{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "INTRADAY_UPGRADED", "plan_date": "20260626", "trade_date": "20260629", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": true, "shadow_mode": true, "intraday_market_gate": { "passed": true, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only", "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": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.4887, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.8052, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002119", "SZSE.002559" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": 15.066564260112635, "last": 89.89, "vwap": 87.7326025665169, "above_vwap": true, "amount": 4891662855.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.847896440129446, "last": 34.87, "vwap": 33.95487854494921, "above_vwap": true, "amount": 1458898962.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.04305705059203, "last": 102.23, "vwap": 99.67455360310039, "above_vwap": true, "amount": 1882643001.0 }, { "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": 41.202319809104154, "above_vwap": true, "amount": 562901973.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003969829297343, "last": 55.42, "vwap": 53.881448566555726, "above_vwap": true, "amount": 3652127689.0 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 9, "ret_pct": 10.000000000000009, "last": 32.56, "vwap": 31.547103189849224, "above_vwap": true, "amount": 2561864537.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 203.82815132818354, "above_vwap": true, "amount": 2910441790.0 }, { "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": 57.531602589030314, "above_vwap": true, "amount": 3328749760.0 }, { "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": 92.48020444736112, "above_vwap": true, "amount": 732794644.0 }, { "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": 9.752806072668397, "above_vwap": true, "amount": 551763053.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.925415949512328, "last": 38.32, "vwap": 37.7982610326005, "above_vwap": true, "amount": 3690505335.0 }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.734299516908205, "last": 446.02, "vwap": 435.46253241805744, "above_vwap": true, "amount": 1188795295.0 } ] }, "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.4887, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.8052, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002119", "SZSE.002559" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": 15.066564260112635, "last": 89.89, "vwap": 87.7326025665169, "above_vwap": true, "amount": 4891662855.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.847896440129446, "last": 34.87, "vwap": 33.95487854494921, "above_vwap": true, "amount": 1458898962.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.04305705059203, "last": 102.23, "vwap": 99.67455360310039, "above_vwap": true, "amount": 1882643001.0 }, { "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": 41.202319809104154, "above_vwap": true, "amount": 562901973.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003969829297343, "last": 55.42, "vwap": 53.881448566555726, "above_vwap": true, "amount": 3652127689.0 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 9, "ret_pct": 10.000000000000009, "last": 32.56, "vwap": 31.547103189849224, "above_vwap": true, "amount": 2561864537.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 203.82815132818354, "above_vwap": true, "amount": 2910441790.0 }, { "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": 57.531602589030314, "above_vwap": true, "amount": 3328749760.0 }, { "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": 92.48020444736112, "above_vwap": true, "amount": 732794644.0 }, { "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": 9.752806072668397, "above_vwap": true, "amount": 551763053.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.925415949512328, "last": 38.32, "vwap": 37.7982610326005, "above_vwap": true, "amount": 3690505335.0 }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.734299516908205, "last": 446.02, "vwap": 435.46253241805744, "above_vwap": true, "amount": 1188795295.0 } ] }, "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only" } }, "intraday_market_repair_gate": { "passed": true, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,clustered_mainline_core_entry_only", "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": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.4887, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.8052, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002119", "SZSE.002559" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": 15.066564260112635, "last": 89.89, "vwap": 87.7326025665169, "above_vwap": true, "amount": 4891662855.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.847896440129446, "last": 34.87, "vwap": 33.95487854494921, "above_vwap": true, "amount": 1458898962.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.04305705059203, "last": 102.23, "vwap": 99.67455360310039, "above_vwap": true, "amount": 1882643001.0 }, { "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": 41.202319809104154, "above_vwap": true, "amount": 562901973.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003969829297343, "last": 55.42, "vwap": 53.881448566555726, "above_vwap": true, "amount": 3652127689.0 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 9, "ret_pct": 10.000000000000009, "last": 32.56, "vwap": 31.547103189849224, "above_vwap": true, "amount": 2561864537.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 203.82815132818354, "above_vwap": true, "amount": 2910441790.0 }, { "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": 57.531602589030314, "above_vwap": true, "amount": 3328749760.0 }, { "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": 92.48020444736112, "above_vwap": true, "amount": 732794644.0 }, { "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": 9.752806072668397, "above_vwap": true, "amount": 551763053.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.925415949512328, "last": 38.32, "vwap": 37.7982610326005, "above_vwap": true, "amount": 3690505335.0 }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.734299516908205, "last": 446.02, "vwap": 435.46253241805744, "above_vwap": true, "amount": 1188795295.0 } ] }, "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "style_gate_override": "pool_breadth_downweighted_for_clustered_mainline" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.4887, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.8052, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002119", "SZSE.002559" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": 15.066564260112635, "last": 89.89, "vwap": 87.7326025665169, "above_vwap": true, "amount": 4891662855.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.847896440129446, "last": 34.87, "vwap": 33.95487854494921, "above_vwap": true, "amount": 1458898962.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.04305705059203, "last": 102.23, "vwap": 99.67455360310039, "above_vwap": true, "amount": 1882643001.0 }, { "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": 41.202319809104154, "above_vwap": true, "amount": 562901973.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003969829297343, "last": 55.42, "vwap": 53.881448566555726, "above_vwap": true, "amount": 3652127689.0 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 9, "ret_pct": 10.000000000000009, "last": 32.56, "vwap": 31.547103189849224, "above_vwap": true, "amount": 2561864537.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 203.82815132818354, "above_vwap": true, "amount": 2910441790.0 }, { "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": 57.531602589030314, "above_vwap": true, "amount": 3328749760.0 }, { "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": 92.48020444736112, "above_vwap": true, "amount": 732794644.0 }, { "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": 9.752806072668397, "above_vwap": true, "amount": 551763053.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.925415949512328, "last": 38.32, "vwap": 37.7982610326005, "above_vwap": true, "amount": 3690505335.0 }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.734299516908205, "last": 446.02, "vwap": 435.46253241805744, "above_vwap": true, "amount": 1188795295.0 } ] }, "style_code": "CLUSTERED_MAINLINE", "style_label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-06-29T09:53:13", "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": "2026-06-29T09:53:13", "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": "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": 0.4825, "prev_amount_yi": 0.6883, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.701, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 35.36, "high": 35.36, "low": 35.17, "close": 35.17, "amount_yi": 0.2192 }, { "time": "09:52", "open": 35.08, "high": 35.08, "low": 34.99, "close": 34.99, "amount_yi": 0.1572 }, { "time": "09:53", "open": 34.87, "high": 34.87, "low": 34.87, "close": 34.87, "amount_yi": 0.1061 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 34.87, "ts": "2026-06-29T09:53:11", "prev_close": 30.9, "open": 32.5, "high": 35.58, "low": 31.53, "bid1": 34.84, "ask1": 34.87, "bid_qty1": 37, "ask_qty1": 0 }, "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": "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": null, "intraday_vwap": 99.6746, "price_vs_vwap_pct": 2.5637, "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": 0.8572, "prev_amount_yi": 1.0777, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:51", "open": 102.72, "high": 102.72, "low": 102.22, "close": 102.22, "amount_yi": 0.303 }, { "time": "09:52", "open": 102.0, "high": 102.03, "low": 102.0, "close": 102.03, "amount_yi": 0.3284 }, { "time": "09:53", "open": 102.23, "high": 102.23, "low": 102.23, "close": 102.23, "amount_yi": 0.2258 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 102.23, "ts": "2026-06-29T09:53:12", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.23, "ask1": 102.29, "bid_qty1": 22, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "active_plan", "paper_scope": "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": 28.2448, "price_vs_vwap_pct": -1.1145, "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": 0.0705, "prev_amount_yi": 0.0815, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.865, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:51", "open": 28.08, "high": 28.08, "low": 28.0, "close": 28.0, "amount_yi": 0.0321 }, { "time": "09:52", "open": 27.93, "high": 27.93, "low": 27.89, "close": 27.89, "amount_yi": 0.0172 }, { "time": "09:53", "open": 27.93, "high": 27.93, "low": 27.93, "close": 27.93, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 27.93, "ts": "2026-06-29T09:53:12", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 27.66, "bid1": 27.93, "ask1": 27.96, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-29T09:53:13", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 11.6772, "price_vs_vwap_pct": -2.5451, "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": 1.287, "prev_amount_yi": 1.4236, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.904, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:51", "open": 11.6, "high": 11.6, "low": 11.53, "close": 11.53, "amount_yi": 0.3571 }, { "time": "09:52", "open": 11.48, "high": 11.48, "low": 11.48, "close": 11.48, "amount_yi": 0.5294 }, { "time": "09:53", "open": 11.38, "high": 11.38, "low": 11.38, "close": 11.38, "amount_yi": 0.4005 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 11.38, "ts": "2026-06-29T09:53:12", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 11.31, "bid1": 11.38, "ask1": 11.39, "bid_qty1": 367, "ask_qty1": 475 }, "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": "2026-06-29T09:53:13", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "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": 0.3216, "prev_amount_yi": 0.3396, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:51", "open": 204.7, "high": 204.7, "low": 204.52, "close": 204.52, "amount_yi": 0.127 }, { "time": "09:52", "open": 202.84, "high": 202.84, "low": 202.21, "close": 202.21, "amount_yi": 0.1581 }, { "time": "09:53", "open": 201.69, "high": 201.69, "low": 201.69, "close": 201.69, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 201.69, "ts": "2026-06-29T09:53:11", "prev_close": 201.99, "open": 195.0, "high": 206.5, "low": 195.0, "bid1": 201.69, "ask1": 202.0, "bid_qty1": 1, "ask_qty1": 14 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 14.2325, "price_vs_vwap_pct": -1.1418, "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": 0.3596, "prev_amount_yi": 0.443, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8117, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 14.3, "high": 14.36, "low": 14.3, "close": 14.36, "amount_yi": 0.111 }, { "time": "09:52", "open": 14.23, "high": 14.23, "low": 14.19, "close": 14.19, "amount_yi": 0.1243 }, { "time": "09:53", "open": 14.07, "high": 14.07, "low": 14.07, "close": 14.07, "amount_yi": 0.1243 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 14.07, "ts": "2026-06-29T09:53:10", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 14.06, "ask1": 14.07, "bid_qty1": 6, "ask_qty1": 570 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": "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": 3.4418, "intraday_vwap": 36.8736, "price_vs_vwap_pct": 0.8852, "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": 0.5423, "prev_amount_yi": 0.9174, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5911, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 37.4, "high": 37.51, "low": 37.4, "close": 37.51, "amount_yi": 0.2116 }, { "time": "09:52", "open": 37.29, "high": 37.39, "low": 37.29, "close": 37.39, "amount_yi": 0.2021 }, { "time": "09:53", "open": 37.2, "high": 37.2, "low": 37.2, "close": 37.2, "amount_yi": 0.1286 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1093.45, "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": 37.2, "ts": "2026-06-29T09:53:12", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 35.3, "bid1": 37.17, "ask1": 37.19, "bid_qty1": 4, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-29T09:53:13", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 28.0258, "price_vs_vwap_pct": -4.9447, "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": 1.3969, "prev_amount_yi": 1.7943, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7785, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 27.19, "high": 27.19, "low": 27.08, "close": 27.08, "amount_yi": 0.2246 }, { "time": "09:52", "open": 26.78, "high": 26.78, "low": 26.66, "close": 26.66, "amount_yi": 0.856 }, { "time": "09:53", "open": 26.64, "high": 26.64, "low": 26.64, "close": 26.64, "amount_yi": 0.3163 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 26.64, "ts": "2026-06-29T09:53:12", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 26.59, "bid1": 26.66, "ask1": 26.74, "bid_qty1": 1, "ask_qty1": 0 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": "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": 12.4463, "price_vs_vwap_pct": 2.7615, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.7428, "prev_amount_yi": 0.7959, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 12.72, "high": 12.83, "low": 12.72, "close": 12.83, "amount_yi": 0.8484 }, { "time": "09:52", "open": 12.78, "high": 12.8, "low": 12.78, "close": 12.8, "amount_yi": 0.4642 }, { "time": "09:53", "open": 12.79, "high": 12.79, "low": 12.79, "close": 12.79, "amount_yi": 0.4302 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 12.79, "ts": "2026-06-29T09:53:12", "prev_close": 12.31, "open": 12.5, "high": 13.0, "low": 11.88, "bid1": 12.77, "ask1": 12.79, "bid_qty1": 6, "ask_qty1": 43 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T09:53:13", "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": "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": 31.5471, "price_vs_vwap_pct": 3.2108, "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": 0.077, "prev_amount_yi": 0.0912, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 32.56, "high": 32.56, "low": 32.56, "close": 32.56, "amount_yi": 0.02 }, { "time": "09:52", "open": 32.56, "high": 32.56, "low": 32.56, "close": 32.56, "amount_yi": 0.0229 }, { "time": "09:53", "open": 32.56, "high": 32.56, "low": 32.56, "close": 32.56, "amount_yi": 0.0341 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": 32.56, "ts": "2026-06-29T09:53:10", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 30.3, "bid1": 32.56, "ask1": 0.0, "bid_qty1": 137493, "ask_qty1": 0 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "official_entry_blocked_clustered_mainline_non_core", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 4.2586, "intraday_vwap": 221.9015, "price_vs_vwap_pct": 0.8465, "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": 0.689, "prev_amount_yi": 0.9501, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7252, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 226.02, "high": 226.02, "low": 225.11, "close": 225.11, "amount_yi": 0.2255 }, { "time": "09:52", "open": 224.2, "high": 225.4, "low": 224.2, "close": 225.4, "amount_yi": 0.3074 }, { "time": "09:53", "open": 223.78, "high": 