev_close": 259.2, "open": 254.54, "high": 261.54, "low": 251.01, "bid1": 254.01, "ask1": 254.02, "bid_qty1": 1, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SHSE.603186:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.603186", "name": "华正新材", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W3", "plan_id": "20260827:SHSE.603186:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 188.88, "invalid_price": 183.21, "chase_ceiling": 194.55, "intraday_vwap": 189.8469, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -3.1588, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1416, "prev_amount_yi": 0.8951, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 183.25, "high": 183.25, "low": 183.25, "close": 183.25, "amount_yi": 0.068 }, { "time": "14:52", "open": 183.5, "high": 183.5, "low": 183.5, "close": 183.5, "amount_yi": 0.2437 }, { "time": "14:53", "open": 183.51, "high": 183.52, "low": 183.51, "close": 183.52, "amount_yi": 0.4465 }, { "time": "14:54", "open": 183.5, "high": 183.8, "low": 183.5, "close": 183.8, "amount_yi": 0.2766 }, { "time": "14:55", "open": 183.85, "high": 183.85, "low": 183.85, "close": 183.85, "amount_yi": 0.1068 } ] }, "quote": { "last": 183.85, "ts": "2026-08-28T14:55:11", "prev_close": 183.39, "open": 183.94, "high": 197.77, "low": 182.98, "bid1": 183.85, "ask1": 183.86, "bid_qty1": 4, "ask_qty1": 1 } }, { "event_id": "20260827:20260828: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": "W4", "plan_id": "20260827:SHSE.600487:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 70.463, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.4736, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.3483, "prev_amount_yi": 4.3272, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 68.87, "high": 68.87, "low": 68.87, "close": 68.87, "amount_yi": 0.3558 }, { "time": "14:52", "open": 68.82, "high": 68.82, "low": 68.78, "close": 68.78, "amount_yi": 0.9608 }, { "time": "14:53", "open": 68.73, "high": 68.73, "low": 68.68, "close": 68.68, "amount_yi": 1.021 }, { "time": "14:54", "open": 68.86, "high": 68.86, "low": 68.82, "close": 68.82, "amount_yi": 1.5569 }, { "time": "14:55", "open": 68.72, "high": 68.72, "low": 68.72, "close": 68.72, "amount_yi": 0.4538 } ] }, "quote": { "last": 68.72, "ts": "2026-08-28T14:55:11", "prev_close": 71.3, "open": 71.0, "high": 72.21, "low": 68.67, "bid1": 68.71, "ask1": 68.72, "bid_qty1": 96, "ask_qty1": 42 } }, { "event_id": "20260827:20260828:SZSE.002384:VWAP_RECLAIM:BUY", "symbol": "SZSE.002384", "name": "东山精密", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W5", "plan_id": "20260827:SZSE.002384:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 203.3, "invalid_price": 197.2, "chase_ceiling": 209.4, "intraday_vwap": 201.0375, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.6649, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1804, "prev_amount_yi": 2.5301, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 195.74, "high": 195.74, "low": 195.74, "close": 195.74, "amount_yi": 0.2576 }, { "time": "14:52", "open": 195.61, "high": 195.61, "low": 195.53, "close": 195.53, "amount_yi": 0.4807 }, { "time": "14:53", "open": 195.76, "high": 195.76, "low": 195.72, "close": 195.72, "amount_yi": 0.6013 }, { "time": "14:54", "open": 195.71, "high": 195.71, "low": 195.69, "close": 195.69, "amount_yi": 0.4852 }, { "time": "14:55", "open": 195.68, "high": 195.68, "low": 195.68, "close": 195.68, "amount_yi": 0.3556 } ] }, "quote": { "last": 195.68, "ts": "2026-08-28T14:55:12", "prev_close": 200.6, "open": 198.31, "high": 206.96, "low": 195.5, "bid1": 195.67, "ask1": 195.68, "bid_qty1": 41, "ask_qty1": 43 } }, { "event_id": "20260827:20260828:SHSE.688167:STRONG_WATCH_CONFIRM: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": "W6", "plan_id": "20260827:SHSE.688167:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 298.0, "invalid_price": 289.06, "chase_ceiling": 306.94, "intraday_vwap": 294.855, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5743, "prev_amount_yi": 0.4282, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3412, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 295.29, "high": 295.29, "low": 295.29, "close": 295.29, "amount_yi": 0.0331 }, { "time": "14:52", "open": 295.11, "high": 295.17, "low": 295.11, "close": 295.17, "amount_yi": 0.075 }, { "time": "14:53", "open": 294.68, "high": 294.99, "low": 294.68, "close": 294.99, "amount_yi": 0.2148 }, { "time": "14:54", "open": 294.89, "high": 294.89, "low": 294.51, "close": 294.51, "amount_yi": 0.1992 }, { "time": "14:55", "open": 294.89, "high": 294.89, "low": 294.89, "close": 294.89, "amount_yi": 0.0522 } ] }, "quote": { "last": 294.89, "ts": "2026-08-28T14:55:13", "prev_close": 291.0, "open": 289.93, "high": 307.83, "low": 285.0, "bid1": 294.58, "ask1": 294.98, "bid_qty1": 13, "ask_qty1": 23 } }, { "event_id": "20260827:20260828:SZSE.300964:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300964", "name": "本川智能", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W7", "plan_id": "20260827:SZSE.300964:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 60.38, "invalid_price": 58.57, "chase_ceiling": 62.19, "intraday_vwap": 59.5081, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.9712, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0441, "prev_amount_yi": 0.0502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8785, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 57.85, "high": 57.85, "low": 57.85, "close": 57.85, "amount_yi": 0.0036 }, { "time": "14:52", "open": 57.82, "high": 57.82, "low": 57.82, "close": 57.82, "amount_yi": 0.0117 }, { "time": "14:53", "open": 57.8, "high": 57.81, "low": 57.8, "close": 57.81, "amount_yi": 0.0096 }, { "time": "14:54", "open": 57.8, "high": 57.8, "low": 57.75, "close": 57.75, "amount_yi": 0.0091 }, { "time": "14:55", "open": 57.74, "high": 57.74, "low": 57.74, "close": 57.74, "amount_yi": 0.0101 } ] }, "quote": { "last": 57.74, "ts": "2026-08-28T14:55:12", "prev_close": 59.45, "open": 59.45, "high": 61.28, "low": 57.7, "bid1": 57.71, "ask1": 57.75, "bid_qty1": 8, "ask_qty1": 13 } }, { "event_id": "20260827:20260828:SZSE.300408:VWAP_RECLAIM:BUY", "symbol": "SZSE.300408", "name": "三环集团", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W8", "plan_id": "20260827:SZSE.300408:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 113.4, "invalid_price": 110.0, "chase_ceiling": 116.8, "intraday_vwap": 115.2539, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.6324, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1875, "prev_amount_yi": 1.0985, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 112.36, "high": 112.36, "low": 112.36, "close": 112.36, "amount_yi": 0.1327 }, { "time": "14:52", "open": 112.3, "high": 112.3, "low": 112.24, "close": 112.24, "amount_yi": 0.2231 }, { "time": "14:53", "open": 112.28, "high": 112.28, "low": 112.28, "close": 112.28, "amount_yi": 0.3052 }, { "time": "14:54", "open": 112.24, "high": 112.24, "low": 112.15, "close": 112.15, "amount_yi": 0.269 }, { "time": "14:55", "open": 112.22, "high": 112.22, "low": 112.22, "close": 112.22, "amount_yi": 0.2575 } ] }, "quote": { "last": 112.22, "ts": "2026-08-28T14:55:12", "prev_close": 112.48, "open": 113.96, "high": 118.11, "low": 112.11, "bid1": 112.16, "ask1": 112.22, "bid_qty1": 2, "ask_qty1": 22 } }, { "event_id": "20260827:20260828:SZSE.000636:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.000636", "name": "风华高科", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W9", "plan_id": "20260827:SZSE.000636:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 54.29, "invalid_price": 52.66, "chase_ceiling": 55.92, "intraday_vwap": 55.9427, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.988, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9178, "prev_amount_yi": 1.6335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.174, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 55.3, "high": 55.3, "low": 55.3, "close": 55.3, "amount_yi": 0.2298 }, { "time": "14:52", "open": 55.27, "high": 55.27, "low": 55.27, "close": 55.27, "amount_yi": 0.3959 }, { "time": "14:53", "open": 55.33, "high": 55.36, "low": 55.33, "close": 55.36, "amount_yi": 0.4894 }, { "time": "14:54", "open": 55.37, "high": 55.37, "low": 55.33, "close": 55.33, "amount_yi": 0.481 }, { "time": "14:55", "open": 55.39, "high": 55.39, "low": 55.39, "close": 55.39, "amount_yi": 0.3217 } ] }, "quote": { "last": 55.39, "ts": "2026-08-28T14:55:12", "prev_close": 54.11, "open": 55.0, "high": 57.36, "low": 54.5, "bid1": 55.39, "ask1": 55.4, "bid_qty1": 1, "ask_qty1": 97 } }, { "event_id": "20260827:20260828:SZSE.300657:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300657", "name": "弘信电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W10", "plan_id": "20260827:SZSE.300657:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 35.47, "invalid_price": 34.41, "chase_ceiling": 36.53, "intraday_vwap": 35.3491, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7514, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1832, "prev_amount_yi": 0.178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 34.74, "high": 34.74, "low": 34.74, "close": 34.74, "amount_yi": 0.0111 }, { "time": "14:52", "open": 34.74, "high": 34.75, "low": 34.74, "close": 34.75, "amount_yi": 0.0252 }, { "time": "14:53", "open": 34.75, "high": 34.75, "low": 34.75, "close": 34.75, "amount_yi": 0.0335 }, { "time": "14:54", "open": 34.71, "high": 34.72, "low": 34.71, "close": 34.72, "amount_yi": 0.0667 }, { "time": "14:55", "open": 34.73, "high": 34.73, "low": 34.73, "close": 34.73, "amount_yi": 0.0467 } ] }, "quote": { "last": 34.73, "ts": "2026-08-28T14:55:12", "prev_close": 35.44, "open": 35.46, "high": 35.96, "low": 34.71, "bid1": 34.72, "ask1": 34.73, "bid_qty1": 120, "ask_qty1": 4 } }, { "event_id": "20260827:20260828:SZSE.301566:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301566", "name": "达利凯普", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W11", "plan_id": "20260827:SZSE.301566:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 25.68, "invalid_price": 24.91, "chase_ceiling": 26.45, "intraday_vwap": 26.6822, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.9946, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1369, "prev_amount_yi": 0.1224, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1185, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 26.16, "high": 26.16, "low": 26.16, "close": 26.16, "amount_yi": 0.0155 }, { "time": "14:52", "open": 26.16, "high": 26.16, "low": 26.15, "close": 26.15, "amount_yi": 0.0336 }, { "time": "14:53", "open": 26.16, "high": 26.16, "low": 26.14, "close": 26.14, "amount_yi": 0.0285 }, { "time": "14:54", "open": 26.15, "high": 26.15, "low": 26.15, "close": 26.15, "amount_yi": 0.0389 }, { "time": "14:55", "open": 26.15, "high": 26.15, "low": 26.15, "close": 26.15, "amount_yi": 0.0204 } ] }, "quote": { "last": 26.15, "ts": "2026-08-28T14:55:12", "prev_close": 25.45, "open": 26.54, "high": 27.2, "low": 26.12, "bid1": 26.15, "ask1": 26.16, "bid_qty1": 12, "ask_qty1": 563 } }, { "event_id": "20260827:20260828:SHSE.603920:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.603920", "name": "世运电路", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W12", "plan_id": "20260827:SHSE.603920:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 39.04, "invalid_price": 37.87, "chase_ceiling": 40.21, "intraday_vwap": 38.388, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7922, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1528, "prev_amount_yi": 0.1506, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 37.7, "high": 37.7, "low": 37.7, "close": 