{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260626", "trade_date": "20260629", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4737, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8212, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.287250384024563, "last": 88.5, "vwap": 84.4412634207241, "above_vwap": true, "amount": 2468766998.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 33.40776701434283, "above_vwap": true, "amount": 957469910.0 }, { "symbol": "SHSE.601133", "name": "柏诚股份", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.005224660397062, "last": 42.11, "vwap": 41.16071988486741, "above_vwap": true, "amount": 537690716.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.373726945047125, "above_vwap": true, "amount": 2966990491.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.39645113693253, "above_vwap": true, "amount": 701344502.0 }, { "symbol": "SHSE.601636", "name": "旗滨集团", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.966405375139974, "last": 9.82, "vwap": 9.748518519214931, "above_vwap": true, "amount": 518451561.0 }, { "symbol": "SZSE.300285", "name": "国瓷材料", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.948545861297541, "last": 112.01, "vwap": 109.09710244615634, "above_vwap": true, "amount": 2551977601.0 }, { "symbol": "SZSE.300666", "name": "江丰电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.906928237217437, "last": 386.38, "vwap": 375.53934601858066, "above_vwap": true, "amount": 1847315597.0 }, { "symbol": "SHSE.603678", "name": "火炬电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.617436155491266, "last": 86.34, "vwap": 83.77018274969035, "above_vwap": true, "amount": 743962993.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.257244938467645, "last": 54.54, "vwap": 52.99012074624338, "above_vwap": true, "amount": 1845386254.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.255567338282077, "last": 204.17, "vwap": 202.40902324339385, "above_vwap": true, "amount": 1743389399.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.728740581270177, "last": 100.08, "vwap": 97.11100051110346, "above_vwap": true, "amount": 931012873.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "no_strong_sector_flow,wait_for_intraday_style_confirmation", "source": "public_quote_auction_proxy", "window": "09:25-09:45", "pool_up_ratio": 0.4737, "pool_up_ratio_min": 0.6, "active_up_ratio": 0.4615, "active_up_ratio_min": 0.5, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "strong_themes": [], "theme_scores": [ { "theme": "业务主题待核对", "passed": false, "sample_count": 92, "active_count": 11, "up_count": 40, "active_up_count": 5, "up_ratio": 0.4348, "active_up_ratio": 0.4545, "avg_ret_pct": 1.0044, "amount_yi": 750.1788, "samples": [ { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 13.2873, "last": 88.5, "open": 82.88, "prev_close": 78.12, "amount_yi": 24.6877, "bid1": 88.5, "bid_qty1": 22, "ask1": 88.55, "ask_qty1": 29, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "ret_pct": 12.8803, "last": 34.88, "open": 32.5, "prev_close": 30.9, "amount_yi": 9.5747, "bid1": 34.88, "bid_qty1": 15, "ask1": 34.89, "ask_qty1": 120, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SHSE.601133", "name": "柏诚股份", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 10.0052, "last": 42.11, "open": 40.66, "prev_close": 38.28, "amount_yi": 5.3769, "bid1": 42.11, "bid_qty1": 31487, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 9.9981, "last": 58.86, "open": 56.0, "prev_close": 53.51, "amount_yi": 29.6699, "bid1": 58.86, "bid_qty1": 298532, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "ret_pct": 9.9965, "last": 94.41, "open": 90.0, "prev_close": 85.83, "amount_yi": 7.0134, "bid1": 94.41, "bid_qty1": 43425, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:34" }, { "symbol": "SHSE.601636", "name": "旗滨集团", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 9.9664, "last": 9.82, "open": 9.68, "prev_close": 8.93, "amount_yi": 5.1845, "bid1": 9.82, "bid_qty1": 863677, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:34" } ] }, { "theme": "趋势股", "passed": false, "sample_count": 36, "active_count": 1, "up_count": 22, "active_up_count": 0, "up_ratio": 0.6111, "active_up_ratio": 0.0, "avg_ret_pct": 1.4463, "amount_yi": 154.1551, "samples": [ { "symbol": "SHSE.605376", "name": "博迁新材", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.8523, "last": 282.09, "open": 273.84, "prev_close": 264.0, "amount_yi": 9.4843, "bid1": 282.09, "bid_qty1": 17, "ask1": 282.59, "ask_qty1": 10, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.5404, "last": 37.14, "open": 36.18, "prev_close": 34.86, "amount_yi": 15.9852, "bid1": 37.14, "bid_qty1": 8, "ask1": 37.16, "ask_qty1": 17, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SHSE.688669", "name": "聚石化学", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.266, "last": 99.89, "open": 98.7, "prev_close": 94.0, "amount_yi": 1.206, "bid1": 99.88, "bid_qty1": 0, "ask1": 99.89, "ask_qty1": 1, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.041, "last": 693.19, "open": 660.0, "prev_close": 653.7, "amount_yi": 5.374, "bid1": 692.98, "bid_qty1": 0, "ask1": 693.19, "ask_qty1": 2, "quote_ts": "2026-06-29T09:37:32" }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.0386, "last": 439.0, "open": 420.0, "prev_close": 414.0, "amount_yi": 5.3011, "bid1": 439.0, "bid_qty1": 43, "ask1": 439.83, "ask_qty1": 1, "quote_ts": "2026-06-29T09:37:32" }, { "symbol": "SHSE.605358", "name": "立昂微", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 5.5858, "last": 79.58, "open": 77.0, "prev_close": 75.37, "amount_yi": 17.0963, "bid1": 79.56, "bid_qty1": 1, "ask1": 79.58, "ask_qty1": 44, "quote_ts": "2026-06-29T09:37:33" } ] }, { "theme": "反转股", "passed": false, "sample_count": 5, "active_count": 1, "up_count": 1, "active_up_count": 1, "up_ratio": 0.2, "active_up_ratio": 1.0, "avg_ret_pct": -3.1678, "amount_yi": 9.1628, "samples": [ { "symbol": "SZSE.300749", "name": "顶固集创", "theme": "反转股", "paper_scope": "shadow_active", "ret_pct": 2.219, "last": 28.1, "open": 28.55, "prev_close": 27.49, "amount_yi": 1.0794, "bid1": 28.08, "bid_qty1": 8, "ask1": 28.1, "ask_qty1": 15, "quote_ts": "2026-06-29T09:37:30" }, { "symbol": "SHSE.600877", "name": "电科芯片", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -1.4371, "last": 16.46, "open": 16.54, "prev_close": 16.7, "amount_yi": 1.0547, "bid1": 16.44, "bid_qty1": 58, "ask1": 16.46, "ask_qty1": 26, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SZSE.301138", "name": "华研精机", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -2.9501, "last": 31.91, "open": 32.56, "prev_close": 32.88, "amount_yi": 0.1428, "bid1": 31.95, "bid_qty1": 11, "ask1": 32.0, "ask_qty1": 10, "quote_ts": "2026-06-29T09:37:30" }, { "symbol": "SZSE.300717", "name": "华信新材", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -3.7727, "last": 21.17, "open": 21.78, "prev_close": 22.0, "amount_yi": 0.4049, "bid1": 21.17, "bid_qty1": 3, "ask1": 21.23, "ask_qty1": 1, "quote_ts": "2026-06-29T09:37:30" }, { "symbol": "SZSE.000703", "name": "恒逸石化", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -9.898, "last": 15.02, "open": 16.0, "prev_close": 16.67, "amount_yi": 6.481, "bid1": 15.02, "bid_qty1": 202, "ask1": 15.07, "ask_qty1": 98, "quote_ts": "2026-06-29T09:37:33" } ] } ], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4737, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8212, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.287250384024563, "last": 88.5, "vwap": 84.4412634207241, "above_vwap": true, "amount": 2468766998.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 33.40776701434283, "above_vwap": true, "amount": 957469910.0 }, { "symbol": "SHSE.601133", "name": "柏诚股份", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.005224660397062, "last": 42.11, "vwap": 41.16071988486741, "above_vwap": true, "amount": 537690716.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.373726945047125, "above_vwap": true, "amount": 2966990491.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.39645113693253, "above_vwap": true, "amount": 701344502.0 }, { "symbol": "SHSE.601636", "name": "旗滨集团", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.966405375139974, "last": 9.82, "vwap": 9.748518519214931, "above_vwap": true, "amount": 518451561.0 }, { "symbol": "SZSE.300285", "name": "国瓷材料", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.948545861297541, "last": 112.01, "vwap": 109.09710244615634, "above_vwap": true, "amount": 2551977601.0 }, { "symbol": "SZSE.300666", "name": "江丰电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.906928237217437, "last": 386.38, "vwap": 375.53934601858066, "above_vwap": true, "amount": 1847315597.0 }, { "symbol": "SHSE.603678", "name": "火炬电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.617436155491266, "last": 86.34, "vwap": 83.77018274969035, "above_vwap": true, "amount": 743962993.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.257244938467645, "last": 54.54, "vwap": 52.99012074624338, "above_vwap": true, "amount": 1845386254.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.255567338282077, "last": 204.17, "vwap": 202.40902324339385, "above_vwap": true, "amount": 1743389399.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.728740581270177, "last": 100.08, "vwap": 97.11100051110346, "above_vwap": true, "amount": 931012873.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4737, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8212, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.287250384024563, "last": 88.5, "vwap": 84.4412634207241, "above_vwap": true, "amount": 2468766998.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 33.40776701434283, "above_vwap": true, "amount": 957469910.0 }, { "symbol": "SHSE.601133", "name": "柏诚股份", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.005224660397062, "last": 42.11, "vwap": 41.16071988486741, "above_vwap": true, "amount": 537690716.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.373726945047125, "above_vwap": true, "amount": 2966990491.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.39645113693253, "above_vwap": true, "amount": 701344502.0 }, { "symbol": "SHSE.601636", "name": "旗滨集团", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.966405375139974, "last": 9.82, "vwap": 9.748518519214931, "above_vwap": true, "amount": 518451561.0 }, { "symbol": "SZSE.300285", "name": "国瓷材料", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.948545861297541, "last": 112.01, "vwap": 109.09710244615634, "above_vwap": true, "amount": 2551977601.0 }, { "symbol": "SZSE.300666", "name": "江丰电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.906928237217437, "last": 386.38, "vwap": 375.53934601858066, "above_vwap": true, "amount": 1847315597.0 }, { "symbol": "SHSE.603678", "name": "火炬电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.617436155491266, "last": 86.34, "vwap": 83.77018274969035, "above_vwap": true, "amount": 743962993.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.257244938467645, "last": 54.54, "vwap": 52.99012074624338, "above_vwap": true, "amount": 1845386254.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.255567338282077, "last": 204.17, "vwap": 202.40902324339385, "above_vwap": true, "amount": 1743389399.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.728740581270177, "last": 100.08, "vwap": 97.11100051110346, "above_vwap": true, "amount": 931012873.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "no_strong_sector_flow,wait_for_intraday_style_confirmation", "source": "public_quote_auction_proxy", "window": "09:25-09:45", "pool_up_ratio": 0.4737, "pool_up_ratio_min": 0.6, "active_up_ratio": 0.4615, "active_up_ratio_min": 0.5, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "strong_themes": [], "theme_scores": [ { "theme": "业务主题待核对", "passed": false, "sample_count": 92, "active_count": 11, "up_count": 40, "active_up_count": 5, "up_ratio": 0.4348, "active_up_ratio": 0.4545, "avg_ret_pct": 1.0044, "amount_yi": 750.1788, "samples": [ { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 13.2873, "last": 88.5, "open": 82.88, "prev_close": 78.12, "amount_yi": 24.6877, "bid1": 88.5, "bid_qty1": 22, "ask1": 88.55, "ask_qty1": 29, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "ret_pct": 12.8803, "last": 34.88, "open": 32.5, "prev_close": 30.9, "amount_yi": 9.5747, "bid1": 34.88, "bid_qty1": 15, "ask1": 34.89, "ask_qty1": 120, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SHSE.601133", "name": "柏诚股份", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 10.0052, "last": 42.11, "open": 40.66, "prev_close": 38.28, "amount_yi": 5.3769, "bid1": 42.11, "bid_qty1": 31487, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 9.9981, "last": 58.86, "open": 56.0, "prev_close": 53.51, "amount_yi": 29.6699, "bid1": 58.86, "bid_qty1": 298532, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "ret_pct": 9.9965, "last": 94.41, "open": 90.0, "prev_close": 85.83, "amount_yi": 7.0134, "bid1": 94.41, "bid_qty1": 43425, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:34" }, { "symbol": "SHSE.601636", "name": "旗滨集团", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "ret_pct": 9.9664, "last": 9.82, "open": 9.68, "prev_close": 8.93, "amount_yi": 5.1845, "bid1": 9.82, "bid_qty1": 863677, "ask1": 0.0, "ask_qty1": 0, "quote_ts": "2026-06-29T09:37:34" } ] }, { "theme": "趋势股", "passed": false, "sample_count": 36, "active_count": 1, "up_count": 22, "active_up_count": 0, "up_ratio": 0.6111, "active_up_ratio": 0.0, "avg_ret_pct": 1.4463, "amount_yi": 154.1551, "samples": [ { "symbol": "SHSE.605376", "name": "博迁新材", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.8523, "last": 282.09, "open": 273.84, "prev_close": 264.0, "amount_yi": 9.4843, "bid1": 282.09, "bid_qty1": 17, "ask1": 282.59, "ask_qty1": 10, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.5404, "last": 37.14, "open": 36.18, "prev_close": 34.86, "amount_yi": 15.9852, "bid1": 37.14, "bid_qty1": 8, "ask1": 37.16, "ask_qty1": 17, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SHSE.688669", "name": "聚石化学", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.266, "last": 99.89, "open": 98.7, "prev_close": 94.0, "amount_yi": 1.206, "bid1": 99.88, "bid_qty1": 0, "ask1": 99.89, "ask_qty1": 1, "quote_ts": "2026-06-29T09:37:33" }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.041, "last": 693.19, "open": 660.0, "prev_close": 653.7, "amount_yi": 5.374, "bid1": 692.98, "bid_qty1": 0, "ask1": 693.19, "ask_qty1": 2, "quote_ts": "2026-06-29T09:37:32" }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 6.0386, "last": 439.0, "open": 420.0, "prev_close": 414.0, "amount_yi": 5.3011, "bid1": 439.0, "bid_qty1": 43, "ask1": 439.83, "ask_qty1": 1, "quote_ts": "2026-06-29T09:37:32" }, { "symbol": "SHSE.605358", "name": "立昂微", "theme": "趋势股", "paper_scope": "shadow_watch", "ret_pct": 5.5858, "last": 79.58, "open": 77.0, "prev_close": 75.37, "amount_yi": 17.0963, "bid1": 79.56, "bid_qty1": 1, "ask1": 79.58, "ask_qty1": 44, "quote_ts": "2026-06-29T09:37:33" } ] }, { "theme": "反转股", "passed": false, "sample_count": 5, "active_count": 1, "up_count": 1, "active_up_count": 1, "up_ratio": 0.2, "active_up_ratio": 1.0, "avg_ret_pct": -3.1678, "amount_yi": 9.1628, "samples": [ { "symbol": "SZSE.300749", "name": "顶固集创", "theme": "反转股", "paper_scope": "shadow_active", "ret_pct": 2.219, "last": 28.1, "open": 28.55, "prev_close": 27.49, "amount_yi": 1.0794, "bid1": 28.08, "bid_qty1": 8, "ask1": 28.1, "ask_qty1": 15, "quote_ts": "2026-06-29T09:37:30" }, { "symbol": "SHSE.600877", "name": "电科芯片", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -1.4371, "last": 16.46, "open": 16.54, "prev_close": 16.7, "amount_yi": 1.0547, "bid1": 16.44, "bid_qty1": 58, "ask1": 16.46, "ask_qty1": 26, "quote_ts": "2026-06-29T09:37:35" }, { "symbol": "SZSE.301138", "name": "华研精机", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -2.9501, "last": 31.91, "open": 32.56, "prev_close": 32.88, "amount_yi": 0.1428, "bid1": 31.95, "bid_qty1": 11, "ask1": 32.0, "ask_qty1": 10, "quote_ts": "2026-06-29T09:37:30" }, { "symbol": "SZSE.300717", "name": "华信新材", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -3.7727, "last": 21.17, "open": 21.78, "prev_close": 22.0, "amount_yi": 0.4049, "bid1": 21.17, "bid_qty1": 3, "ask1": 21.23, "ask_qty1": 1, "quote_ts": "2026-06-29T09:37:30" }, { "symbol": "SZSE.000703", "name": "恒逸石化", "theme": "反转股", "paper_scope": "shadow_watch", "ret_pct": -9.898, "last": 15.02, "open": 16.0, "prev_close": 16.67, "amount_yi": 6.481, "bid1": 15.02, "bid_qty1": 202, "ask1": 15.07, "ask_qty1": 98, "quote_ts": "2026-06-29T09:37:33" } ] } ], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4737, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8212, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.287250384024563, "last": 88.5, "vwap": 84.4412634207241, "above_vwap": true, "amount": 2468766998.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 33.40776701434283, "above_vwap": true, "amount": 957469910.0 }, { "symbol": "SHSE.601133", "name": "柏诚股份", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.005224660397062, "last": 42.11, "vwap": 41.16071988486741, "above_vwap": true, "amount": 537690716.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.373726945047125, "above_vwap": true, "amount": 2966990491.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.39645113693253, "above_vwap": true, "amount": 701344502.0 }, { "symbol": "SHSE.601636", "name": "旗滨集团", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.966405375139974, "last": 9.82, "vwap": 9.748518519214931, "above_vwap": true, "amount": 518451561.0 }, { "symbol": "SZSE.300285", "name": "国瓷材料", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.948545861297541, "last": 112.01, "vwap": 109.09710244615634, "above_vwap": true, "amount": 2551977601.0 }, { "symbol": "SZSE.300666", "name": "江丰电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.906928237217437, "last": 386.38, "vwap": 375.53934601858066, "above_vwap": true, "amount": 1847315597.0 }, { "symbol": "SHSE.603678", "name": "火炬电子", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.617436155491266, "last": 86.34, "vwap": 83.77018274969035, "above_vwap": true, "amount": 743962993.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.257244938467645, "last": 54.54, "vwap": 52.99012074624338, "above_vwap": true, "amount": 1845386254.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.255567338282077, "last": 204.17, "vwap": 202.40902324339385, "above_vwap": true, "amount": 1743389399.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.728740581270177, "last": 100.08, "vwap": 97.11100051110346, "above_vwap": true, "amount": 931012873.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-06-29T09:37:35", "signals": [ { "event_id": "20260626:20260629:SHSE.688432:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.688432:WATCH_CONFIRM", "symbol": "SHSE.688432", "name": "有研硅", "side": "BUY", "priority": "P0", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 30.9, "exec_low": 30.9, "exec_high": 31.83, "invalid_price": 29.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 31.83, "max_chase_pct": 3.0, "base_exec_high": 31.83, "dynamic_exec_high": null, "entry_zone_low": 30.44, "entry_zone_high": 31.36, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.9408, "prev_amount_yi": 2.9567, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 34.5, "high": 34.9, "low": 34.5, "close": 34.9, "amount_yi": 1.1467 }, { "time": "09:36", "open": 34.92, "high": 35.4, "low": 34.92, "close": 35.4, "amount_yi": 1.0247 }, { "time": "09:37", "open": 35.21, "high": 35.21, "low": 34.88, "close": 34.88, "amount_yi": 0.7694 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.88, "ts": "2026-06-29T09:37:35", "prev_close": 30.9, "open": 32.5, "high": 35.5, "low": 31.53, "bid1": 34.88, "ask1": 34.89, "bid_qty1": 15, "ask_qty1": 120 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH", "symbol": "SZSE.300260", "name": "新莱应材", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.33, "exec_low": 97.33, "exec_high": 100.25, "invalid_price": 94.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 100.25, "max_chase_pct": 3.0, "base_exec_high": 100.25, "dynamic_exec_high": null, "entry_zone_low": 95.87, "entry_zone_high": 98.79, "entry_risk_pct": 5.7408, "intraday_vwap": 97.111, "price_vs_vwap_pct": 3.0573, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.8761, "prev_amount_yi": 1.6942, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6976, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:35", "open": 97.82, "high": 98.58, "low": 97.82, "close": 98.58, "amount_yi": 1.0299 }, { "time": "09:36", "open": 98.63, "high": 99.3, "low": 98.63, "close": 99.3, "amount_yi": 1.0526 }, { "time": "09:37", "open": 99.49, "high": 100.08, "low": 99.49, "close": 100.08, "amount_yi": 0.7936 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.08, "ts": "2026-06-29T09:37:33", "prev_close": 92.9, "open": 96.53, "high": 100.3, "low": 94.7, "bid1": 100.08, "ask1": 100.16, "bid_qty1": 46, "ask_qty1": 61 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH", "symbol": "SZSE.300749", "name": "顶固集创", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 28.42, "exec_low": 28.42, "exec_high": 29.27, "invalid_price": 27.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 29.27, "max_chase_pct": 3.0, "base_exec_high": 29.27, "dynamic_exec_high": null, "entry_zone_low": 27.99, "entry_zone_high": 28.85, "entry_risk_pct": null, "intraday_vwap": 28.3793, "price_vs_vwap_pct": -0.9842, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2391, "prev_amount_yi": 0.2952, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.81, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:35", "open": 28.3, "high": 28.3, "low": 28.02, "close": 28.02, "amount_yi": 0.1067 }, { "time": "09:36", "open": 28.21, "high": 28.21, "low": 28.04, "close": 28.04, "amount_yi": 0.0921 }, { "time": "09:37", "open": 28.13, "high": 28.13, "low": 28.1, "close": 28.1, "amount_yi": 0.0403 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.1, "ts": "2026-06-29T09:37:30", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 27.85, "bid1": 28.08, "ask1": 28.1, "bid_qty1": 8, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300088:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300088:BREAK_PREV_HIGH", "symbol": "SZSE.300088", "name": "长信科技", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 12.35, "exec_low": 12.35, "exec_high": 12.72, "invalid_price": 11.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.72, "max_chase_pct": 3.0, "base_exec_high": 12.72, "dynamic_exec_high": null, "entry_zone_low": 12.16, "entry_zone_high": 12.54, "entry_risk_pct": null, "intraday_vwap": 11.6565, "price_vs_vwap_pct": 0.1158, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.0163, "prev_amount_yi": 4.5, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:35", "open": 11.45, "high": 11.45, "low": 11.43, "close": 11.43, "amount_yi": 1.4462 }, { "time": "09:36", "open": 11.4, "high": 11.49, "low": 11.4, "close": 11.49, "amount_yi": 0.8652 }, { "time": "09:37", "open": 11.53, "high": 11.67, "low": 11.53, "close": 11.67, "amount_yi": 0.7049 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.67, "ts": "2026-06-29T09:37:33", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 11.31, "bid1": 11.66, "ask1": 11.67, "bid_qty1": 762, "ask_qty1": 44 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH", "symbol": "SHSE.688392", "name": "骄成超声", "side": "BUY", "priority": "P4", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 208.35, "exec_low": 208.35, "exec_high": 214.6, "invalid_price": 202.