223.78, "low": 223.78, "close": 223.78, "amount_yi": 0.1561 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1093.45, "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": 223.78, "ts": "2026-06-29T09:53:12", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 223.64, "ask1": 223.78, "bid_qty1": 1, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "official_entry_blocked_clustered_mainline_non_core", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 4.0563, "intraday_vwap": 60.0378, "price_vs_vwap_pct": -1.9118, "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": 0.7926, "prev_amount_yi": 0.9454, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8384, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 60.1, "high": 60.1, "low": 59.85, "close": 59.85, "amount_yi": 0.2491 }, { "time": "09:52", "open": 59.79, "high": 59.79, "low": 59.28, "close": 59.28, "amount_yi": 0.295 }, { "time": "09:53", "open": 58.89, "high": 58.89, "low": 58.89, "close": 58.89, "amount_yi": 0.2485 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.1, "target_amount": 1093.45, "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": 58.89, "ts": "2026-06-29T09:53:12", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 58.28, "bid1": 58.89, "ask1": 58.92, "bid_qty1": 2, "ask_qty1": 21 }, "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": "2026-06-29T09:53:13", "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": "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": 92.4802, "price_vs_vwap_pct": 2.0867, "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": 0.0422, "prev_amount_yi": 0.0393, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:51", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0111 }, { "time": "09:52", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0155 }, { "time": "09:53", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2186.91, "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": "2026-06-29T09:53:10", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.41, "ask1": 0.0, "bid_qty1": 47166, "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": "2026-06-29T09:53:13", "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": 41.2023, "price_vs_vwap_pct": 2.203, "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": 0.0273, "prev_amount_yi": 0.0754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3621, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0084 }, { "time": "09:50", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0051 }, { "time": "09:51", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0044 }, { "time": "09:52", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0051 }, { "time": "09:53", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:12", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 33680, "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": "2026-06-29T09:53:13", "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": 41.9448, "price_vs_vwap_pct": -3.8975, "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": 0.89, "prev_amount_yi": 0.9566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 40.93, "high": 40.93, "low": 40.6, "close": 40.6, "amount_yi": 0.1297 }, { "time": "09:50", "open": 40.58, "high": 40.63, "low": 40.58, "close": 40.63, "amount_yi": 0.2623 }, { "time": "09:51", "open": 40.45, "high": 40.45, "low": 40.4, "close": 40.4, "amount_yi": 0.1906 }, { "time": "09:52", "open": 40.31, "high": 40.31, "low": 40.26, "close": 40.26, "amount_yi": 0.2213 }, { "time": "09:53", "open": 40.31, "high": 40.31, "low": 40.31, "close": 40.31, "amount_yi": 0.0861 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 40.31, "ts": "2026-06-29T09:53:11", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 40.08, "bid1": 40.31, "ask1": 40.33, "bid_qty1": 288, "ask_qty1": 6 }, "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 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": 29.0056, "price_vs_vwap_pct": 1.1874, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9484, "prev_amount_yi": 0.4823, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 28.87, "high": 29.02, "low": 28.87, "close": 29.02, "amount_yi": 0.1959 }, { "time": "09:50", "open": 29.18, "high": 29.63, "low": 29.18, "close": 29.63, "amount_yi": 0.179 }, { "time": "09:51", "open": 29.59, "high": 29.59, "low": 29.53, "close": 29.53, "amount_yi": 0.3212 }, { "time": "09:52", "open": 29.45, "high": 29.5, "low": 29.45, "close": 29.5, "amount_yi": 0.1474 }, { "time": "09:53", "open": 29.35, "high": 29.35, "low": 29.35, "close": 29.35, "amount_yi": 0.1049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 29.35, "ts": "2026-06-29T09:53:12", "prev_close": 28.83, "open": 29.99, "high": 30.0, "low": 27.33, "bid1": 29.33, "ask1": 29.35, "bid_qty1": 23, "ask_qty1": 52 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 26.5767, "price_vs_vwap_pct": 1.1412, "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": 0.3342, "prev_amount_yi": 0.6093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5485, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 27.45, "high": 27.45, "low": 27.1, "close": 27.1, "amount_yi": 0.1122 }, { "time": "09:50", "open": 27.1, "high": 27.16, "low": 27.1, "close": 27.16, "amount_yi": 0.0672 }, { "time": "09:51", "open": 27.14, "high": 27.23, "low": 27.14, "close": 27.23, "amount_yi": 0.064 }, { "time": "09:52", "open": 27.11, "high": 27.11, "low": 26.99, "close": 26.99, "amount_yi": 0.0606 }, { "time": "09:53", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 26.88, "ts": "2026-06-29T09:53:10", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 26.88, "ask1": 26.9, "bid_qty1": 69, "ask_qty1": 57 }, "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 3.52, "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": 3.3715, "price_vs_vwap_pct": -1.8241, "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": 0.6876, "prev_amount_yi": 1.1972, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5743, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 3.31, "high": 3.31, "low": 3.31, "close": 3.31, "amount_yi": 0.1511 }, { "time": "09:50", "open": 3.31, "high": 3.32, "low": 3.31, "close": 3.32, "amount_yi": 0.151 }, { "time": "09:51", "open": 3.32, "high": 3.32, "low": 3.31, "close": 3.31, "amount_yi": 0.1351 }, { "time": "09:52", "open": 3.3, "high": 3.31, "low": 3.3, "close": 3.31, "amount_yi": 0.1919 }, { "time": "09:53", "open": 3.31, "high": 3.31, "low": 3.31, "close": 3.31, "amount_yi": 0.0585 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 3.31, "ts": "2026-06-29T09:53:12", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.3, "bid1": 3.31, "ask1": 3.32, "bid_qty1": 2501, "ask_qty1": 12466 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 9.2666, "price_vs_vwap_pct": 1.4396, "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": 2.9895, "prev_amount_yi": 3.1015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9639, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 9.24, "high": 9.24, "low": 9.2, "close": 9.2, "amount_yi": 0.6791 }, { "time": "09:50", "open": 9.24, "high": 9.3, "low": 9.24, "close": 9.3, "amount_yi": 0.7978 }, { "time": "09:51", "open": 9.33, "high": 9.37, "low": 9.33, "close": 9.37, "amount_yi": 0.6029 }, { "time": "09:52", "open": 9.35, "high": 9.43, "low": 9.35, "close": 9.43, "amount_yi": 0.532 }, { "time": "09:53", "open": 9.4, "high": 9.4, "low": 9.4, "close": 9.4, "amount_yi": 0.3777 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 9.4, "ts": "2026-06-29T09:53:12", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.4, "ask1": 9.41, "bid_qty1": 326, "ask_qty1": 19 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 5.93, "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": 5.6604, "price_vs_vwap_pct": -0.7137, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6277, "prev_amount_yi": 0.3404, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.844, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:49", "open": 5.56, "high": 5.61, "low": 5.56, "close": 5.61, "amount_yi": 0.0785 }, { "time": "09:50", "open": 5.65, "high": 5.65, "low": 5.64, "close": 5.64, "amount_yi": 0.2309 }, { "time": "09:51", "open": 5.66, "high": 5.7, "low": 5.66, "close": 5.7, "amount_yi": 0.1186 }, { "time": "09:52", "open": 5.67, "high": 5.67, "low": 5.61, "close": 5.61, "amount_yi": 0.1701 }, { "time": "09:53", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.0296 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 5.62, "ts": "2026-06-29T09:53:12", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.5, "bid1": 5.61, "ask1": 5.62, "bid_qty1": 827, "ask_qty1": 432 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3252, "prev_amount_yi": 1.1585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2807, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 197.0, "high": 197.0, "low": 195.21, "close": 195.21, "amount_yi": 0.0772 }, { "time": "09:50", "open": 195.0, "high": 195.02, "low": 195.0, "close": 195.02, "amount_yi": 0.0474 }, { "time": "09:51", "open": 195.64, "high": 195.64, "low": 194.2, "close": 194.2, "amount_yi": 0.0752 }, { "time": "09:52", "open": 194.51, "high": 194.51, "low": 194.51, "close": 194.51, "amount_yi": 0.0708 }, { "time": "09:53", "open": 193.41, "high": 193.41, "low": 193.41, "close": 193.41, "amount_yi": 0.0546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 193.41, "ts": "2026-06-29T09:53:11", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 187.2, "bid1": 193.01, "ask1": 193.41, "bid_qty1": 2, "ask_qty1": 10 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 50.022, "price_vs_vwap_pct": -2.4829, "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": 3.5717, "prev_amount_yi": 4.3848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 50.02, "high": 50.02, "low": 49.62, "close": 49.62, "amount_yi": 0.9699 }, { "time": "09:50", "open": 49.66, "high": 49.77, "low": 49.66, "close": 49.77, "amount_yi": 0.4591 }, { "time": "09:51", "open": 49.97, "high": 49.97, "low": 49.57, "close": 49.57, "amount_yi": 0.6084 }, { "time": "09:52", "open": 49.38, "high": 49.38, "low": 49.26, "close": 49.26, "amount_yi": 0.7229 }, { "time": "09:53", "open": 48.78, "high": 48.78, "low": 48.78, "close": 48.78, "amount_yi": 0.8114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 48.78, "ts": "2026-06-29T09:53:12", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 48.51, "bid1": 48.72, "ask1": 48.78, "bid_qty1": 25, "ask_qty1": 1 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 3.7042, "intraday_vwap": 78.0922, "price_vs_vwap_pct": -1.1297, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.5094, "prev_amount_yi": 1.7396, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4425, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 78.39, "high": 78.39, "low": 77.32, "close": 77.32, "amount_yi": 0.7523 }, { "time": "09:50", "open": 77.01, "high": 77.01, "low": 77.01, "close": 77.01, "amount_yi": 0.6896 }, { "time": "09:51", "open": 78.0, "high": 78.0, "low": 77.98, "close": 77.98, "amount_yi": 0.5264 }, { "time": "09:52", "open": 77.15, "high": 77.15, "low": 76.88, "close": 76.88, "amount_yi": 0.346 }, { "time": "09:53", "open": 77.21, "high": 77.21, "low": 77.21, "close": 77.21, "amount_yi": 0.1951 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 77.21, "ts": "2026-06-29T09:53:12", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 74.74, "bid1": 77.1, "ask1": 77.21, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 20.8011, "price_vs_vwap_pct": -3.034, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.586, "prev_amount_yi": 0.5055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1592, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 20.49, "high": 20.49, "low": 20.41, "close": 20.41, "amount_yi": 0.1543 }, { "time": "09:50", "open": 20.24, "high": 20.45, "low": 20.24, "close": 20.45, "amount_yi": 0.1546 }, { "time": "09:51", "open": 20.59, "high": 20.59, "low": 20.4, "close": 20.4, "amount_yi": 0.0951 }, { "time": "09:52", "open": 20.38, "high": 20.38, "low": 20.3, "close": 20.3, "amount_yi": 0.1318 }, { "time": "09:53", "open": 20.17, "high": 20.17, "low": 20.17, "close": 20.17, "amount_yi": 0.0502 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 20.17, "ts": "2026-06-29T09:53:12", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 20.06, "bid1": 20.17, "ask1": 20.18, "bid_qty1": 36, "ask_qty1": 14 }, "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": "2026-06-29T09:53:13", "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": 4.4132, "intraday_vwap": 60.9571, "price_vs_vwap_pct": 2.5967, "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": 3.9341, "prev_amount_yi": 4.7935, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8207, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 61.63, "high": 61.63, "low": 61.51, "close": 61.51, "amount_yi": 1.3425 }, { "time": "09:50", "open": 61.5, "high": 61.68, "low": 61.5, "close": 61.68, "amount_yi": 0.6453 }, { "time": "09:51", "open": 62.13, "high": 62.15, "low": 62.13, "close": 62.15, "amount_yi": 0.4476 }, { "time": "09:52", "open": 62.28, "high": 62.63, "low": 62.28, "close": 62.63, "amount_yi": 0.6308 }, { "time": "09:53", "open": 62.54, "high": 62.54, "low": 62.54, "close": 62.54, "amount_yi": 0.8679 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 62.54, "ts": "2026-06-29T09:53:12", "prev_close": 60.76, "open": 58.98, "high": 62.82, "low": 58.51, "bid1": 62.38, "ask1": 62.54, "bid_qty1": 1, "ask_qty1": 59 }, "previous_state": "TOUCHED", "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 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": 62.4899, "price_vs_vwap_pct": -1.136, "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": 3.4839, "prev_amount_yi": 3.7635, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 63.47, "high": 63.47, "low": 63.22, "close": 63.22, "amount_yi": 0.8064 }, { "time": "09:50", "open": 63.29, "high": 63.29, "low": 63.08, "close": 63.08, "amount_yi": 0.6425 }, { "time": "09:51", "open": 63.13, "high": 63.13, "low": 62.78, "close": 62.78, "amount_yi": 0.5828 }, { "time": "09:52", "open": 62.22, "high": 62.43, "low": 62.22, "close": 62.43, "amount_yi": 1.0918 }, { "time": "09:53", "open": 61.78, "high": 61.78, "low": 61.78, "close": 61.78, "amount_yi": 0.3604 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 61.78, "ts": "2026-06-29T09:53:12", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 59.5, "bid1": 61.76, "ask1": 61.78, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 21.0234, "price_vs_vwap_pct": -2.0615, "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": 0.095, "prev_amount_yi": 0.1515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6271, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 20.97, "high": 20.97, "low": 20.94, "close": 20.94, "amount_yi": 0.0077 }, { "time": "09:50", "open": 20.81, "high": 20.85, "low": 20.81, "close": 20.85, "amount_yi": 0.0205 }, { "time": "09:51", "open": 20.82, "high": 20.82, "low": 20.8, "close": 20.8, "amount_yi": 0.0216 }, { "time": "09:52", "open": 20.73, "high": 20.73, "low": 20.7, "close": 20.7, "amount_yi": 0.025 }, { "time": "09:53", "open": 20.59, "high": 20.59, "low": 20.59, "close": 20.59, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 20.59, "ts": "2026-06-29T09:53:12", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 20.5, "bid1": 20.58, "ask1": 20.61, "bid_qty1": 32, "ask_qty1": 10 }, "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": "2026-06-29T09:53:13", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1507, "prev_amount_yi": 1.6537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6958, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 406.23, "high": 406.23, "low": 403.0, "close": 403.0, "amount_yi": 0.2128 }, { "time": "09:50", "open": 404.03, "high": 406.22, "low": 404.03, "close": 406.22, "amount_yi": 0.1649 }, { "time": "09:51", "open": 409.69, "high": 409.69, "low": 406.22, "close": 406.22, "amount_yi": 0.3004 }, { "time": "09:52", "open": 403.98, "high": 403.98, "low": 403.29, "close": 403.29, "amount_yi": 0.2112 }, { "time": "09:53", "open": 400.0, "high": 400.0, "low": 400.0, "close": 400.0, "amount_yi": 0.2614 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 400.0, "ts": "2026-06-29T09:53:12", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 397.43, "bid1": 399.0, "ask1": 399.99, "bid_qty1": 12, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 3.9044, "intraday_vwap": 377.7019, "price_vs_vwap_pct": -2.0127, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.1545, "prev_amount_yi": 3.4776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 375.0, "high": 375.0, "low": 372.67, "close": 372.67, "amount_yi": 1.396 }, { "time": "09:50", "open": 375.0, "high": 375.0, "low": 374.6, "close": 374.6, "amount_yi": 1.0078 }, { "time": "09:51", "open": 375.9, "high": 375.9, "low": 375.0, "close": 375.0, "amount_yi": 0.9595 }, { "time": "09:52", "open": 374.11, "high": 374.11, "low": 371.15, "close": 371.15, "amount_yi": 1.2089 }, { "time": "09:53", "open": 370.1, "high": 370.1, "low": 370.1, "close": 370.1, "amount_yi": 0.5823 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 370.1, "ts": "2026-06-29T09:53:12", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 364.18, "bid1": 370.02, "ask1": 370.1, "bid_qty1": 21, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 