37.7, "amount_yi": 0.0178 }, { "time": "14:52", "open": 37.71, "high": 37.71, "low": 37.7, "close": 37.7, "amount_yi": 0.0343 }, { "time": "14:53", "open": 37.7, "high": 37.7, "low": 37.69, "close": 37.69, "amount_yi": 0.0479 }, { "time": "14:54", "open": 37.69, "high": 37.69, "low": 37.69, "close": 37.69, "amount_yi": 0.0346 }, { "time": "14:55", "open": 37.7, "high": 37.7, "low": 37.7, "close": 37.7, "amount_yi": 0.0182 } ] }, "quote": { "last": 37.7, "ts": "2026-08-28T14:55:13", "prev_close": 38.83, "open": 38.8, "high": 39.2, "low": 37.68, "bid1": 37.69, "ask1": 37.7, "bid_qty1": 287, "ask_qty1": 127 } }, { "event_id": "20260827:20260828:SHSE.603459:VWAP_RECLAIM:BUY", "symbol": "SHSE.603459", "name": "红板科技", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W13", "plan_id": "20260827:SHSE.603459:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 89.99, "invalid_price": 87.29, "chase_ceiling": 92.69, "intraday_vwap": 87.9386, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.6928, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2777, "prev_amount_yi": 0.311, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 86.51, "high": 86.51, "low": 86.51, "close": 86.51, "amount_yi": 0.0397 }, { "time": "14:52", "open": 86.5, "high": 86.5, "low": 86.5, "close": 86.5, "amount_yi": 0.0488 }, { "time": "14:53", "open": 86.49, "high": 86.49, "low": 86.48, "close": 86.48, "amount_yi": 0.0611 }, { "time": "14:54", "open": 86.46, "high": 86.46, "low": 86.46, "close": 86.46, "amount_yi": 0.0914 }, { "time": "14:55", "open": 86.45, "high": 86.45, "low": 86.45, "close": 86.45, "amount_yi": 0.0367 } ] }, "quote": { "last": 86.45, "ts": "2026-08-28T14:55:13", "prev_close": 89.45, "open": 88.2, "high": 89.85, "low": 86.44, "bid1": 86.44, "ask1": 86.45, "bid_qty1": 5, "ask_qty1": 62 } }, { "event_id": "20260827:20260828:SZSE.002484:VWAP_RECLAIM:BUY", "symbol": "SZSE.002484", "name": "江海股份", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W14", "plan_id": "20260827:SZSE.002484:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 62.89, "invalid_price": 61.0, "chase_ceiling": 64.78, "intraday_vwap": 62.3803, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.5975, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3608, "prev_amount_yi": 0.3682, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 60.76, "high": 60.76, "low": 60.76, "close": 60.76, "amount_yi": 0.0384 }, { "time": "14:52", "open": 60.77, "high": 60.77, "low": 60.76, "close": 60.76, "amount_yi": 0.0563 }, { "time": "14:53", "open": 60.8, "high": 60.8, "low": 60.78, "close": 60.78, "amount_yi": 0.1111 }, { "time": "14:54", "open": 60.76, "high": 60.76, "low": 60.74, "close": 60.74, "amount_yi": 0.0872 }, { "time": "14:55", "open": 60.76, "high": 60.76, "low": 60.76, "close": 60.76, "amount_yi": 0.0678 } ] }, "quote": { "last": 60.76, "ts": "2026-08-28T14:55:12", "prev_close": 62.1, "open": 62.1, "high": 64.55, "low": 60.7, "bid1": 60.75, "ask1": 60.76, "bid_qty1": 3, "ask_qty1": 3 } }, { "event_id": "20260827:20260828:SHSE.601869:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.601869", "name": "长飞光纤", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W15", "plan_id": "20260827:SHSE.601869:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 430.7026, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.4594, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.354, "prev_amount_yi": 1.6076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 420.88, "high": 420.88, "low": 420.88, "close": 420.88, "amount_yi": 0.2647 }, { "time": "14:52", "open": 420.83, "high": 420.83, "low": 420.83, "close": 420.83, "amount_yi": 0.3767 }, { "time": "14:53", "open": 420.58, "high": 420.58, "low": 420.34, "close": 420.34, "amount_yi": 0.3394 }, { "time": "14:54", "open": 420.03, "high": 420.03, "low": 419.8, "close": 419.8, "amount_yi": 0.7994 }, { "time": "14:55", "open": 420.11, "high": 420.11, "low": 420.11, "close": 420.11, "amount_yi": 0.5738 } ] }, "quote": { "last": 420.11, "ts": "2026-08-28T14:55:12", "prev_close": 426.82, "open": 430.99, "high": 444.13, "low": 419.5, "bid1": 420.11, "ask1": 420.21, "bid_qty1": 1, "ask_qty1": 6 } }, { "event_id": "20260827:20260828:SZSE.001389:VWAP_RECLAIM:BUY", "symbol": "SZSE.001389", "name": "广合科技", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W16", "plan_id": "20260827:SZSE.001389:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 159.71, "invalid_price": 154.92, "chase_ceiling": 164.5, "intraday_vwap": 159.2219, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0361, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1464, "prev_amount_yi": 0.1367, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 155.99, "high": 155.99, "low": 155.99, "close": 155.99, "amount_yi": 0.0158 }, { "time": "14:52", "open": 155.95, "high": 155.95, "low": 155.88, "close": 155.88, "amount_yi": 0.0399 }, { "time": "14:53", "open": 155.86, "high": 155.86, "low": 155.86, "close": 155.86, "amount_yi": 0.0436 }, { "time": "14:54", "open": 155.86, "high": 155.87, "low": 155.86, "close": 155.87, "amount_yi": 0.0256 }, { "time": "14:55", "open": 155.98, "high": 155.98, "low": 155.98, "close": 155.98, "amount_yi": 0.0215 } ] }, "quote": { "last": 155.98, "ts": "2026-08-28T14:55:12", "prev_close": 157.95, "open": 157.22, "high": 163.49, "low": 155.81, "bid1": 155.96, "ask1": 155.98, "bid_qty1": 2, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SZSE.002141:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002141", "name": "贤丰控股", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W17", "plan_id": "20260827:SZSE.002141:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 6.34, "invalid_price": 6.15, "chase_ceiling": 6.53, "intraday_vwap": 6.3808, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.2412, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.491, "prev_amount_yi": 0.5969, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8226, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0972 }, { "time": "14:52", "open": 6.47, "high": 6.48, "low": 6.47, "close": 6.48, "amount_yi": 0.0937 }, { "time": "14:53", "open": 6.47, "high": 6.47, "low": 6.47, "close": 6.47, "amount_yi": 0.1079 }, { "time": "14:54", "open": 6.46, "high": 6.46, "low": 6.45, "close": 6.45, "amount_yi": 0.1553 }, { "time": "14:55", "open": 6.46, "high": 6.46, "low": 6.46, "close": 6.46, "amount_yi": 0.0369 } ] }, "quote": { "last": 6.46, "ts": "2026-08-28T14:55:12", "prev_close": 6.27, "open": 6.21, "high": 6.5, "low": 6.17, "bid1": 6.45, "ask1": 6.46, "bid_qty1": 3468, "ask_qty1": 1382 } }, { "event_id": "20260827:20260828:SHSE.688655:VWAP_RECLAIM:BUY", "symbol": "SHSE.688655", "name": "迅捷兴", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W18", "plan_id": "20260827:SHSE.688655:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 47.1, "invalid_price": 45.69, "chase_ceiling": 48.51, "intraday_vwap": 42.482, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1297, "prev_amount_yi": 0.0873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 42.48, "high": 42.48, "low": 42.48, "close": 42.48, "amount_yi": 0.0198 }, { "time": "14:52", "open": 42.41, "high": 42.41, "low": 42.4, "close": 42.4, "amount_yi": 0.0193 }, { "time": "14:53", "open": 42.37, "high": 42.5, "low": 42.37, "close": 42.5, "amount_yi": 0.0478 }, { "time": "14:54", "open": 42.53, "high": 42.53, "low": 42.5, "close": 42.5, "amount_yi": 0.0209 }, { "time": "14:55", "open": 42.5, "high": 42.5, "low": 42.5, "close": 42.5, "amount_yi": 0.0219 } ] }, "quote": { "last": 42.5, "ts": "2026-08-28T14:55:13", "prev_close": 45.42, "open": 44.96, "high": 45.6, "low": 42.1, "bid1": 42.5, "ask1": 42.51, "bid_qty1": 1, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SZSE.002815:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002815", "name": "崇达技术", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W19", "plan_id": "20260827:SZSE.002815:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.48, "invalid_price": 14.05, "chase_ceiling": 14.91, "intraday_vwap": 14.7989, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.6683, "sim_reason": "minute_energy_amount_too_low", "entry_extension_tier": null, "sizing_reason": "position_sizing_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1036, "prev_amount_yi": 0.2018, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 14.71, "high": 14.71, "low": 14.71, "close": 14.71, "amount_yi": 0.0101 }, { "time": "14:52", "open": 14.71, "high": 14.71, "low": 14.71, "close": 14.71, "amount_yi": 0.0216 }, { "time": "14:53", "open": 14.7, "high": 14.7, "low": 14.7, "close": 14.7, "amount_yi": 0.03 }, { "time": "14:54", "open": 14.7, "high": 14.7, "low": 14.7, "close": 14.7, "amount_yi": 0.026 }, { "time": "14:55", "open": 14.7, "high": 14.7, "low": 14.7, "close": 14.7, "amount_yi": 0.0159 } ] }, "quote": { "last": 14.7, "ts": "2026-08-28T14:55:12", "prev_close": 14.34, "open": 14.27, "high": 15.05, "low": 14.16, "bid1": 14.7, "ask1": 14.71, "bid_qty1": 46, "ask_qty1": 2491 } }, { "event_id": "20260827:20260828:SZSE.002463:VWAP_RECLAIM:BUY", "symbol": "SZSE.002463", "name": "沪电股份", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W20", "plan_id": "20260827:SZSE.002463:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 124.39, "invalid_price": 120.66, "chase_ceiling": 128.12, "intraday_vwap": 124.33, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.1716, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4101, "prev_amount_yi": 1.3956, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 121.7, "high": 121.7, "low": 121.7, "close": 121.7, "amount_yi": 0.1086 }, { "time": "14:52", "open": 121.58, "high": 121.58, "low": 121.57, "close": 121.57, "amount_yi": 0.3248 }, { "time": "14:53", "open": 121.6, "high": 121.6, "low": 121.56, "close": 121.56, "amount_yi": 0.5191 }, { "time": "14:54", "open": 121.59, "high": 121.61, "low": 121.59, "close": 121.61, "amount_yi": 0.2522 }, { "time": "14:55", "open": 121.63, "high": 121.63, "low": 121.63, "close": 121.63, "amount_yi": 0.2054 } ] }, "quote": { "last": 121.63, "ts": "2026-08-28T14:55:12", "prev_close": 122.02, "open": 122.0, "high": 127.64, "low": 120.6, "bid1": 121.63, "ask1": 121.64, "bid_qty1": 9, "ask_qty1": 7 } }, { "event_id": "20260827:20260828:SZSE.301176:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301176", "name": "逸豪新材", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W21", "plan_id": "20260827:SZSE.301176:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 47.45, "invalid_price": 46.03, "chase_ceiling": 48.87, "intraday_vwap": 46.8454, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.2283, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0848, "prev_amount_yi": 0.0663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 46.31, "high": 46.31, "low": 46.31, "close": 46.31, "amount_yi": 0.027 }, { "time": "14:52", "open": 46.27, "high": 46.3, "low": 46.27, "close": 46.3, "amount_yi": 0.005 }, { "time": "14:53", "open": 46.28, "high": 46.28, "low": 46.23, "close": 46.23, "amount_yi": 0.0226 }, { "time": "14:54", "open": 46.23, "high": 46.25, "low": 46.23, "close": 46.25, "amount_yi": 0.0173 }, { "time": "14:55", "open": 46.27, "high": 46.27, "low": 46.27, "close": 46.27, "amount_yi": 0.0129 } ] }, "quote": { "last": 46.27, "ts": "2026-08-28T14:55:12", "prev_close": 46.63, "open": 46.07, "high": 47.85, "low": 46.07, "bid1": 46.24, "ask1": 46.27, "bid_qty1": 6, "ask_qty1": 3 } }, { "event_id": "20260827:20260828:SHSE.603989:VWAP_RECLAIM:BUY", "symbol": "SHSE.603989", "name": "艾华集团", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W22", "plan_id": "20260827:SHSE.603989:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 