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6674, "prev_amount_yi": 0.928, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:35", "open": 204.02, "high": 204.02, "low": 204.0, "close": 204.0, "amount_yi": 0.1762 }, { "time": "09:36", "open": 201.91, "high": 201.91, "low": 201.0, "close": 201.0, "amount_yi": 0.2328 }, { "time": "09:37", "open": 200.5, "high": 200.92, "low": 200.5, "close": 200.92, "amount_yi": 0.2584 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 200.92, "ts": "2026-06-29T09:37:35", "prev_close": 201.99, "open": 195.0, "high": 206.41, "low": 195.0, "bid1": 200.92, "ask1": 202.22, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 14.38, "exec_low": 14.38, "exec_high": 14.81, "invalid_price": 13.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 14.81, "max_chase_pct": 3.0, "base_exec_high": 14.81, "dynamic_exec_high": null, "entry_zone_low": 14.16, "entry_zone_high": 14.6, "entry_risk_pct": null, "intraday_vwap": 14.0305, "price_vs_vwap_pct": 1.8495, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8924, "prev_amount_yi": 1.0434, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 14.08, "high": 14.3, "low": 14.08, "close": 14.3, "amount_yi": 0.4277 }, { "time": "09:36", "open": 14.2, "high": 14.2, "low": 14.2, "close": 14.2, "amount_yi": 0.3062 }, { "time": "09:37", "open": 14.17, "high": 14.29, "low": 14.17, "close": 14.29, "amount_yi": 0.1585 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.29, "ts": "2026-06-29T09:37:34", "prev_close": 14.38, "open": 14.2, "high": 14.38, "low": 13.5, "bid1": 14.29, "ask1": 14.3, "bid_qty1": 187, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM", "symbol": "SZSE.002119", "name": "康强电子", "side": "BUY", "priority": "P6", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 37.02, "exec_low": 37.02, "exec_high": 38.13, "invalid_price": 35.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 38.13, "max_chase_pct": 3.0, "base_exec_high": 38.13, "dynamic_exec_high": null, "entry_zone_low": 36.46, "entry_zone_high": 37.58, "entry_risk_pct": null, "intraday_vwap": 36.6573, "price_vs_vwap_pct": -1.3839, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.0948, "prev_amount_yi": 2.6797, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7817, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 35.6, "high": 35.61, "low": 35.6, "close": 35.61, "amount_yi": 0.7293 }, { "time": "09:36", "open": 35.36, "high": 35.74, "low": 35.36, "close": 35.74, "amount_yi": 0.6808 }, { "time": "09:37", "open": 35.86, "high": 36.15, "low": 35.86, "close": 36.15, "amount_yi": 0.6847 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.15, "ts": "2026-06-29T09:37:33", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 35.3, "bid1": 36.12, "ask1": 36.15, "bid_qty1": 2, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM", "symbol": "SZSE.000823", "name": "超声电子", "side": "BUY", "priority": "P7", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 28.46, "exec_low": 28.46, "exec_high": 29.31, "invalid_price": 27.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 29.31, "max_chase_pct": 3.0, "base_exec_high": 29.31, "dynamic_exec_high": null, "entry_zone_low": 28.03, "entry_zone_high": 28.89, "entry_risk_pct": null, "intraday_vwap": 28.4177, "price_vs_vwap_pct": -0.7309, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.9796, "prev_amount_yi": 2.2865, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8658, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 28.03, "high": 28.03, "low": 27.91, "close": 27.91, "amount_yi": 0.5092 }, { "time": "09:36", "open": 27.78, "high": 28.04, "low": 27.78, "close": 28.04, "amount_yi": 0.7452 }, { "time": "09:37", "open": 28.28, "high": 28.28, "low": 28.21, "close": 28.21, "amount_yi": 0.7252 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.21, "ts": "2026-06-29T09:37:33", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 27.54, "bid1": 28.12, "ask1": 28.21, "bid_qty1": 6, "ask_qty1": 44 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM", "symbol": "SZSE.002559", "name": "亚威股份", "side": "BUY", "priority": "P8", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 12.31, "exec_low": 12.31, "exec_high": 12.68, "invalid_price": 11.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.68, "max_chase_pct": 3.0, "base_exec_high": 12.68, "dynamic_exec_high": null, "entry_zone_low": 12.13, "entry_zone_high": 12.49, "entry_risk_pct": null, "intraday_vwap": 12.5012, "price_vs_vwap_pct": -2.3294, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8031, "prev_amount_yi": 0.8011, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 12.25, "high": 12.36, "low": 12.25, "close": 12.36, "amount_yi": 0.2088 }, { "time": "09:36", "open": 12.31, "high": 12.31, "low": 12.19, "close": 12.19, "amount_yi": 0.3303 }, { "time": "09:37", "open": 12.19, "high": 12.21, "low": 12.19, "close": 12.21, "amount_yi": 0.264 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.21, "ts": "2026-06-29T09:37:33", "prev_close": 12.31, "open": 12.5, "high": 13.0, "low": 12.14, "bid1": 12.21, "ask1": 12.22, "bid_qty1": 3, "ask_qty1": 629 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "P9", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 29.6, "exec_low": 29.6, "exec_high": 30.49, "invalid_price": 28.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 30.49, "max_chase_pct": 3.0, "base_exec_high": 30.49, "dynamic_exec_high": null, "entry_zone_low": 29.16, "entry_zone_high": 30.04, "entry_risk_pct": null, "intraday_vwap": 31.1503, "price_vs_vwap_pct": 2.0536, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 2.9554, "prev_amount_yi": 5.1578, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 31.49, "high": 31.49, "low": 31.26, "close": 31.26, "amount_yi": 1.1958 }, { "time": "09:36", "open": 31.3, "high": 31.43, "low": 31.3, "close": 31.43, "amount_yi": 0.9029 }, { "time": "09:37", "open": 31.55, "high": 31.79, "low": 31.55, "close": 31.79, "amount_yi": 0.8567 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.79, "ts": "2026-06-29T09:37:34", "prev_close": 29.6, "open": 30.99, "high": 31.87, "low": 30.3, "bid1": 31.79, "ask1": 31.8, "bid_qty1": 6, "ask_qty1": 308 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "P10", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 227.51, "max_chase_pct": 3.0, "base_exec_high": 227.51, "dynamic_exec_high": null, "entry_zone_low": 217.57, "entry_zone_high": 224.19, "entry_risk_pct": null, "intraday_vwap": 219.1433, "price_vs_vwap_pct": 0.3362, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.8156, "prev_amount_yi": 1.9656, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 219.15, "high": 219.43, "low": 219.15, "close": 219.43, "amount_yi": 0.6783 }, { "time": "09:36", "open": 220.16, "high": 220.16, "low": 220.0, "close": 220.0, "amount_yi": 0.345 }, { "time": "09:37", "open": 219.88, "high": 219.88, "low": 219.88, "close": 219.88, "amount_yi": 0.7923 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 219.88, "ts": "2026-06-29T09:37:33", "prev_close": 220.88, "open": 225.0, "high": 225.0, "low": 214.0, "bid1": 219.68, "ask1": 219.88, "bid_qty1": 1, "ask_qty1": 142 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": 4.5101, "intraday_vwap": 60.2346, "price_vs_vwap_pct": -1.7176, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.0485, "prev_amount_yi": 3.5469, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 61.66, "high": 61.66, "low": 60.93, "close": 60.93, "amount_yi": 0.9175 }, { "time": "09:36", "open": 60.04, "high": 60.04, "low": 59.88, "close": 59.88, "amount_yi": 1.228 }, { "time": "09:37", "open": 59.94, "high": 59.94, "low": 59.2, "close": 59.2, "amount_yi": 0.903 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 65742.78, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.2, "ts": "2026-06-29T09:37:33", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 58.28, "bid1": 59.02, "ask1": 59.2, "bid_qty1": 2, "ask_qty1": 323 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 88.4, "max_chase_pct": 3.0, "base_exec_high": 88.4, "dynamic_exec_high": null, "entry_zone_low": 84.54, "entry_zone_high": 87.12, "entry_risk_pct": null, "intraday_vwap": 92.3965, "price_vs_vwap_pct": 2.1792, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1442, "prev_amount_yi": 0.604, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:35", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0688 }, { "time": "09:36", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0375 }, { "time": "09:37", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0379 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131485.56, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.41, "ts": "2026-06-29T09:37:34", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.41, "ask1": 0.0, "bid_qty1": 43425, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601133:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.601133:WATCH_CONFIRM", "symbol": "SHSE.601133", "name": "柏诚股份", "side": "BUY", "priority": "W0", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 38.28, "exec_low": 38.28, "exec_high": 38.85, "invalid_price": 37.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 39.43, "max_chase_pct": 1.5, "base_exec_high": 38.85, "dynamic_exec_high": null, "entry_zone_low": 37.71, "entry_zone_high": 38.85, "entry_risk_pct": null, "intraday_vwap": 41.1607, "price_vs_vwap_pct": 2.3063, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2663, "prev_amount_yi": 2.5876, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8758, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 41.5, "high": 42.1, "low": 41.5, "close": 42.1, "amount_yi": 1.115 }, { "time": "09:34", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.3993 }, { "time": "09:35", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.3259 }, { "time": "09:36", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.3756 }, { "time": "09:37", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0505 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.11, "ts": "2026-06-29T09:37:33", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 31487, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603698:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603698:WATCH_CONFIRM", "symbol": "SHSE.603698", "name": "航天工程", "side": "BUY", "priority": "W1", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 43.55, "exec_low": 43.55, "exec_high": 44.2, "invalid_price": 42.24, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.86, "max_chase_pct": 1.5, "base_exec_high": 44.2, "dynamic_exec_high": null, "entry_zone_low": 42.9, "entry_zone_high": 44.2, "entry_risk_pct": null, "intraday_vwap": 42.4931, "price_vs_vwap_pct": -1.1604, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3106, "prev_amount_yi": 2.1455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6109, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 41.61, "high": 41.61, "low": 41.39, "close": 41.39, "amount_yi": 0.3659 }, { "time": "09:34", "open": 41.2, "high": 41.2, "low": 41.2, "close": 41.2, "amount_yi": 0.2495 }, { "time": "09:35", "open": 41.99, "high": 42.0, "low": 41.99, "close": 42.0, "amount_yi": 0.3083 }, { "time": "09:36", "open": 41.8, "high": 41.99, "low": 41.8, "close": 41.99, "amount_yi": 0.211 }, { "time": "09:37", "open": 41.8, "high": 42.0, "low": 41.8, "close": 42.0, "amount_yi": 0.1759 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.0, "ts": "2026-06-29T09:37:32", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 41.0, "bid1": 41.99, "ask1": 42.0, "bid_qty1": 5, "ask_qty1": 589 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002674:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002674:WATCH_CONFIRM", "symbol": "SZSE.002674", "name": "兴业科技", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 28.83, "exec_low": 28.83, "exec_high": 29.26, "invalid_price": 27.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 29.69, "max_chase_pct": 1.5, "base_exec_high": 29.26, "dynamic_exec_high": null, "entry_zone_low": 28.4, "entry_zone_high": 29.26, "entry_risk_pct": null, "intraday_vwap": 29.0136, "price_vs_vwap_pct": -2.2183, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0364, "prev_amount_yi": 3.8294, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 28.0, "high": 28.0, "low": 27.95, "close": 27.95, "amount_yi": 0.2783 }, { "time": "09:34", "open": 28.35, "high": 28.35, "low": 28.35, "close": 28.35, "amount_yi": 0.1485 }, { "time": "09:35", "open": 28.49, "high": 28.49, "low": 28.49, "close": 28.49, "amount_yi": 0.2723 }, { "time": "09:36", "open": 28.31, "high": 28.31, "low": 28.28, "close": 28.28, "amount_yi": 0.1552 }, { "time": "09:37", "open": 28.39, "high": 28.39, "low": 28.37, "close": 28.37, "amount_yi": 0.1821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.37, "ts": "2026-06-29T09:37:33", "prev_close": 28.83, "open": 29.99, "high": 30.0, "low": 27.33, "bid1": 28.31, "ask1": 28.36, "bid_qty1": 67, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603155:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603155:WATCH_CONFIRM", "symbol": "SHSE.603155", "name": "新亚强", "side": "BUY", "priority": "W3", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 25.34, "exec_low": 25.34, "exec_high": 25.72, "invalid_price": 24.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.1, "max_chase_pct": 1.5, "base_exec_high": 25.72, "dynamic_exec_high": null, "entry_zone_low": 24.96, "entry_zone_high": 25.72, "entry_risk_pct": null, "intraday_vwap": 26.1853, "price_vs_vwap_pct": 3.8751, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9296, "prev_amount_yi": 0.9058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0263, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 25.48, "high": 25.48, "low": 25.35, "close": 25.35, "amount_yi": 0.3312 }, { "time": "09:34", "open": 25.98, "high": 25.98, "low": 25.98, "close": 25.98, "amount_yi": 0.0809 }, { "time": "09:35", "open": 26.18, "high": 26.48, "low": 26.18, "close": 26.48, "amount_yi": 0.166 }, { "time": "09:36", "open": 26.3, "high": 26.42, "low": 26.3, "close": 26.42, "amount_yi": 0.1939 }, { "time": "09:37", "open": 26.8, "high": 27.2, "low": 26.8, "close": 27.2, "amount_yi": 0.1576 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.2, "ts": "2026-06-29T09:37:34", "prev_close": 25.34, "open": 26.0, "high": 27.2, "low": 25.3, "bid1": 27.19, "ask1": 27.2, "bid_qty1": 4, "ask_qty1": 66 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000620:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.000620:WATCH_CONFIRM", "symbol": "SZSE.000620", "name": "盈新发展", "side": "BUY", "priority": "W4", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 3.42, "exec_low": 3.42, "exec_high": 3.47, "invalid_price": 3.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.52, "max_chase_pct": 1.5, "base_exec_high": 3.47, "dynamic_exec_high": null, "entry_zone_low": 3.37, "entry_zone_high": 3.47, "entry_risk_pct": null, "intraday_vwap": 3.3867, "price_vs_vwap_pct": 0.3927, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6751, "prev_amount_yi": 3.7168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4507, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 3.34, "high": 3.34, "low": 3.32, "close": 3.32, "amount_yi": 0.4214 }, { "time": "09:34", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.1842 }, { "time": "09:35", "open": 3.37, "high": 3.39, "low": 3.37, "close": 3.39, "amount_yi": 0.3173 }, { "time": "09:36", "open": 3.39, "high": 3.42, "low": 3.39, "close": 3.42, "amount_yi": 0.3431 }, { "time": "09:37", "open": 3.39, "high": 3.4, "low": 3.39, "close": 3.4, "amount_yi": 0.4091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.4, "ts": "2026-06-29T09:37:33", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.31, "bid1": 3.4, "ask1": 3.41, "bid_qty1": 1554, "ask_qty1": 2019 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002354:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002354:WATCH_CONFIRM", "symbol": "SZSE.002354", "name": "天娱数科", "side": "BUY", "priority": "W5", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 8.83, "exec_low": 8.83, "exec_high": 8.96, "invalid_price": 8.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.09, "max_chase_pct": 1.5, "base_exec_high": 8.96, "dynamic_exec_high": null, "entry_zone_low": 8.7, "entry_zone_high": 8.96, "entry_risk_pct": null, "intraday_vwap": 9.3824, "price_vs_vwap_pct": -1.6243, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.6157, "prev_amount_yi": 11.9848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 9.56, "high": 9.6, "low": 9.56, "close": 9.6, "amount_yi": 1.5493 }, { "time": "09:34", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.9093 }, { "time": "09:35", "open": 9.65, "high": 9.65, "low": 9.51, "close": 9.51, "amount_yi": 2.0271 }, { "time": "09:36", "open": 9.34, "high": 9.34, "low": 9.34, "close": 9.34, "amount_yi": 1.6055 }, { "time": "09:37", "open": 9.28, "high": 9.28, "low": 9.23, "close": 9.23, "amount_yi": 1.5245 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.23, "ts": "2026-06-29T09:37:33", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 9.17, "bid1": 9.23, "ask1": 9.24, "bid_qty1": 1557, "ask_qty1": 13 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W6", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 5.76, "exec_low": 5.76, "exec_high": 5.85, "invalid_price": 5.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.93, "max_chase_pct": 1.5, "base_exec_high": 5.85, "dynamic_exec_high": null, "entry_zone_low": 5.67, "entry_zone_high": 5.85, "entry_risk_pct": null, "intraday_vwap": 5.7041, "price_vs_vwap_pct": -2.7016, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9902, "prev_amount_yi": 1.7844, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:33", "open": 5.61, "high": 5.61, "low": 5.52, "close": 5.52, "amount_yi": 0.4612 }, { "time": "09:34", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.1683 }, { "time": "09:35", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.1327 }, { "time": "09:36", "open": 5.57, "high": 5.58, "low": 5.57, "close": 5.58, "amount_yi": 0.1201 }, { "time": "09:37", "open": 5.58, "high": 5.58, "low": 5.55, "close": 5.55, "amount_yi": 0.1079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.55, "ts": "2026-06-29T09:37:33", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.5, "bid1": 5.54, "ask1": 5.55, "bid_qty1": 413, "ask_qty1": 136 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH", "symbol": "SHSE.688359", "name": "三孚新科", "side": "BUY", "priority": "W7", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 195.88, "exec_low": 195.88, "exec_high": 198.82, "invalid_price": 190.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 201.76, "max_chase_pct": 1.5, "base_exec_high": 198.82, "dynamic_exec_high": null, "entry_zone_low": 192.94, "entry_zone_high": 198.82, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0873, "prev_amount_yi": 0.834, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3037, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 191.15, "high": 194.99, "low": 191.15, "close": 194.99, "amount_yi": 0.2097 }, { "time": "09:34", "open": 194.01, "high": 194.01, "low": 194.01, "close": 194.01, "amount_yi": 0.2126 }, { "time": "09:35", "open": 195.28, "high": 195.28, "low": 195.01, "close": 195.01, "amount_yi": 0.2406 }, { "time": "09:36", "open": 195.46, "high": 195.7, "low": 195.46, "close": 195.7, "amount_yi": 0.2138 }, { "time": "09:37", "open": 195.85, "high": 195.85, "low": 193.99, "close": 193.99, "amount_yi": 0.2106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 193.99, "ts": "2026-06-29T09:37:35", "prev_close": 188.61, "open": 189.93, "high": 196.0, "low": 187.2, "bid1": 193.98, "ask1": 195.04, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301526:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301526:BREAK_PREV_HIGH", "symbol": "SZSE.301526", "name": "国际复材", "side": "BUY", "priority": "W8", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 54.1, "exec_low": 54.1, "exec_high": 54.91, "invalid_price": 52.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.72, "max_chase_pct": 1.5, "base_exec_high": 54.91, "dynamic_exec_high": null, "entry_zone_low": 53.29, "entry_zone_high": 54.91, "entry_risk_pct": null, "intraday_vwap": 50.3151, "price_vs_vwap_pct": -2.6137, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.6824, "prev_amount_yi": 10.8893, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 50.23, "high": 50.23, "low": 50.18, "close": 50.18, "amount_yi": 2.4529 }, { "time": "09:34", "open": 50.5, "high": 50.5, "low": 50.5, "close": 50.5, "amount_yi": 0.8829 }, { "time": "09:35", "open": 50.05, "high": 50.05, "low": 49.77, "close": 49.77, "amount_yi": 2.2302 }, { "time": "09:36", "open": 49.5, "high": 49.79, "low": 49.5, "close": 49.79, "amount_yi": 3.3581 }, { "time": "09:37", "open": 49.6, "high": 49.6, "low": 49.0, "close": 49.0, "amount_yi": 1.7583 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.0, "ts": "2026-06-29T09:37:30", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 49.0, "bid1": 49.0, "ask1": 49.04, "bid_qty1": 164, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603938:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603938:BREAK_PREV_HIGH", "symbol": "SHSE.603938", "name": "三孚股份", "side": "BUY", "priority": "W9", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.65, "exec_low": 76.65, "exec_high": 77.8, "invalid_price": 74.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.95, "max_chase_pct": 1.5, "base_exec_high": 77.8, "dynamic_exec_high": null, "entry_zone_low": 75.5, "entry_zone_high": 77.8, "entry_risk_pct": null, "intraday_vwap": 77.2974, "price_vs_vwap_pct": 3.1083, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7075, "prev_amount_yi": 3.7479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7224, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 77.51, "high": 77.51, "low": 77.0, "close": 77.0, "amount_yi": 0.7961 }, { "time": "09:34", "open": 76.47, "high": 76.47, "low": 76.47, "close": 76.47, "amount_yi": 0.2647 }, { "time": "09:35", "open": 76.99, "high": 78.0, "low": 76.99, "close": 78.0, "amount_yi": 0.5071 }, { "time": "09:36", "open": 78.19, "high": 78.47, "low": 78.19, "close": 78.47, "amount_yi": 0.5661 }, { "time": "09:37", "open": 79.0, "high": 79.7, "low": 79.0, "close": 79.7, "amount_yi": 0.5735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.7, "ts": "2026-06-29T09:37:33", "prev_close": 75.81, "open": 76.49, "high": 79.94, "low": 74.74, "bid1": 79.56, "ask1": 79.7, "bid_qty1": 105, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH", "symbol": "SHSE.603065", "name": "宿迁联盛", "side": "BUY", "priority": "W10", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.11, "exec_low": 22.11, "exec_high": 22.44, "invalid_price": 21.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 22.77, "max_chase_pct": 1.5, "base_exec_high": 22.44, "dynamic_exec_high": null, "entry_zone_low": 21.78, "entry_zone_high": 22.44, "entry_risk_pct": null, "intraday_vwap": 20.8625, "price_vs_vwap_pct": 1.1863, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9636, "prev_amount_yi": 1.995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 21.07, "high": 21.4, "low": 21.07, "close": 21.4, "amount_yi": 0.213 }, { "time": "09:34", "open": 21.37, "high": 21.37, "low": 21.37, "close": 21.37, "amount_yi": 0.1888 }, { "time": "09:35", "open": 21.21, "high": 21.4, "low": 21.21, "close": 21.4, "amount_yi": 0.1687 }, { "time": "09:36", "open": 21.61, "high": 21.61, "low": 21.4, "close": 21.4, "amount_yi": 0.239 }, { "time": "09:37", "open": 21.25, "high": 21.25, "low": 21.11, "close": 21.11, "amount_yi": 0.1541 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.11, "ts": "2026-06-29T09:37:33", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 20.06, "bid1": 21.1, "ask1": 21.11, "bid_qty1": 57, "ask_qty1": 17 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "W11", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.63, "exec_low": 61.63, "exec_high": 62.55, "invalid_price": 59.