71.7035, "price_vs_vwap_pct": -1.4135, "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": 0.4953, "prev_amount_yi": 0.7129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6948, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 72.18, "high": 72.2, "low": 72.18, "close": 72.2, "amount_yi": 0.1465 }, { "time": "09:50", "open": 72.21, "high": 72.23, "low": 72.21, "close": 72.23, "amount_yi": 0.0583 }, { "time": "09:51", "open": 72.74, "high": 72.74, "low": 71.97, "close": 71.97, "amount_yi": 0.1004 }, { "time": "09:52", "open": 71.5, "high": 71.5, "low": 70.99, "close": 70.99, "amount_yi": 0.1065 }, { "time": "09:53", "open": 70.69, "high": 70.69, "low": 70.69, "close": 70.69, "amount_yi": 0.0836 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 70.69, "ts": "2026-06-29T09:53:12", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 69.11, "bid1": 70.55, "ask1": 70.69, "bid_qty1": 31, "ask_qty1": 3 }, "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": "2026-06-29T09:53:13", "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": 15.3283, "price_vs_vwap_pct": -2.1418, "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": 0.1764, "prev_amount_yi": 1.2952, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1362, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0646 }, { "time": "09:50", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0404 }, { "time": "09:51", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0326 }, { "time": "09:52", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0282 }, { "time": "09:53", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 15.0, "ts": "2026-06-29T09:53:12", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 72823 }, "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": "2026-06-29T09:53:13", "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": 273.9273, "price_vs_vwap_pct": 0.0229, "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": 3.2406, "prev_amount_yi": 8.5522, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 277.52, "high": 277.52, "low": 274.98, "close": 274.98, "amount_yi": 0.9413 }, { "time": "09:50", "open": 276.87, "high": 278.05, "low": 276.87, "close": 278.05, "amount_yi": 0.483 }, { "time": "09:51", "open": 279.47, "high": 279.47, "low": 279.0, "close": 279.0, "amount_yi": 0.8767 }, { "time": "09:52", "open": 277.08, "high": 278.0, "low": 277.08, "close": 278.0, "amount_yi": 0.4796 }, { "time": "09:53", "open": 273.99, "high": 273.99, "low": 273.99, "close": 273.99, "amount_yi": 0.46 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 273.99, "ts": "2026-06-29T09:53:10", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 273.99, "ask1": 274.42, "bid_qty1": 1, "ask_qty1": 3 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "sim_reason": "near_trigger", "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": 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": 0.3923, "prev_amount_yi": 0.513, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7647, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 101.72, "high": 101.72, "low": 101.39, "close": 101.39, "amount_yi": 0.0932 }, { "time": "09:50", "open": 101.5, "high": 101.5, "low": 101.04, "close": 101.04, "amount_yi": 0.0483 }, { "time": "09:51", "open": 101.15, "high": 101.15, "low": 100.9, "close": 100.9, "amount_yi": 0.1096 }, { "time": "09:52", "open": 100.48, "high": 101.29, "low": 100.48, "close": 101.29, "amount_yi": 0.105 }, { "time": "09:53", "open": 100.48, "high": 100.48, "low": 100.48, "close": 100.48, "amount_yi": 0.0362 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 100.48, "ts": "2026-06-29T09:53:12", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 99.16, "bid1": 100.49, "ask1": 100.61, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 15.2799, "price_vs_vwap_pct": -0.9156, "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": 0.1936, "prev_amount_yi": 0.3493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5543, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 15.13, "high": 15.14, "low": 15.13, "close": 15.14, "amount_yi": 0.037 }, { "time": "09:50", "open": 15.14, "high": 15.17, "low": 15.14, "close": 15.17, "amount_yi": 0.0556 }, { "time": "09:51", "open": 15.17, "high": 15.17, "low": 15.17, "close": 15.17, "amount_yi": 0.0413 }, { "time": "09:52", "open": 15.17, "high": 15.17, "low": 15.13, "close": 15.13, "amount_yi": 0.0307 }, { "time": "09:53", "open": 15.14, "high": 15.14, "low": 15.14, "close": 15.14, "amount_yi": 0.029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 15.14, "ts": "2026-06-29T09:53:10", "prev_close": 15.1, "open": 15.15, "high": 15.55, "low": 15.1, "bid1": 15.13, "ask1": 15.14, "bid_qty1": 110, "ask_qty1": 9 }, "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": "2026-06-29T09:53:13", "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": 281.6482, "price_vs_vwap_pct": 0.1214, "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": 1.4501, "prev_amount_yi": 2.7144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5342, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 288.57, "high": 288.57, "low": 287.51, "close": 287.51, "amount_yi": 0.4942 }, { "time": "09:50", "open": 287.03, "high": 287.78, "low": 287.03, "close": 287.78, "amount_yi": 0.2474 }, { "time": "09:51", "open": 287.97, "high": 287.97, "low": 286.7, "close": 286.7, "amount_yi": 0.2617 }, { "time": "09:52", "open": 285.16, "high": 285.16, "low": 284.03, "close": 284.03, "amount_yi": 0.2995 }, { "time": "09:53", "open": 281.99, "high": 281.99, "low": 281.99, "close": 281.99, "amount_yi": 0.1473 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 281.99, "ts": "2026-06-29T09:53:11", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 273.84, "bid1": 281.34, "ask1": 281.99, "bid_qty1": 1, "ask_qty1": 4 }, "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": "2026-06-29T09:53:13", "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": 21.9266, "price_vs_vwap_pct": -3.7699, "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": 1.6243, "prev_amount_yi": 1.9338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.84, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 21.62, "high": 21.62, "low": 21.42, "close": 21.42, "amount_yi": 0.4056 }, { "time": "09:50", "open": 21.35, "high": 21.35, "low": 21.35, "close": 21.35, "amount_yi": 0.4638 }, { "time": "09:51", "open": 21.45, "high": 21.45, "low": 21.42, "close": 21.42, "amount_yi": 0.185 }, { "time": "09:52", "open": 21.33, "high": 21.33, "low": 21.31, "close": 21.31, "amount_yi": 0.2652 }, { "time": "09:53", "open": 21.1, "high": 21.1, "low": 21.1, "close": 21.1, "amount_yi": 0.3047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 21.1, "ts": "2026-06-29T09:53:12", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 21.1, "bid1": 21.1, "ask1": 21.11, "bid_qty1": 323, "ask_qty1": 105 }, "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": "2026-06-29T09:53:13", "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": 9.7528, "price_vs_vwap_pct": 0.689, "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": 0.0793, "prev_amount_yi": 0.0636, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0194 }, { "time": "09:50", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.012 }, { "time": "09:51", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0075 }, { "time": "09:52", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0101 }, { "time": "09:53", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:10", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 830119, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.5, "exec_low": 77.57, "exec_high": 77.92, "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": "2026-06-29T09:53:13", "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": 78.8, "max_chase_pct": 1.5, "base_exec_high": 77.65, "dynamic_exec_high": 77.92, "entry_zone_low": 75.35, "entry_zone_high": 77.65, "entry_risk_pct": 4.7741, "intraday_vwap": 77.5736, "price_vs_vwap_pct": 0.4465, "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": 3.2242, "prev_amount_yi": 4.4372, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7266, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 78.33, "high": 78.37, "low": 78.33, "close": 78.37, "amount_yi": 0.6737 }, { "time": "09:50", "open": 78.59, "high": 78.59, "low": 78.52, "close": 78.52, "amount_yi": 0.7258 }, { "time": "09:51", "open": 78.58, "high": 78.58, "low": 78.38, "close": 78.38, "amount_yi": 0.6337 }, { "time": "09:52", "open": 78.03, "high": 78.03, "low": 78.0, "close": 78.0, "amount_yi": 0.8417 }, { "time": "09:53", "open": 77.92, "high": 77.92, "low": 77.92, "close": 77.92, "amount_yi": 0.3493 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 77.92, "ts": "2026-06-29T09:53:12", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 74.08, "bid1": 77.79, "ask1": 77.92, "bid_qty1": 8, "ask_qty1": 234 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 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": null, "intraday_vwap": 52.5708, "price_vs_vwap_pct": 1.1969, "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": 0.2601, "prev_amount_yi": 0.5637, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 53.87, "high": 53.87, "low": 53.49, "close": 53.49, "amount_yi": 0.0729 }, { "time": "09:50", "open": 53.77, "high": 53.77, "low": 53.68, "close": 53.68, "amount_yi": 0.0754 }, { "time": "09:51", "open": 53.74, "high": 53.74, "low": 53.45, "close": 53.45, "amount_yi": 0.0644 }, { "time": "09:52", "open": 53.32, "high": 53.38, "low": 53.32, "close": 53.38, "amount_yi": 0.036 }, { "time": "09:53", "open": 53.2, "high": 53.2, "low": 53.2, "close": 53.2, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 53.2, "ts": "2026-06-29T09:53:11", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.2, "ask1": 53.22, "bid_qty1": 11, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 31.5432, "price_vs_vwap_pct": -2.5146, "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": 0.0567, "prev_amount_yi": 0.088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 30.85, "high": 30.85, "low": 30.77, "close": 30.77, "amount_yi": 0.0251 }, { "time": "09:50", "open": 30.75, "high": 30.75, "low": 30.72, "close": 30.72, "amount_yi": 0.0076 }, { "time": "09:51", "open": 30.76, "high": 30.84, "low": 30.76, "close": 30.84, "amount_yi": 0.0044 }, { "time": "09:52", "open": 30.75, "high": 30.75, "low": 30.65, "close": 30.65, "amount_yi": 0.0145 }, { "time": "09:53", "open": 30.75, "high": 30.75, "low": 30.75, "close": 30.75, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 30.75, "ts": "2026-06-29T09:53:12", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 30.6, "bid1": 30.72, "ask1": 30.74, "bid_qty1": 4, "ask_qty1": 2 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 935.1344, "price_vs_vwap_pct": 2.335, "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": 5.1527, "prev_amount_yi": 6.4759, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7957, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 953.97, "high": 953.97, "low": 948.48, "close": 948.48, "amount_yi": 0.9816 }, { "time": "09:50", "open": 945.2, "high": 950.0, "low": 945.2, "close": 950.0, "amount_yi": 1.1539 }, { "time": "09:51", "open": 958.0, "high": 958.0, "low": 954.0, "close": 954.0, "amount_yi": 1.3961 }, { "time": "09:52", "open": 950.01, "high": 952.99, "low": 950.01, "close": 952.99, "amount_yi": 1.0052 }, { "time": "09:53", "open": 956.97, "high": 956.97, "low": 956.97, "close": 956.97, "amount_yi": 0.6159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 956.97, "ts": "2026-06-29T09:53:12", "prev_close": 951.0, "open": 939.95, "high": 959.99, "low": 900.95, "bid1": 954.0, "ask1": 956.97, "bid_qty1": 6, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 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": 28.0053, "price_vs_vwap_pct": -1.3401, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.1111, "prev_amount_yi": 5.1587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 28.22, "high": 28.22, "low": 28.09, "close": 28.09, "amount_yi": 1.0917 }, { "time": "09:50", "open": 28.03, "high": 28.13, "low": 28.03, "close": 28.13, "amount_yi": 1.5742 }, { "time": "09:51", "open": 28.18, "high": 28.18, "low": 27.77, "close": 27.77, "amount_yi": 1.1403 }, { "time": "09:52", "open": 27.86, "high": 27.86, "low": 27.74, "close": 27.74, "amount_yi": 1.3023 }, { "time": "09:53", "open": 27.63, "high": 27.63, "low": 27.63, "close": 27.63, "amount_yi": 1.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 27.63, "ts": "2026-06-29T09:53:12", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 27.0, "bid1": 27.62, "ask1": 27.63, "bid_qty1": 123, "ask_qty1": 58 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "sim_reason": "near_trigger", "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": 42.9391, "price_vs_vwap_pct": -2.6062, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8031, "prev_amount_yi": 0.7178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 43.15, "high": 43.15, "low": 42.95, "close": 42.95, "amount_yi": 0.1238 }, { "time": "09:50", "open": 42.95, "high": 42.95, "low": 42.92, "close": 42.92, "amount_yi": 0.0866 }, { "time": "09:51", "open": 42.95, "high": 42.95, "low": 42.51, "close": 42.51, "amount_yi": 0.2152 }, { "time": "09:52", "open": 42.4, "high": 42.4, "low": 42.12, "close": 42.12, "amount_yi": 0.1617 }, { "time": "09:53", "open": 41.82, "high": 41.82, "low": 41.82, "close": 41.82, "amount_yi": 0.2158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 41.82, "ts": "2026-06-29T09:53:11", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 41.8, "bid1": 41.8, "ask1": 41.88, "bid_qty1": 156, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_trigger", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3063, "prev_amount_yi": 0.273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.122, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 97.86, "high": 97.88, "low": 97.86, "close": 97.88, "amount_yi": 0.0857 }, { "time": "09:50", "open": 97.15, "high": 97.15, "low": 96.62, "close": 96.62, "amount_yi": 0.0585 }, { "time": "09:51", "open": 96.59, "high": 97.15, "low": 96.59, "close": 97.15, "amount_yi": 0.0742 }, { "time": "09:52", "open": 97.0, "high": 97.0, "low": 96.32, "close": 96.32, "amount_yi": 0.0552 }, { "time": "09:53", "open": 96.31, "high": 96.31, "low": 96.31, "close": 96.31, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 96.31, "ts": "2026-06-29T09:53:12", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 95.8, "bid1": 96.31, "ask1": 96.32, "bid_qty1": 24, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 82.8795, "price_vs_vwap_pct": -4.6809, "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": 1.5697, "prev_amount_yi": 1.947, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 80.12, "high": 80.12, "low": 79.79, "close": 79.79, "amount_yi": 0.5411 }, { "time": "09:50", "open": 80.01, "high": 80.1, "low": 80.01, "close": 80.1, "amount_yi": 0.2918 }, { "time": "09:51", "open": 80.18, "high": 80.22, "low": 80.18, "close": 80.22, "amount_yi": 0.3056 }, { "time": "09:52", "open": 79.75, "high": 79.75, "low": 79.55, "close": 79.55, "amount_yi": 0.2954 }, { "time": "09:53", "open": 79.0, "high": 79.0, "low": 79.0, "close": 79.0, "amount_yi": 0.1358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 79.0, "ts": "2026-06-29T09:53:10", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 79.0, "bid1": 78.93, "ask1": 79.0, "bid_qty1": 1, "ask_qty1": 35 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 23.0804, "price_vs_vwap_pct": -2.7313, "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": 0.1296, "prev_amount_yi": 0.2809, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0407 }, { "time": "09:50", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0198 }, { "time": "09:51", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0208 }, { "time": "09:52", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0146 }, { "time": "09:53", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:12", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 82123 }, "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": "2026-06-29T09:53:13", "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": 26.3793, "price_vs_vwap_pct": -2.613, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2834, "prev_amount_yi": 1.1165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 26.31, "high": 26.31, "low": 26.24, "close": 26.24, "amount_yi": 0.162 }, { "time": "09:50", "open": 26.16, "high": 26.16, "low": 26.09, "close": 26.09, "amount_yi": 0.3285 }, { "time": "09:51", "open": 26.12, "high": 26.12, "low": 26.05, "close": 26.05, "amount_yi": 0.2835 }, { "time": "09:52", "open": 25.96, "high": 25.96, "low": 25.87, "close": 25.87, "amount_yi": 0.3421 }, { "time": "09:53", "open": 25.69, "high": 25.69, "low": 25.69, "close": 25.69, "amount_yi": 0.1673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 25.69, "ts": "2026-06-29T09:53:11", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 25.5, "bid1": 25.68, "ask1": 25.69, "bid_qty1": 77, "ask_qty1": 64 }, "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": "2026-06-29T09:53:13", "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": 43.5525, "price_vs_vwap_pct": -1.3145, "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": 0.5707, "prev_amount_yi": 