28.65, "invalid_price": 27.79, "chase_ceiling": 29.51, "intraday_vwap": 29.1974, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.1488, "sim_reason": "near_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1248, "prev_amount_yi": 0.1277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 28.58, "high": 28.58, "low": 28.58, "close": 28.58, "amount_yi": 0.0163 }, { "time": "14:52", "open": 28.58, "high": 28.59, "low": 28.58, "close": 28.59, "amount_yi": 0.017 }, { "time": "14:53", "open": 28.57, "high": 28.57, "low": 28.56, "close": 28.56, "amount_yi": 0.0391 }, { "time": "14:54", "open": 28.56, "high": 28.56, "low": 28.56, "close": 28.56, "amount_yi": 0.0222 }, { "time": "14:55", "open": 28.57, "high": 28.57, "low": 28.57, "close": 28.57, "amount_yi": 0.0302 } ] }, "quote": { "last": 28.57, "ts": "2026-08-28T14:55:12", "prev_close": 28.38, "open": 28.38, "high": 30.17, "low": 28.29, "bid1": 28.56, "ask1": 28.57, "bid_qty1": 82, "ask_qty1": 77 } }, { "event_id": "20260827:20260828:SZSE.300852:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300852", "name": "四会富仕", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W23", "plan_id": "20260827:SZSE.300852:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 46.84, "invalid_price": 45.43, "chase_ceiling": 48.25, "intraday_vwap": 46.4026, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0314, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0642, "prev_amount_yi": 0.0573, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 45.48, "high": 45.48, "low": 45.48, "close": 45.48, "amount_yi": 0.0148 }, { "time": "14:52", "open": 45.51, "high": 45.51, "low": 45.47, "close": 45.47, "amount_yi": 0.0071 }, { "time": "14:53", "open": 45.45, "high": 45.45, "low": 45.45, "close": 45.45, "amount_yi": 0.0168 }, { "time": "14:54", "open": 45.45, "high": 45.45, "low": 45.45, "close": 45.45, "amount_yi": 0.0132 }, { "time": "14:55", "open": 45.46, "high": 45.46, "low": 45.46, "close": 45.46, "amount_yi": 0.0123 } ] }, "quote": { "last": 45.46, "ts": "2026-08-28T14:55:12", "prev_close": 46.52, "open": 46.44, "high": 47.37, "low": 45.43, "bid1": 45.46, "ask1": 45.47, "bid_qty1": 10, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.301282:VWAP_RECLAIM:BUY", "symbol": "SZSE.301282", "name": "金禄电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W24", "plan_id": "20260827:SZSE.301282:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.64, "invalid_price": 34.57, "chase_ceiling": 36.71, "intraday_vwap": 34.5875, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.9588, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.243, "prev_amount_yi": 0.1592, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 33.89, "high": 33.89, "low": 33.89, "close": 33.89, "amount_yi": 0.0408 }, { "time": "14:52", "open": 33.88, "high": 33.88, "low": 33.85, "close": 33.85, "amount_yi": 0.0595 }, { "time": "14:53", "open": 33.85, "high": 33.85, "low": 33.83, "close": 33.83, "amount_yi": 0.0372 }, { "time": "14:54", "open": 33.85, "high": 33.85, "low": 33.85, "close": 33.85, "amount_yi": 0.0814 }, { "time": "14:55", "open": 33.91, "high": 33.91, "low": 33.91, "close": 33.91, "amount_yi": 0.0241 } ] }, "quote": { "last": 33.91, "ts": "2026-08-28T14:55:12", "prev_close": 34.78, "open": 34.46, "high": 35.85, "low": 33.8, "bid1": 33.9, "ask1": 33.91, "bid_qty1": 16, "ask_qty1": 8 } }, { "event_id": "20260827:20260828:SZSE.301628:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301628", "name": "强达电路", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W25", "plan_id": "20260827:SZSE.301628:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 94.23, "invalid_price": 91.4, "chase_ceiling": 97.06, "intraday_vwap": 91.7694, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.9256, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0207, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 90.96, "high": 90.96, "low": 90.96, "close": 90.96, "amount_yi": 0.0042 }, { "time": "14:52", "open": 91.0, "high": 91.0, "low": 90.91, "close": 90.91, "amount_yi": 0.0041 }, { "time": "14:53", "open": 90.85, "high": 90.85, "low": 90.85, "close": 90.85, "amount_yi": 0.0061 }, { "time": "14:54", "open": 90.87, "high": 90.88, "low": 90.87, "close": 90.88, "amount_yi": 0.0031 }, { "time": "14:55", "open": 90.92, "high": 90.92, "low": 90.92, "close": 90.92, "amount_yi": 0.0032 } ] }, "quote": { "last": 90.92, "ts": "2026-08-28T14:55:12", "prev_close": 92.57, "open": 92.11, "high": 93.37, "low": 90.2, "bid1": 90.87, "ask1": 90.92, "bid_qty1": 10, "ask_qty1": 4 } }, { "event_id": "20260827:20260828:SZSE.301251:VWAP_RECLAIM:BUY", "symbol": "SZSE.301251", "name": "威尔高", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W26", "plan_id": "20260827:SZSE.301251:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 49.55, "invalid_price": 48.06, "chase_ceiling": 51.04, "intraday_vwap": 50.4131, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.236, "sim_reason": "minute_energy_amount_too_low", "entry_extension_tier": null, "sizing_reason": "position_sizing_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0726, "prev_amount_yi": 0.0596, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2181, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 49.85, "high": 49.85, "low": 49.85, "close": 49.85, "amount_yi": 0.0088 }, { "time": "14:52", "open": 49.83, "high": 49.83, "low": 49.78, "close": 49.78, "amount_yi": 0.0087 }, { "time": "14:53", "open": 49.85, "high": 49.85, "low": 49.76, "close": 49.76, "amount_yi": 0.0256 }, { "time": "14:54", "open": 49.78, "high": 49.78, "low": 49.77, "close": 49.77, "amount_yi": 0.0118 }, { "time": "14:55", "open": 49.79, "high": 49.79, "low": 49.79, "close": 49.79, "amount_yi": 0.0177 } ] }, "quote": { "last": 49.79, "ts": "2026-08-28T14:55:12", "prev_close": 49.06, "open": 49.5, "high": 51.2, "low": 48.45, "bid1": 49.79, "ask1": 49.88, "bid_qty1": 3, "ask_qty1": 15 } }, { "event_id": "20260827:20260828:SZSE.300739:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300739", "name": "明阳电路", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W27", "plan_id": "20260827:SZSE.300739:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 23.38, "invalid_price": 22.68, "chase_ceiling": 24.08, "intraday_vwap": 23.1389, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.6807, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0422, "prev_amount_yi": 0.0479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 22.78, "high": 22.78, "low": 22.78, "close": 22.78, "amount_yi": 0.0046 }, { "time": "14:52", "open": 22.76, "high": 22.76, "low": 22.76, "close": 22.76, "amount_yi": 0.0116 }, { "time": "14:53", "open": 22.75, "high": 22.76, "low": 22.75, "close": 22.76, "amount_yi": 0.0137 }, { "time": "14:54", "open": 22.77, "high": 22.77, "low": 22.76, "close": 22.76, "amount_yi": 0.0078 }, { "time": "14:55", "open": 22.75, "high": 22.75, "low": 22.75, "close": 22.75, "amount_yi": 0.0045 } ] }, "quote": { "last": 22.75, "ts": "2026-08-28T14:55:12", "prev_close": 23.14, "open": 23.13, "high": 23.56, "low": 22.73, "bid1": 22.75, "ask1": 22.77, "bid_qty1": 29, "ask_qty1": 115 } }, { "event_id": "20260827:20260828:SZSE.002913:VWAP_RECLAIM:BUY", "symbol": "SZSE.002913", "name": "奥士康", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W28", "plan_id": "20260827:SZSE.002913:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 59.7, "invalid_price": 57.91, "chase_ceiling": 61.49, "intraday_vwap": 60.242, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0949, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0722, "prev_amount_yi": 0.0391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 59.03, "high": 59.03, "low": 59.03, "close": 59.03, "amount_yi": 0.0096 }, { "time": "14:52", "open": 59.03, "high": 59.03, "low": 59.03, "close": 59.03, "amount_yi": 0.011 }, { "time": "14:53", "open": 59.11, "high": 59.11, "low": 59.1, "close": 59.1, "amount_yi": 0.0236 }, { "time": "14:54", "open": 59.07, "high": 59.07, "low": 58.98, "close": 58.98, "amount_yi": 0.0219 }, { "time": "14:55", "open": 58.98, "high": 58.98, "low": 58.98, "close": 58.98, "amount_yi": 0.0061 } ] }, "quote": { "last": 58.98, "ts": "2026-08-28T14:55:12", "prev_close": 59.01, "open": 58.52, "high": 61.66, "low": 58.41, "bid1": 59.02, "ask1": 59.05, "bid_qty1": 2, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.301041:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301041", "name": "金百泽", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W29", "plan_id": "20260827:SZSE.301041:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.09, "invalid_price": 27.25, "chase_ceiling": 28.93, "intraday_vwap": 28.2543, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.0062, "sim_reason": "near_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0191, "prev_amount_yi": 0.0254, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 28.0, "high": 28.0, "low": 28.0, "close": 28.0, "amount_yi": 0.0032 }, { "time": "14:52", "open": 28.0, "high": 28.0, "low": 27.99, "close": 27.99, "amount_yi": 0.0042 }, { "time": "14:53", "open": 27.99, "high": 27.99, "low": 27.97, "close": 27.97, "amount_yi": 0.004 }, { "time": "14:54", "open": 27.95, "high": 27.97, "low": 27.95, "close": 27.97, "amount_yi": 0.0047 }, { "time": "14:55", "open": 27.97, "high": 27.97, "low": 27.97, "close": 27.97, "amount_yi": 0.003 } ] }, "quote": { "last": 27.97, "ts": "2026-08-28T14:55:12", "prev_close": 27.71, "open": 27.8, "high": 28.7, "low": 27.5, "bid1": 27.97, "ask1": 27.99, "bid_qty1": 4, "ask_qty1": 15 } }, { "event_id": "20260827:20260828:SZSE.301132:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301132", "name": "满坤科技", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W30", "plan_id": "20260827:SZSE.301132:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.71, "invalid_price": 36.58, "chase_ceiling": 38.84, "intraday_vwap": 37.7214, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.64, "sim_reason": "near_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0553, "prev_amount_yi": 0.0293, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8874, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 37.47, "high": 37.47, "low": 37.47, "close": 37.47, "amount_yi": 0.0024 }, { "time": "14:52", "open": 37.51, "high": 37.51, "low": 37.5, "close": 37.5, "amount_yi": 0.021 }, { "time": "14:53", "open": 37.46, "high": 37.5, "low": 37.46, "close": 37.5, "amount_yi": 0.0133 }, { "time": "14:54", "open": 37.46, "high": 37.55, "low": 37.46, "close": 37.55, "amount_yi": 0.0163 }, { "time": "14:55", "open": 37.48, "high": 37.48, "low": 37.48, "close": 37.48, "amount_yi": 0.0023 } ] }, "quote": { "last": 37.48, "ts": "2026-08-28T14:55:12", "prev_close": 37.57, "open": 37.5, "high": 38.39, "low": 37.07, "bid1": 37.47, "ask1": 37.51, "bid_qty1": 3, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SHSE.603386:VWAP_RECLAIM:BUY", "symbol": "SHSE.603386", "name": "骏亚科技", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W31", "plan_id": "20260827:SHSE.603386:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 14.22, "invalid_price": 13.79, "chase_ceiling": 14.65, "intraday_vwap": 14.2997, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.1168, "sim_reason": "near_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "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": 0.0156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5064, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 14.16, "high": 14.16, "low": 14.16, "close": 14.16, "amount_yi": 0.0064 }, { "time": "14:52", "open": 14.15, "high": 14.15, "low": 14.15, "close": 14.15, "amount_yi": 0.0024 }, { "time": "14:53", "open": 14.15, "high": 14.15, "low": 14.14, "close": 14.14, "amount_yi": 0.0052 }, { "time": "14:54", "open": 14.15, "high": 14.15, "low": 14.14, "close": 14.14, "amount_yi": 0.0056 }, { "time": "14:55", "open": 14.14, "high": 14.14, "low": 14.14, "close": 14.14, "amount_yi": 0.0039 } ] }, "quote": { "last": 14.14, "ts": "2026-08-28T14:55:11", "prev_close": 14.15, "open": 14.09, "high": 14.57, "low": 14.0, "bid1": 14.14, "ask1": 14.15, "bid_qty1": 6, "ask_qty1": 95 } }, { "event_id": "20260827:20260828:SZSE.002938:VWAP_RECLAIM:BUY", "symbol": "SZSE.002938", "name": "鹏鼎控股", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W32", "plan_id": "20260827:SZSE.002938:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 90.5, "invalid_price": 87.78, "chase_ceiling": 93.22, "intraday_vwap": 90.9495, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.9456, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4285, "prev_amount_yi": 0.2592, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 89.22, "high": 89.22, "low": 89.22, "close": 89.22, "amount_yi": 0.0703 }, { "time": "14:52", "open": 89.17, "high": 89.17, "low": 89.1, "close": 89.1, "amount_yi": 0.1995 }, { "time": "14:53", "open": 89.15, "high": 89.17, "low": 89.15, "close": 89.17, "amount_yi": 0.0494 }, { "time": "14:54", "open": 89.21, "high": 89.21, "low": 89.21, "close": 89.21, "amount_yi": 0.0709 }, { "time": "14:55", "open": 89.18, "high": 89.18, "low": 89.18, "close": 89.18, "amount_yi": 0.0384 } ] }, "quote": { "last": 89.18, "ts": "2026-08-28T14:55:12", "prev_close": 89.2, "open": 88.07, "high": 93.52, "low": 87.99, "bid1": 89.18, "ask1": 89.19, "bid_qty1": 56, "ask_qty1": 826 } }, { "event_id": "20260827:20260828:SZSE.300814:VWAP_RECLAIM:BUY", "symbol": "SZSE.300814", "name": "中富电路", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W33", "plan_id": "20260827:SZSE.300814:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 139.28, "invalid_price": 135.1, "chase_ceiling": 143.46, "intraday_vwap": 135.9485, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.2273, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1291, "prev_amount_yi": 0.1518, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 134.36, "high": 134.36, "low": 134.36, "close": 134.36, "amount_yi": 0.0286 }, { "time": "14:52", "open": 134.3, "high": 134.3, "low": 134.14, "close": 134.14, "amount_yi": 0.0171 }, { "time": "14:53", "open": 134.02, "high": 134.16, "low": 134.02, "close": 134.16, "amount_yi": 0.0308 }, { "time": "14:54", "open": 134.15, "high": 134.15, "low": 134.0, "close": 134.0, "amount_yi": 0.0203 }, { "time": "14:55", "open": 134.28, "high": 134.28, "low": 134.28, "close": 134.28, "amount_yi": 0.0323 } ] }, "quote": { "last": 134.28, "ts": "2026-08-28T14:55:12", "prev_close": 137.88, "open": 136.5, "high": 140.28, "low": 132.8, "bid1": 134.28, "ask1": 134.33, "bid_qty1": 3, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.002138:VWAP_RECLAIM:BUY", "symbol": "SZSE.002138", "name": "顺络电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W34", "plan_id": "20260827:SZSE.002138:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 48.84, "invalid_price": 47.37, "chase_ceiling": 50.31, "intraday_vwap": 49.4581, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.8858, "sim_reason": "position_sizing_entry_risk_reduced", "entry_extension_tier": null, "sizing_reason": "position_sizing_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2847, "prev_amount_yi": 0.22, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2941, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 49.04, "high": 49.04, "low": 49.04, "close": 49.04, "amount_yi": 0.0233 }, { "time": "14:52", "open": 49.04, "high": 49.04, "low": 49.0, "close": 49.0, "amount_yi": 0.0452 }, { "time": "14:53", "open": 49.04, "high": 49.04, "low": 49.03, "close": 49.03, "amount_yi": 0.0793 }, { "time": "14:54", "open": 49.01, "high": 49.01, "low": 48.97, "close": 48.97, "amount_yi": 0.06 }, { "time": "14:55", "open": 49.02, "high": 49.02, "low": 49.02, "close": 49.02, "amount_yi": 0.0769 } ] }, "quote": { "last": 49.02, "ts": "2026-08-28T14:55:12", "prev_close": 48.26, "open": 48.55, "high": 50.82, "low": 47.91, "bid1": 49.01, "ask1": 49.03, "bid_qty1": 4, "ask_qty1": 25 } }, { "event_id": "20260827:20260828:SHSE.603175:VWAP_RECLAIM:BUY", "symbol": "SHSE.603175", "name": "超颖电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W35", "plan_id": "20260827:SHSE.603175:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 90.9, "invalid_price": 88.17, "chase_ceiling": 93.63, "intraday_vwap": 93.1054, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.0479, "sim_reason": "entry_risk_too_wide_over_5pct", "entry_extension_tier": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0606, "prev_amount_yi": 0.0426, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 93.13, "high": 93.13, "low": 93.13, "close": 93.13, "amount_yi": 0.0147 }, { "time": "14:52", "open": 93.13, "high": 93.15, "low": 93.13, "close": 93.15, "amount_yi": 0.0078 }, { "time": "14:53", "open": 92.98, "high": 93.2, "low": 92.98, "close": 93.2, "amount_yi": 0.0261 }, { "time": "14:54", "open": 93.01, "high": 93.01, "low": 93.01, "close": 93.01, "amount_yi": 0.0085 }, { "time": "14:55", "open": 93.15, "high": 93.15, "low": 93.15, "close": 93.15, "amount_yi": 0.0035 } ] }, "quote": { "last": 93.15, "ts": "2026-08-28T14:55:12", "prev_close": 90.7, "open": 90.17, "high": 94.15, "low": 89.6, "bid1": 93.01, "ask1": 93.15, "bid_qty1": 1, "ask_qty1": 3 } }, { "event_id": "20260827:20260828:SHSE.605058:VWAP_RECLAIM:BUY", "symbol": "SHSE.605058", "name": "澳弘电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W36", "plan_id": "20260827:SHSE.605058:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 27.97, "invalid_price": 27.13, "chase_ceiling": 28.81, "intraday_vwap": 27.4962, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.5317, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "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": 0.0084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 27.4, "high": 27.4, "low": 27.4, "close": 27.4, "amount_yi": 0.0017 }, { "time": "14:52", "open": 27.42, "high": 27.42, "low": 27.41, "close": 27.41, "amount_yi": 0.0018 }, { "time": "14:53", "open": 27.4, "high": 27.4, "low": 27.39, "close": 27.39, "amount_yi": 0.002 }, { "time": "14:54", "open": 27.38, "high": 27.4, "low": 27.38, "close": 27.4, "amount_yi": 0.0037 }, { "time": "14:55", "open": 27.35, "high": 27.35, "low": 27.35, "close": 27.35, "amount_yi": 0.0018 } ] }, "quote": { "last": 27.35, "ts": "2026-08-28T14:55:11", "prev_close": 27.6, "open": 27.53, "high": 27.97, "low": 27.0, "bid1": 27.35, "ask1": 27.38, "bid_qty1": 1, "ask_qty1": 3 } }, { "event_id": "20260827:20260828:SHSE.600237:VWAP_RECLAIM:BUY", "symbol": "SHSE.600237", "name": "铜峰电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W37", "plan_id": "20260827:SHSE.600237:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 8.55, "invalid_price": 8.29, "chase_ceiling": 8.81, "intraday_vwap": 8.56, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.8178, "sim_reason": "near_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0309, "prev_amount_yi": 0.0516, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5988, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 8.5, "high": 8.5, "low": 8.5, "close": 8.5, "amount_yi": 0.0009 }, { "time": "14:52", "open": 8.5, "high": 8.5, "low": 8.5, "close": 8.5, "amount_yi": 0.0136 }, { "time": "14:53", "open": 8.49, "high": 8.5, "low": 8.49, "close": 8.5, "amount_yi": 0.0051 }, { "time": "14:54", "open": 8.5, "high": 8.5, "low": 8.49, "close": 8.49, "amount_yi": 0.0061 }, { "time": "14:55", "open": 8.49, "high": 8.49, "low": 8.49, "close": 8.49, "amount_yi": 0.0052 } ] }, "quote": { "last": 8.49, "ts": "2026-08-28T14:55:11", "prev_close": 8.49, "open": 8.5, "high": 8.66, "low": 8.46, "bid1": 8.49, "ask1": 8.5, "bid_qty1": 1494, "ask_qty1": 1331 } }, { "event_id": "20260827:20260828:SZSE.301458:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301458", "name": "钧崴电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W38", "plan_id": "20260827:SZSE.301458:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 39.72, "invalid_price": 38.53, "chase_ceiling": 40.91, "intraday_vwap": 40.008, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.6945, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0952, "prev_amount_yi": 0.0904, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 38.98, "high": 38.98, "low": 38.98, "close": 38.98, "amount_yi": 0.0189 }, { "time": "14:52", "open": 38.98, "high": 38.98, "low": 38.97, "close": 38.97, "amount_yi": 0.0184 }, { "time": "14:53", "open": 38.97, "high": 38.97, "low": 38.94, "close": 38.94, "amount_yi": 0.0184 }, { "time": "14:54", "open": 38.96, "high": 38.96, "low": 38.93, "close": 38.93, "amount_yi": 0.0303 }, { "time": "14:55", "open": 38.93, "high": 38.93, "low": 38.93, "close": 38.93, "amount_yi": 0.0092 } ] }, "quote": { "last": 38.93, "ts": "2026-08-28T14:55:12", "prev_close": 39.31, "open": 39.73, "high": 40.87, "low": 38.89, "bid1": 38.93, "ask1": 38.94, "bid_qty1": 1, "ask_qty1": 88 } }, { "event_id": "20260827:20260828:SHSE.603328:VWAP_RECLAIM:BUY", "symbol": "SHSE.603328", "name": "依顿电子", "theme": "元件", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W39", "plan_id": "20260827:SHSE.603328:VWAP_RECLAIM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.07, "invalid_price": 10.74, "chase_ceiling": 11.4, "intraday_vwap": 11.0803, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.2662, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0529, "prev_amount_yi": 0.034, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5559, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:51", "open": 10.94, "high": 10.94, "low": 10.94, "close": 10.94, "amount_yi": 0.0037 }, { "time": "14:52", "open": 10.93, "high": 10.94, "low": 10.93, "close": 10.94, "amount_yi": 0.0228 }, { "time": "14:53", "open": 10.94, "high": 10.94, "low": 10.94, "close": 10.94, "amount_yi": 0.008 }, { "time": "14:54", "open": 10.95, "high": 10.95, "low": 10.94, "close": 10.94, "amount_yi": 0.0122 }, { "time": "14:55", "open": 10.94, "high": 10.94, "low": 10.94, "close": 10.94, "amount_yi": 0.0062 } ] }, "quote": { "last": 10.94, "ts": "2026-08-28T14:55:12", "prev_close": 10.98, "open": 10.95, "high": 11.24, "low": 10.92, "bid1": 10.94, "ask1": 10.95, "bid_qty1": 1, "ask_qty1": 1405 } }, { "event_id": "20260827:20260828:SZSE.001232:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.001232", "name": "嘉立创", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W40", "plan_id": "20260827:SZSE.001232:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 172.6178, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.774, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4492, "prev_amount_yi": 0.5554, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8088, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 175.68, "high": 175.68, "low": 175.68, "close": 175.68, "amount_yi": 0.0318 }, { "time": "14:52", "open": 175.65, "high": 175.65, "low": 175.47, "close": 175.47, "amount_yi": 0.0967 }, { "time": "14:53", "open": 175.5, "high": 175.5, "low": 175.48, "close": 175.48, "amount_yi": 0.0769 }, { "time": "14:54", "open": 175.6, "high": 175.6, "low": 175.59, "close": 175.59, "amount_yi": 0.1656 }, { "time": "14:55", "open": 175.68, "high": 175.68, "low": 175.68, "close": 175.68, "amount_yi": 0.0782 } ] }, "quote": { "last": 175.68, "ts": "2026-08-28T14:55:12", "prev_close": 162.03, "open": 165.97, "high": 177.77, "low": 165.97, "bid1": 175.68, "ask1": 