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 63.48, "max_chase_pct": 1.5, "base_exec_high": 62.55, "dynamic_exec_high": null, "entry_zone_low": 60.71, "entry_zone_high": 62.55, "entry_risk_pct": 3.2999, "intraday_vwap": 60.1425, "price_vs_vwap_pct": 2.7726, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.3005, "prev_amount_yi": 7.7162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 61.49, "high": 61.49, "low": 60.76, "close": 60.76, "amount_yi": 2.9914 }, { "time": "09:34", "open": 60.18, "high": 60.18, "low": 60.18, "close": 60.18, "amount_yi": 0.6022 }, { "time": "09:35", "open": 59.67, "high": 60.4, "low": 59.67, "close": 60.4, "amount_yi": 1.8715 }, { "time": "09:36", "open": 60.73, "high": 60.99, "low": 60.73, "close": 60.99, "amount_yi": 0.98 }, { "time": "09:37", "open": 61.39, "high": 61.81, "low": 61.39, "close": 61.81, "amount_yi": 0.8554 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.81, "ts": "2026-06-29T09:37:33", "prev_close": 60.76, "open": 58.98, "high": 62.45, "low": 58.51, "bid1": 61.81, "ask1": 61.82, "bid_qty1": 25, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH", "symbol": "SZSE.300398", "name": "飞凯材料", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 63.95, "exec_low": 63.95, "exec_high": 64.91, "invalid_price": 62.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 65.87, "max_chase_pct": 1.5, "base_exec_high": 64.91, "dynamic_exec_high": null, "entry_zone_low": 62.99, "entry_zone_high": 64.91, "entry_risk_pct": null, "intraday_vwap": 61.1017, "price_vs_vwap_pct": 2.6158, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.3421, "prev_amount_yi": 5.6927, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 60.55, "high": 60.55, "low": 60.5, "close": 60.5, "amount_yi": 0.8803 }, { "time": "09:34", "open": 61.16, "high": 61.16, "low": 61.16, "close": 61.16, "amount_yi": 0.2749 }, { "time": "09:35", "open": 61.05, "high": 61.05, "low": 60.8, "close": 60.8, "amount_yi": 0.933 }, { "time": "09:36", "open": 60.81, "high": 61.88, "low": 60.81, "close": 61.88, "amount_yi": 0.8865 }, { "time": "09:37", "open": 62.1, "high": 62.7, "low": 62.1, "close": 62.7, "amount_yi": 1.3674 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.7, "ts": "2026-06-29T09:37:33", "prev_close": 61.29, "open": 61.48, "high": 62.85, "low": 59.5, "bid1": 62.7, "ask1": 62.8, "bid_qty1": 4, "ask_qty1": 125 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300717:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300717:BREAK_PREV_HIGH", "symbol": "SZSE.300717", "name": "华信新材", "side": "BUY", "priority": "W13", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.76, "exec_low": 22.76, "exec_high": 23.1, "invalid_price": 22.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.44, "max_chase_pct": 1.5, "base_exec_high": 23.1, "dynamic_exec_high": null, "entry_zone_low": 22.42, "entry_zone_high": 23.1, "entry_risk_pct": null, "intraday_vwap": 21.04, "price_vs_vwap_pct": 0.6179, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1333, "prev_amount_yi": 0.2621, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5086, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 21.1, "high": 21.1, "low": 21.02, "close": 21.02, "amount_yi": 0.0376 }, { "time": "09:34", "open": 21.24, "high": 21.24, "low": 21.24, "close": 21.24, "amount_yi": 0.0171 }, { "time": "09:35", "open": 21.35, "high": 21.35, "low": 21.22, "close": 21.22, "amount_yi": 0.0265 }, { "time": "09:36", "open": 21.22, "high": 21.24, "low": 21.22, "close": 21.24, "amount_yi": 0.0344 }, { "time": "09:37", "open": 21.14, "high": 21.17, "low": 21.14, "close": 21.17, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.17, "ts": "2026-06-29T09:37:30", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 20.5, "bid1": 21.17, "ask1": 21.23, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688519:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688519:BREAK_PREV_HIGH", "symbol": "SHSE.688519", "name": "南亚新材", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 439.82, "exec_low": 439.82, "exec_high": 446.42, "invalid_price": 426.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0886, "prev_amount_yi": 1.8218, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1464, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 418.0, "high": 419.19, "low": 418.0, "close": 419.19, "amount_yi": 0.4789 }, { "time": "09:34", "open": 423.98, "high": 423.98, "low": 423.98, "close": 423.98, "amount_yi": 0.2838 }, { "time": "09:35", "open": 421.01, "high": 421.01, "low": 419.75, "close": 419.75, "amount_yi": 0.5433 }, { "time": "09:36", "open": 414.5, "high": 417.0, "low": 414.5, "close": 417.0, "amount_yi": 0.3697 }, { "time": "09:37", "open": 416.69, "high": 416.69, "low": 412.0, "close": 412.0, "amount_yi": 0.4129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 412.0, "ts": "2026-06-29T09:37:33", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 397.43, "bid1": 412.0, "ask1": 413.11, "bid_qty1": 13, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 366.65, "exec_low": 366.65, "exec_high": 372.15, "invalid_price": 355.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 377.65, "max_chase_pct": 1.5, "base_exec_high": 372.15, "dynamic_exec_high": null, "entry_zone_low": 361.15, "entry_zone_high": 372.15, "entry_risk_pct": null, "intraday_vwap": 375.5393, "price_vs_vwap_pct": 2.8867, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.2452, "prev_amount_yi": 8.8335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 374.84, "high": 376.41, "low": 374.84, "close": 376.41, "amount_yi": 1.9447 }, { "time": "09:34", "open": 383.5, "high": 383.5, "low": 383.5, "close": 383.5, "amount_yi": 0.9057 }, { "time": "09:35", "open": 385.0, "high": 385.0, "low": 382.0, "close": 382.0, "amount_yi": 2.5613 }, { "time": "09:36", "open": 384.79, "high": 385.03, "low": 384.79, "close": 385.03, "amount_yi": 1.4922 }, { "time": "09:37", "open": 385.04, "high": 386.38, "low": 385.04, "close": 386.38, "amount_yi": 1.3413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 386.38, "ts": "2026-06-29T09:37:30", "prev_close": 354.78, "open": 369.1, "high": 386.99, "low": 364.18, "bid1": 386.38, "ask1": 386.47, "bid_qty1": 5, "ask_qty1": 11 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH", "symbol": "SZSE.301188", "name": "力诺药包", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 77.44, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.59, "max_chase_pct": 1.5, "base_exec_high": 77.44, "dynamic_exec_high": null, "entry_zone_low": 75.16, "entry_zone_high": 77.44, "entry_risk_pct": null, "intraday_vwap": 71.3136, "price_vs_vwap_pct": -2.6413, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3467, "prev_amount_yi": 1.7985, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 70.69, "high": 70.69, "low": 70.12, "close": 70.12, "amount_yi": 0.4163 }, { "time": "09:34", "open": 70.87, "high": 70.87, "low": 70.87, "close": 70.87, "amount_yi": 0.0997 }, { "time": "09:35", "open": 70.68, "high": 70.68, "low": 69.81, "close": 69.81, "amount_yi": 0.2418 }, { "time": "09:36", "open": 69.26, "high": 69.45, "low": 69.26, "close": 69.45, "amount_yi": 0.3371 }, { "time": "09:37", "open": 69.45, "high": 69.45, "low": 69.43, "close": 69.43, "amount_yi": 0.2518 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.43, "ts": "2026-06-29T09:37:30", "prev_close": 71.15, "open": 70.79, "high": 73.59, "low": 69.11, "bid1": 69.56, "ask1": 69.72, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000703:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.000703:BREAK_PREV_HIGH", "symbol": "SZSE.000703", "name": "恒逸石化", "side": "BUY", "priority": "W17", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 17.08, "exec_low": 17.08, "exec_high": 17.34, "invalid_price": 16.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.59, "max_chase_pct": 1.5, "base_exec_high": 17.34, "dynamic_exec_high": null, "entry_zone_low": 16.82, "entry_zone_high": 17.34, "entry_risk_pct": null, "intraday_vwap": 15.442, "price_vs_vwap_pct": -2.7328, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.0841, "prev_amount_yi": 2.8585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 15.6, "high": 15.65, "low": 15.6, "close": 15.65, "amount_yi": 0.371 }, { "time": "09:34", "open": 15.56, "high": 15.56, "low": 15.56, "close": 15.56, "amount_yi": 0.1869 }, { "time": "09:35", "open": 15.46, "high": 15.46, "low": 15.38, "close": 15.38, "amount_yi": 0.5003 }, { "time": "09:36", "open": 15.28, "high": 15.28, "low": 15.19, "close": 15.19, "amount_yi": 0.4985 }, { "time": "09:37", "open": 15.02, "high": 15.02, "low": 15.02, "close": 15.02, "amount_yi": 1.5274 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.02, "ts": "2026-06-29T09:37:33", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 15.02, "ask1": 15.07, "bid_qty1": 202, "ask_qty1": 98 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 304.0, "exec_low": 304.0, "exec_high": 308.56, "invalid_price": 294.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 313.12, "max_chase_pct": 1.5, "base_exec_high": 308.56, "dynamic_exec_high": null, "entry_zone_low": 299.44, "entry_zone_high": 308.56, "entry_risk_pct": null, "intraday_vwap": 273.0891, "price_vs_vwap_pct": -2.1199, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2153, "prev_amount_yi": 3.5758, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3399, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.3948 }, { "time": "09:34", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.1294 }, { "time": "09:35", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.2465 }, { "time": "09:36", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.1623 }, { "time": "09:37", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.2823 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.3, "ts": "2026-06-29T09:37:34", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 9964 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH", "symbol": "SHSE.688605", "name": "先锋精科", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 101.0, "exec_low": 101.0, "exec_high": 102.51, "invalid_price": 97.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": 4.4382, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5367, "prev_amount_yi": 0.7398, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 103.19, "high": 103.19, "low": 102.6, "close": 102.6, "amount_yi": 0.1825 }, { "time": "09:34", "open": 101.97, "high": 101.97, "low": 101.97, "close": 101.97, "amount_yi": 0.0434 }, { "time": "09:35", "open": 101.31, "high": 101.39, "low": 101.31, "close": 101.39, "amount_yi": 0.1421 }, { "time": "09:36", "open": 101.87, "high": 101.97, "low": 101.87, "close": 101.97, "amount_yi": 0.1043 }, { "time": "09:37", "open": 101.89, "high": 102.16, "low": 101.89, "close": 102.16, "amount_yi": 0.0644 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.16, "ts": "2026-06-29T09:37:33", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 99.16, "bid1": 102.16, "ask1": 102.52, "bid_qty1": 100, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH", "symbol": "SHSE.600619", "name": "海立股份", "side": "BUY", "priority": "W20", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 15.52, "exec_low": 15.52, "exec_high": 15.75, "invalid_price": 15.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.99, "max_chase_pct": 1.5, "base_exec_high": 15.75, "dynamic_exec_high": null, "entry_zone_low": 15.29, "entry_zone_high": 15.75, "entry_risk_pct": null, "intraday_vwap": 15.3309, "price_vs_vwap_pct": -0.3972, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5717, "prev_amount_yi": 0.9611, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5948, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 15.32, "high": 15.32, "low": 15.27, "close": 15.27, "amount_yi": 0.1464 }, { "time": "09:34", "open": 15.25, "high": 15.25, "low": 15.25, "close": 15.25, "amount_yi": 0.1017 }, { "time": "09:35", "open": 15.24, "high": 15.29, "low": 15.24, "close": 15.29, "amount_yi": 0.0957 }, { "time": "09:36", "open": 15.31, "high": 15.31, "low": 15.27, "close": 15.27, "amount_yi": 0.0943 }, { "time": "09:37", "open": 15.2, "high": 15.27, "low": 15.2, "close": 15.27, "amount_yi": 0.1336 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.27, "ts": "2026-06-29T09:37:34", "prev_close": 15.1, "open": 15.15, "high": 15.55, "low": 15.15, "bid1": 15.26, "ask1": 15.27, "bid_qty1": 10, "ask_qty1": 235 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH", "symbol": "SHSE.605376", "name": "博迁新材", "side": "BUY", "priority": "W21", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 271.52, "exec_high": 275.59, "invalid_price": 263.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": null, "intraday_vwap": 278.5969, "price_vs_vwap_pct": 1.2538, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.1857, "prev_amount_yi": 4.9102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 280.22, "high": 280.95, "low": 280.22, "close": 280.95, "amount_yi": 1.0191 }, { "time": "09:34", "open": 283.12, "high": 283.12, "low": 283.12, "close": 283.12, "amount_yi": 0.4015 }, { "time": "09:35", "open": 281.93, "high": 284.0, "low": 281.93, "close": 284.0, "amount_yi": 0.9241 }, { "time": "09:36", "open": 282.52, "high": 283.59, "low": 282.52, "close": 283.59, "amount_yi": 0.9662 }, { "time": "09:37", "open": 281.92, "high": 282.09, "low": 281.92, "close": 282.09, "amount_yi": 0.8748 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 282.09, "ts": "2026-06-29T09:37:35", "prev_close": 264.0, "open": 273.84, "high": 285.33, "low": 273.84, "bid1": 282.09, "ask1": 282.59, "bid_qty1": 17, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W22", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.4, "exec_low": 23.4, "exec_high": 23.75, "invalid_price": 22.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.1, "max_chase_pct": 1.5, "base_exec_high": 23.75, "dynamic_exec_high": null, "entry_zone_low": 23.05, "entry_zone_high": 23.75, "entry_risk_pct": null, "intraday_vwap": 22.1134, "price_vs_vwap_pct": -1.0555, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.3646, "prev_amount_yi": 4.2108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5616, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 21.94, "high": 21.94, "low": 21.8, "close": 21.8, "amount_yi": 0.5726 }, { "time": "09:34", "open": 21.7, "high": 21.7, "low": 21.7, "close": 21.7, "amount_yi": 0.3761 }, { "time": "09:35", "open": 21.72, "high": 21.94, "low": 21.72, "close": 21.94, "amount_yi": 0.5871 }, { "time": "09:36", "open": 21.9, "high": 21.9, "low": 21.88, "close": 21.88, "amount_yi": 0.4323 }, { "time": "09:37", "open": 22.0, "high": 22.0, "low": 21.88, "close": 21.88, "amount_yi": 0.3965 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.88, "ts": "2026-06-29T09:37:33", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 21.66, "bid1": 21.88, "ask1": 21.9, "bid_qty1": 74, "ask_qty1": 17 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601636:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.601636:BREAK_PREV_HIGH", "symbol": "SHSE.601636", "name": "旗滨集团", "side": "BUY", "priority": "W23", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.19, "exec_low": 9.19, "exec_high": 9.33, "invalid_price": 8.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.47, "max_chase_pct": 1.5, "base_exec_high": 9.33, "dynamic_exec_high": null, "entry_zone_low": 9.05, "entry_zone_high": 9.33, "entry_risk_pct": null, "intraday_vwap": 9.7485, "price_vs_vwap_pct": 0.7334, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3007, "prev_amount_yi": 3.5026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.0859, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.1066 }, { "time": "09:34", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0754 }, { "time": "09:35", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0543 }, { "time": "09:36", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0364 }, { "time": "09:37", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.82, "ts": "2026-06-29T09:37:34", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 863677, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH", "symbol": "SHSE.605358", "name": "立昂微", "side": "BUY", "priority": "W24", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.5, "exec_low": 76.5, "exec_high": 77.65, "invalid_price": 74.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.8, "max_chase_pct": 1.5, "base_exec_high": 77.65, "dynamic_exec_high": null, "entry_zone_low": 75.35, "entry_zone_high": 77.65, "entry_risk_pct": null, "intraday_vwap": 76.6413, "price_vs_vwap_pct": 3.8344, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.1985, "prev_amount_yi": 7.4619, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 75.05, "high": 76.19, "low": 75.05, "close": 76.19, "amount_yi": 1.6472 }, { "time": "09:34", "open": 76.9, "high": 76.9, "low": 76.9, "close": 76.9, "amount_yi": 0.683 }, { "time": "09:35", "open": 76.92, "high": 76.92, "low": 76.45, "close": 76.45, "amount_yi": 1.8742 }, { "time": "09:36", "open": 76.48, "high": 77.89, "low": 76.48, "close": 77.89, "amount_yi": 2.2949 }, { "time": "09:37", "open": 78.9, "high": 79.58, "low": 78.9, "close": 79.58, "amount_yi": 1.6992 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.58, "ts": "2026-06-29T09:37:33", "prev_close": 75.37, "open": 77.0, "high": 79.58, "low": 74.08, "bid1": 79.56, "ask1": 79.58, "bid_qty1": 1, "ask_qty1": 44 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH", "symbol": "SHSE.603324", "name": "盛剑科技", "side": "BUY", "priority": "W25", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.15, "exec_low": 52.15, "exec_high": 52.93, "invalid_price": 50.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 53.71, "max_chase_pct": 1.5, "base_exec_high": 52.93, "dynamic_exec_high": null, "entry_zone_low": 51.37, "entry_zone_high": 52.93, "entry_risk_pct": 3.1956, "intraday_vwap": 51.1724, "price_vs_vwap_pct": 2.0863, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5107, "prev_amount_yi": 0.5121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 50.69, "high": 50.69, "low": 50.12, "close": 50.12, "amount_yi": 0.1654 }, { "time": "09:34", "open": 50.9, "high": 50.9, "low": 50.9, "close": 50.9, "amount_yi": 0.0464 }, { "time": "09:35", "open": 50.9, "high": 51.29, "low": 50.9, "close": 51.29, "amount_yi": 0.0838 }, { "time": "09:36", "open": 51.31, "high": 51.7, "low": 51.31, "close": 51.7, "amount_yi": 0.1047 }, { "time": "09:37", "open": 52.07, "high": 52.24, "low": 52.07, "close": 52.24, "amount_yi": 0.1104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.24, "ts": "2026-06-29T09:37:35", "prev_close": 51.02, "open": 50.93, "high": 52.72, "low": 50.03, "bid1": 52.24, "ask1": 52.26, "bid_qty1": 16, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH", "symbol": "SZSE.301138", "name": "华研精机", "side": "BUY", "priority": "W26", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.86, "exec_low": 33.86, "exec_high": 34.37, "invalid_price": 32.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 34.88, "max_chase_pct": 1.5, "base_exec_high": 34.37, "dynamic_exec_high": null, "entry_zone_low": 33.35, "entry_zone_high": 34.37, "entry_risk_pct": null, "intraday_vwap": 32.1356, "price_vs_vwap_pct": -0.702, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0726, "prev_amount_yi": 0.0662, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0967, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 32.01, "high": 32.01, "low": 31.85, "close": 31.85, "amount_yi": 0.0295 }, { "time": "09:34", "open": 32.04, "high": 32.04, "low": 32.04, "close": 32.04, "amount_yi": 0.0167 }, { "time": "09:35", "open": 32.09, "high": 32.14, "low": 32.09, "close": 32.14, "amount_yi": 0.0073 }, { "time": "09:36", "open": 32.07, "high": 32.11, "low": 32.07, "close": 32.11, "amount_yi": 0.0075 }, { "time": "09:37", "open": 31.94, "high": 31.94, "low": 31.91, "close": 31.91, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.91, "ts": "2026-06-29T09:37:30", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 31.8, "bid1": 31.95, "ask1": 32.0, "bid_qty1": 11, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 980.0, "exec_low": 980.0, "exec_high": 994.7, "invalid_price": 950.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1009.4, "max_chase_pct": 1.5, "base_exec_high": 994.7, "dynamic_exec_high": null, "entry_zone_low": 965.3, "entry_zone_high": 994.7, "entry_risk_pct": null, "intraday_vwap": 923.6491, "price_vs_vwap_pct": 2.0983, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 13.1415, "prev_amount_yi": 13.6008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 913.09, "high": 913.09, "low": 907.0, "close": 907.0, "amount_yi": 4.3558 }, { "time": "09:34", "open": 915.0, "high": 915.0, "low": 915.0, "close": 915.0, "amount_yi": 1.9491 }, { "time": "09:35", "open": 922.0, "high": 928.15, "low": 922.0, "close": 928.15, "amount_yi": 1.9451 }, { "time": "09:36", "open": 931.0, "high": 932.73, "low": 931.0, "close": 932.73, "amount_yi": 3.1639 }, { "time": "09:37", "open": 938.89, "high": 943.03, "low": 938.89, "close": 943.03, "amount_yi": 1.7276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 943.03, "ts": "2026-06-29T09:37:33", "prev_close": 951.0, "open": 939.95, "high": 944.44, "low": 900.95, "bid1": 943.03, "ask1": 944.43, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH", "symbol": "SHSE.600667", "name": "太极实业", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.84, "exec_low": 27.84, "exec_high": 28.26, "invalid_price": 27.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.68, "max_chase_pct": 1.5, "base_exec_high": 28.26, "dynamic_exec_high": null, "entry_zone_low": 27.42, "entry_zone_high": 28.26, "entry_risk_pct": null, "intraday_vwap": 27.6658, "price_vs_vwap_pct": 2.5454, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 11.5314, "prev_amount_yi": 14.1584, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 27.38, "high": 27.38, "low": 27.36, "close": 27.36, "amount_yi": 2.0977 }, { "time": "09:34", "open": 27.56, "high": 27.56, "low": 27.56, "close": 27.56, "amount_yi": 1.0486 }, { "time": "09:35", "open": 27.72, "high": 27.76, "low": 27.72, "close": 27.76, "amount_yi": 2.0774 }, { "time": "09:36", "open": 27.8, "high": 28.0, "low": 27.8, "close": 28.0, "amount_yi": 2.5841 }, { "time": "09:37", "open": 28.22, "high": 28.37, "low": 28.22, "close": 28.37, "amount_yi": 3.7236 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.37, "ts": "2026-06-29T09:37:33", "prev_close": 26.88, "open": 27.84, "high": 28.44, "low": 27.0, "bid1": 28.35, "ask1": 28.37, "bid_qty1": 205, "ask_qty1": 346 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W29", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 42.0, "exec_low": 42.0, "exec_high": 42.63, "invalid_price": 40.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 43.26, "max_chase_pct": 1.5, "base_exec_high": 42.63, "dynamic_exec_high": null, "entry_zone_low": 41.37, "entry_zone_high": 42.63, "entry_risk_pct": null, "intraday_vwap": 42.8479, "price_vs_vwap_pct": 1.3118, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7239, "prev_amount_yi": 2.1168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8144, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 42.04, "high": 42.1, "low": 42.04, "close": 42.1, "amount_yi": 0.4013 }, { "time": "09:34", "open": 42.63, "high": 42.63, "low": 42.63, "close": 42.63, "amount_yi": 0.1024 }, { "time": "09:35", "open": 43.07, "high": 43.58, "low": 43.07, "close": 43.58, "amount_yi": 0.4623 }, { "time": "09:36", "open": 43.98, "high": 43.98, "low": 43.55, "close": 43.55, "amount_yi": 0.542 }, { "time": "09:37", "open": 43.36, "high": 43.41, "low": 43.36, "close": 43.41, "amount_yi": 0.2159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.41, "ts": "2026-06-29T09:37:35", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 41.88, "bid1": 43.41, "ask1": 43.42, "bid_qty1": 22, "ask_qty1": 9 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH", "symbol": "SHSE.688669", "name": "聚石化学", "side": "BUY", "priority": "W30", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 98.0, "exec_low": 98.0, "exec_high": 99.47, "invalid_price": 95.