0.556, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 43.4, "high": 43.4, "low": 43.2, "close": 43.2, "amount_yi": 0.0698 }, { "time": "09:50", "open": 43.12, "high": 43.12, "low": 43.1, "close": 43.1, "amount_yi": 0.1222 }, { "time": "09:51", "open": 43.06, "high": 43.06, "low": 42.94, "close": 42.94, "amount_yi": 0.1675 }, { "time": "09:52", "open": 43.01, "high": 43.07, "low": 43.01, "close": 43.07, "amount_yi": 0.1271 }, { "time": "09:53", "open": 42.98, "high": 42.98, "low": 42.98, "close": 42.98, "amount_yi": 0.0841 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 42.98, "ts": "2026-06-29T09:53:12", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.86, "bid1": 42.98, "ask1": 42.99, "bid_qty1": 33, "ask_qty1": 69 }, "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": "2026-06-29T09:53:13", "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": 95.679, "price_vs_vwap_pct": -1.389, "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": 2.0497, "prev_amount_yi": 4.1741, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4911, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 96.0, "high": 96.0, "low": 95.3, "close": 95.3, "amount_yi": 0.5646 }, { "time": "09:50", "open": 95.38, "high": 95.38, "low": 95.28, "close": 95.28, "amount_yi": 0.3499 }, { "time": "09:51", "open": 95.53, "high": 95.53, "low": 95.11, "close": 95.11, "amount_yi": 0.4085 }, { "time": "09:52", "open": 94.81, "high": 94.81, "low": 94.68, "close": 94.68, "amount_yi": 0.4967 }, { "time": "09:53", "open": 94.35, "high": 94.35, "low": 94.35, "close": 94.35, "amount_yi": 0.23 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 94.35, "ts": "2026-06-29T09:53:12", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 93.06, "bid1": 94.3, "ask1": 94.35, "bid_qty1": 49, "ask_qty1": 2 }, "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 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": 18.8819, "price_vs_vwap_pct": -0.4337, "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": 0.0182, "prev_amount_yi": 0.0264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6894, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:49", "open": 18.9, "high": 18.9, "low": 18.87, "close": 18.87, "amount_yi": 0.004 }, { "time": "09:50", "open": 18.88, "high": 18.88, "low": 18.87, "close": 18.87, "amount_yi": 0.0042 }, { "time": "09:51", "open": 18.84, "high": 18.85, "low": 18.84, "close": 18.85, "amount_yi": 0.0036 }, { "time": "09:52", "open": 18.82, "high": 18.9, "low": 18.82, "close": 18.9, "amount_yi": 0.0018 }, { "time": "09:53", "open": 18.8, "high": 18.8, "low": 18.8, "close": 18.8, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 18.8, "ts": "2026-06-29T09:53:13", "prev_close": 18.96, "open": 18.93, "high": 19.04, "low": 18.54, "bid1": 18.79, "ask1": 18.86, "bid_qty1": 1, "ask_qty1": 36 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 72.7452, "price_vs_vwap_pct": -1.4505, "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": 4.7869, "prev_amount_yi": 6.5776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 73.68, "high": 73.68, "low": 73.6, "close": 73.6, "amount_yi": 1.2401 }, { "time": "09:50", "open": 73.53, "high": 73.6, "low": 73.53, "close": 73.6, "amount_yi": 0.71 }, { "time": "09:51", "open": 73.8, "high": 73.8, "low": 73.2, "close": 73.2, "amount_yi": 0.6575 }, { "time": "09:52", "open": 72.58, "high": 72.58, "low": 72.13, "close": 72.13, "amount_yi": 1.2339 }, { "time": "09:53", "open": 71.69, "high": 71.69, "low": 71.69, "close": 71.69, "amount_yi": 0.9454 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 71.69, "ts": "2026-06-29T09:53:12", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 69.95, "bid1": 71.58, "ask1": 71.69, "bid_qty1": 3, "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": "2026-06-29T09:53:13", "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": 4.174, "prev_amount_yi": 7.6954, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 38.72, "high": 38.74, "low": 38.72, "close": 38.74, "amount_yi": 1.107 }, { "time": "09:50", "open": 38.89, "high": 38.89, "low": 38.83, "close": 38.83, "amount_yi": 0.6001 }, { "time": "09:51", "open": 38.74, "high": 38.74, "low": 38.46, "close": 38.46, "amount_yi": 0.9913 }, { "time": "09:52", "open": 38.41, "high": 38.5, "low": 38.41, "close": 38.5, "amount_yi": 1.1169 }, { "time": "09:53", "open": 38.32, "high": 38.32, "low": 38.32, "close": 38.32, "amount_yi": 0.3587 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 38.32, "ts": "2026-06-29T09:53:11", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 36.1, "bid1": 38.32, "ask1": 38.34, "bid_qty1": 1, "ask_qty1": 54 }, "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 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": null, "intraday_vwap": 53.8439, "price_vs_vwap_pct": 0.8842, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.9482, "prev_amount_yi": 2.6859, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0977, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 54.99, "high": 54.99, "low": 54.58, "close": 54.58, "amount_yi": 0.7488 }, { "time": "09:50", "open": 54.72, "high": 54.8, "low": 54.72, "close": 54.8, "amount_yi": 0.463 }, { "time": "09:51", "open": 54.99, "high": 54.99, "low": 54.97, "close": 54.97, "amount_yi": 0.8576 }, { "time": "09:52", "open": 54.72, "high": 54.72, "low": 54.5, "close": 54.5, "amount_yi": 0.6812 }, { "time": "09:53", "open": 54.32, "high": 54.32, "low": 54.32, "close": 54.32, "amount_yi": 0.1976 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 54.32, "ts": "2026-06-29T09:53:10", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 52.01, "bid1": 54.31, "ask1": 54.32, "bid_qty1": 7, "ask_qty1": 24 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 87.7326, "price_vs_vwap_pct": 2.4591, "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": 5.4133, "prev_amount_yi": 7.0344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 91.33, "high": 91.33, "low": 90.89, "close": 90.89, "amount_yi": 1.3101 }, { "time": "09:50", "open": 90.68, "high": 91.0, "low": 90.68, "close": 91.0, "amount_yi": 1.2997 }, { "time": "09:51", "open": 91.05, "high": 91.05, "low": 90.8, "close": 90.8, "amount_yi": 0.9297 }, { "time": "09:52", "open": 90.47, "high": 90.47, "low": 90.21, "close": 90.21, "amount_yi": 1.3065 }, { "time": "09:53", "open": 89.89, "high": 89.89, "low": 89.89, "close": 89.89, "amount_yi": 0.5673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 89.89, "ts": "2026-06-29T09:53:12", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 89.89, "ask1": 89.91, "bid_qty1": 9, "ask_qty1": 5 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 4.2719, "intraday_vwap": 49.8272, "price_vs_vwap_pct": -2.2823, "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": 1.4899, "prev_amount_yi": 1.5043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9904, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 50.18, "high": 50.18, "low": 49.77, "close": 49.77, "amount_yi": 0.2822 }, { "time": "09:50", "open": 49.75, "high": 49.75, "low": 49.48, "close": 49.48, "amount_yi": 0.2831 }, { "time": "09:51", "open": 49.3, "high": 49.3, "low": 49.25, "close": 49.25, "amount_yi": 0.3572 }, { "time": "09:52", "open": 49.33, "high": 49.33, "low": 49.0, "close": 49.0, "amount_yi": 0.3873 }, { "time": "09:53", "open": 48.69, "high": 48.69, "low": 48.69, "close": 48.69, "amount_yi": 0.1801 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 48.69, "ts": "2026-06-29T09:53:11", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 48.5, "bid1": 48.66, "ask1": 48.69, "bid_qty1": 27, "ask_qty1": 74 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 3.79, "intraday_vwap": 109.4856, "price_vs_vwap_pct": -2.3981, "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": 4.9596, "prev_amount_yi": 5.0533, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9815, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 110.4, "high": 110.4, "low": 109.5, "close": 109.5, "amount_yi": 1.1192 }, { "time": "09:50", "open": 109.43, "high": 109.81, "low": 109.43, "close": 109.81, "amount_yi": 0.8814 }, { "time": "09:51", "open": 108.91, "high": 108.91, "low": 108.16, "close": 108.16, "amount_yi": 1.0383 }, { "time": "09:52", "open": 107.76, "high": 107.76, "low": 107.4, "close": 107.4, "amount_yi": 1.2749 }, { "time": "09:53", "open": 106.86, "high": 106.86, "low": 106.86, "close": 106.86, "amount_yi": 0.6458 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 106.86, "ts": "2026-06-29T09:53:12", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 106.1, "bid1": 106.85, "ask1": 106.86, "bid_qty1": 301, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 0.7958, "prev_amount_yi": 1.5362, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.518, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 57.15, "high": 57.15, "low": 57.0, "close": 57.0, "amount_yi": 0.1623 }, { "time": "09:50", "open": 57.04, "high": 57.14, "low": 57.04, "close": 57.14, "amount_yi": 0.1953 }, { "time": "09:51", "open": 57.7, "high": 57.7, "low": 57.0, "close": 57.0, "amount_yi": 0.1747 }, { "time": "09:52", "open": 56.83, "high": 56.83, "low": 56.78, "close": 56.78, "amount_yi": 0.1903 }, { "time": "09:53", "open": 56.69, "high": 56.69, "low": 56.69, "close": 56.69, "amount_yi": 0.0732 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 56.69, "ts": "2026-06-29T09:53:10", "prev_close": 53.86, "open": 55.0, "high": 58.85, "low": 53.5, "bid1": 56.69, "ask1": 56.7, "bid_qty1": 7, "ask_qty1": 120 }, "previous_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.1786, "prev_amount_yi": 8.1149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 506.82, "high": 506.82, "low": 503.9, "close": 503.9, "amount_yi": 1.3064 }, { "time": "09:50", "open": 502.66, "high": 502.66, "low": 501.92, "close": 501.92, "amount_yi": 2.5575 }, { "time": "09:51", "open": 506.0, "high": 506.0, "low": 506.0, "close": 506.0, "amount_yi": 1.5813 }, { "time": "09:52", "open": 504.0, "high": 505.0, "low": 504.0, "close": 505.0, "amount_yi": 0.9873 }, { "time": "09:53", "open": 505.0, "high": 505.0, "low": 505.0, "close": 505.0, "amount_yi": 0.7461 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 505.0, "ts": "2026-06-29T09:53:11", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 489.0, "bid1": 505.0, "ask1": 505.01, "bid_qty1": 26, "ask_qty1": 4 }, "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": "2026-06-29T09:53:13", "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": 203.8282, "price_vs_vwap_pct": 1.7818, "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": 1.4371, "prev_amount_yi": 4.7959, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0965 }, { "time": "09:50", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0593 }, { "time": "09:51", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.9313 }, { "time": "09:52", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.2863 }, { "time": "09:53", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0637 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 207.46, "ts": "2026-06-29T09:53:12", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 195.58, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 33014, "ask_qty1": 0 }, "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": "2026-06-29T09:53:13", "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": 87.1196, "price_vs_vwap_pct": -3.1446, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3972, "prev_amount_yi": 0.3483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1404, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 86.74, "high": 86.74, "low": 86.4, "close": 86.4, "amount_yi": 0.0742 }, { "time": "09:50", "open": 86.21, "high": 86.21, "low": 85.97, "close": 85.97, "amount_yi": 0.0979 }, { "time": "09:51", "open": 85.95, "high": 85.95, "low": 85.66, "close": 85.66, "amount_yi": 0.0686 }, { "time": "09:52", "open": 85.49, "high": 85.49, "low": 85.03, "close": 85.03, "amount_yi": 0.0819 }, { "time": "09:53", "open": 84.38, "high": 84.38, "low": 84.38, "close": 84.38, "amount_yi": 0.0746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 84.38, "ts": "2026-06-29T09:53:10", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 84.38, "bid1": 84.38, "ask1": 84.48, "bid_qty1": 1, "ask_qty1": 6 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 77.2976, "price_vs_vwap_pct": -0.4756, "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": 0.525, "prev_amount_yi": 0.7039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7458, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 77.92, "high": 77.92, "low": 77.82, "close": 77.82, "amount_yi": 0.0925 }, { "time": "09:50", "open": 77.96, "high": 78.07, "low": 77.96, "close": 78.07, "amount_yi": 0.1358 }, { "time": "09:51", "open": 78.66, "high": 78.66, "low": 77.99, "close": 77.99, "amount_yi": 0.1252 }, { "time": "09:52", "open": 77.65, "high": 77.65, "low": 77.32, "close": 77.32, "amount_yi": 0.0915 }, { "time": "09:53", "open": 76.93, "high": 76.93, "low": 76.93, "close": 76.93, "amount_yi": 0.08 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 76.93, "ts": "2026-06-29T09:53:12", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 73.88, "bid1": 76.68, "ask1": 76.81, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 34.3862, "price_vs_vwap_pct": -0.0471, "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": 0.5614, "prev_amount_yi": 0.6809, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8245, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 34.32, "high": 34.4, "low": 34.32, "close": 34.4, "amount_yi": 0.2575 }, { "time": "09:50", "open": 34.41, "high": 34.45, "low": 34.41, "close": 34.45, "amount_yi": 0.0657 }, { "time": "09:51", "open": 34.53, "high": 34.55, "low": 34.53, "close": 34.55, "amount_yi": 0.0933 }, { "time": "09:52", "open": 34.43, "high": 34.43, "low": 34.43, "close": 34.43, "amount_yi": 0.1034 }, { "time": "09:53", "open": 34.37, "high": 34.37, "low": 34.37, "close": 34.37, "amount_yi": 0.0415 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 34.37, "ts": "2026-06-29T09:53:10", "prev_close": 33.96, "open": 34.1, "high": 34.86, "low": 33.7, "bid1": 34.36, "ask1": 34.37, "bid_qty1": 22, "ask_qty1": 24 }, "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": "2026-06-29T09:53:13", "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": 18.001, "price_vs_vwap_pct": -2.7276, "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": 0.6661, "prev_amount_yi": 0.7103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 18.03, "high": 18.03, "low": 18.02, "close": 18.02, "amount_yi": 0.1022 }, { "time": "09:50", "open": 17.93, "high": 17.94, "low": 17.93, "close": 17.94, "amount_yi": 0.1376 }, { "time": "09:51", "open": 17.95, "high": 17.95, "low": 17.91, "close": 17.91, "amount_yi": 0.1075 }, { "time": "09:52", "open": 17.86, "high": 17.86, "low": 17.7, "close": 17.7, "amount_yi": 0.1684 }, { "time": "09:53", "open": 17.51, "high": 17.51, "low": 17.51, "close": 17.51, "amount_yi": 0.1504 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 17.51, "ts": "2026-06-29T09:53:13", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 17.45, "bid1": 17.5, "ask1": 17.51, "bid_qty1": 1565, "ask_qty1": 161 }, "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": "2026-06-29T09:53:13", "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": 12.1279, "price_vs_vwap_pct": 0.0173, "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": 0.2896, "prev_amount_yi": 0.544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 12.05, "high": 12.06, "low": 12.05, "close": 12.06, "amount_yi": 0.0714 }, { "time": "09:50", "open": 12.03, "high": 12.04, "low": 12.03, "close": 12.04, "amount_yi": 0.0405 }, { "time": "09:51", "open": 12.07, "high": 12.09, "low": 12.07, "close": 12.09, "amount_yi": 0.0702 }, { "time": "09:52", "open": 12.16, "high": 12.16, "low": 12.08, "close": 12.08, "amount_yi": 0.0896 }, { "time": "09:53", "open": 12.13, "high": 12.13, "low": 12.13, "close": 12.13, "amount_yi": 0.0179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 12.13, "ts": "2026-06-29T09:53:12", "prev_close": 12.16, "open": 12.17, "high": 12.32, "low": 11.95, "bid1": 12.11, "ask1": 12.13, "bid_qty1": 242, "ask_qty1": 1 }, "previous_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 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": null, "intraday_vwap": 26.8642, "price_vs_vwap_pct": 0.5055, "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": 0.5394, "prev_amount_yi": 0.7717, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.699, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 26.64, "high": 26.78, "low": 26.64, "close": 26.78, "amount_yi": 0.1378 }, { "time": "09:50", "open": 26.81, "high": 26.81, "low": 26.74, "close": 26.74, "amount_yi": 0.1169 }, { "time": "09:51", "open": 26.78, "high": 26.84, "low": 26.78, "close": 26.84, "amount_yi": 0.1159 }, { "time": "09:52", "open": 26.94, "high": 26.94, "low": 26.92, "close": 26.92, "amount_yi": 0.0995 }, { "time": "09:53", "open": 27.0, "high": 27.0, "low": 27.0, "close": 27.0, "amount_yi": 0.0693 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 27.0, "ts": "2026-06-29T09:53:12", "prev_close": 26.32, "open": 26.68, "high": 27.35, "low": 26.0, "bid1": 26.99, "ask1": 27.0, "bid_qty1": 392, "ask_qty1": 1319 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_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": 