175.69, "bid_qty1": 5, "ask_qty1": 17 } }, { "event_id": "20260827:20260828:SZSE.002636:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.002636", "name": "金安国纪", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W41", "plan_id": "20260827:SZSE.002636:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 74.3334, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.6324, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1098, "prev_amount_yi": 1.1643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 73.15, "high": 73.15, "low": 73.15, "close": 73.15, "amount_yi": 0.1151 }, { "time": "14:52", "open": 73.08, "high": 73.08, "low": 73.05, "close": 73.05, "amount_yi": 0.1802 }, { "time": "14:53", "open": 73.05, "high": 73.05, "low": 73.01, "close": 73.01, "amount_yi": 0.2813 }, { "time": "14:54", "open": 73.01, "high": 73.01, "low": 72.97, "close": 72.97, "amount_yi": 0.2536 }, { "time": "14:55", "open": 73.12, "high": 73.12, "low": 73.12, "close": 73.12, "amount_yi": 0.2796 } ] }, "quote": { "last": 73.12, "ts": "2026-08-28T14:55:12", "prev_close": 69.41, "open": 72.07, "high": 76.35, "low": 72.0, "bid1": 73.11, "ask1": 73.12, "bid_qty1": 1, "ask_qty1": 3 } }, { "event_id": "20260827:20260828:SZSE.002134:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.002134", "name": "天津普林", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W42", "plan_id": "20260827:SZSE.002134:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 22.4243, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.58, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0754, "prev_amount_yi": 0.076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9921, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 22.1, "high": 22.1, "low": 22.1, "close": 22.1, "amount_yi": 0.0116 }, { "time": "14:52", "open": 22.09, "high": 22.09, "low": 22.08, "close": 22.08, "amount_yi": 0.0184 }, { "time": "14:53", "open": 22.08, "high": 22.08, "low": 22.08, "close": 22.08, "amount_yi": 0.0166 }, { "time": "14:54", "open": 22.07, "high": 22.07, "low": 22.05, "close": 22.05, "amount_yi": 0.0187 }, { "time": "14:55", "open": 22.07, "high": 22.07, "low": 22.07, "close": 22.07, "amount_yi": 0.0101 } ] }, "quote": { "last": 22.07, "ts": "2026-08-28T14:55:12", "prev_close": 22.63, "open": 22.66, "high": 22.89, "low": 22.04, "bid1": 22.05, "ask1": 22.07, "bid_qty1": 6, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SHSE.605258:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.605258", "name": "协和电子", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W43", "plan_id": "20260827:SHSE.605258:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 31.024, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.0113, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0841, "prev_amount_yi": 0.068, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 30.41, "high": 30.41, "low": 30.41, "close": 30.41, "amount_yi": 0.0094 }, { "time": "14:52", "open": 30.42, "high": 30.42, "low": 30.42, "close": 30.42, "amount_yi": 0.0175 }, { "time": "14:53", "open": 30.41, "high": 30.41, "low": 30.39, "close": 30.39, "amount_yi": 0.0256 }, { "time": "14:54", "open": 30.41, "high": 30.41, "low": 30.39, "close": 30.39, "amount_yi": 0.0242 }, { "time": "14:55", "open": 30.4, "high": 30.4, "low": 30.4, "close": 30.4, "amount_yi": 0.0074 } ] }, "quote": { "last": 30.4, "ts": "2026-08-28T14:55:12", "prev_close": 31.9, "open": 31.0, "high": 32.16, "low": 30.38, "bid1": 30.4, "ask1": 30.41, "bid_qty1": 4, "ask_qty1": 22 } }, { "event_id": "20260827:20260828:SZSE.300936:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300936", "name": "中英科技", "theme": "半导体链 / PCB概念", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W44", "plan_id": "20260827:SZSE.300936:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 94.0, "invalid_price": 91.18, "chase_ceiling": 96.82, "intraday_vwap": 87.0031, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -3.7735, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1819, "prev_amount_yi": 0.1726, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0539, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 84.0, "high": 84.0, "low": 84.0, "close": 84.0, "amount_yi": 0.0476 }, { "time": "14:52", "open": 83.83, "high": 83.96, "low": 83.83, "close": 83.96, "amount_yi": 0.0525 }, { "time": "14:53", "open": 83.9, "high": 83.9, "low": 83.87, "close": 83.87, "amount_yi": 0.0188 }, { "time": "14:54", "open": 83.77, "high": 83.77, "low": 83.74, "close": 83.74, "amount_yi": 0.0419 }, { "time": "14:55", "open": 83.72, "high": 83.72, "low": 83.72, "close": 83.72, "amount_yi": 0.0211 } ] }, "quote": { "last": 83.72, "ts": "2026-08-28T14:55:12", "prev_close": 90.02, "open": 90.0, "high": 90.95, "low": 83.58, "bid1": 83.71, "ask1": 83.72, "bid_qty1": 8, "ask_qty1": 12 } }, { "event_id": "20260827:20260828:SHSE.600114:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600114", "name": "东睦股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W45", "plan_id": "20260827:SHSE.600114:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 31.5, "invalid_price": 30.55, "chase_ceiling": 32.45, "intraday_vwap": 30.9131, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.5951, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1653, "prev_amount_yi": 0.1056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 30.46, "high": 30.46, "low": 30.46, "close": 30.46, "amount_yi": 0.0192 }, { "time": "14:52", "open": 30.47, "high": 30.47, "low": 30.46, "close": 30.46, "amount_yi": 0.0334 }, { "time": "14:53", "open": 30.47, "high": 30.47, "low": 30.45, "close": 30.45, "amount_yi": 0.0389 }, { "time": "14:54", "open": 30.45, "high": 30.45, "low": 30.43, "close": 30.43, "amount_yi": 0.0681 }, { "time": "14:55", "open": 30.42, "high": 30.42, "low": 30.42, "close": 30.42, "amount_yi": 0.0057 } ] }, "quote": { "last": 30.42, "ts": "2026-08-28T14:55:13", "prev_close": 31.24, "open": 31.0, "high": 31.57, "low": 30.4, "bid1": 30.41, "ask1": 30.42, "bid_qty1": 115, "ask_qty1": 7 } }, { "event_id": "20260827:20260828:SHSE.600522:SECOND_WAVE_BREAK_VWAP: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": "W46", "plan_id": "20260827:SHSE.600522:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 36.13, "invalid_price": 35.05, "chase_ceiling": 37.21, "intraday_vwap": 35.6469, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7586, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1545, "prev_amount_yi": 1.9102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 35.05, "high": 35.05, "low": 35.05, "close": 35.05, "amount_yi": 0.1994 }, { "time": "14:52", "open": 35.06, "high": 35.06, "low": 35.05, "close": 35.05, "amount_yi": 0.5055 }, { "time": "14:53", "open": 35.03, "high": 35.03, "low": 35.02, "close": 35.02, "amount_yi": 0.567 }, { "time": "14:54", "open": 35.02, "high": 35.02, "low": 35.01, "close": 35.01, "amount_yi": 0.5884 }, { "time": "14:55", "open": 35.02, "high": 35.02, "low": 35.02, "close": 35.02, "amount_yi": 0.2942 } ] }, "quote": { "last": 35.02, "ts": "2026-08-28T14:55:11", "prev_close": 36.08, "open": 35.7, "high": 36.39, "low": 35.01, "bid1": 35.01, "ask1": 35.02, "bid_qty1": 3418, "ask_qty1": 336 } }, { "event_id": "20260827:20260828:SZSE.301312:SECOND_WAVE_BREAK_VWAP: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": "W47", "plan_id": "20260827:SZSE.301312:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 82.55, "invalid_price": 80.07, "chase_ceiling": 85.03, "intraday_vwap": 82.2225, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.9463, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.129, "prev_amount_yi": 0.0879, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4676, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 79.95, "high": 79.95, "low": 79.95, "close": 79.95, "amount_yi": 0.0471 }, { "time": "14:52", "open": 80.04, "high": 80.04, "low": 79.96, "close": 79.96, "amount_yi": 0.0245 }, { "time": "14:53", "open": 80.0, "high": 80.0, "low": 79.94, "close": 79.94, "amount_yi": 0.0233 }, { "time": "14:54", "open": 79.91, "high": 79.91, "low": 79.86, "close": 79.86, "amount_yi": 0.0229 }, { "time": "14:55", "open": 79.8, "high": 79.8, "low": 79.8, "close": 79.8, "amount_yi": 0.0112 } ] }, "quote": { "last": 79.8, "ts": "2026-08-28T14:55:12", "prev_close": 79.51, "open": 82.96, "high": 84.94, "low": 79.79, "bid1": 79.8, "ask1": 79.82, "bid_qty1": 7, "ask_qty1": 5 } }, { "event_id": "20260827:20260828:SHSE.601137:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.601137", "name": "博威合金", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W48", "plan_id": "20260827:SHSE.601137:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 21.3, "invalid_price": 20.66, "chase_ceiling": 21.94, "intraday_vwap": 21.6318, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.9329, "sim_reason": "minute_energy_amount_too_low", "entry_extension_tier": null, "sizing_reason": "position_sizing_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1734, "prev_amount_yi": 0.1732, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0012, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 21.46, "high": 21.46, "low": 21.46, "close": 21.46, "amount_yi": 0.0147 }, { "time": "14:52", "open": 21.47, "high": 21.47, "low": 21.45, "close": 21.45, "amount_yi": 0.0224 }, { "time": "14:53", "open": 21.46, "high": 21.46, "low": 21.43, "close": 21.43, "amount_yi": 0.0392 }, { "time": "14:54", "open": 21.44, "high": 21.44, "low": 21.42, "close": 21.42, "amount_yi": 0.0515 }, { "time": "14:55", "open": 21.43, "high": 21.43, "low": 21.43, "close": 21.43, "amount_yi": 0.0456 } ] }, "quote": { "last": 21.43, "ts": "2026-08-28T14:55:12", "prev_close": 21.12, "open": 21.11, "high": 22.06, "low": 21.0, "bid1": 21.42, "ask1": 21.43, "bid_qty1": 2, "ask_qty1": 46 } }, { "event_id": "20260827:20260828:SZSE.002436:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002436", "name": "兴森科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W49", "plan_id": "20260827:SZSE.002436:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 35.9, "invalid_price": 34.82, "chase_ceiling": 36.98, "intraday_vwap": 36.6624, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.4887, "sim_reason": "near_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0291, "prev_amount_yi": 0.8215, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 35.78, "high": 35.78, "low": 35.78, "close": 35.78, "amount_yi": 0.0918 }, { "time": "14:52", "open": 35.77, "high": 35.77, "low": 35.73, "close": 35.73, "amount_yi": 0.1904 }, { "time": "14:53", "open": 35.74, "high": 35.75, "low": 35.74, "close": 35.75, "amount_yi": 0.3554 }, { "time": "14:54", "open": 35.74, "high": 35.74, "low": 35.73, "close": 35.73, "amount_yi": 0.2171 }, { "time": "14:55", "open": 35.75, "high": 35.75, "low": 35.75, "close": 35.75, "amount_yi": 0.1744 } ] }, "quote": { "last": 35.75, "ts": "2026-08-28T14:55:12", "prev_close": 35.7, "open": 36.36, "high": 37.8, "low": 35.72, "bid1": 35.75, "ask1": 35.76, "bid_qty1": 174, "ask_qty1": 14 } }, { "event_id": "20260827:20260828:SHSE.603228:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.603228", "name": "景旺电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W50", "plan_id": "20260827:SHSE.603228:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 97.0, "invalid_price": 94.09, "chase_ceiling": 99.91, "intraday_vwap": 96.4389, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.5082, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8845, "prev_amount_yi": 0.4757, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 94.19, "high": 94.19, "low": 94.19, "close": 94.19, "amount_yi": 0.0682 }, { "time": "14:52", "open": 94.07, "high": 