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.94, "max_chase_pct": 1.5, "base_exec_high": 99.47, "dynamic_exec_high": null, "entry_zone_low": 96.53, "entry_zone_high": 99.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5774, "prev_amount_yi": 0.5614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0285, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 97.92, "high": 98.88, "low": 97.92, "close": 98.88, "amount_yi": 0.1458 }, { "time": "09:34", "open": 98.97, "high": 98.97, "low": 98.97, "close": 98.97, "amount_yi": 0.0582 }, { "time": "09:35", "open": 99.46, "high": 99.88, "low": 99.46, "close": 99.88, "amount_yi": 0.1075 }, { "time": "09:36", "open": 100.3, "high": 100.65, "low": 100.3, "close": 100.65, "amount_yi": 0.1331 }, { "time": "09:37", "open": 99.9, "high": 99.9, "low": 99.89, "close": 99.89, "amount_yi": 0.1328 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.89, "ts": "2026-06-29T09:37:33", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 96.0, "bid1": 99.88, "ask1": 99.89, "bid_qty1": 0, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 83.44, "max_chase_pct": 1.5, "base_exec_high": 82.23, "dynamic_exec_high": null, "entry_zone_low": 79.79, "entry_zone_high": 82.23, "entry_risk_pct": null, "intraday_vwap": 83.7702, "price_vs_vwap_pct": 3.0677, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.3018, "prev_amount_yi": 3.6087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.915, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 83.97, "high": 84.58, "low": 83.97, "close": 84.58, "amount_yi": 0.8614 }, { "time": "09:34", "open": 83.83, "high": 83.83, "low": 83.83, "close": 83.83, "amount_yi": 0.4261 }, { "time": "09:35", "open": 84.25, "high": 84.89, "low": 84.25, "close": 84.89, "amount_yi": 0.4558 }, { "time": "09:36", "open": 85.28, "high": 85.95, "low": 85.28, "close": 85.95, "amount_yi": 0.7406 }, { "time": "09:37", "open": 86.67, "high": 86.67, "low": 86.34, "close": 86.34, "amount_yi": 0.8179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.34, "ts": "2026-06-29T09:37:34", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 80.92, "bid1": 86.34, "ask1": 86.36, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W32", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.95, "exec_low": 25.95, "exec_high": 26.34, "invalid_price": 25.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.73, "max_chase_pct": 1.5, "base_exec_high": 26.34, "dynamic_exec_high": null, "entry_zone_low": 25.56, "entry_zone_high": 26.34, "entry_risk_pct": null, "intraday_vwap": 23.2736, "price_vs_vwap_pct": -3.5388, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5445, "prev_amount_yi": 1.477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.2314 }, { "time": "09:34", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0703 }, { "time": "09:35", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.1056 }, { "time": "09:36", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0764 }, { "time": "09:37", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0608 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.45, "ts": "2026-06-29T09:37:33", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 59990 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603002:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603002:BREAK_PREV_HIGH", "symbol": "SHSE.603002", "name": "宏昌电子", "side": "BUY", "priority": "W33", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.45, "exec_low": 27.45, "exec_high": 27.86, "invalid_price": 26.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.27, "max_chase_pct": 1.5, "base_exec_high": 27.86, "dynamic_exec_high": null, "entry_zone_low": 27.04, "entry_zone_high": 27.86, "entry_risk_pct": null, "intraday_vwap": 26.3551, "price_vs_vwap_pct": 0.6257, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.0261, "prev_amount_yi": 2.46, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 26.18, "high": 26.27, "low": 26.18, "close": 26.27, "amount_yi": 0.9288 }, { "time": "09:34", "open": 26.31, "high": 26.31, "low": 26.31, "close": 26.31, "amount_yi": 0.4508 }, { "time": "09:35", "open": 26.62, "high": 26.62, "low": 26.6, "close": 26.6, "amount_yi": 0.6791 }, { "time": "09:36", "open": 26.36, "high": 26.49, "low": 26.36, "close": 26.49, "amount_yi": 0.6237 }, { "time": "09:37", "open": 26.46, "high": 26.52, "low": 26.46, "close": 26.52, "amount_yi": 0.3437 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.52, "ts": "2026-06-29T09:37:35", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 25.5, "bid1": 26.52, "ask1": 26.54, "bid_qty1": 331, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300342:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300342:BREAK_PREV_HIGH", "symbol": "SZSE.300342", "name": "天银机电", "side": "BUY", "priority": "W34", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 45.56, "exec_low": 45.56, "exec_high": 46.24, "invalid_price": 44.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 46.93, "max_chase_pct": 1.5, "base_exec_high": 46.24, "dynamic_exec_high": null, "entry_zone_low": 44.88, "entry_zone_high": 46.24, "entry_risk_pct": null, "intraday_vwap": 43.8129, "price_vs_vwap_pct": -0.8283, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8634, "prev_amount_yi": 0.9988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 43.56, "high": 43.56, "low": 43.3, "close": 43.3, "amount_yi": 0.2512 }, { "time": "09:34", "open": 43.41, "high": 43.41, "low": 43.41, "close": 43.41, "amount_yi": 0.1321 }, { "time": "09:35", "open": 43.39, "high": 43.67, "low": 43.39, "close": 43.67, "amount_yi": 0.1466 }, { "time": "09:36", "open": 43.57, "high": 43.57, "low": 43.44, "close": 43.44, "amount_yi": 0.1588 }, { "time": "09:37", "open": 43.3, "high": 43.45, "low": 43.3, "close": 43.45, "amount_yi": 0.1747 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.45, "ts": "2026-06-29T09:37:33", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 43.11, "bid1": 43.45, "ask1": 43.46, "bid_qty1": 2, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002080:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002080:BREAK_PREV_HIGH", "symbol": "SZSE.002080", "name": "中材科技", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 102.22, "exec_low": 102.22, "exec_high": 103.75, "invalid_price": 99.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 105.29, "max_chase_pct": 1.5, "base_exec_high": 103.75, "dynamic_exec_high": null, "entry_zone_low": 100.69, "entry_zone_high": 103.75, "entry_risk_pct": null, "intraday_vwap": 96.1359, "price_vs_vwap_pct": -1.3792, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.8117, "prev_amount_yi": 7.441, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 95.8, "high": 95.8, "low": 95.01, "close": 95.01, "amount_yi": 1.5954 }, { "time": "09:34", "open": 95.38, "high": 95.38, "low": 95.38, "close": 95.38, "amount_yi": 1.0562 }, { "time": "09:35", "open": 95.02, "high": 95.02, "low": 94.75, "close": 94.75, "amount_yi": 1.589 }, { "time": "09:36", "open": 94.21, "high": 94.41, "low": 94.21, "close": 94.41, "amount_yi": 1.9869 }, { "time": "09:37", "open": 95.17, "high": 95.17, "low": 94.81, "close": 94.81, "amount_yi": 1.5842 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.81, "ts": "2026-06-29T09:37:33", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 93.06, "bid1": 94.8, "ask1": 94.83, "bid_qty1": 19, "ask_qty1": 156 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH", "symbol": "SHSE.600007", "name": "XD中国国", "side": "BUY", "priority": "W36", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 19.46, "exec_low": 19.46, "exec_high": 19.75, "invalid_price": 18.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 20.04, "max_chase_pct": 1.5, "base_exec_high": 19.75, "dynamic_exec_high": null, "entry_zone_low": 19.17, "entry_zone_high": 19.75, "entry_risk_pct": null, "intraday_vwap": 18.8895, "price_vs_vwap_pct": 0.1085, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0274, "prev_amount_yi": 0.0295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:33", "open": 18.81, "high": 18.84, "low": 18.81, "close": 18.84, "amount_yi": 0.0128 }, { "time": "09:34", "open": 18.83, "high": 18.83, "low": 18.83, "close": 18.83, "amount_yi": 0.0021 }, { "time": "09:35", "open": 18.88, "high": 18.88, "low": 18.87, "close": 18.87, "amount_yi": 0.0056 }, { "time": "09:36", "open": 18.84, "high": 18.92, "low": 18.84, "close": 18.92, "amount_yi": 0.0023 }, { "time": "09:37", "open": 18.89, "high": 18.91, "low": 18.89, "close": 18.91, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.91, "ts": "2026-06-29T09:37:34", "prev_close": 18.96, "open": 18.93, "high": 19.02, "low": 18.8, "bid1": 18.88, "ask1": 18.93, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM", "symbol": "SHSE.600176", "name": "中国巨石", "side": "BUY", "priority": "W37", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.2, "exec_low": 78.36, "exec_high": 78.36, "invalid_price": 74.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.52, "max_chase_pct": 1.5, "base_exec_high": 78.36, "dynamic_exec_high": null, "entry_zone_low": 76.04, "entry_zone_high": 78.36, "entry_risk_pct": null, "intraday_vwap": 72.2834, "price_vs_vwap_pct": -0.3644, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 12.747, "prev_amount_yi": 10.33, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 72.1, "high": 72.5, "low": 72.1, "close": 72.5, "amount_yi": 4.2518 }, { "time": "09:34", "open": 71.59, "high": 71.59, "low": 71.59, "close": 71.59, "amount_yi": 1.4225 }, { "time": "09:35", "open": 71.9, "high": 71.9, "low": 71.61, "close": 71.61, "amount_yi": 3.3934 }, { "time": "09:36", "open": 71.31, "high": 71.52, "low": 71.31, "close": 71.52, "amount_yi": 2.3017 }, { "time": "09:37", "open": 71.85, "high": 72.02, "low": 71.85, "close": 72.02, "amount_yi": 1.3776 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.02, "ts": "2026-06-29T09:37:33", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 69.95, "bid1": 72.02, "ask1": 72.03, "bid_qty1": 44, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688126:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688126:VWAP_RECLAIM", "symbol": "SHSE.688126", "name": "沪硅产业", "side": "BUY", "priority": "W38", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 36.06, "exec_low": 36.6, "exec_high": 36.6, "invalid_price": 34.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.8963, "prev_amount_yi": 7.7174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8936, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 36.82, "high": 36.82, "low": 36.77, "close": 36.77, "amount_yi": 2.272 }, { "time": "09:34", "open": 37.0, "high": 37.0, "low": 37.0, "close": 37.0, "amount_yi": 0.7999 }, { "time": "09:35", "open": 37.18, "high": 37.18, "low": 36.92, "close": 36.92, "amount_yi": 1.7278 }, { "time": "09:36", "open": 36.77, "high": 36.77, "low": 36.69, "close": 36.69, "amount_yi": 1.2756 }, { "time": "09:37", "open": 36.94, "high": 37.14, "low": 36.94, "close": 37.14, "amount_yi": 0.821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.14, "ts": "2026-06-29T09:37:35", "prev_close": 34.86, "open": 36.18, "high": 37.43, "low": 36.1, "bid1": 37.14, "ask1": 37.16, "bid_qty1": 8, "ask_qty1": 17 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W39", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 52.77, "exec_low": 53.56, "exec_high": 53.56, "invalid_price": 51.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 54.35, "max_chase_pct": 1.5, "base_exec_high": 53.56, "dynamic_exec_high": null, "entry_zone_low": 51.98, "entry_zone_high": 53.56, "entry_risk_pct": 3.9587, "intraday_vwap": 53.2026, "price_vs_vwap_pct": 0.1831, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.9147, "prev_amount_yi": 5.5073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 52.83, "high": 52.83, "low": 52.41, "close": 52.41, "amount_yi": 1.4078 }, { "time": "09:34", "open": 52.07, "high": 52.07, "low": 52.07, "close": 52.07, "amount_yi": 0.5049 }, { "time": "09:35", "open": 52.67, "high": 53.02, "low": 52.67, "close": 53.02, "amount_yi": 1.1682 }, { "time": "09:36", "open": 53.02, "high": 53.02, "low": 52.8, "close": 52.8, "amount_yi": 1.22 }, { "time": "09:37", "open": 52.96, "high": 53.3, "low": 52.96, "close": 53.3, "amount_yi": 0.6138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.3, "ts": "2026-06-29T09:37:34", "prev_close": 52.31, "open": 53.2, "high": 54.39, "low": 52.01, "bid1": 53.28, "ask1": 53.3, "bid_qty1": 111, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W40", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 81.0, "exec_low": 82.21, "exec_high": 82.21, "invalid_price": 78.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 83.43, "max_chase_pct": 1.5, "base_exec_high": 82.21, "dynamic_exec_high": null, "entry_zone_low": 79.78, "entry_zone_high": 82.21, "entry_risk_pct": null, "intraday_vwap": 84.4413, "price_vs_vwap_pct": 4.8065, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 12.4012, "prev_amount_yi": 11.1999, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 83.55, "high": 84.17, "low": 83.55, "close": 84.17, "amount_yi": 2.2939 }, { "time": "09:34", "open": 85.23, "high": 85.23, "low": 85.23, "close": 85.23, "amount_yi": 2.0357 }, { "time": "09:35", "open": 86.8, "high": 87.4, "low": 86.8, "close": 87.4, "amount_yi": 3.1293 }, { "time": "09:36", "open": 87.27, "high": 87.97, "low": 87.27, "close": 87.97, "amount_yi": 2.7015 }, { "time": "09:37", "open": 88.4, "high": 88.5, "low": 88.4, "close": 88.5, "amount_yi": 2.2408 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.5, "ts": "2026-06-29T09:37:33", "prev_close": 78.12, "open": 82.88, "high": 88.64, "low": 81.33, "bid1": 88.5, "ask1": 88.55, "bid_qty1": 22, "ask_qty1": 29 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603078:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603078:VWAP_RECLAIM", "symbol": "SHSE.603078", "name": "江化微", "side": "BUY", "priority": "W41", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 48.05, "exec_low": 48.77, "exec_high": 48.77, "invalid_price": 46.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 49.49, "max_chase_pct": 1.5, "base_exec_high": 48.77, "dynamic_exec_high": null, "entry_zone_low": 47.33, "entry_zone_high": 48.77, "entry_risk_pct": null, "intraday_vwap": 49.6356, "price_vs_vwap_pct": 0.3312, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2297, "prev_amount_yi": 2.5356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8794, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 49.16, "high": 49.33, "low": 49.16, "close": 49.33, "amount_yi": 0.6213 }, { "time": "09:34", "open": 49.19, "high": 49.19, "low": 49.19, "close": 49.19, "amount_yi": 0.2689 }, { "time": "09:35", "open": 49.4, "high": 49.88, "low": 49.4, "close": 49.88, "amount_yi": 0.3714 }, { "time": "09:36", "open": 50.27, "high": 50.29, "low": 50.27, "close": 50.29, "amount_yi": 0.6241 }, { "time": "09:37", "open": 49.95, "high": 49.95, "low": 49.8, "close": 49.8, "amount_yi": 0.344 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.8, "ts": "2026-06-29T09:37:35", "prev_close": 47.95, "open": 50.41, "high": 50.41, "low": 48.5, "bid1": 49.78, "ask1": 49.8, "bid_qty1": 4, "ask_qty1": 137 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": null, "intraday_vwap": 109.0971, "price_vs_vwap_pct": 2.67, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.2799, "prev_amount_yi": 12.995, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7911, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 108.37, "high": 108.6, "low": 108.37, "close": 108.6, "amount_yi": 2.3583 }, { "time": "09:34", "open": 109.46, "high": 109.46, "low": 109.46, "close": 109.46, "amount_yi": 1.1905 }, { "time": "09:35", "open": 109.98, "high": 110.95, "low": 109.98, "close": 110.95, "amount_yi": 1.8492 }, { "time": "09:36", "open": 110.73, "high": 111.68, "low": 110.73, "close": 111.68, "amount_yi": 2.2165 }, { "time": "09:37", "open": 111.67, "high": 112.01, "low": 111.67, "close": 112.01, "amount_yi": 2.6654 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.01, "ts": "2026-06-29T09:37:33", "prev_close": 102.81, "open": 110.0, "high": 112.44, "low": 106.1, "bid1": 112.01, "ask1": 112.35, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.42, "max_chase_pct": 1.5, "base_exec_high": 57.57, "dynamic_exec_high": null, "entry_zone_low": 55.87, "entry_zone_high": 57.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5873, "prev_amount_yi": 1.826, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 55.44, "high": 55.79, "low": 55.44, "close": 55.79, "amount_yi": 0.3948 }, { "time": "09:34", "open": 56.18, "high": 56.18, "low": 56.18, "close": 56.18, "amount_yi": 0.2087 }, { "time": "09:35", "open": 56.18, "high": 56.18, "low": 56.04, "close": 56.04, "amount_yi": 0.3849 }, { "time": "09:36", "open": 55.53, "high": 55.8, "low": 55.53, "close": 55.8, "amount_yi": 0.315 }, { "time": "09:37", "open": 56.18, "high": 56.18, "low": 56.17, "close": 56.17, "amount_yi": 0.2839 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.17, "ts": "2026-06-29T09:37:34", "prev_close": 53.86, "open": 55.0, "high": 56.25, "low": 53.5, "bid1": 55.99, "ask1": 56.13, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM", "symbol": "SHSE.688525", "name": "佰维存储", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 517.0, "exec_low": 524.75, "exec_high": 524.75, "invalid_price": 501.49, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 532.51, "max_chase_pct": 1.5, "base_exec_high": 524.75, "dynamic_exec_high": null, "entry_zone_low": 509.25, "entry_zone_high": 524.75, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 12.3261, "prev_amount_yi": 10.5334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1702, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 490.93, "high": 490.93, "low": 490.02, "close": 490.02, "amount_yi": 3.2874 }, { "time": "09:34", "open": 492.53, "high": 492.53, "low": 492.53, "close": 492.53, "amount_yi": 1.8079 }, { "time": "09:35", "open": 495.99, "high": 498.88, "low": 495.99, "close": 498.88, "amount_yi": 1.7274 }, { "time": "09:36", "open": 499.77, "high": 502.5, "low": 499.77, "close": 502.5, "amount_yi": 2.0961 }, { "time": "09:37", "open": 507.29, "high": 507.29, "low": 507.0, "close": 507.0, "amount_yi": 3.4073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 507.0, "ts": "2026-06-29T09:37:35", "prev_close": 501.05, "open": 491.54, "high": 508.38, "low": 489.0, "bid1": 505.5, "ask1": 506.0, "bid_qty1": 19, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002409:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002409:VWAP_RECLAIM", "symbol": "SZSE.002409", "name": "雅克科技", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 195.2, "exec_low": 198.13, "exec_high": 198.13, "invalid_price": 189.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 201.06, "max_chase_pct": 1.5, "base_exec_high": 198.13, "dynamic_exec_high": null, "entry_zone_low": 192.27, "entry_zone_high": 198.13, "entry_risk_pct": null, "intraday_vwap": 202.409, "price_vs_vwap_pct": 0.87, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.5503, "prev_amount_yi": 10.3575, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 203.04, "high": 203.04, "low": 201.21, "close": 201.21, "amount_yi": 1.6552 }, { "time": "09:34", "open": 204.0, "high": 204.0, "low": 204.0, "close": 204.0, "amount_yi": 0.6045 }, { "time": "09:35", "open": 203.12, "high": 203.12, "low": 202.33, "close": 202.33, "amount_yi": 1.0464 }, { "time": "09:36", "open": 200.7, "high": 202.51, "low": 200.7, "close": 202.51, "amount_yi": 1.2574 }, { "time": "09:37", "open": 203.68, "high": 204.17, "low": 203.68, "close": 204.17, "amount_yi": 0.9868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 204.17, "ts": "2026-06-29T09:37:33", "prev_close": 188.6, "open": 199.13, "high": 206.78, "low": 195.58, "bid1": 204.01, "ask1": 204.2, "bid_qty1": 192, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603800:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603800:VWAP_RECLAIM", "symbol": "SHSE.603800", "name": "洪田股份", "side": "BUY", "priority": "W46", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 92.23, "exec_low": 93.61, "exec_high": 93.61, "invalid_price": 89.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 95.0, "max_chase_pct": 1.5, "base_exec_high": 93.61, "dynamic_exec_high": null, "entry_zone_low": 90.85, "entry_zone_high": 93.61, "entry_risk_pct": null, "intraday_vwap": 87.7605, "price_vs_vwap_pct": -2.006, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5891, "prev_amount_yi": 0.7242, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 87.41, "high": 87.41, "low": 87.4, "close": 87.4, "amount_yi": 0.1593 }, { "time": "09:34", "open": 87.44, "high": 87.44, "low": 87.44, "close": 87.44, "amount_yi": 0.0451 }, { "time": "09:35", "open": 87.67, "high": 88.08, "low": 87.67, "close": 88.08, "amount_yi": 0.0777 }, { "time": "09:36", "open": 87.05, "high": 87.05, "low": 87.05, "close": 87.05, "amount_yi": 0.1374 }, { "time": "09:37", "open": 86.25, "high": 86.25, "low": 86.0, "close": 86.0, "amount_yi": 0.1696 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.0, "ts": "2026-06-29T09:37:34", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 86.0, "bid1": 86.0, "ask1": 86.02, "bid_qty1": 10, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 77.28, "exec_low": 78.44, "exec_high": 78.44, "invalid_price": 74.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.6, "max_chase_pct": 1.5, "base_exec_high": 78.44, "dynamic_exec_high": null, "entry_zone_low": 76.12, "entry_zone_high": 78.44, "entry_risk_pct": 3.1399, "intraday_vwap": 75.8853, "price_vs_vwap_pct": 1.9829, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.014, "prev_amount_yi": 0.9256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 75.75, "high": 76.71, "low": 75.75, "close": 76.71, "amount_yi": 0.1691 }, { "time": "09:34", "open": 77.43, "high": 77.43, "low": 77.43, "close": 77.43, "amount_yi": 0.1138 }, { "time": "09:35", "open": 77.58, "high": 77.58, "low": 77.05, "close": 77.05, "amount_yi": 0.3201 }, { "time": "09:36", "open": 76.2, "high": 76.99, "low": 76.2, "close": 76.99, "amount_yi": 0.221 }, { "time": "09:37", "open": 77.25, "high": 77.39, "low": 77.25, "close": 77.39, "amount_yi": 0.19 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.39, "ts": "2026-06-29T09:37:33", "prev_close": 76.0, "open": 75.99, "high": 77.63, "low": 73.88, "bid1": 77.36, "ask1": 77.39, "bid_qty1": 6, "ask_qty1": 47 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.98, "exec_low": 36.52, "exec_high": 36.52, "invalid_price": 34.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.06, "max_chase_pct": 1.5, "base_exec_high": 36.52, "dynamic_exec_high": null, "entry_zone_low": 35.44, "entry_zone_high": 36.52, "entry_risk_pct": null, "intraday_vwap": 34.2, "price_vs_vwap_pct": 1.462, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2498, "prev_amount_yi": 1.0281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 33.91, "high": 33.91, "low": 33.8, "close": 33.8, "amount_yi": 0.2563 }, { "time": "09:34", "open": 33.98, "high": 33.98, "low": 33.98, "close": 33.98, "amount_yi": 0.1432 }, { "time": "09:35", "open": 34.1, "high": 34.52, "low": 34.1, "close": 34.52, "amount_yi": 0.2798 }, { "time": "09:36", "open": 34.37, "high": 34.49, "low": 34.37, "close": 34.49, "amount_yi": 0.3128 }, { "time": "09:37", "open": 34.63, "high": 34.7, "low": 34.63, "close": 34.7, "amount_yi": 0.2577 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.7, "ts": "2026-06-29T09:37:34", "prev_close": 33.96, "open": 34.1, "high": 34.74, "low": 33.7, "bid1": 34.7, "ask1": 34.71, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600596:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600596:VWAP_RECLAIM", "symbol": "SHSE.600596", "name": "新安股份", "side": "BUY", "priority": "W49", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.39, "exec_low": 18.67, "exec_high": 18.67, "invalid_price": 17.