87.3119, "price_vs_vwap_pct": -0.5863, "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": 1.085, "prev_amount_yi": 1.5305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7089, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 87.55, "high": 87.61, "low": 87.55, "close": 87.61, "amount_yi": 0.2431 }, { "time": "09:50", "open": 87.66, "high": 87.76, "low": 87.66, "close": 87.76, "amount_yi": 0.1795 }, { "time": "09:51", "open": 87.82, "high": 87.88, "low": 87.82, "close": 87.88, "amount_yi": 0.1838 }, { "time": "09:52", "open": 87.56, "high": 87.56, "low": 87.1, "close": 87.1, "amount_yi": 0.2922 }, { "time": "09:53", "open": 86.8, "high": 86.8, "low": 86.8, "close": 86.8, "amount_yi": 0.1864 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 86.8, "ts": "2026-06-29T09:53:12", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 84.85, "bid1": 86.71, "ask1": 86.74, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 8.49, "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": 8.0141, "price_vs_vwap_pct": -2.1724, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 14.1521, "prev_amount_yi": 12.7833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 8.05, "high": 8.05, "low": 8.05, "close": 8.05, "amount_yi": 2.3347 }, { "time": "09:50", "open": 8.03, "high": 8.03, "low": 8.02, "close": 8.02, "amount_yi": 2.2395 }, { "time": "09:51", "open": 8.05, "high": 8.05, "low": 8.03, "close": 8.03, "amount_yi": 2.5057 }, { "time": "09:52", "open": 7.96, "high": 7.96, "low": 7.91, "close": 7.91, "amount_yi": 3.8741 }, { "time": "09:53", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 3.1981 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 7.84, "ts": "2026-06-29T09:53:12", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.71, "bid1": 7.83, "ask1": 7.84, "bid_qty1": 2, "ask_qty1": 416 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 178.491, "price_vs_vwap_pct": -0.6953, "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": 1.8417, "prev_amount_yi": 2.664, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 180.44, "high": 180.44, "low": 179.29, "close": 179.29, "amount_yi": 0.3722 }, { "time": "09:50", "open": 178.98, "high": 178.98, "low": 178.65, "close": 178.65, "amount_yi": 0.3986 }, { "time": "09:51", "open": 178.59, "high": 178.59, "low": 177.11, "close": 177.11, "amount_yi": 0.4316 }, { "time": "09:52", "open": 176.0, "high": 177.89, "low": 176.0, "close": 177.89, "amount_yi": 0.3815 }, { "time": "09:53", "open": 177.25, "high": 177.25, "low": 177.25, "close": 177.25, "amount_yi": 0.2578 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 177.25, "ts": "2026-06-29T09:53:11", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 172.0, "bid1": 177.05, "ask1": 177.59, "bid_qty1": 4, "ask_qty1": 1 }, "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": "2026-06-29T09:53:13", "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": 16.137, "price_vs_vwap_pct": 1.0101, "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": 0.1086, "prev_amount_yi": 0.0682, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 16.19, "high": 16.24, "low": 16.19, "close": 16.24, "amount_yi": 0.0129 }, { "time": "09:50", "open": 16.14, "high": 16.16, "low": 16.14, "close": 16.16, "amount_yi": 0.0075 }, { "time": "09:51", "open": 16.26, "high": 16.27, "low": 16.26, "close": 16.27, "amount_yi": 0.0218 }, { "time": "09:52", "open": 16.37, "high": 16.37, "low": 16.26, "close": 16.26, "amount_yi": 0.0503 }, { "time": "09:53", "open": 16.3, "high": 16.3, "low": 16.3, "close": 16.3, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 16.3, "ts": "2026-06-29T09:53:12", "prev_close": 16.23, "open": 16.19, "high": 16.4, "low": 15.98, "bid1": 16.3, "ask1": 16.33, "bid_qty1": 72, "ask_qty1": 4 }, "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": "2026-06-29T09:53:13", "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": 20.9731, "price_vs_vwap_pct": -2.6372, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2832, "prev_amount_yi": 0.2522, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 20.62, "high": 20.62, "low": 20.5, "close": 20.5, "amount_yi": 0.0474 }, { "time": "09:50", "open": 20.46, "high": 20.48, "low": 20.46, "close": 20.48, "amount_yi": 0.0311 }, { "time": "09:51", "open": 20.45, "high": 20.45, "low": 20.43, "close": 20.43, "amount_yi": 0.0447 }, { "time": "09:52", "open": 20.3, "high": 20.38, "low": 20.3, "close": 20.38, "amount_yi": 0.1336 }, { "time": "09:53", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 20.42, "ts": "2026-06-29T09:53:13", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 20.2, "bid1": 20.42, "ask1": 20.43, "bid_qty1": 22, "ask_qty1": 21 }, "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": "2026-06-29T09:53:13", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2705, "prev_amount_yi": 1.1459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 499.12, "high": 499.5, "low": 499.12, "close": 499.5, "amount_yi": 0.265 }, { "time": "09:50", "open": 500.98, "high": 501.71, "low": 500.98, "close": 501.71, "amount_yi": 0.2755 }, { "time": "09:51", "open": 505.99, "high": 505.99, "low": 502.67, "close": 502.67, "amount_yi": 0.3203 }, { "time": "09:52", "open": 500.78, "high": 502.83, "low": 500.78, "close": 502.83, "amount_yi": 0.2944 }, { "time": "09:53", "open": 500.08, "high": 500.08, "low": 500.08, "close": 500.08, "amount_yi": 0.1153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 500.08, "ts": "2026-06-29T09:53:11", "prev_close": 469.1, "open": 470.5, "high": 506.0, "low": 470.5, "bid1": 499.06, "ask1": 500.08, "bid_qty1": 2, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "sim_reason": "near_trigger", "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": 17.9556, "price_vs_vwap_pct": 5.8166, "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": 0.3036, "prev_amount_yi": 0.3129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 18.54, "high": 18.54, "low": 18.47, "close": 18.47, "amount_yi": 0.0598 }, { "time": "09:50", "open": 18.6, "high": 18.61, "low": 18.6, "close": 18.61, "amount_yi": 0.0642 }, { "time": "09:51", "open": 18.66, "high": 18.81, "low": 18.66, "close": 18.81, "amount_yi": 0.0779 }, { "time": "09:52", "open": 18.84, "high": 18.84, "low": 18.82, "close": 18.82, "amount_yi": 0.0547 }, { "time": "09:53", "open": 19.0, "high": 19.0, "low": 19.0, "close": 19.0, "amount_yi": 0.047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 19.0, "ts": "2026-06-29T09:53:11", "prev_close": 17.87, "open": 17.13, "high": 19.0, "low": 17.13, "bid1": 18.99, "ask1": 19.0, "bid_qty1": 416, "ask_qty1": 448 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_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": 9.8025, "price_vs_vwap_pct": -1.4537, "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": 0.1403, "prev_amount_yi": 0.1653, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 9.71, "high": 9.71, "low": 9.7, "close": 9.7, "amount_yi": 0.0412 }, { "time": "09:50", "open": 9.71, "high": 9.71, "low": 9.69, "close": 9.69, "amount_yi": 0.0235 }, { "time": "09:51", "open": 9.67, "high": 9.68, "low": 9.67, "close": 9.68, "amount_yi": 0.0295 }, { "time": "09:52", "open": 9.66, "high": 9.66, "low": 9.64, "close": 9.64, "amount_yi": 0.0268 }, { "time": "09:53", "open": 9.66, "high": 9.66, "low": 9.66, "close": 9.66, "amount_yi": 0.0193 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 9.66, "ts": "2026-06-29T09:53:12", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.63, "bid1": 9.65, "ask1": 9.66, "bid_qty1": 185, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 49.2686, "price_vs_vwap_pct": -2.0268, "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": 1.6351, "prev_amount_yi": 2.4869, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 49.66, "high": 49.66, "low": 49.43, "close": 49.43, "amount_yi": 0.2741 }, { "time": "09:50", "open": 49.15, "high": 49.15, "low": 49.12, "close": 49.12, "amount_yi": 0.3875 }, { "time": "09:51", "open": 49.1, "high": 49.11, "low": 49.1, "close": 49.11, "amount_yi": 0.3696 }, { "time": "09:52", "open": 48.98, "high": 48.98, "low": 48.52, "close": 48.52, "amount_yi": 0.3492 }, { "time": "09:53", "open": 48.27, "high": 48.27, "low": 48.27, "close": 48.27, "amount_yi": 0.2547 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 48.27, "ts": "2026-06-29T09:53:10", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 47.47, "bid1": 48.24, "ask1": 48.28, "bid_qty1": 1, "ask_qty1": 30 }, "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 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": 44.5222, "price_vs_vwap_pct": -0.4766, "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": 0.4474, "prev_amount_yi": 0.8164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 43.81, "high": 43.81, "low": 43.75, "close": 43.75, "amount_yi": 0.0945 }, { "time": "09:50", "open": 43.89, "high": 43.89, "low": 43.87, "close": 43.87, "amount_yi": 0.1001 }, { "time": "09:51", "open": 43.83, "high": 43.88, "low": 43.83, "close": 43.88, "amount_yi": 0.1221 }, { "time": "09:52", "open": 43.98, "high": 44.18, "low": 43.98, "close": 44.18, "amount_yi": 0.0878 }, { "time": "09:53", "open": 44.31, "high": 44.31, "low": 44.31, "close": 44.31, "amount_yi": 0.0429 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 44.31, "ts": "2026-06-29T09:53:12", "prev_close": 45.05, "open": 45.07, "high": 45.59, "low": 43.58, "bid1": 44.3, "ask1": 44.31, "bid_qty1": 250, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 51.3294, "price_vs_vwap_pct": -2.9796, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6961, "prev_amount_yi": 0.5283, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 50.88, "high": 50.88, "low": 50.39, "close": 50.39, "amount_yi": 0.1802 }, { "time": "09:50", "open": 50.42, "high": 50.42, "low": 50.3, "close": 50.3, "amount_yi": 0.1624 }, { "time": "09:51", "open": 50.22, "high": 50.22, "low": 50.06, "close": 50.06, "amount_yi": 0.0778 }, { "time": "09:52", "open": 50.03, "high": 50.03, "low": 50.0, "close": 50.0, "amount_yi": 0.1729 }, { "time": "09:53", "open": 49.8, "high": 49.8, "low": 49.8, "close": 49.8, "amount_yi": 0.1028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:12", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 49.79, "ask1": 49.8, "bid_qty1": 5, "ask_qty1": 15 }, "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 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": 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": 0.2932, "prev_amount_yi": 0.7365, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 138.08, "high": 138.08, "low": 137.55, "close": 137.55, "amount_yi": 0.0739 }, { "time": "09:50", "open": 137.47, "high": 137.53, "low": 137.47, "close": 137.53, "amount_yi": 0.0581 }, { "time": "09:51", "open": 137.53, "high": 137.97, "low": 137.53, "close": 137.97, "amount_yi": 0.0297 }, { "time": "09:52", "open": 137.0, "high": 137.27, "low": 137.0, "close": 137.27, "amount_yi": 0.0966 }, { "time": "09:53", "open": 136.52, "high": 136.52, "low": 136.52, "close": 136.52, "amount_yi": 0.0349 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 136.52, "ts": "2026-06-29T09:53:10", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 130.5, "bid1": 136.52, "ask1": 136.66, "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.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": "2026-06-29T09:53:13", "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": 29.9322, "price_vs_vwap_pct": 0.8613, "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": 1.1557, "prev_amount_yi": 1.1531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0023, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 29.95, "high": 30.05, "low": 29.95, "close": 30.05, "amount_yi": 0.139 }, { "time": "09:50", "open": 30.2, "high": 30.2, "low": 29.97, "close": 29.97, "amount_yi": 0.3623 }, { "time": "09:51", "open": 30.05, "high": 30.06, "low": 30.05, "close": 30.06, "amount_yi": 0.2642 }, { "time": "09:52", "open": 30.18, "high": 30.24, "low": 30.18, "close": 30.24, "amount_yi": 0.1529 }, { "time": "09:53", "open": 30.19, "high": 30.19, "low": 30.19, "close": 30.19, "amount_yi": 0.2373 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 30.19, "ts": "2026-06-29T09:53:13", "prev_close": 30.25, "open": 30.02, "high": 30.66, "low": 29.07, "bid1": 30.19, "ask1": 30.2, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-29T09:53:13", "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": 2.9397, "prev_amount_yi": 1.917, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 699.9, "high": 699.9, "low": 696.89, "close": 696.89, "amount_yi": 1.0413 }, { "time": "09:50", "open": 698.0, "high": 702.98, "low": 698.0, "close": 702.98, "amount_yi": 0.5706 }, { "time": "09:51", "open": 699.99, "high": 699.99, "low": 696.0, "close": 696.0, "amount_yi": 0.4016 }, { "time": "09:52", "open": 697.28, "high": 697.28, "low": 694.17, "close": 694.17, "amount_yi": 0.8424 }, { "time": "09:53", "open": 692.91, "high": 692.91, "low": 692.91, "close": 692.91, "amount_yi": 0.0838 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 692.91, "ts": "2026-06-29T09:53:11", "prev_close": 653.7, "open": 660.0, "high": 704.0, "low": 660.0, "bid1": 691.3, "ask1": 692.91, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-29T09:53:13", "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": 47.5662, "price_vs_vwap_pct": 0.1131, "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": 0.1938, "prev_amount_yi": 0.3087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 48.36, "high": 48.36, "low": 48.15, "close": 48.15, "amount_yi": 0.0452 }, { "time": "09:50", "open": 48.11, "high": 48.11, "low": 48.06, "close": 48.06, "amount_yi": 0.0481 }, { "time": "09:51", "open": 48.04, "high": 48.04, "low": 47.91, "close": 47.91, "amount_yi": 0.0396 }, { "time": "09:52", "open": 48.02, "high": 48.02, "low": 47.99, "close": 47.99, "amount_yi": 0.0233 }, { "time": "09:53", "open": 47.62, "high": 47.62, "low": 47.62, "close": 47.62, "amount_yi": 0.0376 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 47.62, "ts": "2026-06-29T09:53:11", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.63, "ask1": 47.7, "bid_qty1": 3, "ask_qty1": 9 }, "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": "2026-06-29T09:53:13", "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": 22.7368, "price_vs_vwap_pct": -2.3609, "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": 0.5941, "prev_amount_yi": 0.6289, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 22.56, "high": 22.56, "low": 22.45, "close": 22.45, "amount_yi": 0.1474 }, { "time": "09:50", "open": 22.38, "high": 22.4, "low": 22.38, "close": 22.4, "amount_yi": 0.1305 }, { "time": "09:51", "open": 22.43, "high": 22.43, "low": 22.37, "close": 22.37, "amount_yi": 0.103 }, { "time": "09:52", "open": 22.37, "high": 22.37, "low": 22.32, "close": 22.32, "amount_yi": 0.1016 }, { "time": "09:53", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.1116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 22.2, "ts": "2026-06-29T09:53:12", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 22.18, "bid1": 22.18, "ask1": 22.2, "bid_qty1": 58, "ask_qty1": 121 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 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": 12.9703, "price_vs_vwap_pct": 1.0, "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": 2.8888, "prev_amount_yi": 3.1607, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.914, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 13.31, "high": 13.31, "low": 13.29, "close": 13.29, "amount_yi": 0.8132 }, { "time": "09:50", "open": 13.16, "high": 13.21, "low": 13.16, "close": 13.21, "amount_yi": 0.5037 }, { "time": "09:51", "open": 13.26, "high": 13.33, "low": 13.26, "close": 13.33, "amount_yi": 0.6856 }, { "time": "09:52", "open": 13.24, "high": 13.24, "low": 13.15, "close": 13.15, "amount_yi": 0.6171 }, { "time": "09:53", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.2692 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 13.1, "ts": "2026-06-29T09:53:11", "prev_close": 12.54, "open": 12.65, "high": 13.35, "low": 12.6, "bid1": 13.07, "ask1": 13.08, "bid_qty1": 240, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 153.5311, "price_vs_vwap_pct": 1.3931, "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": 0.514, "prev_amount_yi": 0.6112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.841, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 152.0, "high": 152.31, "low": 152.0, "close": 152.31, "amount_yi": 0.0865 }, { "time": "09:50", "open": 152.96, "high": 153.02, "low": 152.96, "close": 153.02, "amount_yi": 0.0671 }, { "time": "09:51", "open": 153.35, "high": 154.33, "low": 153.35, "close": 154.33, "amount_yi": 0.106 }, { "time": "09:52", "open": 154.61, "high": 155.3, "low": 154.61, "close": 155.3, "amount_yi": 0.1417 }, { "time": "09:53", "open": 155.67, "high": 155.67, "low": 155.67, "close": 155.67, "amount_yi": 0.1127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 155.67, "ts": "2026-06-29T09:53:12", "prev_close": 152.5, "open": 155.55, "high": 156.0, "low": 151.0, "bid1": 155.66, "ask1": 155.71, "bid_qty1": 50, "ask_qty1": 13 }, "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 21.22, "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": 20.3429, "price_vs_vwap_pct": -2.7671, "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": 