94.12, "low": 94.07, "close": 94.12, "amount_yi": 0.1747 }, { "time": "14:53", "open": 94.1, "high": 94.1, "low": 94.04, "close": 94.04, "amount_yi": 0.2165 }, { "time": "14:54", "open": 94.03, "high": 94.03, "low": 94.01, "close": 94.01, "amount_yi": 0.2243 }, { "time": "14:55", "open": 94.02, "high": 94.02, "low": 94.02, "close": 94.02, "amount_yi": 0.2008 } ] }, "quote": { "last": 94.02, "ts": "2026-08-28T14:55:12", "prev_close": 96.74, "open": 96.99, "high": 98.89, "low": 94.0, "bid1": 94.01, "ask1": 94.02, "bid_qty1": 11, "ask_qty1": 91 } }, { "event_id": "20260827:20260828:SHSE.600601:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SHSE.600601", "name": "方正科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W51", "plan_id": "20260827:SHSE.600601:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 12.59, "invalid_price": 12.21, "chase_ceiling": 12.97, "intraday_vwap": 12.6184, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.2063, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3892, "prev_amount_yi": 0.3143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 12.35, "high": 12.35, "low": 12.35, "close": 12.35, "amount_yi": 0.0259 }, { "time": "14:52", "open": 12.34, "high": 12.34, "low": 12.34, "close": 12.34, "amount_yi": 0.0847 }, { "time": "14:53", "open": 12.34, "high": 12.34, "low": 12.33, "close": 12.33, "amount_yi": 0.0855 }, { "time": "14:54", "open": 12.33, "high": 12.33, "low": 12.33, "close": 12.33, "amount_yi": 0.1312 }, { "time": "14:55", "open": 12.34, "high": 12.34, "low": 12.34, "close": 12.34, "amount_yi": 0.0619 } ] }, "quote": { "last": 12.34, "ts": "2026-08-28T14:55:11", "prev_close": 12.43, "open": 12.32, "high": 12.98, "low": 12.23, "bid1": 12.33, "ask1": 12.34, "bid_qty1": 637, "ask_qty1": 2028 } }, { "event_id": "20260827:20260828:SZSE.300319:SECOND_WAVE_BREAK_VWAP: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": "W52", "plan_id": "20260827:SZSE.300319:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 19.18, "invalid_price": 18.6, "chase_ceiling": 19.76, "intraday_vwap": 21.113, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.3404, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8234, "prev_amount_yi": 0.8186, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 20.86, "high": 20.86, "low": 20.86, "close": 20.86, "amount_yi": 0.0732 }, { "time": "14:52", "open": 20.84, "high": 20.84, "low": 20.83, "close": 20.83, "amount_yi": 0.1254 }, { "time": "14:53", "open": 20.85, "high": 20.85, "low": 20.85, "close": 20.85, "amount_yi": 0.2703 }, { "time": "14:54", "open": 20.85, "high": 20.85, "low": 20.85, "close": 20.85, "amount_yi": 0.2356 }, { "time": "14:55", "open": 20.83, "high": 20.83, "low": 20.83, "close": 20.83, "amount_yi": 0.1189 } ] }, "quote": { "last": 20.83, "ts": "2026-08-28T14:55:12", "prev_close": 18.99, "open": 19.46, "high": 22.1, "low": 19.3, "bid1": 20.84, "ask1": 20.85, "bid_qty1": 11, "ask_qty1": 721 } }, { "event_id": "20260827:20260828:SHSE.600183:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.600183", "name": "生益科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W53", "plan_id": "20260827:SHSE.600183:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 143.01, "invalid_price": 138.72, "chase_ceiling": 147.3, "intraday_vwap": 146.6639, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.7254, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8438, "prev_amount_yi": 2.4409, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 146.11, "high": 146.11, "low": 146.11, "close": 146.11, "amount_yi": 0.2207 }, { "time": "14:52", "open": 146.02, "high": 146.06, "low": 146.02, "close": 146.06, "amount_yi": 0.6845 }, { "time": "14:53", "open": 146.06, "high": 146.06, "low": 146.06, "close": 146.06, "amount_yi": 0.7983 }, { "time": "14:54", "open": 145.98, "high": 145.98, "low": 145.66, "close": 145.66, "amount_yi": 0.5984 }, { "time": "14:55", "open": 145.6, "high": 145.6, "low": 145.6, "close": 145.6, "amount_yi": 0.5419 } ] }, "quote": { "last": 145.6, "ts": "2026-08-28T14:55:12", "prev_close": 140.97, "open": 140.01, "high": 151.79, "low": 138.41, "bid1": 145.59, "ask1": 145.6, "bid_qty1": 4, "ask_qty1": 22 } }, { "event_id": "20260827:20260828:SZSE.000823:SECOND_WAVE_BREAK_VWAP: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": "W54", "plan_id": "20260827:SZSE.000823:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 15.72, "invalid_price": 15.25, "chase_ceiling": 16.19, "intraday_vwap": 15.6212, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.5441, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1078, "prev_amount_yi": 0.1107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 15.4, "high": 15.4, "low": 15.4, "close": 15.4, "amount_yi": 0.0156 }, { "time": "14:52", "open": 15.39, "high": 15.4, "low": 15.39, "close": 15.4, "amount_yi": 0.0249 }, { "time": "14:53", "open": 15.39, "high": 15.39, "low": 15.38, "close": 15.38, "amount_yi": 0.0194 }, { "time": "14:54", "open": 15.39, "high": 15.39, "low": 15.38, "close": 15.38, "amount_yi": 0.0371 }, { "time": "14:55", "open": 15.38, "high": 15.38, "low": 15.38, "close": 15.38, "amount_yi": 0.0108 } ] }, "quote": { "last": 15.38, "ts": "2026-08-28T14:55:12", "prev_close": 15.7, "open": 15.6, "high": 15.93, "low": 15.37, "bid1": 15.37, "ask1": 15.38, "bid_qty1": 431, "ask_qty1": 389 } }, { "event_id": "20260827:20260828:SZSE.301319:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301319", "name": "唯特偶", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W55", "plan_id": "20260827:SZSE.301319:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 108.3, "invalid_price": 105.05, "chase_ceiling": 111.55, "intraday_vwap": 105.6663, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.4634, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2599, "prev_amount_yi": 0.1898, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 104.22, "high": 104.22, "low": 104.22, "close": 104.22, "amount_yi": 0.0223 }, { "time": "14:52", "open": 104.09, "high": 104.09, "low": 104.02, "close": 104.02, "amount_yi": 0.0461 }, { "time": "14:53", "open": 104.02, "high": 104.09, "low": 104.02, "close": 104.09, "amount_yi": 0.0942 }, { "time": "14:54", "open": 104.09, "high": 104.09, "low": 104.0, "close": 104.0, "amount_yi": 0.0577 }, { "time": "14:55", "open": 104.12, "high": 104.12, "low": 104.12, "close": 104.12, "amount_yi": 0.0396 } ] }, "quote": { "last": 104.12, "ts": "2026-08-28T14:55:12", "prev_close": 106.84, "open": 106.01, "high": 107.99, "low": 103.83, "bid1": 104.17, "ask1": 104.2, "bid_qty1": 1, "ask_qty1": 4 } }, { "event_id": "20260827:20260828: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": "W56", "plan_id": "20260827:SHSE.603738:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 42.69, "invalid_price": 41.41, "chase_ceiling": 43.97, "intraday_vwap": 41.3911, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.8294, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4005, "prev_amount_yi": 0.3312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 40.3, "high": 40.3, "low": 40.3, "close": 40.3, "amount_yi": 0.0469 }, { "time": "14:52", "open": 40.3, "high": 40.31, "low": 40.3, "close": 40.31, "amount_yi": 0.0871 }, { "time": "14:53", "open": 40.27, "high": 40.27, "low": 40.25, "close": 40.25, "amount_yi": 0.0878 }, { "time": "14:54", "open": 40.23, "high": 40.23, "low": 40.2, "close": 40.2, "amount_yi": 0.0965 }, { "time": "14:55", "open": 40.22, "high": 40.22, "low": 40.22, "close": 40.22, "amount_yi": 0.0822 } ] }, "quote": { "last": 40.22, "ts": "2026-08-28T14:55:13", "prev_close": 42.09, "open": 41.97, "high": 42.52, "low": 40.19, "bid1": 40.22, "ask1": 40.24, "bid_qty1": 3, "ask_qty1": 284 } }, { "event_id": "20260827:20260828:SZSE.002579:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.002579", "name": "中京电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W57", "plan_id": "20260827:SZSE.002579:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.95, "invalid_price": 14.5, "chase_ceiling": 15.4, "intraday_vwap": 14.6484, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.764, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2523, "prev_amount_yi": 0.1863, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3543, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 14.39, "high": 14.39, "low": 14.39, "close": 14.39, "amount_yi": 0.0285 }, { "time": "14:52", "open": 14.38, "high": 14.38, "low": 14.37, "close": 14.37, "amount_yi": 0.0479 }, { "time": "14:53", "open": 14.37, "high": 14.38, "low": 14.37, "close": 14.38, "amount_yi": 0.0869 }, { "time": "14:54", "open": 14.38, "high": 14.38, "low": 14.37, "close": 14.37, "amount_yi": 0.0589 }, { "time": "14:55", "open": 14.39, "high": 14.39, "low": 14.39, "close": 14.39, "amount_yi": 0.0301 } ] }, "quote": { "last": 14.39, "ts": "2026-08-28T14:55:12", "prev_close": 14.52, "open": 14.69, "high": 14.95, "low": 14.36, "bid1": 14.38, "ask1": 14.39, "bid_qty1": 449, "ask_qty1": 1491 } }, { "event_id": "20260827:20260828:SZSE.300726:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.300726", "name": "宏达电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W58", "plan_id": "20260827:SZSE.300726:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 54.95, "invalid_price": 53.3, "chase_ceiling": 56.6, "intraday_vwap": 53.9447, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.2147, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1815, "prev_amount_yi": 0.1486, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2214, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 52.52, "high": 52.52, "low": 52.52, "close": 52.52, "amount_yi": 0.0193 }, { "time": "14:52", "open": 52.52, "high": 52.54, "low": 52.52, "close": 52.54, "amount_yi": 0.0254 }, { "time": "14:53", "open": 52.53, "high": 52.54, "low": 52.53, "close": 52.54, "amount_yi": 0.0351 }, { "time": "14:54", "open": 52.51, "high": 52.7, "low": 52.51, "close": 52.7, "amount_yi": 0.077 }, { "time": "14:55", "open": 52.75, "high": 52.75, "low": 52.75, "close": 52.75, "amount_yi": 0.0247 } ] }, "quote": { "last": 52.75, "ts": "2026-08-28T14:55:12", "prev_close": 54.95, "open": 53.85, "high": 55.85, "low": 52.5, "bid1": 52.75, "ask1": 52.78, "bid_qty1": 3, "ask_qty1": 9 } }, { "event_id": "20260827:20260828:SZSE.301338:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301338", "name": "凯格精机", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W59", "plan_id": "20260827:SZSE.301338:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 103.97, "invalid_price": 100.85, "chase_ceiling": 107.09, "intraday_vwap": 100.9625, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.9537, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1278, "prev_amount_yi": 0.0946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.351, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 99.03, "high": 99.03, "low": 99.03, "close": 99.03, "amount_yi": 0.0136 }, { "time": "14:52", "open": 98.96, "high": 98.96, "low": 98.92, "close": 98.92, "amount_yi": 0.0527 }, { "time": "14:53", "open": 98.96, "high": 98.96, "low": 98.9, "close": 98.9, "amount_yi": 0.0292 }, { "time": "14:54", "open": 98.93, "high": 98.93, "low": 98.93, "close": 98.93, "amount_yi": 0.0181 }, { "time": "14:55", "open": 98.99, "high": 98.99, "low": 98.99, "close": 98.99, "amount_yi": 0.0142 } ] }, "quote": { "last": 98.99, "ts": "2026-08-28T14:55:12", "prev_close": 103.5, "open": 103.73, "high": 103.87, "low": 98.81, "bid1": 98.99, "ask1": 99.01, "bid_qty1": 3, "ask_qty1": 2 } }, { "event_id": "20260827:20260828: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": "W60", "plan_id": "20260827:SZSE.301511:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 88.88, "invalid_price": 86.21, "chase_ceiling": 91.55, "intraday_vwap": 89.8177, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 0.5815, "sim_reason": "trigger_touched_but_above_exec_high", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8663, "prev_amount_yi": 0.846, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 90.61, "high": 90.61, "low": 90.61, "close": 90.61, "amount_yi": 0.1253 }, { "time": "14:52", "open": 90.53, "high": 90.53, "low": 90.4, "close": 90.4, "amount_yi": 0.2044 }, { "time": "14:53", "open": 90.3, "high": 90.45, "low": 90.3, "close": 90.45, "amount_yi": 0.2132 }, { "time": "14:54", "open": 90.36, "high": 90.36, "low": 90.25, "close": 90.25, "amount_yi": 0.1679 }, { "time": "14:55", "open": 90.34, "high": 90.34, "low": 90.34, "close": 90.34, "amount_yi": 0.1555 } ] }, "quote": { "last": 90.34, "ts": "2026-08-28T14:55:12", "prev_close": 86.89, "open": 88.37, "high": 92.47, "low": 86.0, "bid1": 90.34, "ask1": 90.38, "bid_qty1": 7, "ask_qty1": 49 } }, { "event_id": "20260827:20260828:SZSE.301366:SECOND_WAVE_BREAK_VWAP:BUY", "symbol": "SZSE.301366", "name": "一博科技", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W61", "plan_id": "20260827:SZSE.301366:SECOND_WAVE_BREAK_VWAP", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 57.0, "invalid_price": 55.29, "chase_ceiling": 58.71, "intraday_vwap": 57.2654, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.9827, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1384, "prev_amount_yi": 0.0773, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7904, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:51", "open": 56.24, "high": 56.24, "low": 56.24, "close": 56.24, "amount_yi": 0.0154 }, { "time": "14:52", "open": 56.18, "high": 56.18, "low": 56.13, "close": 56.13, "amount_yi": 0.0195 }, { "time": "14:53", "open": 56.08, "high": 56.11, "low": 56.08, "close": 56.11, "amount_yi": 0.0383 }, { "time": "14:54", "open": 56.12, "high": 56.12, "low": 56.11, "close": 56.11, "amount_yi": 0.035 }, { "time": "14:55", "open": 56.13, "high": 56.13, "low": 56.13, "close": 56.13, "amount_yi": 0.0302 } ] }, "quote": { "last": 56.13, "ts": "2026-08-28T14:55:12", "prev_close": 56.92, "open": 57.13, "high": 58.34, "low": 56.02, "bid1": 56.1, "ask1": 56.13, "bid_qty1": 6, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.300285:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300285", "name": "国瓷材料", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W62", "plan_id": "20260827:SZSE.300285:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 70.71, "invalid_price": 68.59, "chase_ceiling": 72.83, "intraday_vwap": 70.0106, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.7292, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3346, "prev_amount_yi": 1.2797, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 68.86, "high": 68.86, "low": 68.86, "close": 68.86, "amount_yi": 0.1021 }, { "time": "14:52", "open": 68.8, "high": 68.8, "low": 68.8, "close": 68.8, "amount_yi": 0.256 }, { "time": "14:53", "open": 68.8, "high": 68.8, "low": 68.79, "close": 68.79, "amount_yi": 0.3401 }, { "time": "14:54", "open": 68.8, "high": 68.8, "low": 68.69, "close": 68.69, "amount_yi": 0.2898 }, { "time": "14:55", "open": 68.8, "high": 68.8, "low": 68.8, "close": 68.8, "amount_yi": 0.3466 } ] }, "quote": { "last": 68.8, "ts": "2026-08-28T14:55:12", "prev_close": 70.01, "open": 71.19, "high": 71.87, "low": 68.09, "bid1": 68.8, "ask1": 68.81, "bid_qty1": 49, "ask_qty1": 173 } }, { "event_id": "20260827:20260828:SHSE.688396:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688396", "name": "华润微", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W63", "plan_id": "20260827:SHSE.688396:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 63.24, "invalid_price": 61.34, "chase_ceiling": 65.14, "intraday_vwap": 60.9533, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3095, "prev_amount_yi": 0.4086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 61.03, "high": 61.03, "low": 61.03, "close": 61.03, "amount_yi": 0.0352 }, { "time": "14:52", "open": 61.01, "high": 61.01, "low": 60.98, "close": 60.98, "amount_yi": 0.0905 }, { "time": "14:53", "open": 60.95, "high": 60.95, "low": 60.92, "close": 60.92, "amount_yi": 0.0949 }, { "time": "14:54", "open": 60.91, "high": 60.92, "low": 60.91, "close": 60.92, "amount_yi": 0.0553 }, { "time": "14:55", "open": 60.95, "high": 60.95, "low": 60.95, "close": 60.95, "amount_yi": 0.0336 } ] }, "quote": { "last": 60.95, "ts": "2026-08-28T14:55:12", "prev_close": 63.0, "open": 62.44, "high": 63.01, "low": 60.88, "bid1": 60.96, "ask1": 60.97, "bid_qty1": 4, "ask_qty1": 30 } }, { "event_id": "20260827:20260828:SHSE.603936:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.603936", "name": "博敏电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W64", "plan_id": "20260827:SHSE.603936:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 18.49, "invalid_price": 17.94, "chase_ceiling": 19.04, "intraday_vwap": 18.6552, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.9225, "sim_reason": "waiting_trigger", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2167, "prev_amount_yi": 0.1652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3117, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 18.09, "high": 18.09, "low": 18.09, "close": 18.09, "amount_yi": 0.0227 }, { "time": "14:52", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0391 }, { "time": "14:53", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0398 }, { "time": "14:54", "open": 18.07, "high": 18.08, "low": 18.07, "close": 18.08, "amount_yi": 0.0501 }, { "time": "14:55", "open": 18.11, "high": 18.11, "low": 18.11, "close": 18.11, "amount_yi": 0.065 } ] }, "quote": { "last": 18.11, "ts": "2026-08-28T14:55:12", "prev_close": 18.42, "open": 18.42, "high": 19.26, "low": 18.05, "bid1": 18.11, "ask1": 18.12, "bid_qty1": 92, "ask_qty1": 38 } }, { "event_id": "20260827:20260828:SZSE.301128:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.301128", "name": "强瑞技术", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W65", "plan_id": "20260827:SZSE.301128:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 121.87, "invalid_price": 118.21, "chase_ceiling": 125.53, "intraday_vwap": 116.5992, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -3.5414, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.353, "prev_amount_yi": 0.2337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5105, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 112.77, "high": 112.77, "low": 112.77, "close": 112.77, "amount_yi": 0.0566 }, { "time": "14:52", "open": 112.8, "high": 112.8, "low": 112.78, "close": 112.78, "amount_yi": 0.0841 }, { "time": "14:53", "open": 112.44, "high": 112.51, "low": 112.44, "close": 112.51, "amount_yi": 0.0916 }, { "time": "14:54", "open": 112.46, "high": 112.46, "low": 112.45, "close": 112.45, "amount_yi": 0.0802 }, { "time": "14:55", "open": 112.47, "high": 112.47, "low": 112.47, "close": 112.47, "amount_yi": 0.0405 } ] }, "quote": { "last": 112.47, "ts": "2026-08-28T14:55:12", "prev_close": 120.17, "open": 120.0, "high": 121.86, "low": 112.35, "bid1": 112.47, "ask1": 112.48, "bid_qty1": 18, "ask_qty1": 8 } }, { "event_id": "20260827:20260828: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": "W66", "plan_id": "20260827:SHSE.688668:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 269.87, "invalid_price": 261.77, "chase_ceiling": 277.97, "intraday_vwap": 258.9969, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2528, "prev_amount_yi": 0.2474, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0218, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 259.45, "high": 259.45, "low": 259.45, "close": 259.45, "amount_yi": 0.0281 }, { "time": "14:52", "open": 259.29, "high": 259.29, "low": 259.12, "close": 259.12, "amount_yi": 0.0366 }, { "time": "14:53", "open": 258.87, "high": 258.87, "low": 258.87, "close": 258.87, "amount_yi": 0.0897 }, { "time": "14:54", "open": 258.89, "high": 258.99, "low": 258.89, "close": 258.99, "amount_yi": 0.0663 }, { "time": "14:55", "open": 258.83, "high": 258.83, "low": 258.83, "close": 258.83, "amount_yi": 0.0321 } ] }, "quote": { "last": 258.83, "ts": "2026-08-28T14:55:12", "prev_close": 269.0, "open": 263.62, "high": 270.77, "low": 258.68, "bid1": 258.8, "ask1": 258.83, "bid_qty1": 1, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.001309:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.001309", "name": "德明利", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W67", "plan_id": "20260827:SZSE.001309:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 437.544, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.8704, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.723, "prev_amount_yi": 1.344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.282, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 429.75, "high": 429.75, "low": 429.75, "close": 429.75, "amount_yi": 0.1345 }, { "time": "14:52", "open": 429.7, "high": 429.7, "low": 429.53, "close": 429.53, "amount_yi": 0.4641 }, { "time": "14:53", "open": 429.6, "high": 429.66, "low": 429.6, "close": 429.66, "amount_yi": 0.2934 }, { "time": "14:54", "open": 429.71, "high": 429.71, "low": 429.36, "close": 429.36, "amount_yi": 0.5662 }, { "time": "14:55", "open": 429.36, "high": 429.36, "low": 429.36, "close": 429.36, "amount_yi": 0.2648 } ] }, "quote": { "last": 429.36, "ts": "2026-08-28T14:55:12", "prev_close": 429.76, "open": 437.5, "high": 448.25, "low": 429.01, "bid1": 429.35, "ask1": 429.4, "bid_qty1": 5, "ask_qty1": 8 } }, { "event_id": "20260827:20260828: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": "W68", "plan_id": "20260827:SZSE.300548:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 223.2, "invalid_price": 216.5, "chase_ceiling": 229.9, "intraday_vwap": 216.5147, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.6603, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.63, "prev_amount_yi": 0.5909, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 213.03, "high": 213.03, "low": 213.03, "close": 213.03, "amount_yi": 0.1014 }, { "time": "14:52", "open": 213.04, "high": 213.07, "low": 213.04, "close": 213.07, "amount_yi": 0.1029 }, { "time": "14:53", "open": 213.09, "high": 213.09, "low": 212.99, "close": 212.99, "amount_yi": 0.2494 }, { "time": "14:54", "open": 212.97, "high": 212.97, "low": 212.95, "close": 212.95, "amount_yi": 0.0809 }, { "time": "14:55", "open": 212.92, "high": 212.92, "low": 212.92, "close": 212.92, "amount_yi": 0.0954 } ] }, "quote": { "last": 212.92, "ts": "2026-08-28T14:55:12", "prev_close": 216.01, "open": 218.16, "high": 221.65, "low": 212.0, "bid1": 212.92, "ask1": 212.99, "bid_qty1": 2, "ask_qty1": 1 } }, { "event_id": "20260827:20260828:SZSE.002396:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.002396", "name": "星网锐捷", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W69", "plan_id": "20260827:SZSE.002396:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 36.0655, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 1.7316, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4919, "prev_amount_yi": 5.7889, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 36.68, "high": 36.68, "low": 36.68, "close": 36.68, "amount_yi": 0.4782 }, { "time": "14:52", "open": 36.68, "high": 36.69, "low": 36.68, "close": 36.69, "amount_yi": 0.5239 }, { "time": "14:53", "open": 36.69, "high": 36.69, "low": 36.69, "close": 36.69, "amount_yi": 0.3554 }, { "time": "14:54", "open": 36.69, "high": 36.69, "low": 36.69, "close": 36.69, "amount_yi": 0.0935 }, { "time": "14:55", "open": 36.69, "high": 36.69, "low": 36.69, "close": 36.69, "amount_yi": 0.0409 } ] }, "quote": { "last": 36.69, "ts": "2026-08-28T14:55:12", "prev_close": 33.35, "open": 33.8, "high": 36.69, "low": 33.4, "bid1": 36.69, "ask1": 0.0, "bid_qty1": 47150, "ask_qty1": 0 } }, { "event_id": "20260827:20260828: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": "W70", "plan_id": "20260827:SHSE.688807:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 359.12, "invalid_price": 348.35, "chase_ceiling": 369.89, "intraday_vwap": 332.7764, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2123, "prev_amount_yi": 0.1144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 333.68, "high": 333.68, "low": 333.68, "close": 333.68, "amount_yi": 0.0438 }, { "time": "14:52", "open": 333.68, "high": 333.68, "low": 333.5, "close": 333.5, "amount_yi": 0.0423 }, { "time": "14:53", "open": 333.2, "high": 333.22, "low": 333.2, "close": 333.22, "amount_yi": 0.0264 }, { "time": "14:54", "open": 332.5, "high": 332.5, "low": 332.0, "close": 332.0, "amount_yi": 0.0797 }, { "time": "14:55", "open": 331.8, "high": 331.8, "low": 331.8, "close": 331.8, "amount_yi": 0.0201 } ] }, "quote": { "last": 331.8, "ts": "2026-08-28T14:55:13", "prev_close": 354.39, "open": 345.0, "high": 353.0, "low": 331.7, "bid1": 331.71, "ask1": 331.8, "bid_qty1": 4, "ask_qty1": 7 } }, { "event_id": "20260827:20260828:SZSE.002515:LIMIT_ANCHOR_NO_CHASE: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": "W71", "plan_id": "20260827:SZSE.002515:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 8.4977, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.3851, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2017, "prev_amount_yi": 0.1417, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 8.38, "high": 8.38, "low": 8.38, "close": 8.38, "amount_yi": 0.0207 }, { "time": "14:52", "open": 8.38, "high": 8.38, "low": 8.37, "close": 8.37, "amount_yi": 0.0553 }, { "time": "14:53", "open": 8.36, "high": 8.38, "low": 8.36, "close": 8.38, "amount_yi": 0.0537 }, { "time": "14:54", "open": 8.38, "high": 8.38, "low": 8.37, "close": 8.37, "amount_yi": 0.0485 }, { "time": "14:55", "open": 8.38, "high": 8.38, "low": 8.38, "close": 8.38, "amount_yi": 0.0235 } ] }, "quote": { "last": 8.38, "ts": "2026-08-28T14:55:12", "prev_close": 8.58, "open": 8.79, "high": 8.88, "low": 8.3, "bid1": 8.37, "ask1": 8.38, "bid_qty1": 527, "ask_qty1": 2211 } }, { "event_id": "20260827:20260828:SHSE.603011:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.603011", "name": "合锻智能", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W72", "plan_id": "20260827:SHSE.603011:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 26.8762, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": 2.8791, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0598, "prev_amount_yi": 0.1585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 27.65, "high": 27.65, "low": 27.65, "close": 27.65, "amount_yi": 0.0168 }, { "time": "14:52", "open": 27.65, "high": 27.65, "low": 27.65, "close": 27.65, "amount_yi": 0.0156 }, { "time": "14:53", "open": 27.65, "high": 27.65, "low": 27.65, "close": 27.65, "amount_yi": 0.0105 }, { "time": "14:54", "open": 27.65, "high": 27.65, "low": 27.65, "close": 27.65, "amount_yi": 0.0092 }, { "time": "14:55", "open": 27.65, "high": 27.65, "low": 27.65, "close": 27.65, "amount_yi": 0.0077 } ] }, "quote": { "last": 27.65, "ts": "2026-08-28T14:55:11", "prev_close": 25.14, "open": 25.18, "high": 27.65, "low": 25.0, "bid1": 27.65, "ask1": 0.0, "bid_qty1": 17842, "ask_qty1": 0 } }, { "event_id": "20260827:20260828:SHSE.688813:STRONG_WATCH_CONFIRM:BUY", "symbol": "SHSE.688813", "name": "泰金新能", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W73", "plan_id": "20260827:SHSE.688813:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 120.88, "invalid_price": 117.25, "chase_ceiling": 124.51, "intraday_vwap": 114.7627, "intraday_vwap_quality": "proxy_partial_window", "price_vs_vwap_pct": null, "sim_reason": "session_invalidation_latched", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": "official_entry_session_invalidation_latched", "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0684, "prev_amount_yi": 0.0782, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8747, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 114.91, "high": 114.91, "low": 114.91, "close": 114.91, "amount_yi": 0.0034 }, { "time": "14:52", "open": 114.87, "high": 114.87, "low": 114.82, "close": 114.82, "amount_yi": 0.0218 }, { "time": "14:53", "open": 114.8, "high": 114.8, "low": 114.78, "close": 114.78, "amount_yi": 0.0207 }, { "time": "14:54", "open": 114.63, "high": 114.63, "low": 114.6, "close": 114.6, "amount_yi": 0.0143 }, { "time": "14:55", "open": 114.79, "high": 114.79, "low": 114.79, "close": 114.79, "amount_yi": 0.0082 } ] }, "quote": { "last": 114.79, "ts": "2026-08-28T14:55:13", "prev_close": 119.96, "open": 119.0, "high": 123.08, "low": 114.57, "bid1": 114.7, "ask1": 114.79, "bid_qty1": 9, "ask_qty1": 15 } }, { "event_id": "20260827:20260828:SZSE.002980:LIMIT_ANCHOR_NO_CHASE: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": "W74", "plan_id": "20260827:SZSE.002980:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 103.3279, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -2.5336, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2853, "prev_amount_yi": 0.198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 101.02, "high": 101.02, "low": 101.02, "close": 101.02, "amount_yi": 0.0356 }, { "time": "14:52", "open": 100.9, "high": 100.9, "low": 100.84, "close": 100.84, "amount_yi": 0.0701 }, { "time": "14:53", "open": 100.85, "high": 100.85, "low": 100.8, "close": 100.8, "amount_yi": 0.059 }, { "time": "14:54", "open": 100.81, "high": 100.81, "low": 100.71, "close": 100.71, "amount_yi": 0.0556 }, { "time": "14:55", "open": 100.71, "high": 100.71, "low": 100.71, "close": 100.71, "amount_yi": 0.065 } ] }, "quote": { "last": 100.71, "ts": "2026-08-28T14:55:12", "prev_close": 102.05, "open": 104.01, "high": 106.45, "low": 100.65, "bid1": 100.68, "ask1": 100.77, "bid_qty1": 12, "ask_qty1": 2 } }, { "event_id": "20260827:20260828:SHSE.600103:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SHSE.600103", "name": "青山纸业", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W75", "plan_id": "20260827:SHSE.600103:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 3.9773, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -3.4521, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5763, "prev_amount_yi": 0.4331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 3.87, "high": 3.87, "low": 3.87, "close": 3.87, "amount_yi": 0.0445 }, { "time": "14:52", "open": 3.87, "high": 3.87, "low": 3.86, "close": 3.86, "amount_yi": 0.1052 }, { "time": "14:53", "open": 3.85, "high": 3.85, "low": 3.85, "close": 3.85, "amount_yi": 0.1472 }, { "time": "14:54", "open": 3.85, "high": 3.85, "low": 3.84, "close": 3.84, "amount_yi": 0.1689 }, { "time": "14:55", "open": 3.84, "high": 3.84, "low": 3.84, "close": 3.84, "amount_yi": 0.1105 } ] }, "quote": { "last": 3.84, "ts": "2026-08-28T14:55:13", "prev_close": 3.82, "open": 4.2, "high": 4.2, "low": 3.8, "bid1": 3.83, "ask1": 3.84, "bid_qty1": 13178, "ask_qty1": 2959 } }, { "event_id": "20260827:20260828:SHSE.688183:STRONG_WATCH_CONFIRM: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": "W76", "plan_id": "20260827:SHSE.688183:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 123.49, "invalid_price": 119.79, "chase_ceiling": 127.19, "intraday_vwap": 130.8919, "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_sizing_no_room_or_cash", "execution_block_reason": "conditional_plan_watch_only", "execution_eligible": false, "execution_status": "WATCH_ONLY_TRIGGERED", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7831, "prev_amount_yi": 0.6681, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 131.09, "high": 131.09, "low": 131.09, "close": 131.09, "amount_yi": 0.1033 }, { "time": "14:52", "open": 130.99, "high": 130.99, "low": 130.93, "close": 130.93, "amount_yi": 0.1003 }, { "time": "14:53", "open": 130.91, "high": 130.91, "low": 130.87, "close": 130.87, "amount_yi": 0.1107 }, { "time": "14:54", "open": 130.89, "high": 130.89, "low": 130.84, "close": 130.84, "amount_yi": 0.2145 }, { "time": "14:55", "open": 130.85, "high": 130.85, "low": 130.85, "close": 130.85, "amount_yi": 0.2543 } ] }, "quote": { "last": 130.85, "ts": "2026-08-28T14:55:14", "prev_close": 121.69, "open": 123.42, "high": 138.47, "low": 121.69, "bid1": 130.85, "ask1": 130.87, "bid_qty1": 10, "ask_qty1": 16 } }, { "event_id": "20260827:20260828:SZSE.300903:STRONG_WATCH_CONFIRM:BUY", "symbol": "SZSE.300903", "name": "科翔股份", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W77", "plan_id": "20260827:SZSE.300903:STRONG_WATCH_CONFIRM", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 90.8, "invalid_price": 88.08, "chase_ceiling": 93.52, "intraday_vwap": 93.6699, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -1.644, "sim_reason": "minute_energy_ratio_too_low", "entry_extension_tier": null, "sizing_reason": "position_sizing_entry_risk_reduced", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3375, "prev_amount_yi": 0.554, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:51", "open": 92.3, "high": 92.3, "low": 92.3, "close": 92.3, "amount_yi": 0.0381 }, { "time": "14:52", "open": 92.21, "high": 92.21, "low": 92.1, "close": 92.1, "amount_yi": 0.0749 }, { "time": "14:53", "open": 92.2, "high": 92.2, "low": 92.18, "close": 92.18, "amount_yi": 0.0882 }, { "time": "14:54", "open": 92.13, "high": 92.13, "low": 92.12, "close": 92.12, "amount_yi": 0.0728 }, { "time": "14:55", "open": 92.13, "high": 92.13, "low": 92.13, "close": 92.13, "amount_yi": 0.0635 } ] }, "quote": { "last": 92.13, "ts": "2026-08-28T14:55:12", "prev_close": 90.72, "open": 89.11, "high": 96.63, "low": 89.11, "bid1": 92.12, "ask1": 92.13, "bid_qty1": 26, "ask_qty1": 43 } }, { "event_id": "20260827:20260828:SZSE.300456:LIMIT_ANCHOR_NO_CHASE:BUY", "symbol": "SZSE.300456", "name": "赛微电子", "theme": "AI算力链 / 共封装光学(CPO)", "paper_scope": "conditional_watch", "decision": "conditional_plan", "priority": "W78", "plan_id": "20260827:SZSE.300456:LIMIT_ANCHOR_NO_CHASE", "contract_version": null, "evidence_hash": null, "whitelist_binding": null, "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "invalid_price": null, "chase_ceiling": null, "intraday_vwap": 40.4063, "intraday_vwap_quality": "official_runtime_feed", "price_vs_vwap_pct": -0.0898, "sim_reason": "signal_contract_missing_price_fields", "entry_extension_tier": null, "sizing_reason": "position_sizing_no_room_or_cash", "execution_block_reason": null, "execution_eligible": false, "execution_status": "WATCH_ONLY", "first_block_reason": null, "gate_trace": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1071, "prev_amount_yi": 0.7248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:51", "open": 40.32, "high": 40.32, "low": 40.32, "close": 40.32, "amount_yi": 0.1049 }, { "time": "14:52", "open": 40.32, "high": 40.32, "low": 40.32, "close": 40.32, "amount_yi": 0.2 }, { "time": "14:53", "open": 40.33, "high": 40.36, "low": 40.33, "close": 40.36, "amount_yi": 0.3404 }, { "time": "14:54", "open": 40.32, "high": 40.32, "low": 40.29, "close": 40.29, "amount_yi": 0.1752 }, { "time": "14:55", "open": 40.37, "high": 40.37, "low": 40.37, "close": 40.37, "amount_yi": 0.2866 } ] }, "quote": { "last": 40.37, "ts": "2026-08-28T14:55:12", "prev_close": 37.06, "open": 39.79, "high": 41.8, "low": 39.37, "bid1": 40.35, "ask1": 40.37, "bid_qty1": 7, "ask_qty1": 5 } } ], "snapshot_kind": "intraday_execution_final" }