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.94, "max_chase_pct": 1.5, "base_exec_high": 18.67, "dynamic_exec_high": null, "entry_zone_low": 18.11, "entry_zone_high": 18.67, "entry_risk_pct": null, "intraday_vwap": 17.998, "price_vs_vwap_pct": -2.378, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6473, "prev_amount_yi": 1.8606, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 18.11, "high": 18.11, "low": 17.86, "close": 17.86, "amount_yi": 0.4202 }, { "time": "09:34", "open": 17.96, "high": 17.96, "low": 17.96, "close": 17.96, "amount_yi": 0.2592 }, { "time": "09:35", "open": 17.9, "high": 17.9, "low": 17.78, "close": 17.78, "amount_yi": 0.3116 }, { "time": "09:36", "open": 17.48, "high": 17.65, "low": 17.48, "close": 17.65, "amount_yi": 0.4047 }, { "time": "09:37", "open": 17.7, "high": 17.7, "low": 17.57, "close": 17.57, "amount_yi": 0.2516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.57, "ts": "2026-06-29T09:37:34", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 17.45, "bid1": 17.57, "ask1": 17.59, "bid_qty1": 14, "ask_qty1": 36 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM", "symbol": "SZSE.300498", "name": "温氏股份", "side": "BUY", "priority": "W50", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.5, "exec_low": 12.69, "exec_high": 12.69, "invalid_price": 12.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.88, "max_chase_pct": 1.5, "base_exec_high": 12.69, "dynamic_exec_high": null, "entry_zone_low": 12.31, "entry_zone_high": 12.69, "entry_risk_pct": null, "intraday_vwap": 12.2141, "price_vs_vwap_pct": -0.1154, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4543, "prev_amount_yi": 0.6181, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 12.24, "high": 12.25, "low": 12.24, "close": 12.25, "amount_yi": 0.1451 }, { "time": "09:34", "open": 12.17, "high": 12.17, "low": 12.17, "close": 12.17, "amount_yi": 0.0372 }, { "time": "09:35", "open": 12.2, "high": 12.22, "low": 12.2, "close": 12.22, "amount_yi": 0.1095 }, { "time": "09:36", "open": 12.23, "high": 12.25, "low": 12.23, "close": 12.25, "amount_yi": 0.0947 }, { "time": "09:37", "open": 12.2, "high": 12.2, "low": 12.2, "close": 12.2, "amount_yi": 0.0678 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.2, "ts": "2026-06-29T09:37:33", "prev_close": 12.16, "open": 12.17, "high": 12.32, "low": 12.06, "bid1": 12.2, "ask1": 12.21, "bid_qty1": 108, "ask_qty1": 1055 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300759:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300759:VWAP_RECLAIM", "symbol": "SZSE.300759", "name": "康龙化成", "side": "BUY", "priority": "W51", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 27.29, "exec_low": 27.7, "exec_high": 27.7, "invalid_price": 26.47, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.11, "max_chase_pct": 1.5, "base_exec_high": 27.7, "dynamic_exec_high": null, "entry_zone_low": 26.88, "entry_zone_high": 27.7, "entry_risk_pct": 2.8624, "intraday_vwap": 26.8534, "price_vs_vwap_pct": 1.6259, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6721, "prev_amount_yi": 1.2352, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3537, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 26.86, "high": 26.9, "low": 26.86, "close": 26.9, "amount_yi": 0.3058 }, { "time": "09:34", "open": 26.76, "high": 26.76, "low": 26.76, "close": 26.76, "amount_yi": 0.1389 }, { "time": "09:35", "open": 26.85, "high": 27.01, "low": 26.85, "close": 27.01, "amount_yi": 0.2839 }, { "time": "09:36", "open": 27.15, "high": 27.35, "low": 27.15, "close": 27.35, "amount_yi": 0.504 }, { "time": "09:37", "open": 27.17, "high": 27.29, "low": 27.17, "close": 27.29, "amount_yi": 0.4395 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.29, "ts": "2026-06-29T09:37:30", "prev_close": 26.32, "open": 26.68, "high": 27.35, "low": 26.0, "bid1": 27.23, "ask1": 27.25, "bid_qty1": 54, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603688:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603688:VWAP_RECLAIM", "symbol": "SHSE.603688", "name": "石英股份", "side": "BUY", "priority": "W52", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 87.91, "exec_low": 89.23, "exec_high": 89.23, "invalid_price": 85.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 90.55, "max_chase_pct": 1.5, "base_exec_high": 89.23, "dynamic_exec_high": null, "entry_zone_low": 86.59, "entry_zone_high": 89.23, "entry_risk_pct": null, "intraday_vwap": 87.0399, "price_vs_vwap_pct": 0.9882, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.9691, "prev_amount_yi": 1.7103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.736, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 87.3, "high": 87.9, "low": 87.3, "close": 87.9, "amount_yi": 0.6575 }, { "time": "09:34", "open": 88.6, "high": 88.6, "low": 88.6, "close": 88.6, "amount_yi": 0.3506 }, { "time": "09:35", "open": 89.02, "high": 89.02, "low": 88.88, "close": 88.88, "amount_yi": 0.7112 }, { "time": "09:36", "open": 87.8, "high": 87.8, "low": 87.48, "close": 87.48, "amount_yi": 0.6967 }, { "time": "09:37", "open": 87.35, "high": 87.9, "low": 87.35, "close": 87.9, "amount_yi": 0.5531 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.9, "ts": "2026-06-29T09:37:33", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 84.85, "bid1": 87.84, "ask1": 87.9, "bid_qty1": 14, "ask_qty1": 14 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "W53", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.24, "exec_low": 8.36, "exec_high": 8.36, "invalid_price": 7.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.49, "max_chase_pct": 1.5, "base_exec_high": 8.36, "dynamic_exec_high": null, "entry_zone_low": 8.12, "entry_zone_high": 8.36, "entry_risk_pct": null, "intraday_vwap": 7.9469, "price_vs_vwap_pct": 0.794, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 21.8674, "prev_amount_yi": 30.7617, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7109, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 7.87, "high": 7.87, "low": 7.75, "close": 7.75, "amount_yi": 8.229 }, { "time": "09:34", "open": 7.88, "high": 7.88, "low": 7.88, "close": 7.88, "amount_yi": 3.2755 }, { "time": "09:35", "open": 7.88, "high": 7.88, "low": 7.87, "close": 7.87, "amount_yi": 3.7788 }, { "time": "09:36", "open": 7.89, "high": 7.91, "low": 7.89, "close": 7.91, "amount_yi": 3.7214 }, { "time": "09:37", "open": 7.96, "high": 8.01, "low": 7.96, "close": 8.01, "amount_yi": 2.8627 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.01, "ts": "2026-06-29T09:37:33", "prev_close": 7.79, "open": 7.96, "high": 8.15, "low": 7.71, "bid1": 8.01, "ask1": 8.02, "bid_qty1": 2892, "ask_qty1": 868 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603773:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603773:VWAP_RECLAIM", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W54", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 188.0, "exec_low": 190.82, "exec_high": 190.82, "invalid_price": 182.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 193.64, "max_chase_pct": 1.5, "base_exec_high": 190.82, "dynamic_exec_high": null, "entry_zone_low": 185.18, "entry_zone_high": 190.82, "entry_risk_pct": null, "intraday_vwap": 177.5202, "price_vs_vwap_pct": -0.9972, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.6535, "prev_amount_yi": 3.0355, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.533, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 172.23, "high": 176.0, "low": 172.23, "close": 176.0, "amount_yi": 1.4063 }, { "time": "09:34", "open": 176.0, "high": 176.0, "low": 176.0, "close": 176.0, "amount_yi": 0.6693 }, { "time": "09:35", "open": 176.88, "high": 176.88, "low": 174.96, "close": 174.96, "amount_yi": 0.8067 }, { "time": "09:36", "open": 174.9, "high": 177.77, "low": 174.9, "close": 177.77, "amount_yi": 1.1627 }, { "time": "09:37", "open": 177.51, "high": 177.51, "low": 175.75, "close": 175.75, "amount_yi": 0.6085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 175.75, "ts": "2026-06-29T09:37:32", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 172.0, "bid1": 175.3, "ask1": 175.75, "bid_qty1": 13, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM", "symbol": "SZSE.300761", "name": "立华股份", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 16.85, "exec_low": 17.1, "exec_high": 17.1, "invalid_price": 16.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.36, "max_chase_pct": 1.5, "base_exec_high": 17.1, "dynamic_exec_high": null, "entry_zone_low": 16.6, "entry_zone_high": 17.1, "entry_risk_pct": null, "intraday_vwap": 16.1884, "price_vs_vwap_pct": -0.4225, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0776, "prev_amount_yi": 0.0989, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 16.24, "high": 16.24, "low": 16.2, "close": 16.2, "amount_yi": 0.0214 }, { "time": "09:34", "open": 16.07, "high": 16.07, "low": 16.07, "close": 16.07, "amount_yi": 0.0087 }, { "time": "09:35", "open": 16.1, "high": 16.14, "low": 16.1, "close": 16.14, "amount_yi": 0.0125 }, { "time": "09:36", "open": 16.11, "high": 16.18, "low": 16.11, "close": 16.18, "amount_yi": 0.0161 }, { "time": "09:37", "open": 16.07, "high": 16.12, "low": 16.07, "close": 16.12, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.12, "ts": "2026-06-29T09:37:30", "prev_close": 16.23, "open": 16.19, "high": 16.36, "low": 16.0, "bid1": 16.09, "ask1": 16.12, "bid_qty1": 25, "ask_qty1": 33 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603386:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603386:VWAP_RECLAIM", "symbol": "SHSE.603386", "name": "骏亚科技", "side": "BUY", "priority": "W56", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 22.11, "exec_low": 22.44, "exec_high": 22.44, "invalid_price": 21.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 22.77, "max_chase_pct": 1.5, "base_exec_high": 22.44, "dynamic_exec_high": null, "entry_zone_low": 21.78, "entry_zone_high": 22.44, "entry_risk_pct": null, "intraday_vwap": 21.1961, "price_vs_vwap_pct": -2.7651, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5562, "prev_amount_yi": 0.7104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 21.29, "high": 21.29, "low": 21.21, "close": 21.21, "amount_yi": 0.1429 }, { "time": "09:34", "open": 21.08, "high": 21.08, "low": 21.08, "close": 21.08, "amount_yi": 0.0455 }, { "time": "09:35", "open": 20.81, "high": 20.81, "low": 20.79, "close": 20.79, "amount_yi": 0.1578 }, { "time": "09:36", "open": 20.33, "high": 20.5, "low": 20.33, "close": 20.5, "amount_yi": 0.1303 }, { "time": "09:37", "open": 20.5, "high": 20.61, "low": 20.5, "close": 20.61, "amount_yi": 0.0797 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.61, "ts": "2026-06-29T09:37:34", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 20.28, "bid1": 20.61, "ask1": 20.64, "bid_qty1": 72, "ask_qty1": 88 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688200:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688200:VWAP_RECLAIM", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W57", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 475.0, "exec_low": 482.12, "exec_high": 482.12, "invalid_price": 460.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5559, "prev_amount_yi": 1.5139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 478.0, "high": 478.0, "low": 475.55, "close": 475.55, "amount_yi": 0.2738 }, { "time": "09:34", "open": 478.89, "high": 478.89, "low": 478.89, "close": 478.89, "amount_yi": 0.1823 }, { "time": "09:35", "open": 481.63, "high": 481.77, "low": 481.63, "close": 481.77, "amount_yi": 0.5795 }, { "time": "09:36", "open": 484.03, "high": 484.03, "low": 484.03, "close": 484.03, "amount_yi": 0.1995 }, { "time": "09:37", "open": 483.55, "high": 483.55, "low": 482.64, "close": 482.64, "amount_yi": 0.3208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 482.64, "ts": "2026-06-29T09:37:35", "prev_close": 469.1, "open": 470.5, "high": 488.99, "low": 470.5, "bid1": 482.63, "ask1": 483.78, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM", "symbol": "SHSE.600857", "name": "宁波中百", "side": "BUY", "priority": "W58", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 19.1, "exec_low": 19.39, "exec_high": 19.39, "invalid_price": 18.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.67, "max_chase_pct": 1.5, "base_exec_high": 19.39, "dynamic_exec_high": null, "entry_zone_low": 18.81, "entry_zone_high": 19.39, "entry_risk_pct": null, "intraday_vwap": 17.5055, "price_vs_vwap_pct": 1.1682, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2468, "prev_amount_yi": 0.3479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 17.67, "high": 17.68, "low": 17.67, "close": 17.68, "amount_yi": 0.0589 }, { "time": "09:34", "open": 17.65, "high": 17.65, "low": 17.65, "close": 17.65, "amount_yi": 0.0383 }, { "time": "09:35", "open": 17.5, "high": 17.54, "low": 17.5, "close": 17.54, "amount_yi": 0.0517 }, { "time": "09:36", "open": 17.37, "high": 17.56, "low": 17.37, "close": 17.56, "amount_yi": 0.0497 }, { "time": "09:37", "open": 17.54, "high": 17.71, "low": 17.54, "close": 17.71, "amount_yi": 0.0482 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.71, "ts": "2026-06-29T09:37:32", "prev_close": 17.87, "open": 17.13, "high": 17.9, "low": 17.13, "bid1": 17.7, "ask1": 17.72, "bid_qty1": 12, "ask_qty1": 151 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM", "symbol": "SHSE.600630", "name": "龙头股份", "side": "BUY", "priority": "W59", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 9.91, "exec_low": 10.06, "exec_high": 10.06, "invalid_price": 9.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.21, "max_chase_pct": 1.5, "base_exec_high": 10.06, "dynamic_exec_high": null, "entry_zone_low": 9.76, "entry_zone_high": 10.06, "entry_risk_pct": null, "intraday_vwap": 9.8161, "price_vs_vwap_pct": 0.3454, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3061, "prev_amount_yi": 0.2943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 9.85, "high": 9.85, "low": 9.85, "close": 9.85, "amount_yi": 0.0616 }, { "time": "09:34", "open": 9.88, "high": 9.88, "low": 9.88, "close": 9.88, "amount_yi": 0.0568 }, { "time": "09:35", "open": 9.85, "high": 9.85, "low": 9.8, "close": 9.8, "amount_yi": 0.0728 }, { "time": "09:36", "open": 9.79, "high": 9.83, "low": 9.79, "close": 9.83, "amount_yi": 0.0634 }, { "time": "09:37", "open": 9.87, "high": 9.87, "low": 9.85, "close": 9.85, "amount_yi": 0.0515 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.85, "ts": "2026-06-29T09:37:33", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.71, "bid1": 9.85, "ask1": 9.86, "bid_qty1": 4472, "ask_qty1": 13 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM", "symbol": "SHSE.600141", "name": "兴发集团", "side": "BUY", "priority": "W60", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 51.44, "exec_low": 52.21, "exec_high": 52.21, "invalid_price": 49.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 52.98, "max_chase_pct": 1.5, "base_exec_high": 52.21, "dynamic_exec_high": null, "entry_zone_low": 50.67, "entry_zone_high": 52.21, "entry_risk_pct": null, "intraday_vwap": 49.2896, "price_vs_vwap_pct": -3.6105, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.5897, "prev_amount_yi": 5.0734, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 50.15, "high": 50.15, "low": 49.3, "close": 49.3, "amount_yi": 1.1555 }, { "time": "09:34", "open": 48.99, "high": 48.99, "low": 48.99, "close": 48.99, "amount_yi": 0.5552 }, { "time": "09:35", "open": 48.16, "high": 48.95, "low": 48.16, "close": 48.95, "amount_yi": 1.4556 }, { "time": "09:36", "open": 48.45, "high": 48.45, "low": 48.31, "close": 48.31, "amount_yi": 1.2247 }, { "time": "09:37", "open": 48.05, "high": 48.05, "low": 47.51, "close": 47.51, "amount_yi": 1.1987 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.51, "ts": "2026-06-29T09:37:34", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 47.5, "bid1": 47.51, "ask1": 47.6, "bid_qty1": 1, "ask_qty1": 342 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W61", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 45.98, "exec_low": 46.67, "exec_high": 46.67, "invalid_price": 44.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 47.36, "max_chase_pct": 1.5, "base_exec_high": 46.67, "dynamic_exec_high": null, "entry_zone_low": 45.29, "entry_zone_high": 46.67, "entry_risk_pct": null, "intraday_vwap": 44.8908, "price_vs_vwap_pct": 0.1987, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6554, "prev_amount_yi": 0.6702, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9779, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 44.88, "high": 45.07, "low": 44.88, "close": 45.07, "amount_yi": 0.1122 }, { "time": "09:34", "open": 45.1, "high": 45.1, "low": 45.1, "close": 45.1, "amount_yi": 0.0693 }, { "time": "09:35", "open": 45.06, "high": 45.06, "low": 44.98, "close": 44.98, "amount_yi": 0.1304 }, { "time": "09:36", "open": 44.9, "high": 45.01, "low": 44.9, "close": 45.01, "amount_yi": 0.2024 }, { "time": "09:37", "open": 45.12, "high": 45.12, "low": 44.98, "close": 44.98, "amount_yi": 0.1411 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.98, "ts": "2026-06-29T09:37:33", "prev_close": 45.05, "open": 45.07, "high": 45.28, "low": 44.18, "bid1": 44.98, "ask1": 45.0, "bid_qty1": 140, "ask_qty1": 33 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603823:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603823:VWAP_RECLAIM", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W62", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.04, "exec_low": 57.9, "exec_high": 57.9, "invalid_price": 55.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.75, "max_chase_pct": 1.5, "base_exec_high": 57.9, "dynamic_exec_high": null, "entry_zone_low": 56.18, "entry_zone_high": 57.9, "entry_risk_pct": null, "intraday_vwap": 51.9229, "price_vs_vwap_pct": -0.4871, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3936, "prev_amount_yi": 0.7089, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 52.6, "high": 52.6, "low": 51.96, "close": 51.96, "amount_yi": 0.287 }, { "time": "09:34", "open": 51.52, "high": 51.52, "low": 51.52, "close": 51.52, "amount_yi": 0.2249 }, { "time": "09:35", "open": 51.91, "high": 51.91, "low": 51.75, "close": 51.75, "amount_yi": 0.1958 }, { "time": "09:36", "open": 50.0, "high": 50.0, "low": 49.61, "close": 49.61, "amount_yi": 0.4481 }, { "time": "09:37", "open": 50.96, "high": 51.67, "low": 50.96, "close": 51.67, "amount_yi": 0.2378 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.67, "ts": "2026-06-29T09:37:33", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 51.67, "ask1": 51.77, "bid_qty1": 6, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM", "symbol": "SHSE.688147", "name": "微导纳米", "side": "BUY", "priority": "W63", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 132.87, "exec_low": 134.86, "exec_high": 134.86, "invalid_price": 128.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 136.86, "max_chase_pct": 1.5, "base_exec_high": 134.86, "dynamic_exec_high": null, "entry_zone_low": 130.88, "entry_zone_high": 134.86, "entry_risk_pct": 3.8137, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2455, "prev_amount_yi": 1.5043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 135.48, "high": 135.48, "low": 135.32, "close": 135.32, "amount_yi": 0.4119 }, { "time": "09:34", "open": 135.47, "high": 135.47, "low": 135.47, "close": 135.47, "amount_yi": 0.2017 }, { "time": "09:35", "open": 137.5, "high": 137.5, "low": 136.64, "close": 136.64, "amount_yi": 0.2808 }, { "time": "09:36", "open": 135.95, "high": 135.95, "low": 133.93, "close": 133.93, "amount_yi": 0.165 }, { "time": "09:37", "open": 133.11, "high": 133.99, "low": 133.11, "close": 133.99, "amount_yi": 0.1861 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 133.99, "ts": "2026-06-29T09:37:34", "prev_close": 127.81, "open": 130.5, "high": 137.99, "low": 130.5, "bid1": 133.89, "ask1": 133.99, "bid_qty1": 32, "ask_qty1": 56 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM", "symbol": "SHSE.601066", "name": "中信建投", "side": "BUY", "priority": "W64", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 31.4, "exec_low": 31.87, "exec_high": 31.87, "invalid_price": 30.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.34, "max_chase_pct": 1.5, "base_exec_high": 31.87, "dynamic_exec_high": null, "entry_zone_low": 30.93, "entry_zone_high": 31.87, "entry_risk_pct": null, "intraday_vwap": 29.9035, "price_vs_vwap_pct": 0.0886, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.3819, "prev_amount_yi": 2.6602, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 29.95, "high": 29.95, "low": 29.58, "close": 29.58, "amount_yi": 0.8245 }, { "time": "09:34", "open": 29.26, "high": 29.26, "low": 29.26, "close": 29.26, "amount_yi": 0.4267 }, { "time": "09:35", "open": 29.22, "high": 29.6, "low": 29.22, "close": 29.6, "amount_yi": 1.0508 }, { "time": "09:36", "open": 29.69, "high": 29.69, "low": 29.6, "close": 29.6, "amount_yi": 0.4931 }, { "time": "09:37", "open": 29.68, "high": 29.93, "low": 29.68, "close": 29.93, "amount_yi": 0.5868 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.93, "ts": "2026-06-29T09:37:34", "prev_close": 30.25, "open": 30.02, "high": 30.66, "low": 29.07, "bid1": 29.94, "ask1": 29.95, "bid_qty1": 2, "ask_qty1": 65 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM", "symbol": "SHSE.688627", "name": "精智达", "side": "BUY", "priority": "W65", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 676.0, "exec_low": 686.14, "exec_high": 686.14, "invalid_price": 655.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 696.28, "max_chase_pct": 1.5, "base_exec_high": 686.14, "dynamic_exec_high": null, "entry_zone_low": 665.86, "entry_zone_high": 686.14, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8607, "prev_amount_yi": 2.2538, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 672.51, "high": 679.78, "low": 672.51, "close": 679.78, "amount_yi": 0.5169 }, { "time": "09:34", "open": 685.27, "high": 685.27, "low": 685.27, "close": 685.27, "amount_yi": 0.4757 }, { "time": "09:35", "open": 689.99, "high": 693.58, "low": 689.99, "close": 693.58, "amount_yi": 0.5252 }, { "time": "09:36", "open": 696.08, "high": 696.08, "low": 692.24, "close": 692.24, "amount_yi": 0.6391 }, { "time": "09:37", "open": 688.1, "high": 693.19, "low": 688.1, "close": 693.19, "amount_yi": 0.7038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 693.19, "ts": "2026-06-29T09:37:32", "prev_close": 653.7, "open": 660.0, "high": 697.0, "low": 660.0, "bid1": 692.98, "ask1": 693.19, "bid_qty1": 0, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM", "symbol": "SHSE.603156", "name": "养元饮品", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 48.49, "exec_low": 49.22, "exec_high": 49.22, "invalid_price": 47.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 49.94, "max_chase_pct": 1.5, "base_exec_high": 49.22, "dynamic_exec_high": null, "entry_zone_low": 47.76, "entry_zone_high": 49.22, "entry_risk_pct": null, "intraday_vwap": 46.763, "price_vs_vwap_pct": 1.9182, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4213, "prev_amount_yi": 0.324, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3003, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 46.35, "high": 46.35, "low": 46.31, "close": 46.31, "amount_yi": 0.0832 }, { "time": "09:34", "open": 46.7, "high": 46.7, "low": 46.7, "close": 46.7, "amount_yi": 0.0573 }, { "time": "09:35", "open": 46.88, "high": 46.91, "low": 46.88, "close": 46.91, "amount_yi": 0.0726 }, { "time": "09:36", "open": 47.1, "high": 47.39, "low": 47.1, "close": 47.39, "amount_yi": 0.0951 }, { "time": "09:37", "open": 47.85, "high": 47.85, "low": 47.66, "close": 47.66, "amount_yi": 0.1131 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.66, "ts": "2026-06-29T09:37:32", "prev_close": 46.69, "open": 47.0, "high": 47.85, "low": 46.2, "bid1": 47.66, "ask1": 47.72, "bid_qty1": 91, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM", "symbol": "SZSE.300005", "name": "探路者", "side": "BUY", "priority": "W67", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.5, "exec_low": 24.87, "exec_high": 24.87, "invalid_price": 23.