0.9132, "prev_amount_yi": 1.6646, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5486, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 19.8, "high": 19.8, "low": 19.62, "close": 19.62, "amount_yi": 0.2477 }, { "time": "09:50", "open": 19.69, "high": 19.74, "low": 19.69, "close": 19.74, "amount_yi": 0.2084 }, { "time": "09:51", "open": 19.85, "high": 19.85, "low": 19.84, "close": 19.84, "amount_yi": 0.2206 }, { "time": "09:52", "open": 19.76, "high": 19.76, "low": 19.76, "close": 19.76, "amount_yi": 0.1519 }, { "time": "09:53", "open": 19.78, "high": 19.78, "low": 19.78, "close": 19.78, "amount_yi": 0.0846 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 19.78, "ts": "2026-06-29T09:53:11", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 19.57, "bid1": 19.78, "ask1": 19.79, "bid_qty1": 3, "ask_qty1": 92 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 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": 132.4887, "price_vs_vwap_pct": 0.3935, "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": 0.4627, "prev_amount_yi": 0.8997, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 135.49, "high": 135.49, "low": 134.4, "close": 134.4, "amount_yi": 0.1681 }, { "time": "09:50", "open": 133.72, "high": 133.72, "low": 133.59, "close": 133.59, "amount_yi": 0.0804 }, { "time": "09:51", "open": 135.0, "high": 135.0, "low": 134.56, "close": 134.56, "amount_yi": 0.116 }, { "time": "09:52", "open": 133.9, "high": 133.9, "low": 133.0, "close": 133.0, "amount_yi": 0.0491 }, { "time": "09:53", "open": 133.01, "high": 133.01, "low": 133.01, "close": 133.01, "amount_yi": 0.0491 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 133.01, "ts": "2026-06-29T09:53:12", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 127.01, "bid1": 132.94, "ask1": 133.0, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_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": 0.3706, "prev_amount_yi": 0.3133, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 111.82, "high": 111.82, "low": 110.94, "close": 110.94, "amount_yi": 0.1045 }, { "time": "09:50", "open": 111.24, "high": 111.34, "low": 111.24, "close": 111.34, "amount_yi": 0.0859 }, { "time": "09:51", "open": 111.47, "high": 111.47, "low": 111.39, "close": 111.39, "amount_yi": 0.0798 }, { "time": "09:52", "open": 111.5, "high": 111.53, "low": 111.5, "close": 111.53, "amount_yi": 0.0549 }, { "time": "09:53", "open": 111.12, "high": 111.12, "low": 111.12, "close": 111.12, "amount_yi": 0.0455 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 111.12, "ts": "2026-06-29T09:53:10", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 108.92, "bid1": 111.01, "ask1": 111.2, "bid_qty1": 174, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 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": null, "intraday_vwap": 53.8814, "price_vs_vwap_pct": 2.8555, "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": 0.6553, "prev_amount_yi": 8.201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.0799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.1832 }, { "time": "09:50", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.1686 }, { "time": "09:51", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.1154 }, { "time": "09:52", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.1192 }, { "time": "09:53", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.0689 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 55.42, "ts": "2026-06-29T09:53:10", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 52.01, "bid1": 55.42, "ask1": 0.0, "bid_qty1": 303269, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T09:53:13", "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": 10.6289, "price_vs_vwap_pct": -0.6482, "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": 0.1656, "prev_amount_yi": 0.2269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7298, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 10.5, "high": 10.52, "low": 10.5, "close": 10.52, "amount_yi": 0.0575 }, { "time": "09:50", "open": 10.49, "high": 10.5, "low": 10.49, "close": 10.5, "amount_yi": 0.0295 }, { "time": "09:51", "open": 10.52, "high": 10.52, "low": 10.5, "close": 10.5, "amount_yi": 0.0347 }, { "time": "09:52", "open": 10.53, "high": 10.53, "low": 10.53, "close": 10.53, "amount_yi": 0.032 }, { "time": "09:53", "open": 10.56, "high": 10.56, "low": 10.56, "close": 10.56, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 10.56, "ts": "2026-06-29T09:53:13", "prev_close": 10.79, "open": 10.75, "high": 10.88, "low": 10.46, "bid1": 10.56, "ask1": 10.57, "bid_qty1": 79, "ask_qty1": 36 }, "previous_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 7.3559, "price_vs_vwap_pct": 0.8714, "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": 0.0557, "prev_amount_yi": 0.0709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7856, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 7.37, "high": 7.38, "low": 7.37, "close": 7.38, "amount_yi": 0.0091 }, { "time": "09:50", "open": 7.39, "high": 7.39, "low": 7.37, "close": 7.37, "amount_yi": 0.0078 }, { "time": "09:51", "open": 7.37, "high": 7.37, "low": 7.37, "close": 7.37, "amount_yi": 0.0115 }, { "time": "09:52", "open": 7.39, "high": 7.42, "low": 7.39, "close": 7.42, "amount_yi": 0.0226 }, { "time": "09:53", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 7.42, "ts": "2026-06-29T09:53:11", "prev_close": 7.51, "open": 7.48, "high": 7.48, "low": 7.29, "bid1": 7.41, "ask1": 7.42, "bid_qty1": 194, "ask_qty1": 4549 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 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": 119.1791, "price_vs_vwap_pct": 0.9489, "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": 2.0202, "prev_amount_yi": 3.2057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 118.34, "high": 118.52, "low": 118.34, "close": 118.52, "amount_yi": 0.3833 }, { "time": "09:50", "open": 118.86, "high": 118.86, "low": 118.68, "close": 118.68, "amount_yi": 0.3491 }, { "time": "09:51", "open": 118.88, "high": 119.19, "low": 118.88, "close": 119.19, "amount_yi": 0.5589 }, { "time": "09:52", "open": 119.54, "high": 119.98, "low": 119.54, "close": 119.98, "amount_yi": 0.5329 }, { "time": "09:53", "open": 120.31, "high": 120.31, "low": 120.31, "close": 120.31, "amount_yi": 0.196 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 120.31, "ts": "2026-06-29T09:53:10", "prev_close": 118.18, "open": 117.21, "high": 121.68, "low": 116.8, "bid1": 120.27, "ask1": 120.32, "bid_qty1": 15, "ask_qty1": 14 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-06-29T09:53:13", "sim_reason": "invalid_price_broken", "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": 0.4966, "prev_amount_yi": 0.8491, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5849, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 150.42, "high": 150.42, "low": 149.39, "close": 149.39, "amount_yi": 0.1081 }, { "time": "09:50", "open": 148.8, "high": 148.8, "low": 148.0, "close": 148.0, "amount_yi": 0.0494 }, { "time": "09:51", "open": 147.52, "high": 147.52, "low": 147.5, "close": 147.5, "amount_yi": 0.1053 }, { "time": "09:52", "open": 146.39, "high": 146.39, "low": 146.33, "close": 146.33, "amount_yi": 0.113 }, { "time": "09:53", "open": 145.88, "high": 145.88, "low": 145.88, "close": 145.88, "amount_yi": 0.1208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 145.88, "ts": "2026-06-29T09:53:12", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 142.99, "bid1": 145.52, "ask1": 145.79, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 12.4092, "price_vs_vwap_pct": -1.5247, "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": 1.4679, "prev_amount_yi": 1.9053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 12.26, "high": 12.26, "low": 12.24, "close": 12.24, "amount_yi": 0.2593 }, { "time": "09:50", "open": 12.31, "high": 12.33, "low": 12.31, "close": 12.33, "amount_yi": 0.3795 }, { "time": "09:51", "open": 12.32, "high": 12.32, "low": 12.3, "close": 12.3, "amount_yi": 0.2726 }, { "time": "09:52", "open": 12.34, "high": 12.34, "low": 12.29, "close": 12.29, "amount_yi": 0.3164 }, { "time": "09:53", "open": 12.22, "high": 12.22, "low": 12.22, "close": 12.22, "amount_yi": 0.2401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 12.22, "ts": "2026-06-29T09:53:10", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 12.09, "bid1": 12.22, "ask1": 12.23, "bid_qty1": 967, "ask_qty1": 301 }, "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": "2026-06-29T09:53:13", "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": 22.8475, "price_vs_vwap_pct": -0.6018, "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": 4.638, "prev_amount_yi": 6.8516, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 23.18, "high": 23.18, "low": 23.1, "close": 23.1, "amount_yi": 1.0303 }, { "time": "09:50", "open": 22.97, "high": 23.09, "low": 22.97, "close": 23.09, "amount_yi": 1.1178 }, { "time": "09:51", "open": 23.16, "high": 23.16, "low": 22.98, "close": 22.98, "amount_yi": 0.7962 }, { "time": "09:52", "open": 22.9, "high": 22.9, "low": 22.88, "close": 22.88, "amount_yi": 1.0137 }, { "time": "09:53", "open": 22.71, "high": 22.71, "low": 22.71, "close": 22.71, "amount_yi": 0.68 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 22.71, "ts": "2026-06-29T09:53:12", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 22.18, "bid1": 22.7, "ask1": 22.71, "bid_qty1": 1670, "ask_qty1": 358 }, "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": "2026-06-29T09:53:13", "sim_reason": "waiting_trigger", "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": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "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": 0.0475, "prev_amount_yi": 0.072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6597, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 69.09, "high": 69.13, "low": 69.09, "close": 69.13, "amount_yi": 0.0077 }, { "time": "09:50", "open": 69.69, "high": 69.69, "low": 69.64, "close": 69.64, "amount_yi": 0.0131 }, { "time": "09:51", "open": 69.64, "high": 69.64, "low": 69.46, "close": 69.46, "amount_yi": 0.0062 }, { "time": "09:52", "open": 69.6, "high": 69.6, "low": 69.46, "close": 69.46, "amount_yi": 0.0073 }, { "time": "09:53", "open": 69.18, "high": 69.18, "low": 69.18, "close": 69.18, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 69.18, "ts": "2026-06-29T09:53:11", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 68.22, "bid1": 69.13, "ask1": 69.16, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 57.5316, "price_vs_vwap_pct": 2.309, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8056, "prev_amount_yi": 0.6769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1067 }, { "time": "09:50", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.4014 }, { "time": "09:51", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1565 }, { "time": "09:52", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0664 }, { "time": "09:53", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:12", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 56.0, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 329237, "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": "2026-06-29T09:53:13", "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": 26.3653, "price_vs_vwap_pct": 0.6247, "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": 0.3131, "prev_amount_yi": 0.7065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 26.6, "high": 26.65, "low": 26.6, "close": 26.65, "amount_yi": 0.145 }, { "time": "09:50", "open": 26.65, "high": 26.66, "low": 26.65, "close": 26.66, "amount_yi": 0.045 }, { "time": "09:51", "open": 26.53, "high": 26.53, "low": 26.53, "close": 26.53, "amount_yi": 0.0663 }, { "time": "09:52", "open": 26.61, "high": 26.61, "low": 26.58, "close": 26.58, "amount_yi": 0.0311 }, { "time": "09:53", "open": 26.53, "high": 26.53, "low": 26.53, "close": 26.53, "amount_yi": 0.0257 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 26.53, "ts": "2026-06-29T09:53:12", "prev_close": 25.42, "open": 25.43, "high": 26.75, "low": 25.27, "bid1": 26.53, "ask1": 26.54, "bid_qty1": 97, "ask_qty1": 132 }, "previous_state": "TOUCHED", "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": "CANCELLED", "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": "2026-06-29T09:53:13", "sim_reason": "invalid_price_broken", "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": 74.4602, "price_vs_vwap_pct": -2.0953, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3462, "prev_amount_yi": 0.2783, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 73.5, "high": 73.5, "low": 73.35, "close": 73.35, "amount_yi": 0.0409 }, { "time": "09:50", "open": 73.1, "high": 73.1, "low": 72.88, "close": 72.88, "amount_yi": 0.1018 }, { "time": "09:51", "open": 72.64, "high": 72.64, "low": 72.6, "close": 72.6, "amount_yi": 0.1122 }, { "time": "09:52", "open": 72.85, "high": 72.85, "low": 72.65, "close": 72.65, "amount_yi": 0.0567 }, { "time": "09:53", "open": 72.9, "high": 72.9, "low": 72.9, "close": 72.9, "amount_yi": 0.0346 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 72.9, "ts": "2026-06-29T09:53:10", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 72.19, "bid1": 72.83, "ask1": 73.06, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 54.9353, "price_vs_vwap_pct": -0.1189, "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": 0.0742, "prev_amount_yi": 0.1549, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 54.57, "high": 54.57, "low": 54.57, "close": 54.57, "amount_yi": 0.0217 }, { "time": "09:50", "open": 54.45, "high": 54.45, "low": 54.43, "close": 54.43, "amount_yi": 0.0248 }, { "time": "09:51", "open": 54.56, "high": 54.64, "low": 54.56, "close": 54.64, "amount_yi": 0.0126 }, { "time": "09:52", "open": 54.69, "high": 54.69, "low": 54.69, "close": 54.69, "amount_yi": 0.0103 }, { "time": "09:53", "open": 54.87, "high": 54.87, "low": 54.87, "close": 54.87, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 54.87, "ts": "2026-06-29T09:53:11", "prev_close": 56.7, "open": 56.4, "high": 56.4, "low": 54.3, "bid1": 54.8, "ask1": 54.87, "bid_qty1": 20, "ask_qty1": 3 }, "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": "2026-06-29T09:53:13", "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": 4.8419, "price_vs_vwap_pct": -0.0392, "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": 0.1669, "prev_amount_yi": 0.5365, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 4.83, "high": 4.83, "low": 4.82, "close": 4.82, "amount_yi": 0.0248 }, { "time": "09:50", "open": 4.83, "high": 4.83, "low": 4.83, "close": 4.83, "amount_yi": 0.035 }, { "time": "09:51", "open": 4.82, "high": 4.83, "low": 4.82, "close": 4.83, "amount_yi": 0.0285 }, { "time": "09:52", "open": 4.83, "high": 4.83, "low": 4.83, "close": 4.83, "amount_yi": 0.0349 }, { "time": "09:53", "open": 4.84, "high": 4.84, "low": 4.84, "close": 4.84, "amount_yi": 0.0437 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:10", "prev_close": 4.92, "open": 4.91, "high": 4.91, "low": 4.81, "bid1": 4.83, "ask1": 4.84, "bid_qty1": 779, "ask_qty1": 13695 }, "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": "2026-06-29T09:53:13", "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": 16.4712, "price_vs_vwap_pct": -0.7358, "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": 0.227, "prev_amount_yi": 0.215, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 16.4, "high": 16.4, "low": 16.37, "close": 16.37, "amount_yi": 0.0563 }, { "time": "09:50", "open": 16.37, "high": 16.37, "low": 16.35, "close": 16.35, "amount_yi": 0.0515 }, { "time": "09:51", "open": 16.35, "high": 16.35, "low": 16.33, "close": 16.33, "amount_yi": 0.0536 }, { "time": "09:52", "open": 16.32, "high": 16.32, "low": 16.32, "close": 16.32, "amount_yi": 0.0439 }, { "time": "09:53", "open": 16.35, "high": 16.35, "low": 16.35, "close": 16.35, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 16.35, "ts": "2026-06-29T09:53:11", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 16.21, "bid1": 16.33, "ask1": 16.35, "bid_qty1": 127, "ask_qty1": 176 }, "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": "2026-06-29T09:53:13", "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": 2.9239, "price_vs_vwap_pct": -0.4754, "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": 0.1251, "prev_amount_yi": 0.3193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 2.9, "high": 2.9, "low": 2.9, "close": 2.9, "amount_yi": 0.0295 }, { "time": "09:50", "open": 2.9, "high": 2.9, "low": 2.9, "close": 2.9, "amount_yi": 0.037 }, { "time": "09:51", "open": 2.9, "high": 2.9, "low": 2.89, "close": 2.89, "amount_yi": 0.0261 }, { "time": "09:52", "open": 2.9, "high": 2.9, "low": 2.9, "close": 2.9, "amount_yi": 0.0221 }, { "time": "09:53", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 2.91, "ts": "2026-06-29T09:53:10", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.9, "ask1": 2.91, "bid_qty1": 6772, "ask_qty1": 3384 }, "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": "2026-06-29T09:53:13", "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": 200.5873, "price_vs_vwap_pct": 0.6345, "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": 0.5033, "prev_amount_yi": 0.6791, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 204.2, "high": 