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 25.23, "max_chase_pct": 1.5, "base_exec_high": 24.87, "dynamic_exec_high": null, "entry_zone_low": 24.13, "entry_zone_high": 24.87, "entry_risk_pct": null, "intraday_vwap": 22.7784, "price_vs_vwap_pct": 0.4899, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8062, "prev_amount_yi": 1.7715, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 22.88, "high": 23.07, "low": 22.88, "close": 23.07, "amount_yi": 0.2331 }, { "time": "09:34", "open": 22.93, "high": 22.93, "low": 22.93, "close": 22.93, "amount_yi": 0.0623 }, { "time": "09:35", "open": 22.92, "high": 22.92, "low": 22.8, "close": 22.8, "amount_yi": 0.1907 }, { "time": "09:36", "open": 22.84, "high": 22.84, "low": 22.84, "close": 22.84, "amount_yi": 0.1743 }, { "time": "09:37", "open": 22.85, "high": 22.89, "low": 22.85, "close": 22.89, "amount_yi": 0.1458 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.89, "ts": "2026-06-29T09:37:33", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 22.25, "bid1": 22.89, "ask1": 22.9, "bid_qty1": 2, "ask_qty1": 22 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM", "symbol": "SHSE.600497", "name": "驰宏锌锗", "side": "BUY", "priority": "W68", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.22, "exec_low": 13.42, "exec_high": 13.42, "invalid_price": 12.82, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 13.62, "max_chase_pct": 1.5, "base_exec_high": 13.42, "dynamic_exec_high": null, "entry_zone_low": 13.02, "entry_zone_high": 13.42, "entry_risk_pct": null, "intraday_vwap": 12.7852, "price_vs_vwap_pct": -0.0407, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.8979, "prev_amount_yi": 3.6333, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0728, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 12.92, "high": 12.92, "low": 12.85, "close": 12.85, "amount_yi": 1.1063 }, { "time": "09:34", "open": 12.77, "high": 12.77, "low": 12.77, "close": 12.77, "amount_yi": 0.5475 }, { "time": "09:35", "open": 12.61, "high": 12.71, "low": 12.61, "close": 12.71, "amount_yi": 0.8068 }, { "time": "09:36", "open": 12.74, "high": 12.76, "low": 12.74, "close": 12.76, "amount_yi": 0.7017 }, { "time": "09:37", "open": 12.69, "high": 12.78, "low": 12.69, "close": 12.78, "amount_yi": 0.7356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.78, "ts": "2026-06-29T09:37:35", "prev_close": 12.54, "open": 12.65, "high": 13.02, "low": 12.6, "bid1": 12.77, "ask1": 12.78, "bid_qty1": 89, "ask_qty1": 290 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM", "symbol": "SZSE.002821", "name": "凯莱英", "side": "BUY", "priority": "W69", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 158.5, "exec_low": 160.88, "exec_high": 160.88, "invalid_price": 153.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 163.25, "max_chase_pct": 1.5, "base_exec_high": 160.88, "dynamic_exec_high": null, "entry_zone_low": 156.12, "entry_zone_high": 160.88, "entry_risk_pct": null, "intraday_vwap": 153.6642, "price_vs_vwap_pct": 0.3617, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8599, "prev_amount_yi": 1.5329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 152.46, "high": 153.72, "low": 152.46, "close": 153.72, "amount_yi": 0.1768 }, { "time": "09:34", "open": 153.0, "high": 153.0, "low": 153.0, "close": 153.0, "amount_yi": 0.0973 }, { "time": "09:35", "open": 154.09, "high": 154.2, "low": 154.09, "close": 154.2, "amount_yi": 0.2489 }, { "time": "09:36", "open": 155.09, "high": 155.3, "low": 155.09, "close": 155.3, "amount_yi": 0.1638 }, { "time": "09:37", "open": 154.86, "high": 154.86, "low": 154.22, "close": 154.22, "amount_yi": 0.1731 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 154.22, "ts": "2026-06-29T09:37:33", "prev_close": 152.5, "open": 155.55, "high": 156.0, "low": 151.0, "bid1": 154.22, "ask1": 154.37, "bid_qty1": 37, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600246:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600246:VWAP_RECLAIM", "symbol": "SHSE.600246", "name": "万通发展", "side": "BUY", "priority": "W70", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 20.6, "exec_low": 20.91, "exec_high": 20.91, "invalid_price": 19.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.22, "max_chase_pct": 1.5, "base_exec_high": 20.91, "dynamic_exec_high": null, "entry_zone_low": 20.29, "entry_zone_high": 20.91, "entry_risk_pct": null, "intraday_vwap": 20.7221, "price_vs_vwap_pct": -1.3131, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2203, "prev_amount_yi": 2.9099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 20.51, "high": 20.51, "low": 20.3, "close": 20.3, "amount_yi": 0.7818 }, { "time": "09:34", "open": 20.37, "high": 20.37, "low": 20.37, "close": 20.37, "amount_yi": 0.2501 }, { "time": "09:35", "open": 20.45, "high": 20.64, "low": 20.45, "close": 20.64, "amount_yi": 0.4259 }, { "time": "09:36", "open": 20.58, "high": 20.67, "low": 20.58, "close": 20.67, "amount_yi": 0.3623 }, { "time": "09:37", "open": 20.58, "high": 20.58, "low": 20.45, "close": 20.45, "amount_yi": 0.4002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.45, "ts": "2026-06-29T09:37:35", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 20.28, "bid1": 20.44, "ask1": 20.45, "bid_qty1": 90, "ask_qty1": 177 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301093:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.301093:VWAP_RECLAIM", "symbol": "SZSE.301093", "name": "华兰股份", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 133.33, "exec_low": 135.33, "exec_high": 135.33, "invalid_price": 129.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 137.33, "max_chase_pct": 1.5, "base_exec_high": 135.33, "dynamic_exec_high": null, "entry_zone_low": 131.33, "entry_zone_high": 135.33, "entry_risk_pct": null, "intraday_vwap": 131.6146, "price_vs_vwap_pct": -0.2694, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0125, "prev_amount_yi": 0.5095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 131.36, "high": 132.65, "low": 131.36, "close": 132.65, "amount_yi": 0.2467 }, { "time": "09:34", "open": 132.41, "high": 132.41, "low": 132.41, "close": 132.41, "amount_yi": 0.0674 }, { "time": "09:35", "open": 132.58, "high": 132.58, "low": 132.41, "close": 132.41, "amount_yi": 0.1097 }, { "time": "09:36", "open": 131.7, "high": 133.19, "low": 131.7, "close": 133.19, "amount_yi": 0.463 }, { "time": "09:37", "open": 132.0, "high": 132.0, "low": 131.26, "close": 131.26, "amount_yi": 0.1257 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 131.26, "ts": "2026-06-29T09:37:30", "prev_close": 124.69, "open": 127.01, "high": 133.58, "low": 127.01, "bid1": 131.26, "ask1": 131.68, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM", "symbol": "SHSE.688090", "name": "瑞松科技", "side": "BUY", "priority": "W72", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 113.95, "exec_low": 115.66, "exec_high": 115.66, "invalid_price": 110.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2827, "prev_amount_yi": 0.6952, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 112.35, "high": 112.35, "low": 111.0, "close": 111.0, "amount_yi": 0.2906 }, { "time": "09:34", "open": 113.56, "high": 113.56, "low": 113.56, "close": 113.56, "amount_yi": 0.1274 }, { "time": "09:35", "open": 114.5, "high": 115.8, "low": 114.5, "close": 115.8, "amount_yi": 0.3044 }, { "time": "09:36", "open": 114.8, "high": 114.82, "low": 114.8, "close": 114.82, "amount_yi": 0.307 }, { "time": "09:37", "open": 114.07, "high": 114.07, "low": 113.01, "close": 113.01, "amount_yi": 0.2533 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.01, "ts": "2026-06-29T09:37:34", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 108.92, "bid1": 113.0, "ask1": 113.01, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.41, "max_chase_pct": 1.5, "base_exec_high": 54.61, "dynamic_exec_high": null, "entry_zone_low": 52.99, "entry_zone_high": 54.61, "entry_risk_pct": 4.3789, "intraday_vwap": 52.9901, "price_vs_vwap_pct": 2.9249, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.4428, "prev_amount_yi": 9.3767, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 52.28, "high": 52.28, "low": 52.2, "close": 52.2, "amount_yi": 1.9022 }, { "time": "09:34", "open": 52.79, "high": 52.79, "low": 52.79, "close": 52.79, "amount_yi": 1.2562 }, { "time": "09:35", "open": 53.08, "high": 53.2, "low": 53.08, "close": 53.2, "amount_yi": 1.1269 }, { "time": "09:36", "open": 53.4, "high": 53.5, "low": 53.4, "close": 53.5, "amount_yi": 1.3695 }, { "time": "09:37", "open": 53.9, "high": 54.54, "low": 53.9, "close": 54.54, "amount_yi": 1.788 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.54, "ts": "2026-06-29T09:37:34", "prev_close": 50.38, "open": 52.89, "high": 54.58, "low": 52.01, "bid1": 54.54, "ask1": 54.58, "bid_qty1": 1603, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM", "symbol": "SHSE.600598", "name": "北大荒", "side": "BUY", "priority": "W74", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.96, "exec_low": 11.12, "exec_high": 11.12, "invalid_price": 10.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.29, "max_chase_pct": 1.5, "base_exec_high": 11.12, "dynamic_exec_high": null, "entry_zone_low": 10.8, "entry_zone_high": 11.12, "entry_risk_pct": null, "intraday_vwap": 10.734, "price_vs_vwap_pct": -0.9689, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2902, "prev_amount_yi": 0.3098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 10.76, "high": 10.76, "low": 10.76, "close": 10.76, "amount_yi": 0.0434 }, { "time": "09:34", "open": 10.71, "high": 10.71, "low": 10.71, "close": 10.71, "amount_yi": 0.0522 }, { "time": "09:35", "open": 10.68, "high": 10.7, "low": 10.68, "close": 10.7, "amount_yi": 0.0866 }, { "time": "09:36", "open": 10.68, "high": 10.69, "low": 10.68, "close": 10.69, "amount_yi": 0.043 }, { "time": "09:37", "open": 10.65, "high": 10.65, "low": 10.63, "close": 10.63, "amount_yi": 0.065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.63, "ts": "2026-06-29T09:37:34", "prev_close": 10.79, "open": 10.75, "high": 10.88, "low": 10.63, "bid1": 10.63, "ask1": 10.64, "bid_qty1": 111, "ask_qty1": 222 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600177:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600177:VWAP_RECLAIM", "symbol": "SHSE.600177", "name": "雅戈尔", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.51, "exec_low": 7.62, "exec_high": 7.62, "invalid_price": 7.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.74, "max_chase_pct": 1.5, "base_exec_high": 7.62, "dynamic_exec_high": null, "entry_zone_low": 7.4, "entry_zone_high": 7.62, "entry_risk_pct": null, "intraday_vwap": 7.3432, "price_vs_vwap_pct": 0.365, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1381, "prev_amount_yi": 0.2087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 7.3, "high": 7.32, "low": 7.3, "close": 7.32, "amount_yi": 0.045 }, { "time": "09:34", "open": 7.32, "high": 7.32, "low": 7.32, "close": 7.32, "amount_yi": 0.0186 }, { "time": "09:35", "open": 7.33, "high": 7.34, "low": 7.33, "close": 7.34, "amount_yi": 0.0247 }, { "time": "09:36", "open": 7.37, "high": 7.37, "low": 7.35, "close": 7.35, "amount_yi": 0.0335 }, { "time": "09:37", "open": 7.37, "high": 7.37, "low": 7.37, "close": 7.37, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.37, "ts": "2026-06-29T09:37:32", "prev_close": 7.51, "open": 7.48, "high": 7.48, "low": 7.29, "bid1": 7.36, "ask1": 7.37, "bid_qty1": 490, "ask_qty1": 327 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603259:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603259:VWAP_RECLAIM", "symbol": "SHSE.603259", "name": "药明康德", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 121.07, "exec_low": 122.89, "exec_high": 122.89, "invalid_price": 117.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 124.7, "max_chase_pct": 1.5, "base_exec_high": 122.89, "dynamic_exec_high": null, "entry_zone_low": 119.25, "entry_zone_high": 122.89, "entry_risk_pct": null, "intraday_vwap": 118.9239, "price_vs_vwap_pct": 0.7367, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.5288, "prev_amount_yi": 4.0869, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 119.01, "high": 119.68, "low": 119.01, "close": 119.68, "amount_yi": 1.2927 }, { "time": "09:34", "open": 119.81, "high": 119.81, "low": 119.81, "close": 119.81, "amount_yi": 0.6087 }, { "time": "09:35", "open": 120.25, "high": 120.25, "low": 119.8, "close": 119.8, "amount_yi": 1.3466 }, { "time": "09:36", "open": 119.81, "high": 120.18, "low": 119.81, "close": 120.18, "amount_yi": 1.3825 }, { "time": "09:37", "open": 119.9, "high": 119.9, "low": 119.8, "close": 119.8, "amount_yi": 0.8983 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 119.8, "ts": "2026-06-29T09:37:34", "prev_close": 118.18, "open": 117.21, "high": 120.48, "low": 116.8, "bid1": 119.74, "ask1": 119.8, "bid_qty1": 45, "ask_qty1": 69 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM", "symbol": "SHSE.688456", "name": "有研粉材", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 151.99, "exec_low": 154.27, "exec_high": 154.27, "invalid_price": 147.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 156.55, "max_chase_pct": 1.5, "base_exec_high": 154.27, "dynamic_exec_high": null, "entry_zone_low": 149.71, "entry_zone_high": 154.27, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.711, "prev_amount_yi": 0.7723, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 144.85, "high": 145.8, "low": 144.85, "close": 145.8, "amount_yi": 0.1907 }, { "time": "09:34", "open": 146.99, "high": 146.99, "low": 146.99, "close": 146.99, "amount_yi": 0.061 }, { "time": "09:35", "open": 147.06, "high": 148.38, "low": 147.06, "close": 148.38, "amount_yi": 0.1306 }, { "time": "09:36", "open": 148.59, "high": 148.59, "low": 147.91, "close": 147.91, "amount_yi": 0.1607 }, { "time": "09:37", "open": 147.33, "high": 147.58, "low": 147.33, "close": 147.58, "amount_yi": 0.168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 147.58, "ts": "2026-06-29T09:37:33", "prev_close": 149.38, "open": 147.56, "high": 149.0, "low": 142.99, "bid1": 147.55, "ask1": 147.66, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM", "symbol": "SHSE.600909", "name": "华安证券", "side": "BUY", "priority": "W78", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.91, "exec_low": 13.1, "exec_high": 13.1, "invalid_price": 12.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 13.3, "max_chase_pct": 1.5, "base_exec_high": 13.1, "dynamic_exec_high": null, "entry_zone_low": 12.72, "entry_zone_high": 13.1, "entry_risk_pct": null, "intraday_vwap": 12.4583, "price_vs_vwap_pct": -0.468, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.4979, "prev_amount_yi": 4.8607, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 12.35, "high": 12.35, "low": 12.22, "close": 12.22, "amount_yi": 1.3721 }, { "time": "09:34", "open": 12.14, "high": 12.14, "low": 12.14, "close": 12.14, "amount_yi": 0.503 }, { "time": "09:35", "open": 12.13, "high": 12.18, "low": 12.13, "close": 12.18, "amount_yi": 0.9566 }, { "time": "09:36", "open": 12.24, "high": 12.24, "low": 12.1, "close": 12.1, "amount_yi": 0.8923 }, { "time": "09:37", "open": 12.14, "high": 12.4, "low": 12.14, "close": 12.4, "amount_yi": 0.7739 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.4, "ts": "2026-06-29T09:37:34", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 12.09, "bid1": 12.37, "ask1": 12.4, "bid_qty1": 2, "ask_qty1": 86 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002185:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002185:VWAP_RECLAIM", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "W79", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 23.86, "exec_low": 24.22, "exec_high": 24.22, "invalid_price": 23.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.58, "max_chase_pct": 1.5, "base_exec_high": 24.22, "dynamic_exec_high": null, "entry_zone_low": 23.5, "entry_zone_high": 24.22, "entry_risk_pct": null, "intraday_vwap": 22.5775, "price_vs_vwap_pct": 1.2955, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 9.4484, "prev_amount_yi": 9.9202, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9524, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 22.31, "high": 22.31, "low": 22.26, "close": 22.26, "amount_yi": 2.888 }, { "time": "09:34", "open": 22.34, "high": 22.34, "low": 22.34, "close": 22.34, "amount_yi": 1.114 }, { "time": "09:35", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 1.4803 }, { "time": "09:36", "open": 22.4, "high": 22.61, "low": 22.4, "close": 22.61, "amount_yi": 1.7456 }, { "time": "09:37", "open": 22.75, "high": 22.87, "low": 22.75, "close": 22.87, "amount_yi": 2.2205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.87, "ts": "2026-06-29T09:37:33", "prev_close": 22.56, "open": 22.73, "high": 23.0, "low": 22.18, "bid1": 22.87, "ask1": 22.89, "bid_qty1": 3277, "ask_qty1": 45 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM", "symbol": "SHSE.688056", "name": "莱伯泰科", "side": "BUY", "priority": "W80", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 70.0, "exec_low": 71.05, "exec_high": 71.05, "invalid_price": 67.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 72.1, "max_chase_pct": 1.5, "base_exec_high": 71.05, "dynamic_exec_high": null, "entry_zone_low": 68.95, "entry_zone_high": 71.05, "entry_risk_pct": 4.3258, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1722, "prev_amount_yi": 0.1384, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 70.79, "high": 70.79, "low": 70.0, "close": 70.0, "amount_yi": 0.0415 }, { "time": "09:34", "open": 70.3, "high": 70.3, "low": 70.3, "close": 70.3, "amount_yi": 0.0151 }, { "time": "09:35", "open": 70.8, "high": 71.01, "low": 70.8, "close": 71.01, "amount_yi": 0.0416 }, { "time": "09:36", "open": 71.04, "high": 71.04, "low": 70.78, "close": 70.78, "amount_yi": 0.0595 }, { "time": "09:37", "open": 70.99, "high": 70.99, "low": 70.8, "close": 70.8, "amount_yi": 0.0145 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.8, "ts": "2026-06-29T09:37:35", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 69.03, "bid1": 70.8, "ask1": 70.97, "bid_qty1": 33, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM", "symbol": "SZSE.000021", "name": "深科技", "side": "BUY", "priority": "W81", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.63, "exec_low": 58.49, "exec_high": 58.49, "invalid_price": 55.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.36, "max_chase_pct": 1.5, "base_exec_high": 58.49, "dynamic_exec_high": null, "entry_zone_low": 56.77, "entry_zone_high": 58.49, "entry_risk_pct": null, "intraday_vwap": 57.3737, "price_vs_vwap_pct": 2.5906, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 14.7217, "prev_amount_yi": 13.5025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0903, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 57.45, "high": 57.45, "low": 57.16, "close": 57.16, "amount_yi": 3.1666 }, { "time": "09:34", "open": 56.84, "high": 56.84, "low": 56.84, "close": 56.84, "amount_yi": 1.405 }, { "time": "09:35", "open": 56.84, "high": 57.23, "low": 56.84, "close": 57.23, "amount_yi": 1.6864 }, { "time": "09:36", "open": 57.23, "high": 58.74, "low": 57.23, "close": 58.74, "amount_yi": 6.2964 }, { "time": "09:37", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 2.1673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.86, "ts": "2026-06-29T09:37:33", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 56.0, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 298532, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM", "symbol": "SHSE.600060", "name": "海信视像", "side": "BUY", "priority": "W82", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 25.98, "exec_low": 26.37, "exec_high": 26.37, "invalid_price": 25.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.76, "max_chase_pct": 1.5, "base_exec_high": 26.37, "dynamic_exec_high": null, "entry_zone_low": 25.59, "entry_zone_high": 26.37, "entry_risk_pct": null, "intraday_vwap": 26.0901, "price_vs_vwap_pct": 1.8011, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.481, "prev_amount_yi": 0.3111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 26.29, "high": 26.29, "low": 26.28, "close": 26.28, "amount_yi": 0.116 }, { "time": "09:34", "open": 26.28, "high": 26.28, "low": 26.28, "close": 26.28, "amount_yi": 0.0743 }, { "time": "09:35", "open": 26.33, "high": 26.33, "low": 26.29, "close": 26.29, "amount_yi": 0.1029 }, { "time": "09:36", "open": 26.15, "high": 26.28, "low": 26.15, "close": 26.28, "amount_yi": 0.0707 }, { "time": "09:37", "open": 26.36, "high": 26.56, "low": 26.36, "close": 26.56, "amount_yi": 0.1171 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.56, "ts": "2026-06-29T09:37:33", "prev_close": 25.42, "open": 25.43, "high": 26.58, "low": 25.27, "bid1": 26.5, "ask1": 26.53, "bid_qty1": 144, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM", "symbol": "SHSE.603713", "name": "密尔克卫", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 77.87, "exec_low": 79.04, "exec_high": 79.04, "invalid_price": 75.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 80.21, "max_chase_pct": 1.5, "base_exec_high": 79.04, "dynamic_exec_high": null, "entry_zone_low": 76.7, "entry_zone_high": 79.04, "entry_risk_pct": null, "intraday_vwap": 75.5991, "price_vs_vwap_pct": 0.0144, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4155, "prev_amount_yi": 0.2805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 76.04, "high": 76.25, "low": 76.04, "close": 76.25, "amount_yi": 0.1074 }, { "time": "09:34", "open": 76.57, "high": 76.57, "low": 76.57, "close": 76.57, "amount_yi": 0.0293 }, { "time": "09:35", "open": 76.85, "high": 76.85, "low": 76.6, "close": 76.6, "amount_yi": 0.063 }, { "time": "09:36", "open": 76.54, "high": 76.54, "low": 76.01, "close": 76.01, "amount_yi": 0.0727 }, { "time": "09:37", "open": 75.4, "high": 75.61, "low": 75.4, "close": 75.61, "amount_yi": 0.1431 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.61, "ts": "2026-06-29T09:37:34", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 74.17, "bid1": 75.4, "ask1": 75.61, "bid_qty1": 21, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM", "symbol": "SHSE.603605", "name": "珀莱雅", "side": "BUY", "priority": "W84", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.3, "exec_low": 58.16, "exec_high": 58.16, "invalid_price": 55.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.02, "max_chase_pct": 1.5, "base_exec_high": 58.16, "dynamic_exec_high": null, "entry_zone_low": 56.44, "entry_zone_high": 58.16, "entry_risk_pct": null, "intraday_vwap": 55.4285, "price_vs_vwap_pct": -0.1236, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1082, "prev_amount_yi": 0.1203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8994, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 55.28, "high": 55.34, "low": 55.28, "close": 55.34, "amount_yi": 0.0413 }, { "time": "09:34", "open": 55.49, "high": 55.49, "low": 55.49, "close": 55.49, "amount_yi": 0.0163 }, { "time": "09:35", "open": 55.51, "high": 55.64, "low": 55.51, "close": 55.64, "amount_yi": 0.0174 }, { "time": "09:36", "open": 55.63, "high": 55.63, "low": 55.6, "close": 55.6, "amount_yi": 0.013 }, { "time": "09:37", "open": 55.43, "high": 55.43, "low": 55.36, "close": 55.36, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.36, "ts": "2026-06-29T09:37:35", "prev_close": 56.7, "open": 56.4, "high": 56.4, "low": 55.05, "bid1": 55.35, "ask1": 55.36, "bid_qty1": 11, "ask_qty1": 137 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601658:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601658:VWAP_RECLAIM", "symbol": "SHSE.601658", "name": "邮储银行", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.94, "exec_low": 5.01, "exec_high": 5.01, "invalid_price": 4.