204.2, "low": 203.45, "close": 203.45, "amount_yi": 0.1167 }, { "time": "09:50", "open": 201.55, "high": 202.35, "low": 201.55, "close": 202.35, "amount_yi": 0.1545 }, { "time": "09:51", "open": 203.5, "high": 203.5, "low": 203.45, "close": 203.45, "amount_yi": 0.0921 }, { "time": "09:52", "open": 203.0, "high": 203.0, "low": 202.01, "close": 202.01, "amount_yi": 0.0955 }, { "time": "09:53", "open": 201.86, "high": 201.86, "low": 201.86, "close": 201.86, "amount_yi": 0.0445 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 201.86, "ts": "2026-06-29T09:53:12", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 190.57, "bid1": 201.24, "ask1": 201.86, "bid_qty1": 1, "ask_qty1": 1 }, "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 23.88, "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": 22.3194, "price_vs_vwap_pct": -2.3271, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.3271, "prev_amount_yi": 4.9884, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 22.46, "high": 22.46, "low": 22.34, "close": 22.34, "amount_yi": 1.2548 }, { "time": "09:50", "open": 22.34, "high": 22.34, "low": 22.29, "close": 22.29, "amount_yi": 0.8661 }, { "time": "09:51", "open": 22.29, "high": 22.29, "low": 22.14, "close": 22.14, "amount_yi": 1.0432 }, { "time": "09:52", "open": 21.97, "high": 21.97, "low": 21.89, "close": 21.89, "amount_yi": 1.1714 }, { "time": "09:53", "open": 21.8, "high": 21.8, "low": 21.8, "close": 21.8, "amount_yi": 0.9916 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 21.8, "ts": "2026-06-29T09:53:13", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 21.49, "bid1": 21.76, "ask1": 21.78, "bid_qty1": 89, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 2.417, "prev_amount_yi": 1.535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 442.0, "high": 442.0, "low": 441.05, "close": 441.05, "amount_yi": 0.6216 }, { "time": "09:50", "open": 441.99, "high": 444.7, "low": 441.99, "close": 444.7, "amount_yi": 0.4211 }, { "time": "09:51", "open": 447.7, "high": 447.97, "low": 447.7, "close": 447.97, "amount_yi": 0.6003 }, { "time": "09:52", "open": 445.75, "high": 448.58, "low": 445.75, "close": 448.58, "amount_yi": 0.4693 }, { "time": "09:53", "open": 446.02, "high": 446.02, "low": 446.02, "close": 446.02, "amount_yi": 0.3047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 446.02, "ts": "2026-06-29T09:53:11", "prev_close": 414.0, "open": 420.0, "high": 449.58, "low": 420.0, "bid1": 446.01, "ask1": 447.99, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-29T09:53:13", "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": 17.6679, "price_vs_vwap_pct": 0.1817, "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": 0.0789, "prev_amount_yi": 0.083, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 17.67, "high": 17.68, "low": 17.67, "close": 17.68, "amount_yi": 0.0127 }, { "time": "09:50", "open": 17.69, "high": 17.69, "low": 17.65, "close": 17.65, "amount_yi": 0.0196 }, { "time": "09:51", "open": 17.62, "high": 17.62, "low": 17.62, "close": 17.62, "amount_yi": 0.0158 }, { "time": "09:52", "open": 17.68, "high": 17.68, "low": 17.68, "close": 17.68, "amount_yi": 0.0268 }, { "time": "09:53", "open": 17.7, "high": 17.7, "low": 17.7, "close": 17.7, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 17.7, "ts": "2026-06-29T09:53:12", "prev_close": 17.96, "open": 17.9, "high": 17.93, "low": 17.5, "bid1": 17.7, "ask1": 17.71, "bid_qty1": 1, "ask_qty1": 26 }, "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": "2026-06-29T09:53:13", "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": 5.8056, "price_vs_vwap_pct": -0.0965, "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": 0.0555, "prev_amount_yi": 0.0916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 5.8, "high": 5.8, "low": 5.79, "close": 5.79, "amount_yi": 0.0236 }, { "time": "09:50", "open": 5.79, "high": 5.8, "low": 5.79, "close": 5.8, "amount_yi": 0.0064 }, { "time": "09:51", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0087 }, { "time": "09:52", "open": 5.8, "high": 5.8, "low": 5.79, "close": 5.79, "amount_yi": 0.0139 }, { "time": "09:53", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 5.8, "ts": "2026-06-29T09:53:12", "prev_close": 5.92, "open": 5.92, "high": 5.92, "low": 5.76, "bid1": 5.79, "ask1": 5.8, "bid_qty1": 1418, "ask_qty1": 2416 }, "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": "2026-06-29T09:53:13", "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": 8.6722, "price_vs_vwap_pct": -0.4866, "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": 0.1582, "prev_amount_yi": 0.3106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5093, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 8.65, "high": 8.66, "low": 8.65, "close": 8.66, "amount_yi": 0.0373 }, { "time": "09:50", "open": 8.64, "high": 8.64, "low": 8.63, "close": 8.63, "amount_yi": 0.0299 }, { "time": "09:51", "open": 8.63, "high": 8.63, "low": 8.63, "close": 8.63, "amount_yi": 0.0253 }, { "time": "09:52", "open": 8.64, "high": 8.64, "low": 8.64, "close": 8.64, "amount_yi": 0.0373 }, { "time": "09:53", "open": 8.63, "high": 8.63, "low": 8.63, "close": 8.63, "amount_yi": 0.0284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 8.63, "ts": "2026-06-29T09:53:10", "prev_close": 8.89, "open": 8.89, "high": 8.89, "low": 8.61, "bid1": 8.63, "ask1": 8.64, "bid_qty1": 493, "ask_qty1": 952 }, "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": "2026-06-29T09:53:13", "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": 7.7199, "price_vs_vwap_pct": 0.2604, "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": 0.052, "prev_amount_yi": 0.0686, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.758, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 7.69, "high": 7.7, "low": 7.69, "close": 7.7, "amount_yi": 0.0064 }, { "time": "09:50", "open": 7.7, "high": 7.7, "low": 7.7, "close": 7.7, "amount_yi": 0.0039 }, { "time": "09:51", "open": 7.69, "high": 7.71, "low": 7.69, "close": 7.71, "amount_yi": 0.0277 }, { "time": "09:52", "open": 7.73, "high": 7.74, "low": 7.73, "close": 7.74, "amount_yi": 0.008 }, { "time": "09:53", "open": 7.74, "high": 7.74, "low": 7.74, "close": 7.74, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 7.74, "ts": "2026-06-29T09:53:12", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.74, "ask1": 7.75, "bid_qty1": 14, "ask_qty1": 429 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "sim_reason": "waiting_trigger", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7944, "prev_amount_yi": 0.723, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0988, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 147.2, "high": 147.2, "low": 146.25, "close": 146.25, "amount_yi": 0.0831 }, { "time": "09:50", "open": 146.41, "high": 146.41, "low": 146.24, "close": 146.24, "amount_yi": 0.0974 }, { "time": "09:51", "open": 146.88, "high": 147.3, "low": 146.88, "close": 147.3, "amount_yi": 0.1667 }, { "time": "09:52", "open": 147.85, "high": 149.29, "low": 147.85, "close": 149.29, "amount_yi": 0.2134 }, { "time": "09:53", "open": 149.42, "high": 149.42, "low": 149.42, "close": 149.42, "amount_yi": 0.2338 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 149.42, "ts": "2026-06-29T09:53:11", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 139.65, "bid1": 149.2, "ask1": 149.42, "bid_qty1": 2, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 59.2, "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": 55.5644, "price_vs_vwap_pct": -2.1136, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.7369, "prev_amount_yi": 2.6622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 55.14, "high": 55.14, "low": 54.97, "close": 54.97, "amount_yi": 1.1067 }, { "time": "09:50", "open": 54.95, "high": 54.95, "low": 54.93, "close": 54.93, "amount_yi": 0.8697 }, { "time": "09:51", "open": 55.1, "high": 55.1, "low": 55.04, "close": 55.04, "amount_yi": 0.6323 }, { "time": "09:52", "open": 54.68, "high": 54.68, "low": 54.66, "close": 54.66, "amount_yi": 1.3103 }, { "time": "09:53", "open": 54.39, "high": 54.39, "low": 54.39, "close": 54.39, "amount_yi": 0.8179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 54.39, "ts": "2026-06-29T09:53:12", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 54.34, "bid1": 54.34, "ask1": 54.39, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T09:53:13", "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": 9.6431, "price_vs_vwap_pct": 0.0716, "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": 0.1556, "prev_amount_yi": 0.7336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 9.63, "high": 9.64, "low": 9.63, "close": 9.64, "amount_yi": 0.0304 }, { "time": "09:50", "open": 9.65, "high": 9.65, "low": 9.64, "close": 9.64, "amount_yi": 0.0429 }, { "time": "09:51", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.024 }, { "time": "09:52", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.0453 }, { "time": "09:53", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:12", "prev_close": 9.78, "open": 9.71, "high": 9.75, "low": 9.59, "bid1": 9.64, "ask1": 9.65, "bid_qty1": 418, "ask_qty1": 3695 }, "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": "2026-06-29T09:53:13", "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": 40.7646, "price_vs_vwap_pct": 0.1359, "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": 0.0257, "prev_amount_yi": 0.0444, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5788, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 40.47, "high": 40.47, "low": 40.44, "close": 40.44, "amount_yi": 0.0089 }, { "time": "09:50", "open": 40.43, "high": 40.48, "low": 40.43, "close": 40.48, "amount_yi": 0.0102 }, { "time": "09:51", "open": 40.46, "high": 40.47, "low": 40.46, "close": 40.47, "amount_yi": 0.0025 }, { "time": "09:52", "open": 40.72, "high": 40.72, "low": 40.59, "close": 40.59, "amount_yi": 0.0024 }, { "time": "09:53", "open": 40.82, "high": 40.82, "low": 40.82, "close": 40.82, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 40.82, "ts": "2026-06-29T09:53:12", "prev_close": 41.86, "open": 41.86, "high": 42.19, "low": 40.4, "bid1": 40.75, "ask1": 40.82, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-06-29T09:53:13", "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": 4.6469, "price_vs_vwap_pct": -0.1485, "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": 0.391, "prev_amount_yi": 0.6678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 4.6, "high": 4.61, "low": 4.6, "close": 4.61, "amount_yi": 0.11 }, { "time": "09:50", "open": 4.6, "high": 4.6, "low": 4.6, "close": 4.6, "amount_yi": 0.0592 }, { "time": "09:51", "open": 4.59, "high": 4.61, "low": 4.59, "close": 4.61, "amount_yi": 0.0872 }, { "time": "09:52", "open": 4.61, "high": 4.61, "low": 4.61, "close": 4.61, "amount_yi": 0.0492 }, { "time": "09:53", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.0854 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 4.64, "ts": "2026-06-29T09:53:12", "prev_close": 4.75, "open": 4.75, "high": 4.76, "low": 4.58, "bid1": 4.63, "ask1": 4.64, "bid_qty1": 1311, "ask_qty1": 2283 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 10.8997, "price_vs_vwap_pct": 0.278, "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": 0.4392, "prev_amount_yi": 0.4318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 10.89, "high": 10.9, "low": 10.89, "close": 10.9, "amount_yi": 0.0604 }, { "time": "09:50", "open": 10.89, "high": 10.89, "low": 10.89, "close": 10.89, "amount_yi": 0.0962 }, { "time": "09:51", "open": 10.87, "high": 10.89, "low": 10.87, "close": 10.89, "amount_yi": 0.0854 }, { "time": "09:52", "open": 10.93, "high": 10.93, "low": 10.92, "close": 10.92, "amount_yi": 0.1487 }, { "time": "09:53", "open": 10.93, "high": 10.93, "low": 10.93, "close": 10.93, "amount_yi": 0.0485 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 10.93, "ts": "2026-06-29T09:53:12", "prev_close": 11.09, "open": 11.07, "high": 11.08, "low": 10.79, "bid1": 10.93, "ask1": 10.94, "bid_qty1": 438, "ask_qty1": 428 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "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": "2026-06-29T09:53:13", "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": 41.4808, "price_vs_vwap_pct": -0.1707, "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": 0.0574, "prev_amount_yi": 0.1055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5441, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 41.12, "high": 41.17, "low": 41.12, "close": 41.17, "amount_yi": 0.0133 }, { "time": "09:50", "open": 41.13, "high": 41.13, "low": 41.03, "close": 41.03, "amount_yi": 0.0193 }, { "time": "09:51", "open": 41.03, "high": 41.19, "low": 41.03, "close": 41.19, "amount_yi": 0.0113 }, { "time": "09:52", "open": 41.24, "high": 41.39, "low": 41.24, "close": 41.39, "amount_yi": 0.0109 }, { "time": "09:53", "open": 41.41, "high": 41.41, "low": 41.41, "close": 41.41, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 41.41, "ts": "2026-06-29T09:53:12", "prev_close": 42.39, "open": 42.21, "high": 42.39, "low": 41.01, "bid1": 41.39, "ask1": 41.41, "bid_qty1": 4, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 6.58, "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": 6.1897, "price_vs_vwap_pct": 0.8126, "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": 0.097, "prev_amount_yi": 0.1496, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6484, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 6.2, "high": 6.21, "low": 6.2, "close": 6.21, "amount_yi": 0.0225 }, { "time": "09:50", "open": 6.22, "high": 6.22, "low": 6.21, "close": 6.21, "amount_yi": 0.033 }, { "time": "09:51", "open": 6.21, "high": 6.21, "low": 6.21, "close": 6.21, "amount_yi": 0.0176 }, { "time": "09:52", "open": 6.21, "high": 6.24, "low": 6.21, "close": 6.24, "amount_yi": 0.016 }, { "time": "09:53", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 6.24, "ts": "2026-06-29T09:53:12", "prev_close": 6.3, "open": 6.29, "high": 6.3, "low": 6.12, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 145, "ask_qty1": 724 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 6.14, "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": 5.7877, "price_vs_vwap_pct": 0.7309, "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": 0.0756, "prev_amount_yi": 0.0508, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4882, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 5.79, "high": 5.81, "low": 5.79, "close": 5.81, "amount_yi": 0.0149 }, { "time": "09:50", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0187 }, { "time": "09:51", "open": 5.79, "high": 5.8, "low": 5.79, "close": 5.8, "amount_yi": 0.0113 }, { "time": "09:52", "open": 5.81, "high": 5.82, "low": 5.81, "close": 5.82, "amount_yi": 0.0285 }, { "time": "09:53", "open": 5.83, "high": 5.83, "low": 5.83, "close": 5.83, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 5.83, "ts": "2026-06-29T09:53:12", "prev_close": 5.9, "open": 5.87, "high": 5.9, "low": 5.72, "bid1": 5.82, "ask1": 5.83, "bid_qty1": 295, "ask_qty1": 548 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 5.6651, "price_vs_vwap_pct": 0.0865, "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": 0.4739, "prev_amount_yi": 0.7912, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.599, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 5.65, "high": 5.66, "low": 5.65, "close": 5.66, "amount_yi": 0.0864 }, { "time": "09:50", "open": 5.66, "high": 5.66, "low": 5.66, "close": 5.66, "amount_yi": 0.1062 }, { "time": "09:51", "open": 5.66, "high": 5.66, "low": 5.65, "close": 5.65, "amount_yi": 0.1674 }, { "time": "09:52", "open": 5.66, "high": 5.66, "low": 5.66, "close": 5.66, "amount_yi": 0.1014 }, { "time": "09:53", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 5.67, "ts": "2026-06-29T09:53:10", "prev_close": 5.76, "open": 5.75, "high": 5.76, "low": 5.62, "bid1": 5.66, "ask1": 5.67, "bid_qty1": 7673, "ask_qty1": 7541 }, "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": "2026-06-29T09:53:13", "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": 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": 3.7923, "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": 2.3573, "prev_amount_yi": 1.2656, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8626, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 120.28, "high": 120.28, "low": 119.96, "close": 119.96, "amount_yi": 0.3984 }, { "time": "09:50", "open": 119.5, "high": 119.83, "low": 119.5, "close": 119.83, "amount_yi": 0.2047 }, { "time": "09:51", "open": 120.25, "high": 121.03, "low": 120.25, "close": 121.03, "amount_yi": 0.5075 }, { "time": "09:52", "open": 121.05, "high": 121.8, "low": 121.05, "close": 121.8, "amount_yi": 0.5936 }, { "time": "09:53", "open": 122.88, "high": 122.88, "low": 122.88, "close": 122.88, "amount_yi": 0.6531 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 437.38, "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": 122.88, "ts": "2026-06-29T09:53:12", "prev_close": 119.05, "open": 119.5, "high": 123.0, "low": 116.0, "bid1": 122.84, "ask1": 122.88, "bid_qty1": 19, "ask_qty1": 17 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 7.0894, "price_vs_vwap_pct": 0.0085, "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": 0.4527, "prev_amount_yi": 1.3198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 7.08, "high": 7.08, "low": 7.08, "close": 7.08, "amount_yi": 0.0763 }, { "time": "09:50", "open": 7.09, "high": 7.09, "low": 7.08, "close": 7.08, "amount_yi": 0.0646 }, { "time": "09:51", "open": 7.08, "high": 7.08, "low": 7.07, "close": 7.07, "amount_yi": 0.1035 }, { "time": "09:52", "open": 7.09, "high": 7.09, "low": 7.08, "close": 7.08, "amount_yi": 0.154 }, { "time": "09:53", "open": 7.09, "high": 7.09, "low": 7.09, "close": 7.09, "amount_yi": 0.0543 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 7.09, "ts": "2026-06-29T09:53:11", "prev_close": 7.15, "open": 7.12, "high": 7.13, "low": 7.05, "bid1": 7.08, "ask1": 7.09, "bid_qty1": 9566, "ask_qty1": 1216 }, "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": "2026-06-29T09:53:13", "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": 35.5481, "price_vs_vwap_pct": 0.0335, "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": 0.6983, "prev_amount_yi": 0.8945, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7807, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 35.52, "high": 35.53, "low": 35.52, "close": 35.53, "amount_yi": 0.119 }, { "time": "09:50", "open": 35.54, "high": 35.57, "low": 35.54, "close": 35.57, "amount_yi": 0.1924 }, { "time": "09:51", "open": 35.52, "high": 35.52, "low": 35.52, "close": 35.52, "amount_yi": 0.1669 }, { "time": "09:52", "open": 35.56, "high": 35.56, "low": 35.55, "close": 35.55, "amount_yi": 0.1434 }, { "time": "09:53", "open": 35.56, "high": 35.56, "low": 35.56, "close": 35.56, "amount_yi": 0.0766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 35.56, "ts": "2026-06-29T09:53:10", "prev_close": 36.0, "open": 35.9, "high": 35.92, "low": 35.4, "bid1": 35.55, "ask1": 35.56, "bid_qty1": 194, "ask_qty1": 72 }, "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": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 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": 0.3006, "prev_amount_yi": 0.3586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 104.47, "high": 104.8, "low": 104.47, "close": 104.8, "amount_yi": 0.0613 }, { "time": "09:50", "open": 104.84, "high": 104.84, "low": 104.53, "close": 104.53, "amount_yi": 0.0472 }, { "time": "09:51", "open": 104.86, "high": 105.53, "low": 104.86, "close": 105.53, "amount_yi": 0.0868 }, { "time": "09:52", "open": 105.99, "high": 106.01, "low": 105.99, "close": 106.01, "amount_yi": 0.074 }, { "time": "09:53", "open": 106.42, "high": 106.42, "low": 106.42, "close": 106.42, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 106.42, "ts": "2026-06-29T09:53:11", "prev_close": 106.8, "open": 107.0, "high": 107.54, "low": 102.81, "bid1": 106.36, "ask1": 106.42, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "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": "2026-06-29T09:53:13", "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": 8.7831, "price_vs_vwap_pct": -4.1341, "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": 0.3064, "prev_amount_yi": 0.5061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 8.52, "high": 8.52, "low": 8.52, "close": 8.52, "amount_yi": 0.0427 }, { "time": "09:50", "open": 8.48, "high": 8.56, "low": 8.48, "close": 8.56, "amount_yi": 0.0995 }, { "time": "09:51", "open": 8.59, "high": 8.59, "low": 8.56, "close": 8.56, "amount_yi": 0.0426 }, { "time": "09:52", "open": 8.5, "high": 8.5, "low": 8.41, "close": 8.41, "amount_yi": 0.068 }, { "time": "09:53", "open": 8.42, "high": 8.42, "low": 8.42, "close": 8.42, "amount_yi": 0.0536 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 8.42, "ts": "2026-06-29T09:53:12", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.38, "bid1": 8.42, "ask1": 8.44, "bid_qty1": 10, "ask_qty1": 182 }, "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": "2026-06-29T09:53:13", "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": 797.483, "price_vs_vwap_pct": 2.1965, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 17.1014, "prev_amount_yi": 15.6675, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0915, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 813.99, "high": 813.99, "low": 812.01, "close": 812.01, "amount_yi": 3.8759 }, { "time": "09:50", "open": 815.0, "high": 817.1, "low": 815.0, "close": 817.1, "amount_yi": 3.3696 }, { "time": "09:51", "open": 819.69, "high": 819.69, "low": 819.0, "close": 819.0, "amount_yi": 5.5105 }, { "time": "09:52", "open": 816.0, "high": 816.0, "low": 812.99, "close": 812.99, "amount_yi": 2.7684 }, { "time": "09:53", "open": 815.0, "high": 815.0, "low": 815.0, "close": 815.0, "amount_yi": 1.577 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 815.0, "ts": "2026-06-29T09:53:11", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 761.3, "bid1": 815.0, "ask1": 815.01, "bid_qty1": 78, "ask_qty1": 30 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 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": null, "intraday_vwap": 19.9171, "price_vs_vwap_pct": -0.5879, "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": 0.1741, "prev_amount_yi": 0.286, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 19.74, "high": 19.78, "low": 19.74, "close": 19.78, "amount_yi": 0.0325 }, { "time": "09:50", "open": 19.79, "high": 19.79, "low": 19.75, "close": 19.75, "amount_yi": 0.0522 }, { "time": "09:51", "open": 19.74, "high": 19.74, "low": 19.74, "close": 19.74, "amount_yi": 0.0412 }, { "time": "09:52", "open": 19.77, "high": 19.79, "low": 19.77, "close": 19.79, "amount_yi": 0.0245 }, { "time": "09:53", "open": 19.8, "high": 19.8, "low": 19.8, "close": 19.8, "amount_yi": 0.0237 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 19.8, "ts": "2026-06-29T09:53:11", "prev_close": 19.72, "open": 20.12, "high": 20.12, "low": 19.72, "bid1": 19.79, "ask1": 19.8, "bid_qty1": 306, "ask_qty1": 61 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 49.2828, "price_vs_vwap_pct": -1.2029, "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": 0.0696, "prev_amount_yi": 0.14, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 48.35, "high": 48.35, "low": 48.29, "close": 48.29, "amount_yi": 0.0308 }, { "time": "09:50", "open": 48.3, "high": 48.3, "low": 48.21, "close": 48.21, "amount_yi": 0.0156 }, { "time": "09:51", "open": 48.2, "high": 48.25, "low": 48.2, "close": 48.25, "amount_yi": 0.0093 }, { "time": "09:52", "open": 48.26, "high": 48.37, "low": 48.26, "close": 48.37, "amount_yi": 0.0035 }, { "time": "09:53", "open": 48.69, "high": 48.69, "low": 48.69, "close": 48.69, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 48.69, "ts": "2026-06-29T09:53:07", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.9, "bid1": 48.43, "ask1": 48.67, "bid_qty1": 18, "ask_qty1": 23 }, "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": "2026-06-29T09:53:13", "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": 22.1318, "price_vs_vwap_pct": -0.1437, "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": 0.0353, "prev_amount_yi": 0.0547, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 21.95, "high": 21.96, "low": 21.95, "close": 21.96, "amount_yi": 0.0031 }, { "time": "09:50", "open": 21.96, "high": 21.96, "low": 21.95, "close": 21.95, "amount_yi": 0.0052 }, { "time": "09:51", "open": 21.95, "high": 21.97, "low": 21.95, "close": 21.97, "amount_yi": 0.0182 }, { "time": "09:52", "open": 22.06, "high": 22.08, "low": 22.06, "close": 22.08, "amount_yi": 0.0058 }, { "time": "09:53", "open": 22.1, "high": 22.1, "low": 22.1, "close": 22.1, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 22.1, "ts": "2026-06-29T09:53:11", "prev_close": 22.42, "open": 22.79, "high": 22.79, "low": 21.89, "bid1": 22.1, "ask1": 22.12, "bid_qty1": 6, "ask_qty1": 13 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 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": 32.6156, "price_vs_vwap_pct": 0.2588, "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": 0.0188, "prev_amount_yi": 0.0393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4784, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 32.63, "high": 32.68, "low": 32.63, "close": 32.68, "amount_yi": 0.0054 }, { "time": "09:50", "open": 32.6, "high": 32.6, "low": 32.5, "close": 32.5, "amount_yi": 0.0056 }, { "time": "09:51", "open": 32.5, "high": 32.55, "low": 32.5, "close": 32.55, "amount_yi": 0.0006 }, { "time": "09:52", "open": 32.56, "high": 32.56, "low": 32.56, "close": 32.56, "amount_yi": 0.0025 }, { "time": "09:53", "open": 32.7, "high": 32.7, "low": 32.7, "close": 32.7, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 32.7, "ts": "2026-06-29T09:53:10", "prev_close": 32.55, "open": 32.71, "high": 33.08, "low": 32.07, "bid1": 32.74, "ask1": 32.77, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T09:53:13", "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": 6.0592, "price_vs_vwap_pct": 0.1782, "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": 0.6289, "prev_amount_yi": 1.9501, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 6.05, "high": 6.06, "low": 6.05, "close": 6.06, "amount_yi": 0.2005 }, { "time": "09:50", "open": 6.06, "high": 6.06, "low": 6.06, "close": 6.06, "amount_yi": 0.1029 }, { "time": "09:51", "open": 6.05, "high": 6.05, "low": 6.04, "close": 6.04, "amount_yi": 0.0902 }, { "time": "09:52", "open": 6.05, "high": 6.06, "low": 6.05, "close": 6.06, "amount_yi": 0.1963 }, { "time": "09:53", "open": 6.07, "high": 6.07, "low": 6.07, "close": 6.07, "amount_yi": 0.039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 6.07, "ts": "2026-06-29T09:53:12", "prev_close": 6.19, "open": 6.16, "high": 6.17, "low": 6.0, "bid1": 6.06, "ask1": 6.07, "bid_qty1": 5919, "ask_qty1": 10146 }, "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": "2026-06-29T09:53:13", "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": 20.0858, "price_vs_vwap_pct": -0.5267, "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": 0.0555, "prev_amount_yi": 0.1126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 19.95, "high": 19.96, "low": 19.95, "close": 19.96, "amount_yi": 0.0097 }, { "time": "09:50", "open": 19.94, "high": 19.94, "low": 19.9, "close": 19.9, "amount_yi": 0.018 }, { "time": "09:51", "open": 19.87, "high": 19.87, "low": 19.87, "close": 19.87, "amount_yi": 0.0114 }, { "time": "09:52", "open": 19.94, "high": 19.95, "low": 19.94, "close": 19.95, "amount_yi": 0.0129 }, { "time": "09:53", "open": 19.98, "high": 19.98, "low": 19.98, "close": 19.98, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 19.98, "ts": "2026-06-29T09:53:13", "prev_close": 20.68, "open": 20.47, "high": 20.53, "low": 19.85, "bid1": 19.95, "ask1": 19.98, "bid_qty1": 50, "ask_qty1": 57 }, "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": "2026-06-29T09:53:13", "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": 16.5248, "price_vs_vwap_pct": 0.0315, "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": 0.3915, "prev_amount_yi": 0.8104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 16.51, "high": 16.53, "low": 16.51, "close": 16.53, "amount_yi": 0.0602 }, { "time": "09:50", "open": 16.53, "high": 16.53, "low": 16.51, "close": 16.51, "amount_yi": 0.0838 }, { "time": "09:51", "open": 16.48, "high": 16.49, "low": 16.48, "close": 16.49, "amount_yi": 0.0917 }, { "time": "09:52", "open": 16.51, "high": 16.52, "low": 16.51, "close": 16.52, "amount_yi": 0.0988 }, { "time": "09:53", "open": 16.53, "high": 16.53, "low": 16.53, "close": 16.53, "amount_yi": 0.057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 16.53, "ts": "2026-06-29T09:53:12", "prev_close": 16.77, "open": 16.77, "high": 16.78, "low": 16.44, "bid1": 16.52, "ask1": 16.53, "bid_qty1": 58, "ask_qty1": 522 }, "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": "2026-06-29T09:53:13", "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": 4.8942, "price_vs_vwap_pct": -0.0858, "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": 0.1225, "prev_amount_yi": 0.3084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3972, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.0269 }, { "time": "09:50", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0168 }, { "time": "09:51", "open": 4.88, "high": 4.89, "low": 4.88, "close": 4.89, "amount_yi": 0.0213 }, { "time": "09:52", "open": 4.88, "high": 4.89, "low": 4.88, "close": 4.89, "amount_yi": 0.0178 }, { "time": "09:53", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0397 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": "2026-06-29T09:53:11", "prev_close": 4.94, "open": 4.93, "high": 4.94, "low": 4.87, "bid1": 4.88, "ask1": 4.89, "bid_qty1": 9507, "ask_qty1": 13400 }, "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": "2026-06-29T09:53:13", "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": 22.2365, "price_vs_vwap_pct": -0.1641, "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": 0.059, "prev_amount_yi": 0.1247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 22.09, "high": 22.14, "low": 22.09, "close": 22.14, "amount_yi": 0.0089 }, { "time": "09:50", "open": 22.19, "high": 22.19, "low": 22.13, "close": 22.13, "amount_yi": 0.0148 }, { "time": "09:51", "open": 22.12, "high": 22.12, "low": 22.08, "close": 22.08, "amount_yi": 0.0171 }, { "time": "09:52", "open": 22.09, "high": 22.15, "low": 22.09, "close": 22.15, "amount_yi": 0.0099 }, { "time": "09:53", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 874.76, "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": 22.2, "ts": "2026-06-29T09:53:11", "prev_close": 22.49, "open": 22.5, "high": 22.65, "low": 22.03, "bid1": 22.19, "ask1": 22.21, "bid_qty1": 58, "ask_qty1": 10 }, "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": 546794.0, "total_value": 1091287.0, "unrealized_pnl": 99981.99999999997, "unrealized_pnl_pct_of_initial": 9.998199999999997, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 91287.0, "total_pnl_pct": 9.12869999999999 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 102.35, "market_value": 245640.0, "unrealized_pnl": 52919.99999999999, "unrealized_pnl_pct": 27.45952677459527, "updated_at": "2026-06-29T09:53:13", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.509202437122408 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.33, "market_value": 227394.0, "unrealized_pnl": 32021.999999999985, "unrealized_pnl_pct": 16.390270867882805, "updated_at": "2026-06-29T09:53:13", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 20.837231635674208 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 46.1, "market_value": 73760.0, "unrealized_pnl": 15039.999999999998, "unrealized_pnl_pct": 25.61307901907357, "updated_at": "2026-06-29T09:53:13", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.758991905887268 } ], "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": "CLUSTERED_CORE", "dynamic_total_cap_reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档", "dynamic_total_cap": { "enabled": true, "regime": "CLUSTERED_CORE", "reason": "抱团分化行情，仅核心主线按 Strict Gate 入场，总仓降半档", "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": true, "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,clustered_mainline_core_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "CLUSTERED_MAINLINE", "label": "抱团分化：指数降权，核心主线优先", "entry_policy": "core_mainline_only", "official_buy_allowed": true, "reason": "clustered_mainline_confirmed_core_only", "pool_up_ratio": 0.4887, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.8052, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002119", "SZSE.002559" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 45.0, "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": 15.066564260112635, "last": 89.89, "vwap": 87.7326025665169, "above_vwap": true, "amount": 4891662855.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.847896440129446, "last": 34.87, "vwap": 33.95487854494921, "above_vwap": true, "amount": 1458898962.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.04305705059203, "last": 102.23, "vwap": 99.67455360310039, "above_vwap": true, "amount": 1882643001.0 }, { "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": 41.202319809104154, "above_vwap": true, "amount": 562901973.0 }, { "symbol": "SHSE.600460", "name": "士兰微", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003969829297343, "last": 55.42, "vwap": 53.881448566555726, "above_vwap": true, "amount": 3652127689.0 }, { "symbol": "SHSE.600552", "name": "凯盛科技", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 9, "ret_pct": 10.000000000000009, "last": 32.56, "vwap": 31.547103189849224, "above_vwap": true, "amount": 2561864537.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 203.82815132818354, "above_vwap": true, "amount": 2910441790.0 }, { "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": 57.531602589030314, "above_vwap": true, "amount": 3328749760.0 }, { "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": 92.48020444736112, "above_vwap": true, "amount": 732794644.0 }, { "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": 9.752806072668397, "above_vwap": true, "amount": 551763053.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.925415949512328, "last": 38.32, "vwap": 37.7982610326005, "above_vwap": true, "amount": 3690505335.0 }, { "symbol": "SHSE.688082", "name": "盛美上海", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.734299516908205, "last": 446.02, "vwap": 435.46253241805744, "above_vwap": true, "amount": 1188795295.0 } ] } } }, "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 } }