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.09, "max_chase_pct": 1.5, "base_exec_high": 5.01, "dynamic_exec_high": null, "entry_zone_low": 4.87, "entry_zone_high": 5.01, "entry_risk_pct": null, "intraday_vwap": 4.8543, "price_vs_vwap_pct": -0.2946, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5164, "prev_amount_yi": 0.5126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0074, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 4.85, "high": 4.85, "low": 4.84, "close": 4.84, "amount_yi": 0.2076 }, { "time": "09:34", "open": 4.84, "high": 4.84, "low": 4.84, "close": 4.84, "amount_yi": 0.0975 }, { "time": "09:35", "open": 4.83, "high": 4.84, "low": 4.83, "close": 4.84, "amount_yi": 0.0874 }, { "time": "09:36", "open": 4.84, "high": 4.84, "low": 4.84, "close": 4.84, "amount_yi": 0.0499 }, { "time": "09:37", "open": 4.84, "high": 4.84, "low": 4.84, "close": 4.84, "amount_yi": 0.074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.84, "ts": "2026-06-29T09:37:34", "prev_close": 4.92, "open": 4.91, "high": 4.91, "low": 4.83, "bid1": 4.84, "ask1": 4.85, "bid_qty1": 86, "ask_qty1": 7152 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600877:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600877:VWAP_RECLAIM", "symbol": "SHSE.600877", "name": "电科芯片", "side": "BUY", "priority": "W86", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 16.98, "exec_low": 17.23, "exec_high": 17.23, "invalid_price": 16.47, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.49, "max_chase_pct": 1.5, "base_exec_high": 17.23, "dynamic_exec_high": null, "entry_zone_low": 16.73, "entry_zone_high": 17.23, "entry_risk_pct": null, "intraday_vwap": 16.4879, "price_vs_vwap_pct": -0.1692, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4042, "prev_amount_yi": 0.5851, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 16.27, "high": 16.27, "low": 16.23, "close": 16.23, "amount_yi": 0.133 }, { "time": "09:34", "open": 16.35, "high": 16.35, "low": 16.35, "close": 16.35, "amount_yi": 0.0619 }, { "time": "09:35", "open": 16.35, "high": 16.38, "low": 16.35, "close": 16.38, "amount_yi": 0.0798 }, { "time": "09:36", "open": 16.41, "high": 16.46, "low": 16.41, "close": 16.46, "amount_yi": 0.0751 }, { "time": "09:37", "open": 16.46, "high": 16.46, "low": 16.46, "close": 16.46, "amount_yi": 0.0544 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.46, "ts": "2026-06-29T09:37:35", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 16.21, "bid1": 16.44, "ask1": 16.46, "bid_qty1": 58, "ask_qty1": 26 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601933:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601933:VWAP_RECLAIM", "symbol": "SHSE.601933", "name": "永辉超市", "side": "BUY", "priority": "W87", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.13, "exec_low": 3.18, "exec_high": 3.18, "invalid_price": 3.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.22, "max_chase_pct": 1.5, "base_exec_high": 3.18, "dynamic_exec_high": null, "entry_zone_low": 3.08, "entry_zone_high": 3.18, "entry_risk_pct": null, "intraday_vwap": 2.9495, "price_vs_vwap_pct": -0.3221, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2914, "prev_amount_yi": 0.2375, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 2.96, "high": 2.96, "low": 2.95, "close": 2.95, "amount_yi": 0.0924 }, { "time": "09:34", "open": 2.94, "high": 2.94, "low": 2.94, "close": 2.94, "amount_yi": 0.0415 }, { "time": "09:35", "open": 2.93, "high": 2.94, "low": 2.93, "close": 2.94, "amount_yi": 0.052 }, { "time": "09:36", "open": 2.94, "high": 2.94, "low": 2.94, "close": 2.94, "amount_yi": 0.0351 }, { "time": "09:37", "open": 2.93, "high": 2.94, "low": 2.93, "close": 2.94, "amount_yi": 0.0704 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.94, "ts": "2026-06-29T09:37:34", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.93, "bid1": 2.93, "ask1": 2.94, "bid_qty1": 15445, "ask_qty1": 13 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM", "symbol": "SZSE.301362", "name": "民爆光电", "side": "BUY", "priority": "W88", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 202.5, "exec_low": 205.54, "exec_high": 205.54, "invalid_price": 196.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 208.58, "max_chase_pct": 1.5, "base_exec_high": 205.54, "dynamic_exec_high": null, "entry_zone_low": 199.46, "entry_zone_high": 205.54, "entry_risk_pct": null, "intraday_vwap": 198.4565, "price_vs_vwap_pct": 1.4882, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2841, "prev_amount_yi": 0.8081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 198.4, "high": 198.5, "low": 198.4, "close": 198.5, "amount_yi": 0.2262 }, { "time": "09:34", "open": 201.9, "high": 201.9, "low": 201.9, "close": 201.9, "amount_yi": 0.1689 }, { "time": "09:35", "open": 203.17, "high": 203.17, "low": 202.72, "close": 202.72, "amount_yi": 0.4022 }, { "time": "09:36", "open": 203.0, "high": 203.0, "low": 201.13, "close": 201.13, "amount_yi": 0.3216 }, { "time": "09:37", "open": 201.02, "high": 201.41, "low": 201.02, "close": 201.41, "amount_yi": 0.1652 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 201.41, "ts": "2026-06-29T09:37:30", "prev_close": 190.62, "open": 193.29, "high": 203.9, "low": 190.57, "bid1": 201.41, "ask1": 201.8, "bid_qty1": 14, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM", "symbol": "SHSE.600703", "name": "三安光电", "side": "BUY", "priority": "W89", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.18, "exec_low": 23.53, "exec_high": 23.53, "invalid_price": 22.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.88, "max_chase_pct": 1.5, "base_exec_high": 23.53, "dynamic_exec_high": null, "entry_zone_low": 22.83, "entry_zone_high": 23.53, "entry_risk_pct": null, "intraday_vwap": 22.0842, "price_vs_vwap_pct": 2.245, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.3543, "prev_amount_yi": 8.3146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0048, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 22.08, "high": 22.08, "low": 21.87, "close": 21.87, "amount_yi": 1.8724 }, { "time": "09:34", "open": 21.7, "high": 21.7, "low": 21.7, "close": 21.7, "amount_yi": 1.2166 }, { "time": "09:35", "open": 21.52, "high": 21.87, "low": 21.52, "close": 21.87, "amount_yi": 1.9991 }, { "time": "09:36", "open": 21.97, "high": 22.15, "low": 21.97, "close": 22.15, "amount_yi": 1.2045 }, { "time": "09:37", "open": 22.38, "high": 22.58, "low": 22.38, "close": 22.58, "amount_yi": 2.0617 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.58, "ts": "2026-06-29T09:37:34", "prev_close": 21.73, "open": 22.4, "high": 22.59, "low": 21.49, "bid1": 22.58, "ask1": 22.59, "bid_qty1": 97, "ask_qty1": 407 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM", "symbol": "SHSE.688082", "name": "盛美上海", "side": "BUY", "priority": "W90", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 427.99, "exec_low": 434.41, "exec_high": 434.41, "invalid_price": 415.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8806, "prev_amount_yi": 2.1839, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 428.98, "high": 430.98, "low": 428.98, "close": 430.98, "amount_yi": 0.6525 }, { "time": "09:34", "open": 435.0, "high": 435.0, "low": 435.0, "close": 435.0, "amount_yi": 0.2859 }, { "time": "09:35", "open": 434.3, "high": 434.3, "low": 434.0, "close": 434.0, "amount_yi": 0.6851 }, { "time": "09:36", "open": 434.01, "high": 436.11, "low": 434.01, "close": 436.11, "amount_yi": 0.7511 }, { "time": "09:37", "open": 437.0, "high": 439.0, "low": 437.0, "close": 439.0, "amount_yi": 0.506 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 439.0, "ts": "2026-06-29T09:37:32", "prev_close": 414.0, "open": 420.0, "high": 439.84, "low": 420.0, "bid1": 439.0, "ask1": 439.83, "bid_qty1": 43, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 18.07, "exec_low": 18.34, "exec_high": 18.34, "invalid_price": 17.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.61, "max_chase_pct": 1.5, "base_exec_high": 18.34, "dynamic_exec_high": null, "entry_zone_low": 17.8, "entry_zone_high": 18.34, "entry_risk_pct": null, "intraday_vwap": 17.6434, "price_vs_vwap_pct": -0.4727, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2489, "prev_amount_yi": 0.2019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2328, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 17.53, "high": 17.58, "low": 17.53, "close": 17.58, "amount_yi": 0.0635 }, { "time": "09:34", "open": 17.54, "high": 17.54, "low": 17.54, "close": 17.54, "amount_yi": 0.029 }, { "time": "09:35", "open": 17.56, "high": 17.56, "low": 17.56, "close": 17.56, "amount_yi": 0.0372 }, { "time": "09:36", "open": 17.59, "high": 17.59, "low": 17.53, "close": 17.53, "amount_yi": 0.0736 }, { "time": "09:37", "open": 17.55, "high": 17.56, "low": 17.55, "close": 17.56, "amount_yi": 0.0456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.56, "ts": "2026-06-29T09:37:33", "prev_close": 17.96, "open": 17.9, "high": 17.93, "low": 17.5, "bid1": 17.55, "ask1": 17.56, "bid_qty1": 88, "ask_qty1": 180 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601128:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601128:VWAP_RECLAIM", "symbol": "SHSE.601128", "name": "常熟银行", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.94, "exec_low": 6.03, "exec_high": 6.03, "invalid_price": 5.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.12, "max_chase_pct": 1.5, "base_exec_high": 6.03, "dynamic_exec_high": null, "entry_zone_low": 5.85, "entry_zone_high": 6.03, "entry_risk_pct": null, "intraday_vwap": 5.8166, "price_vs_vwap_pct": -0.4573, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1824, "prev_amount_yi": 0.1558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0832 }, { "time": "09:34", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0267 }, { "time": "09:35", "open": 5.79, "high": 5.79, "low": 5.78, "close": 5.78, "amount_yi": 0.044 }, { "time": "09:36", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0189 }, { "time": "09:37", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.79, "ts": "2026-06-29T09:37:33", "prev_close": 5.92, "open": 5.92, "high": 5.92, "low": 5.76, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 3169, "ask_qty1": 729 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601229:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601229:VWAP_RECLAIM", "symbol": "SHSE.601229", "name": "上海银行", "side": "BUY", "priority": "W93", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.94, "exec_low": 9.07, "exec_high": 9.07, "invalid_price": 8.67, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.21, "max_chase_pct": 1.5, "base_exec_high": 9.07, "dynamic_exec_high": null, "entry_zone_low": 8.81, "entry_zone_high": 9.07, "entry_risk_pct": null, "intraday_vwap": 8.7144, "price_vs_vwap_pct": -0.739, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3673, "prev_amount_yi": 0.2303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5949, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 8.72, "high": 8.72, "low": 8.71, "close": 8.71, "amount_yi": 0.0787 }, { "time": "09:34", "open": 8.69, "high": 8.69, "low": 8.69, "close": 8.69, "amount_yi": 0.0709 }, { "time": "09:35", "open": 8.68, "high": 8.68, "low": 8.67, "close": 8.67, "amount_yi": 0.0753 }, { "time": "09:36", "open": 8.67, "high": 8.67, "low": 8.65, "close": 8.65, "amount_yi": 0.0741 }, { "time": "09:37", "open": 8.64, "high": 8.65, "low": 8.64, "close": 8.65, "amount_yi": 0.0683 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.65, "ts": "2026-06-29T09:37:34", "prev_close": 8.89, "open": 8.89, "high": 8.89, "low": 8.63, "bid1": 8.64, "ask1": 8.65, "bid_qty1": 1120, "ask_qty1": 260 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601825:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601825:VWAP_RECLAIM", "symbol": "SHSE.601825", "name": "沪农商行", "side": "BUY", "priority": "W94", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.2, "exec_low": 8.32, "exec_high": 8.32, "invalid_price": 7.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.45, "max_chase_pct": 1.5, "base_exec_high": 8.32, "dynamic_exec_high": null, "entry_zone_low": 8.08, "entry_zone_high": 8.32, "entry_risk_pct": null, "intraday_vwap": 7.7386, "price_vs_vwap_pct": -1.1449, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1214, "prev_amount_yi": 0.1116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0878, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 7.69, "high": 7.69, "low": 7.69, "close": 7.69, "amount_yi": 0.0275 }, { "time": "09:34", "open": 7.67, "high": 7.67, "low": 7.67, "close": 7.67, "amount_yi": 0.0213 }, { "time": "09:35", "open": 7.7, "high": 7.7, "low": 7.69, "close": 7.69, "amount_yi": 0.0289 }, { "time": "09:36", "open": 7.68, "high": 7.68, "low": 7.67, "close": 7.67, "amount_yi": 0.0222 }, { "time": "09:37", "open": 7.65, "high": 7.65, "low": 7.65, "close": 7.65, "amount_yi": 0.0215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.65, "ts": "2026-06-29T09:37:33", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.65, "ask1": 7.66, "bid_qty1": 26, "ask_qty1": 236 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688141:VWAP_RECLAIM", "symbol": "SHSE.688141", "name": "杰华特", "side": "BUY", "priority": "W95", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 153.99, "exec_low": 156.3, "exec_high": 156.3, "invalid_price": 149.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 158.61, "max_chase_pct": 1.5, "base_exec_high": 156.3, "dynamic_exec_high": null, "entry_zone_low": 151.68, "entry_zone_high": 156.3, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0939, "prev_amount_yi": 1.1604, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 140.93, "high": 140.93, "low": 140.04, "close": 140.04, "amount_yi": 0.3253 }, { "time": "09:34", "open": 141.99, "high": 141.99, "low": 141.99, "close": 141.99, "amount_yi": 0.2123 }, { "time": "09:35", "open": 143.9, "high": 143.9, "low": 143.3, "close": 143.3, "amount_yi": 0.2477 }, { "time": "09:36", "open": 143.77, "high": 143.77, "low": 143.03, "close": 143.03, "amount_yi": 0.1644 }, { "time": "09:37", "open": 143.79, "high": 143.79, "low": 143.73, "close": 143.73, "amount_yi": 0.1442 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 143.73, "ts": "2026-06-29T09:37:35", "prev_close": 146.8, "open": 145.21, "high": 146.43, "low": 139.65, "bid1": 143.85, "ask1": 143.88, "bid_qty1": 2, "ask_qty1": 26 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W96", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 57.48, "exec_low": 58.34, "exec_high": 58.34, "invalid_price": 55.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.2, "max_chase_pct": 1.5, "base_exec_high": 58.34, "dynamic_exec_high": null, "entry_zone_low": 56.62, "entry_zone_high": 58.34, "entry_risk_pct": null, "intraday_vwap": 55.6814, "price_vs_vwap_pct": 0.3208, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.0001, "prev_amount_yi": 5.3058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 55.15, "high": 55.15, "low": 55.15, "close": 55.15, "amount_yi": 1.1174 }, { "time": "09:34", "open": 54.71, "high": 54.71, "low": 54.71, "close": 54.71, "amount_yi": 0.8903 }, { "time": "09:35", "open": 54.82, "high": 55.2, "low": 54.82, "close": 55.2, "amount_yi": 1.2232 }, { "time": "09:36", "open": 55.49, "high": 55.9, "low": 55.49, "close": 55.9, "amount_yi": 0.7624 }, { "time": "09:37", "open": 55.93, "high": 55.93, "low": 55.86, "close": 55.86, "amount_yi": 1.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.86, "ts": "2026-06-29T09:37:33", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 54.66, "bid1": 55.84, "ask1": 55.86, "bid_qty1": 15, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601939:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601939:VWAP_RECLAIM", "symbol": "SHSE.601939", "name": "建设银行", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.93, "exec_low": 10.08, "exec_high": 10.08, "invalid_price": 9.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.23, "max_chase_pct": 1.5, "base_exec_high": 10.08, "dynamic_exec_high": null, "entry_zone_low": 9.78, "entry_zone_high": 10.08, "entry_risk_pct": null, "intraday_vwap": 9.6592, "price_vs_vwap_pct": -0.0952, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3935, "prev_amount_yi": 0.8585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4584, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0747 }, { "time": "09:34", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0732 }, { "time": "09:35", "open": 9.65, "high": 9.65, "low": 9.64, "close": 9.64, "amount_yi": 0.0747 }, { "time": "09:36", "open": 9.66, "high": 9.66, "low": 9.65, "close": 9.65, "amount_yi": 0.1058 }, { "time": "09:37", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.0651 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.65, "ts": "2026-06-29T09:37:33", "prev_close": 9.78, "open": 9.71, "high": 9.75, "low": 9.62, "bid1": 9.64, "ask1": 9.65, "bid_qty1": 2065, "ask_qty1": 1006 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002901:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002901:VWAP_RECLAIM", "symbol": "SZSE.002901", "name": "大博医疗", "side": "BUY", "priority": "W98", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.23, "max_chase_pct": 1.5, "base_exec_high": 43.58, "dynamic_exec_high": null, "entry_zone_low": 42.3, "entry_zone_high": 43.58, "entry_risk_pct": null, "intraday_vwap": 40.8686, "price_vs_vwap_pct": -1.0732, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0739, "prev_amount_yi": 0.0834, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8861, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 40.78, "high": 40.78, "low": 40.57, "close": 40.57, "amount_yi": 0.0354 }, { "time": "09:34", "open": 40.55, "high": 40.55, "low": 40.55, "close": 40.55, "amount_yi": 0.0065 }, { "time": "09:35", "open": 40.51, "high": 40.64, "low": 40.51, "close": 40.64, "amount_yi": 0.0077 }, { "time": "09:36", "open": 40.65, "high": 40.65, "low": 40.52, "close": 40.52, "amount_yi": 0.0114 }, { "time": "09:37", "open": 40.42, "high": 40.43, "low": 40.42, "close": 40.43, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.43, "ts": "2026-06-29T09:37:33", "prev_close": 41.86, "open": 41.86, "high": 42.19, "low": 40.4, "bid1": 40.42, "ask1": 40.43, "bid_qty1": 42, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600048:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600048:VWAP_RECLAIM", "symbol": "SHSE.600048", "name": "保利发展", "side": "BUY", "priority": "W99", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.89, "exec_low": 4.96, "exec_high": 4.96, "invalid_price": 4.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.04, "max_chase_pct": 1.5, "base_exec_high": 4.96, "dynamic_exec_high": null, "entry_zone_low": 4.82, "entry_zone_high": 4.96, "entry_risk_pct": null, "intraday_vwap": 4.707, "price_vs_vwap_pct": -0.7861, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3431, "prev_amount_yi": 0.2502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 4.71, "high": 4.71, "low": 4.7, "close": 4.7, "amount_yi": 0.0567 }, { "time": "09:34", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.0367 }, { "time": "09:35", "open": 4.68, "high": 4.69, "low": 4.68, "close": 4.69, "amount_yi": 0.0901 }, { "time": "09:36", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.0535 }, { "time": "09:37", "open": 4.68, "high": 4.68, "low": 4.67, "close": 4.67, "amount_yi": 0.1061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.67, "ts": "2026-06-29T09:37:33", "prev_close": 4.75, "open": 4.75, "high": 4.76, "low": 4.67, "bid1": 4.67, "ask1": 4.68, "bid_qty1": 4695, "ask_qty1": 1272 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM", "symbol": "SHSE.600919", "name": "江苏银行", "side": "BUY", "priority": "W100", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 11.25, "exec_low": 11.42, "exec_high": 11.42, "invalid_price": 10.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.59, "max_chase_pct": 1.5, "base_exec_high": 11.42, "dynamic_exec_high": null, "entry_zone_low": 11.08, "entry_zone_high": 11.42, "entry_risk_pct": null, "intraday_vwap": 10.8834, "price_vs_vwap_pct": 0.2444, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9758, "prev_amount_yi": 0.8104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 10.81, "high": 10.81, "low": 10.8, "close": 10.8, "amount_yi": 0.2332 }, { "time": "09:34", "open": 10.8, "high": 10.8, "low": 10.8, "close": 10.8, "amount_yi": 0.1652 }, { "time": "09:35", "open": 10.82, "high": 10.85, "low": 10.82, "close": 10.85, "amount_yi": 0.1898 }, { "time": "09:36", "open": 10.87, "high": 10.89, "low": 10.87, "close": 10.89, "amount_yi": 0.2758 }, { "time": "09:37", "open": 10.9, "high": 10.91, "low": 10.9, "close": 10.91, "amount_yi": 0.1118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.91, "ts": "2026-06-29T09:37:33", "prev_close": 11.09, "open": 11.07, "high": 11.08, "low": 10.79, "bid1": 10.91, "ask1": 10.92, "bid_qty1": 168, "ask_qty1": 514 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300832:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300832:VWAP_RECLAIM", "symbol": "SZSE.300832", "name": "新产业", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.23, "max_chase_pct": 1.5, "base_exec_high": 43.58, "dynamic_exec_high": null, "entry_zone_low": 42.3, "entry_zone_high": 43.58, "entry_risk_pct": null, "intraday_vwap": 41.8523, "price_vs_vwap_pct": -0.34, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0509, "prev_amount_yi": 0.0757, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 41.86, "high": 41.86, "low": 41.76, "close": 41.76, "amount_yi": 0.0103 }, { "time": "09:34", "open": 41.72, "high": 41.72, "low": 41.72, "close": 41.72, "amount_yi": 0.0124 }, { "time": "09:35", "open": 41.79, "high": 41.86, "low": 41.79, "close": 41.86, "amount_yi": 0.009 }, { "time": "09:36", "open": 41.85, "high": 41.85, "low": 41.83, "close": 41.83, "amount_yi": 0.0093 }, { "time": "09:37", "open": 41.76, "high": 41.76, "low": 41.71, "close": 41.71, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.71, "ts": "2026-06-29T09:37:30", "prev_close": 42.39, "open": 42.21, "high": 42.39, "low": 41.61, "bid1": 41.7, "ask1": 41.71, "bid_qty1": 23, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601077:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601077:VWAP_RECLAIM", "symbol": "SHSE.601077", "name": "渝农商行", "side": "BUY", "priority": "W102", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.39, "exec_low": 6.49, "exec_high": 6.49, "invalid_price": 6.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.58, "max_chase_pct": 1.5, "base_exec_high": 6.49, "dynamic_exec_high": null, "entry_zone_low": 6.29, "entry_zone_high": 6.49, "entry_risk_pct": null, "intraday_vwap": 6.1882, "price_vs_vwap_pct": -0.6173, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2446, "prev_amount_yi": 0.1723, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 6.17, "high": 6.18, "low": 6.17, "close": 6.18, "amount_yi": 0.0465 }, { "time": "09:34", "open": 6.16, "high": 6.16, "low": 6.16, "close": 6.16, "amount_yi": 0.0306 }, { "time": "09:35", "open": 6.17, "high": 6.17, "low": 6.15, "close": 6.15, "amount_yi": 0.062 }, { "time": "09:36", "open": 6.17, "high": 6.17, "low": 6.16, "close": 6.16, "amount_yi": 0.0437 }, { "time": "09:37", "open": 6.16, "high": 6.16, "low": 6.15, "close": 6.15, "amount_yi": 0.0618 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.15, "ts": "2026-06-29T09:37:33", "prev_close": 6.3, "open": 6.29, "high": 6.3, "low": 6.12, "bid1": 6.15, "ask1": 6.16, "bid_qty1": 427, "ask_qty1": 224 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600901:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600901:VWAP_RECLAIM", "symbol": "SHSE.600901", "name": "江苏金租", "side": "BUY", "priority": "W103", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.96, "exec_low": 6.05, "exec_high": 6.05, "invalid_price": 5.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.14, "max_chase_pct": 1.5, "base_exec_high": 6.05, "dynamic_exec_high": null, "entry_zone_low": 5.87, "entry_zone_high": 6.05, "entry_risk_pct": null, "intraday_vwap": 5.7908, "price_vs_vwap_pct": -0.7046, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.125, "prev_amount_yi": 0.0928, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.347, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 5.79, "high": 5.8, "low": 5.79, "close": 5.8, "amount_yi": 0.0258 }, { "time": "09:34", "open": 5.76, "high": 5.76, "low": 5.76, "close": 5.76, "amount_yi": 0.0159 }, { "time": "09:35", "open": 5.75, "high": 5.76, "low": 5.75, "close": 5.76, "amount_yi": 0.0317 }, { "time": "09:36", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.033 }, { "time": "09:37", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.75, "ts": "2026-06-29T09:37:33", "prev_close": 5.9, "open": 5.87, "high": 5.9, "low": 5.72, "bid1": 5.76, "ask1": 5.77, "bid_qty1": 7, "ask_qty1": 130 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM", "symbol": "SHSE.601988", "name": "中国银行", "side": "BUY", "priority": "W104", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.89, "exec_low": 5.98, "exec_high": 5.98, "invalid_price": 5.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.07, "max_chase_pct": 1.5, "base_exec_high": 5.98, "dynamic_exec_high": null, "entry_zone_low": 5.8, "entry_zone_high": 5.98, "entry_risk_pct": null, "intraday_vwap": 5.6795, "price_vs_vwap_pct": -0.5194, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9329, "prev_amount_yi": 1.4376, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6489, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 5.66, "high": 5.66, "low": 5.65, "close": 5.65, "amount_yi": 0.3171 }, { "time": "09:34", "open": 5.65, "high": 5.65, "low": 5.65, "close": 5.65, "amount_yi": 0.105 }, { "time": "09:35", "open": 5.65, "high": 5.65, "low": 5.65, "close": 5.65, "amount_yi": 0.1986 }, { "time": "09:36", "open": 5.65, "high": 5.65, "low": 5.65, "close": 5.65, "amount_yi": 0.1634 }, { "time": "09:37", "open": 5.65, "high": 5.65, "low": 5.65, "close": 5.65, "amount_yi": 0.1488 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.65, "ts": "2026-06-29T09:37:34", "prev_close": 5.76, "open": 5.75, "high": 5.76, "low": 5.64, "bid1": 5.64, "ask1": 5.65, "bid_qty1": 15915, "ask_qty1": 1975 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688777:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688777:VWAP_RECLAIM", "symbol": "SHSE.688777", "name": "中控技术", "side": "BUY", "priority": "W105", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 121.88, "exec_low": 123.71, "exec_high": 123.71, "invalid_price": 118.22, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.378, "prev_amount_yi": 1.7417, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 118.78, "high": 118.86, "low": 118.78, "close": 118.86, "amount_yi": 0.3006 }, { "time": "09:34", "open": 118.49, "high": 118.49, "low": 118.49, "close": 118.49, "amount_yi": 0.2517 }, { "time": "09:35", "open": 118.49, "high": 119.65, "low": 118.49, "close": 119.65, "amount_yi": 0.3752 }, { "time": "09:36", "open": 119.7, "high": 119.7, "low": 118.6, "close": 118.6, "amount_yi": 0.3249 }, { "time": "09:37", "open": 119.59, "high": 119.59, "low": 118.95, "close": 118.95, "amount_yi": 0.1256 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.95, "ts": "2026-06-29T09:37:33", "prev_close": 119.05, "open": 119.5, "high": 122.76, "low": 118.0, "bid1": 118.81, "ask1": 118.82, "bid_qty1": 4, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM", "symbol": "SHSE.601398", "name": "工商银行", "side": "BUY", "priority": "W106", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.25, "exec_low": 7.36, "exec_high": 7.36, "invalid_price": 7.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.47, "max_chase_pct": 1.5, "base_exec_high": 7.36, "dynamic_exec_high": null, "entry_zone_low": 7.14, "entry_zone_high": 7.36, "entry_risk_pct": null, "intraday_vwap": 7.0978, "price_vs_vwap_pct": 0.031, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4507, "prev_amount_yi": 3.0755, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 7.1, "high": 7.1, "low": 7.1, "close": 7.1, "amount_yi": 0.4167 }, { "time": "09:34", "open": 7.1, "high": 7.1, "low": 7.1, "close": 7.1, "amount_yi": 0.2068 }, { "time": "09:35", "open": 7.11, "high": 7.11, "low": 7.1, "close": 7.1, "amount_yi": 0.362 }, { "time": "09:36", "open": 7.1, "high": 7.1, "low": 7.1, "close": 7.1, "amount_yi": 0.2717 }, { "time": "09:37", "open": 7.1, "high": 7.1, "low": 7.1, "close": 7.1, "amount_yi": 0.1935 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.1, "ts": "2026-06-29T09:37:35", "prev_close": 7.15, "open": 7.12, "high": 7.13, "low": 7.08, "bid1": 7.09, "ask1": 7.1, "bid_qty1": 3102, "ask_qty1": 7613 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600036:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600036:VWAP_RECLAIM", "symbol": "SHSE.600036", "name": "招商银行", "side": "BUY", "priority": "W107", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 36.47, "exec_low": 37.02, "exec_high": 37.02, "invalid_price": 35.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.56, "max_chase_pct": 1.5, "base_exec_high": 37.02, "dynamic_exec_high": null, "entry_zone_low": 35.92, "entry_zone_high": 37.02, "entry_risk_pct": null, "intraday_vwap": 35.584, "price_vs_vwap_pct": -0.4609, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.322, "prev_amount_yi": 2.4334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9542, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 35.56, "high": 35.56, "low": 35.51, "close": 35.51, "amount_yi": 0.6157 }, { "time": "09:34", "open": 35.46, "high": 35.46, "low": 35.46, "close": 35.46, "amount_yi": 0.3684 }, { "time": "09:35", "open": 35.43, "high": 35.43, "low": 35.41, "close": 35.41, "amount_yi": 0.458 }, { "time": "09:36", "open": 35.42, "high": 35.44, "low": 35.42, "close": 35.44, "amount_yi": 0.4326 }, { "time": "09:37", "open": 35.42, "high": 35.42, "low": 35.42, "close": 35.42, "amount_yi": 0.4473 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.42, "ts": "2026-06-29T09:37:34", "prev_close": 36.0, "open": 35.9, "high": 35.92, "low": 35.4, "bid1": 35.41, "ask1": 35.42, "bid_qty1": 239, "ask_qty1": 232 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM", "symbol": "SHSE.688266", "name": "泽璟制药-U", "side": "BUY", "priority": "W108", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 109.36, "exec_low": 111.0, "exec_high": 111.0, "invalid_price": 106.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3932, "prev_amount_yi": 0.4622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8507, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 107.2, "high": 107.2, "low": 106.96, "close": 106.96, "amount_yi": 0.075 }, { "time": "09:34", "open": 106.0, "high": 106.0, "low": 106.0, "close": 106.0, "amount_yi": 0.0428 }, { "time": "09:35", "open": 105.0, "high": 105.22, "low": 105.0, "close": 105.22, "amount_yi": 0.1038 }, { "time": "09:36", "open": 105.2, "high": 106.0, "low": 105.2, "close": 106.0, "amount_yi": 0.1055 }, { "time": "09:37", "open": 105.79, "high": 105.79, "low": 105.74, "close": 105.74, "amount_yi": 0.0661 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.74, "ts": "2026-06-29T09:37:35", "prev_close": 106.8, "open": 107.0, "high": 107.54, "low": 105.0, "bid1": 105.67, "ask1": 105.74, "bid_qty1": 6, "ask_qty1": 83 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603335:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603335:VWAP_RECLAIM", "symbol": "SHSE.603335", "name": "迪生力", "side": "BUY", "priority": "W109", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 9.56, "exec_low": 9.7, "exec_high": 9.7, "invalid_price": 9.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.85, "max_chase_pct": 1.5, "base_exec_high": 9.7, "dynamic_exec_high": null, "entry_zone_low": 9.42, "entry_zone_high": 9.7, "entry_risk_pct": null, "intraday_vwap": 9.0364, "price_vs_vwap_pct": -1.0668, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4772, "prev_amount_yi": 0.4195, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 9.16, "high": 9.16, "low": 9.09, "close": 9.09, "amount_yi": 0.1312 }, { "time": "09:34", "open": 9.16, "high": 9.16, "low": 9.16, "close": 9.16, "amount_yi": 0.0441 }, { "time": "09:35", "open": 9.13, "high": 9.13, "low": 9.1, "close": 9.1, "amount_yi": 0.1046 }, { "time": "09:36", "open": 9.0, "high": 9.0, "low": 8.96, "close": 8.96, "amount_yi": 0.1095 }, { "time": "09:37", "open": 8.95, "high": 8.95, "low": 8.94, "close": 8.94, "amount_yi": 0.0878 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.94, "ts": "2026-06-29T09:37:33", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.88, "bid1": 8.93, "ask1": 8.94, "bid_qty1": 231, "ask_qty1": 27 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603986:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603986:VWAP_RECLAIM", "symbol": "SHSE.603986", "name": "兆易创新", "side": "BUY", "priority": "W110", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 779.0, "exec_low": 790.68, "exec_high": 790.68, "invalid_price": 755.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 802.37, "max_chase_pct": 1.5, "base_exec_high": 790.68, "dynamic_exec_high": null, "entry_zone_low": 767.31, "entry_zone_high": 790.68, "entry_risk_pct": null, "intraday_vwap": 784.2523, "price_vs_vwap_pct": 3.0918, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 29.8017, "prev_amount_yi": 20.1518, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 782.0, "high": 786.36, "low": 782.0, "close": 786.36, "amount_yi": 7.1315 }, { "time": "09:34", "open": 788.7, "high": 788.7, "low": 788.7, "close": 788.7, "amount_yi": 3.7968 }, { "time": "09:35", "open": 791.63, "high": 796.36, "low": 791.63, "close": 796.36, "amount_yi": 4.9785 }, { "time": "09:36", "open": 799.0, "high": 799.95, "low": 799.0, "close": 799.95, "amount_yi": 8.6837 }, { "time": "09:37", "open": 800.98, "high": 808.5, "low": 800.98, "close": 808.5, "amount_yi": 5.2112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 808.5, "ts": "2026-06-29T09:37:35", "prev_close": 770.0, "open": 779.0, "high": 808.7, "low": 761.3, "bid1": 808.5, "ask1": 808.7, "bid_qty1": 1, "ask_qty1": 31 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM", "symbol": "SHSE.600690", "name": "海尔智家", "side": "BUY", "priority": "W111", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.9, "exec_low": 20.2, "exec_high": 20.2, "invalid_price": 19.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 20.5, "max_chase_pct": 1.5, "base_exec_high": 20.2, "dynamic_exec_high": null, "entry_zone_low": 19.6, "entry_zone_high": 20.2, "entry_risk_pct": 3.4034, "intraday_vwap": 19.9657, "price_vs_vwap_pct": 0.0215, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3434, "prev_amount_yi": 0.5131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 19.95, "high": 19.96, "low": 19.95, "close": 19.96, "amount_yi": 0.1376 }, { "time": "09:34", "open": 19.92, "high": 19.92, "low": 19.92, "close": 19.92, "amount_yi": 0.0374 }, { "time": "09:35", "open": 19.89, "high": 19.9, "low": 19.89, "close": 19.9, "amount_yi": 0.0608 }, { "time": "09:36", "open": 19.92, "high": 19.92, "low": 19.92, "close": 19.92, "amount_yi": 0.0433 }, { "time": "09:37", "open": 19.92, "high": 19.97, "low": 19.92, "close": 19.97, "amount_yi": 0.0643 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 438.29, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.97, "ts": "2026-06-29T09:37:35", "prev_close": 19.72, "open": 20.12, "high": 20.12, "low": 19.86, "bid1": 19.97, "ask1": 19.98, "bid_qty1": 428, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603226:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603226:VWAP_RECLAIM", "symbol": "SHSE.603226", "name": "菲林格尔", "side": "BUY", "priority": "W112", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 53.85, "exec_low": 54.66, "exec_high": 54.66, "invalid_price": 52.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.47, "max_chase_pct": 1.5, "base_exec_high": 54.66, "dynamic_exec_high": null, "entry_zone_low": 53.04, "entry_zone_high": 54.66, "entry_risk_pct": null, "intraday_vwap": 50.3454, "price_vs_vwap_pct": -0.3087, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1612, "prev_amount_yi": 0.1093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 50.2, "high": 50.2, "low": 50.2, "close": 50.2, "amount_yi": 0.0373 }, { "time": "09:34", "open": 49.93, "high": 49.93, "low": 49.93, "close": 49.93, "amount_yi": 0.0265 }, { "time": "09:35", "open": 49.1, "high": 49.9, "low": 49.1, "close": 49.9, "amount_yi": 0.0468 }, { "time": "09:36", "open": 49.63, "high": 49.68, "low": 49.63, "close": 49.68, "amount_yi": 0.036 }, { "time": "09:37", "open": 49.9, "high": 50.19, "low": 49.9, "close": 50.19, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.19, "ts": "2026-06-29T09:37:34", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 49.0, "bid1": 50.13, "ask1": 50.21, "bid_qty1": 5, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600750:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600750:VWAP_RECLAIM", "symbol": "SHSE.600750", "name": "华润江中", "side": "BUY", "priority": "W113", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 22.95, "exec_low": 23.29, "exec_high": 23.29, "invalid_price": 22.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.64, "max_chase_pct": 1.5, "base_exec_high": 23.29, "dynamic_exec_high": null, "entry_zone_low": 22.61, "entry_zone_high": 23.29, "entry_risk_pct": null, "intraday_vwap": 22.3079, "price_vs_vwap_pct": -0.5285, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0356, "prev_amount_yi": 0.0345, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 22.24, "high": 22.24, "low": 22.23, "close": 22.23, "amount_yi": 0.0096 }, { "time": "09:34", "open": 22.21, "high": 22.21, "low": 22.21, "close": 22.21, "amount_yi": 0.0043 }, { "time": "09:35", "open": 22.18, "high": 22.18, "low": 22.17, "close": 22.17, "amount_yi": 0.0053 }, { "time": "09:36", "open": 22.18, "high": 22.23, "low": 22.18, "close": 22.23, "amount_yi": 0.0092 }, { "time": "09:37", "open": 22.21, "high": 22.21, "low": 22.19, "close": 22.19, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.19, "ts": "2026-06-29T09:37:32", "prev_close": 22.42, "open": 22.79, "high": 22.79, "low": 22.16, "bid1": 22.18, "ask1": 22.19, "bid_qty1": 12, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603014:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603014:VWAP_RECLAIM", "symbol": "SHSE.603014", "name": "威高血净", "side": "BUY", "priority": "W114", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 32.98, "exec_low": 33.47, "exec_high": 33.47, "invalid_price": 31.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 33.97, "max_chase_pct": 1.5, "base_exec_high": 33.47, "dynamic_exec_high": null, "entry_zone_low": 32.49, "entry_zone_high": 33.47, "entry_risk_pct": null, "intraday_vwap": 32.4314, "price_vs_vwap_pct": -0.5285, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0271, "prev_amount_yi": 0.0257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0545, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 32.48, "high": 32.48, "low": 32.2, "close": 32.2, "amount_yi": 0.0081 }, { "time": "09:34", "open": 32.18, "high": 32.18, "low": 32.18, "close": 32.18, "amount_yi": 0.0015 }, { "time": "09:35", "open": 32.07, "high": 32.16, "low": 32.07, "close": 32.16, "amount_yi": 0.005 }, { "time": "09:36", "open": 32.2, "high": 32.31, "low": 32.2, "close": 32.31, "amount_yi": 0.0073 }, { "time": "09:37", "open": 32.26, "high": 32.26, "low": 32.26, "close": 32.26, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.26, "ts": "2026-06-29T09:37:34", "prev_close": 32.55, "open": 32.71, "high": 32.75, "low": 32.07, "bid1": 32.26, "ask1": 32.28, "bid_qty1": 7, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM", "symbol": "SHSE.601288", "name": "农业银行", "side": "BUY", "priority": "W115", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.31, "exec_low": 6.4, "exec_high": 6.4, "invalid_price": 6.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.5, "max_chase_pct": 1.5, "base_exec_high": 6.4, "dynamic_exec_high": null, "entry_zone_low": 6.22, "entry_zone_high": 6.4, "entry_risk_pct": null, "intraday_vwap": 6.0881, "price_vs_vwap_pct": -0.6258, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.843, "prev_amount_yi": 1.7267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0674, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 6.08, "high": 6.08, "low": 6.08, "close": 6.08, "amount_yi": 0.2508 }, { "time": "09:34", "open": 6.08, "high": 6.08, "low": 6.08, "close": 6.08, "amount_yi": 0.3245 }, { "time": "09:35", "open": 6.07, "high": 6.07, "low": 6.06, "close": 6.06, "amount_yi": 0.4227 }, { "time": "09:36", "open": 6.05, "high": 6.05, "low": 6.04, "close": 6.04, "amount_yi": 0.5053 }, { "time": "09:37", "open": 6.04, "high": 6.05, "low": 6.04, "close": 6.05, "amount_yi": 0.3397 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.05, "ts": "2026-06-29T09:37:33", "prev_close": 6.19, "open": 6.16, "high": 6.17, "low": 6.02, "bid1": 6.04, "ask1": 6.05, "bid_qty1": 2100, "ask_qty1": 10991 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM", "symbol": "SHSE.603899", "name": "晨光股份", "side": "BUY", "priority": "W116", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 20.9, "exec_low": 21.21, "exec_high": 21.21, "invalid_price": 20.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.53, "max_chase_pct": 1.5, "base_exec_high": 21.21, "dynamic_exec_high": null, "entry_zone_low": 20.59, "entry_zone_high": 21.21, "entry_risk_pct": null, "intraday_vwap": 20.3317, "price_vs_vwap_pct": -0.4018, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0322, "prev_amount_yi": 0.0407, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 20.32, "high": 20.32, "low": 20.32, "close": 20.32, "amount_yi": 0.0032 }, { "time": "09:34", "open": 20.32, "high": 20.32, "low": 20.32, "close": 20.32, "amount_yi": 0.0027 }, { "time": "09:35", "open": 20.31, "high": 20.32, "low": 20.31, "close": 20.32, "amount_yi": 0.0072 }, { "time": "09:36", "open": 20.3, "high": 20.3, "low": 20.28, "close": 20.28, "amount_yi": 0.0086 }, { "time": "09:37", "open": 20.23, "high": 20.25, "low": 20.23, "close": 20.25, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.25, "ts": "2026-06-29T09:37:34", "prev_close": 20.68, "open": 20.47, "high": 20.53, "low": 20.22, "bid1": 20.24, "ask1": 20.25, "bid_qty1": 1, "ask_qty1": 34 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM", "symbol": "SHSE.601166", "name": "兴业银行", "side": "BUY", "priority": "W117", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 17.07, "exec_low": 17.33, "exec_high": 17.33, "invalid_price": 16.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.58, "max_chase_pct": 1.5, "base_exec_high": 17.33, "dynamic_exec_high": null, "entry_zone_low": 16.81, "entry_zone_high": 17.33, "entry_risk_pct": null, "intraday_vwap": 16.5536, "price_vs_vwap_pct": -0.3842, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4564, "prev_amount_yi": 1.1344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 16.52, "high": 16.52, "low": 16.52, "close": 16.52, "amount_yi": 0.3214 }, { "time": "09:34", "open": 16.51, "high": 16.51, "low": 16.51, "close": 16.51, "amount_yi": 0.1903 }, { "time": "09:35", "open": 16.51, "high": 16.51, "low": 16.49, "close": 16.49, "amount_yi": 0.4214 }, { "time": "09:36", "open": 16.47, "high": 16.47, "low": 16.46, "close": 16.46, "amount_yi": 0.3162 }, { "time": "09:37", "open": 16.48, "high": 16.49, "low": 16.48, "close": 16.49, "amount_yi": 0.2071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.49, "ts": "2026-06-29T09:37:33", "prev_close": 16.77, "open": 16.77, "high": 16.78, "low": 16.45, "bid1": 16.48, "ask1": 16.49, "bid_qty1": 972, "ask_qty1": 187 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601169:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601169:VWAP_RECLAIM", "symbol": "SHSE.601169", "name": "北京银行", "side": "BUY", "priority": "W118", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.01, "exec_low": 5.09, "exec_high": 5.09, "invalid_price": 4.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.16, "max_chase_pct": 1.5, "base_exec_high": 5.09, "dynamic_exec_high": null, "entry_zone_low": 4.93, "entry_zone_high": 5.09, "entry_risk_pct": null, "intraday_vwap": 4.8997, "price_vs_vwap_pct": -0.198, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4009, "prev_amount_yi": 0.5442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0866 }, { "time": "09:34", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0469 }, { "time": "09:35", "open": 4.89, "high": 4.89, "low": 4.87, "close": 4.87, "amount_yi": 0.138 }, { "time": "09:36", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.092 }, { "time": "09:37", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0374 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.89, "ts": "2026-06-29T09:37:35", "prev_close": 4.94, "open": 4.93, "high": 4.94, "low": 4.87, "bid1": 4.88, "ask1": 4.89, "bid_qty1": 6845, "ask_qty1": 8493 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603816:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603816:VWAP_RECLAIM", "symbol": "SHSE.603816", "name": "顾家家居", "side": "BUY", "priority": "W119", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 23.27, "exec_low": 23.62, "exec_high": 23.62, "invalid_price": 22.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T09:37:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.97, "max_chase_pct": 1.5, "base_exec_high": 23.62, "dynamic_exec_high": null, "entry_zone_low": 22.92, "entry_zone_high": 23.62, "entry_risk_pct": null, "intraday_vwap": 22.3505, "price_vs_vwap_pct": -0.4497, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0821, "prev_amount_yi": 0.1016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:33", "open": 22.5, "high": 22.52, "low": 22.5, "close": 22.52, "amount_yi": 0.0158 }, { "time": "09:34", "open": 22.35, "high": 22.35, "low": 22.35, "close": 22.35, "amount_yi": 0.0107 }, { "time": "09:35", "open": 22.28, "high": 22.31, "low": 22.28, "close": 22.31, "amount_yi": 0.0161 }, { "time": "09:36", "open": 22.29, "high": 22.31, "low": 22.29, "close": 22.31, "amount_yi": 0.0252 }, { "time": "09:37", "open": 22.21, "high": 22.25, "low": 22.21, "close": 22.25, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 876.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.25, "ts": "2026-06-29T09:37:35", "prev_close": 22.49, "open": 22.5, "high": 22.65, "low": 22.15, "bid1": 22.25, "ask1": 22.27, "bid_qty1": 7, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 552430.0, "total_value": 1096923.0, "unrealized_pnl": 105617.99999999997, "unrealized_pnl_pct_of_initial": 10.561799999999998, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 96923.0, "total_pnl_pct": 9.69230000000001 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 105.6, "market_value": 253440.0, "unrealized_pnl": 60719.99999999999, "unrealized_pnl_pct": 31.506849315068486, "updated_at": "2026-06-29T09:37:35", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 23.104629951236323 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 124.47, "market_value": 224046.0, "unrealized_pnl": 28673.999999999985, "unrealized_pnl_pct": 14.67661691542288, "updated_at": "2026-06-29T09:37:35", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 20.424952343965803 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 46.84, "market_value": 74944.0, "unrealized_pnl": 16224.0, "unrealized_pnl_pct": 27.62942779291553, "updated_at": "2026-06-29T09:37:35", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.832202442650942 } ], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 133, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }