{ "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": 0.4511, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8033, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "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": 15.732206861239106, "last": 90.41, "vwap": 87.9581127237359, "above_vwap": true, "amount": 5570703928.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 34.06910999463748, "above_vwap": true, "amount": 1648843500.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.322927879440247, "last": 102.49, "vwap": 99.80894347438645, "above_vwap": true, "amount": 2072083571.0 }, { "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": 41.22642398073333, "above_vwap": true, "amount": 578596370.0 }, { "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": 54.15509044594632, "above_vwap": true, "amount": 4468818493.0 }, { "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": 57.6530550583181, "above_vwap": true, "amount": 3671646342.0 }, { "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": 92.51575236915454, "above_vwap": true, "amount": 746833411.0 }, { "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": 9.755036720783604, "above_vwap": true, "amount": 570758419.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.890318970341359, "last": 19.28, "vwap": 18.187999230567744, "above_vwap": true, "amount": 222199149.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.831325301204828, "last": 37.59, "vwap": 37.82558313735201, "above_vwap": false, "amount": 4399830525.0 }, { "symbol": "SZSE.002354", "name": "天娱数科", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.474518686296716, "last": 9.49, "vwap": 9.291123085495057, "above_vwap": true, "amount": 3788628253.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.370095440084845, "last": 202.5, "vwap": 203.8675382610201, "above_vwap": false, "amount": 4004243866.0 } ] }, "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": 0.4511, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8033, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "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": 15.732206861239106, "last": 90.41, "vwap": 87.9581127237359, "above_vwap": true, "amount": 5570703928.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 34.06910999463748, "above_vwap": true, "amount": 1648843500.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.322927879440247, "last": 102.49, "vwap": 99.80894347438645, "above_vwap": true, "amount": 2072083571.0 }, { "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": 41.22642398073333, "above_vwap": true, "amount": 578596370.0 }, { "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": 54.15509044594632, "above_vwap": true, "amount": 4468818493.0 }, { "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": 57.6530550583181, "above_vwap": true, "amount": 3671646342.0 }, { "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": 92.51575236915454, "above_vwap": true, "amount": 746833411.0 }, { "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": 9.755036720783604, "above_vwap": true, "amount": 570758419.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.890318970341359, "last": 19.28, "vwap": 18.187999230567744, "above_vwap": true, "amount": 222199149.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.831325301204828, "last": 37.59, "vwap": 37.82558313735201, "above_vwap": false, "amount": 4399830525.0 }, { "symbol": "SZSE.002354", "name": "天娱数科", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.474518686296716, "last": 9.49, "vwap": 9.291123085495057, "above_vwap": true, "amount": 3788628253.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.370095440084845, "last": 202.5, "vwap": 203.8675382610201, "above_vwap": false, "amount": 4004243866.0 } ] }, "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": 0.4511, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8033, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "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": 15.732206861239106, "last": 90.41, "vwap": 87.9581127237359, "above_vwap": true, "amount": 5570703928.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 34.06910999463748, "above_vwap": true, "amount": 1648843500.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.322927879440247, "last": 102.49, "vwap": 99.80894347438645, "above_vwap": true, "amount": 2072083571.0 }, { "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": 41.22642398073333, "above_vwap": true, "amount": 578596370.0 }, { "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": 54.15509044594632, "above_vwap": true, "amount": 4468818493.0 }, { "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": 57.6530550583181, "above_vwap": true, "amount": 3671646342.0 }, { "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": 92.51575236915454, "above_vwap": true, "amount": 746833411.0 }, { "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": 9.755036720783604, "above_vwap": true, "amount": 570758419.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.890318970341359, "last": 19.28, "vwap": 18.187999230567744, "above_vwap": true, "amount": 222199149.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.831325301204828, "last": 37.59, "vwap": 37.82558313735201, "above_vwap": false, "amount": 4399830525.0 }, { "symbol": "SZSE.002354", "name": "天娱数科", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.474518686296716, "last": 9.49, "vwap": 9.291123085495057, "above_vwap": true, "amount": 3788628253.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.370095440084845, "last": 202.5, "vwap": 203.8675382610201, "above_vwap": false, "amount": 4004243866.0 } ] }, "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": 0.4511, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8033, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "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": 15.732206861239106, "last": 90.41, "vwap": 87.9581127237359, "above_vwap": true, "amount": 5570703928.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 34.06910999463748, "above_vwap": true, "amount": 1648843500.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.322927879440247, "last": 102.49, "vwap": 99.80894347438645, "above_vwap": true, "amount": 2072083571.0 }, { "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": 41.22642398073333, "above_vwap": true, "amount": 578596370.0 }, { "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": 54.15509044594632, "above_vwap": true, "amount": 4468818493.0 }, { "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": 57.6530550583181, "above_vwap": true, "amount": 3671646342.0 }, { "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": 92.51575236915454, "above_vwap": true, "amount": 746833411.0 }, { "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": 9.755036720783604, "above_vwap": true, "amount": 570758419.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.890318970341359, "last": 19.28, "vwap": 18.187999230567744, "above_vwap": true, "amount": 222199149.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.831325301204828, "last": 37.59, "vwap": 37.82558313735201, "above_vwap": false, "amount": 4399830525.0 }, { "symbol": "SZSE.002354", "name": "天娱数科", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.474518686296716, "last": 9.49, "vwap": 9.291123085495057, "above_vwap": true, "amount": 3788628253.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.370095440084845, "last": 202.5, "vwap": 203.8675382610201, "above_vwap": false, "amount": 4004243866.0 } ] }, "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": "2026-06-29T10:01:40", "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": "2026-06-29T10:01:40", "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": 0.6506, "prev_amount_yi": 0.707, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 35.02, "high": 35.02, "low": 35.02, "close": 35.02, "amount_yi": 0.1188 }, { "time": "10:00", "open": 35.03, "high": 35.11, "low": 35.03, "close": 35.11, "amount_yi": 0.3168 }, { "time": "10:01", "open": 34.82, "high": 34.88, "low": 34.82, "close": 34.88, "amount_yi": 0.215 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.88, "ts": "2026-06-29T10:01:38", "prev_close": 30.9, "open": 32.5, "high": 35.58, "low": 31.53, "bid1": 34.78, "ask1": 34.95, "bid_qty1": 89, "ask_qty1": 37 }, "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": "2026-06-29T10:01:40", "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": 99.8089, "price_vs_vwap_pct": 2.6862, "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": 0.7166, "prev_amount_yi": 0.7357, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.974, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:59", "open": 101.48, "high": 101.48, "low": 101.48, "close": 101.48, "amount_yi": 0.1026 }, { "time": "10:00", "open": 101.69, "high": 101.72, "low": 101.69, "close": 101.72, "amount_yi": 0.2542 }, { "time": "10:01", "open": 102.04, "high": 102.49, "low": 102.04, "close": 102.49, "amount_yi": 0.3598 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 102.49, "ts": "2026-06-29T10:01:36", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.46, "ask1": 102.49, "bid_qty1": 25, "ask_qty1": 26 }, "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": "2026-06-29T10:01:40", "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": 28.1577, "price_vs_vwap_pct": -1.1993, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1203, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:59", "open": 27.5, "high": 27.5, "low": 27.5, "close": 27.5, "amount_yi": 0.0122 }, { "time": "10:00", "open": 27.65, "high": 27.65, "low": 27.65, "close": 27.65, "amount_yi": 0.0819 }, { "time": "10:01", "open": 27.72, "high": 27.82, "low": 27.72, "close": 27.82, "amount_yi": 0.0262 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 27.82, "ts": "2026-06-29T10:01:36", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 27.49, "bid1": 27.8, "ask1": 27.81, "bid_qty1": 18, "ask_qty1": 5 }, "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": "2026-06-29T10:01:40", "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": 11.6165, "price_vs_vwap_pct": -1.8637, "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": 0.9089, "prev_amount_yi": 2.3224, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3914, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:59", "open": 11.22, "high": 11.22, "low": 11.22, "close": 11.22, "amount_yi": 0.1428 }, { "time": "10:00", "open": 11.25, "high": 11.35, "low": 11.25, "close": 11.35, "amount_yi": 0.438 }, { "time": "10:01", "open": 11.39, "high": 11.4, "low": 11.39, "close": 11.4, "amount_yi": 0.3281 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 11.4, "ts": "2026-06-29T10:01:36", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 11.11, "bid1": 11.4, "ask1": 11.41, "bid_qty1": 783, "ask_qty1": 56 }, "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": "2026-06-29T10:01:40", "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": 0.2439, "prev_amount_yi": 0.4717, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:59", "open": 196.01, "high": 196.01, "low": 196.01, "close": 196.01, "amount_yi": 0.0608 }, { "time": "10:00", "open": 195.53, "high": 196.35, "low": 195.53, "close": 196.35, "amount_yi": 0.0674 }, { "time": "10:01", "open": 196.14, "high": 196.14, "low": 195.53, "close": 195.53, "amount_yi": 0.1157 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 195.53, "ts": "2026-06-29T10:01:38", "prev_close": 201.99, "open": 195.0, "high": 206.5, "low": 195.0, "bid1": 195.53, "ask1": 196.0, "bid_qty1": 5, "ask_qty1": 144 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "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": "2026-06-29T10:01:40", "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": 14.2061, "price_vs_vwap_pct": -1.662, "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": 0.1328, "prev_amount_yi": 0.2823, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 13.97, "high": 13.97, "low": 13.97, "close": 13.97, "amount_yi": 0.0273 }, { "time": "10:00", "open": 13.93, "high": 13.96, "low": 13.93, "close": 13.96, "amount_yi": 0.0555 }, { "time": "10:01", "open": 13.94, "high": 13.97, "low": 13.94, "close": 13.97, "amount_yi": 0.05 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 13.97, "ts": "2026-06-29T10:01:37", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.95, "ask1": 13.97, "bid_qty1": 2, "ask_qty1": 11 }, "previous_state": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 38.13, "max_chase_pct": 3.0, "base_exec_high": 38.13, "dynamic_exec_high": null, "entry_zone_low": 36.46, "entry_zone_high": 37.58, "entry_risk_pct": null, "intraday_vwap": 36.8844, "price_vs_vwap_pct": -1.3133, "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": 0.525, "prev_amount_yi": 0.6896, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7613, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 36.6, "high": 36.6, "low": 36.6, "close": 36.6, "amount_yi": 0.0896 }, { "time": "10:00", "open": 36.64, "high": 36.64, "low": 36.61, "close": 36.61, "amount_yi": 0.2759 }, { "time": "10:01", "open": 36.46, "high": 36.46, "low": 36.4, "close": 36.4, "amount_yi": 0.1595 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.4, "ts": "2026-06-29T10:01:39", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 35.3, "bid1": 36.41, "ask1": 36.45, "bid_qty1": 3, "ask_qty1": 2 }, "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": "2026-06-29T10:01:40", "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": 27.7656, "price_vs_vwap_pct": -4.5942, "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": 1.0428, "prev_amount_yi": 1.0751, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.97, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 25.92, "high": 25.92, "low": 25.92, "close": 25.92, "amount_yi": 0.4111 }, { "time": "10:00", "open": 25.98, "high": 26.08, "low": 25.98, "close": 26.08, "amount_yi": 0.4333 }, { "time": "10:01", "open": 26.26, "high": 26.49, "low": 26.26, "close": 26.49, "amount_yi": 0.1984 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 26.49, "ts": "2026-06-29T10:01:39", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.71, "bid1": 26.4, "ask1": 26.49, "bid_qty1": 1, "ask_qty1": 17 }, "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": "2026-06-29T10:01:40", "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": 12.5047, "price_vs_vwap_pct": 1.8817, "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": 0.536, "prev_amount_yi": 0.5918, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0874 }, { "time": "10:00", "open": 12.54, "high": 12.64, "low": 12.54, "close": 12.64, "amount_yi": 0.1953 }, { "time": "10:01", "open": 12.74, "high": 12.74, "low": 12.74, "close": 12.74, "amount_yi": 0.2533 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": 12.74, "ts": "2026-06-29T10:01:39", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.74, "ask1": 12.75, "bid_qty1": 156, "ask_qty1": 2 }, "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": "2026-06-29T10:01:40", "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": 31.5322, "price_vs_vwap_pct": -0.4193, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.1242, "prev_amount_yi": 6.6106, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4726, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 30.91, "high": 30.91, "low": 30.91, "close": 30.91, "amount_yi": 0.6508 }, { "time": "10:00", "open": 31.03, "high": 31.06, "low": 31.03, "close": 31.06, "amount_yi": 1.4874 }, { "time": "10:01", "open": 31.22, "high": 31.4, "low": 31.22, "close": 31.4, "amount_yi": 0.986 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.4, "ts": "2026-06-29T10:01:37", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 30.3, "bid1": 31.4, "ask1": 31.42, "bid_qty1": 167, "ask_qty1": 23 }, "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": "2026-06-29T10:01:40", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 5.3206, "intraday_vwap": 222.2462, "price_vs_vwap_pct": 1.734, "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": 0.5686, "prev_amount_yi": 0.7712, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 224.68, "high": 224.68, "low": 224.68, "close": 224.68, "amount_yi": 0.0934 }, { "time": "10:00", "open": 224.7, "high": 225.02, "low": 224.7, "close": 225.02, "amount_yi": 0.2125 }, { "time": "10:01", "open": 225.0, "high": 226.1, "low": 225.0, "close": 226.1, "amount_yi": 0.2627 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 226.1, "ts": "2026-06-29T10:01:39", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 226.1, "ask1": 226.29, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-29T10:01:40", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "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": 5.2464, "intraday_vwap": 59.7928, "price_vs_vwap_pct": -0.4562, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.5982, "prev_amount_yi": 0.9263, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 57.35, "high": 57.35, "low": 57.35, "close": 57.35, "amount_yi": 0.3857 }, { "time": "10:00", "open": 57.3, "high": 58.68, "low": 57.3, "close": 58.68, "amount_yi": 0.5831 }, { "time": "10:01", "open": 58.78, "high": 59.52, "low": 58.78, "close": 59.52, "amount_yi": 0.6294 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.52, "ts": "2026-06-29T10:01:39", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 57.07, "bid1": 59.55, "ask1": 59.66, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-06-29T10:01:40", "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": 92.5158, "price_vs_vwap_pct": 2.0474, "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": 0.0641, "prev_amount_yi": 0.0426, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5047, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:59", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0411 }, { "time": "10:00", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0158 }, { "time": "10:01", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 0.2, "target_amount": 2158.4, "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": "2026-06-29T10:01:37", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.41, "ask1": 0.0, "bid_qty1": 44166, "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": "2026-06-29T10:01:40", "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": 41.2264, "price_vs_vwap_pct": 2.1433, "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": 0.0664, "prev_amount_yi": 0.1, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0238 }, { "time": "09:58", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0045 }, { "time": "09:59", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0101 }, { "time": "10:00", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0219 }, { "time": "10:01", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:36", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 29200, "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": "2026-06-29T10:01:40", "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": 41.779, "price_vs_vwap_pct": -2.3433, "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": 0.4458, "prev_amount_yi": 0.7718, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5776, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 40.45, "high": 40.48, "low": 40.45, "close": 40.48, "amount_yi": 0.105 }, { "time": "09:58", "open": 40.8, "high": 40.8, "low": 40.7, "close": 40.7, "amount_yi": 0.1548 }, { "time": "09:59", "open": 40.59, "high": 40.59, "low": 40.59, "close": 40.59, "amount_yi": 0.0305 }, { "time": "10:00", "open": 40.66, "high": 40.66, "low": 40.58, "close": 40.58, "amount_yi": 0.0533 }, { "time": "10:01", "open": 40.49, "high": 40.8, "low": 40.49, "close": 40.8, "amount_yi": 0.1022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 40.8, "ts": "2026-06-29T10:01:38", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 40.08, "bid1": 40.65, "ask1": 40.8, "bid_qty1": 69, "ask_qty1": 9 }, "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": "2026-06-29T10:01:40", "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": 29.1224, "price_vs_vwap_pct": 4.9364, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.073, "prev_amount_yi": 0.7278, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4743, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 29.7, "high": 29.7, "low": 29.69, "close": 29.69, "amount_yi": 0.236 }, { "time": "09:58", "open": 29.76, "high": 29.98, "low": 29.76, "close": 29.98, "amount_yi": 0.1633 }, { "time": "09:59", "open": 30.31, "high": 30.31, "low": 30.31, "close": 30.31, "amount_yi": 0.1235 }, { "time": "10:00", "open": 30.31, "high": 30.31, "low": 30.31, "close": 30.31, "amount_yi": 0.2895 }, { "time": "10:01", "open": 30.34, "high": 30.56, "low": 30.34, "close": 30.56, "amount_yi": 0.2607 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 30.56, "ts": "2026-06-29T10:01:39", "prev_close": 28.83, "open": 29.99, "high": 30.57, "low": 27.33, "bid1": 30.55, "ask1": 30.56, "bid_qty1": 71, "ask_qty1": 12 }, "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": "2026-06-29T10:01:40", "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": 26.5968, "price_vs_vwap_pct": 1.4784, "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": 0.2556, "prev_amount_yi": 0.2804, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9116, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 26.6, "high": 26.63, "low": 26.6, "close": 26.63, "amount_yi": 0.082 }, { "time": "09:58", "open": 26.7, "high": 26.7, "low": 26.59, "close": 26.59, "amount_yi": 0.0434 }, { "time": "09:59", "open": 26.58, "high": 26.58, "low": 26.58, "close": 26.58, "amount_yi": 0.0138 }, { "time": "10:00", "open": 26.55, "high": 26.91, "low": 26.55, "close": 26.91, "amount_yi": 0.0576 }, { "time": "10:01", "open": 26.91, "high": 26.99, "low": 26.91, "close": 26.99, "amount_yi": 0.0588 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 26.99, "ts": "2026-06-29T10:01:37", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 26.98, "ask1": 26.99, "bid_qty1": 6, "ask_qty1": 6 }, "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": "2026-06-29T10:01:40", "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": 3.3562, "price_vs_vwap_pct": -1.3766, "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": 0.6147, "prev_amount_yi": 1.2285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 3.27, "high": 3.27, "low": 3.27, "close": 3.27, "amount_yi": 0.123 }, { "time": "09:58", "open": 3.27, "high": 3.27, "low": 3.27, "close": 3.27, "amount_yi": 0.0632 }, { "time": "09:59", "open": 3.25, "high": 3.25, "low": 3.25, "close": 3.25, "amount_yi": 0.0621 }, { "time": "10:00", "open": 3.26, "high": 3.29, "low": 3.26, "close": 3.29, "amount_yi": 0.1841 }, { "time": "10:01", "open": 3.3, "high": 3.31, "low": 3.3, "close": 3.31, "amount_yi": 0.1823 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:39", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.24, "bid1": 3.3, "ask1": 3.31, "bid_qty1": 8069, "ask_qty1": 7599 }, "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": "2026-06-29T10:01:40", "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": 9.2911, "price_vs_vwap_pct": 2.1408, "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": 1.6404, "prev_amount_yi": 3.265, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 9.6, "high": 9.6, "low": 9.52, "close": 9.52, "amount_yi": 0.5205 }, { "time": "09:58", "open": 9.44, "high": 9.49, "low": 9.44, "close": 9.49, "amount_yi": 0.3301 }, { "time": "09:59", "open": 9.46, "high": 9.46, "low": 9.46, "close": 9.46, "amount_yi": 0.1422 }, { "time": "10:00", "open": 9.48, "high": 9.48, "low": 9.45, "close": 9.45, "amount_yi": 0.2653 }, { "time": "10:01", "open": 9.45, "high": 9.49, "low": 9.45, "close": 9.49, "amount_yi": 0.3823 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 9.49, "ts": "2026-06-29T10:01:39", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.48, "ask1": 9.49, "bid_qty1": 142, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W6", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 5.76, "exec_low": 5.76, "exec_high": 5.85, "invalid_price": 5.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.93, "max_chase_pct": 1.5, "base_exec_high": 5.85, "dynamic_exec_high": null, "entry_zone_low": 5.67, "entry_zone_high": 5.85, "entry_risk_pct": null, "intraday_vwap": 5.6188, "price_vs_vwap_pct": -3.5381, "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": 0.5908, "prev_amount_yi": 0.6943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "09:57", "open": 5.36, "high": 5.4, "low": 5.36, "close": 5.4, "amount_yi": 0.2152 }, { "time": "09:58", "open": 5.41, "high": 5.41, "low": 5.39, "close": 5.39, "amount_yi": 0.1386 }, { "time": "09:59", "open": 5.38, "high": 5.38, "low": 5.38, "close": 5.38, "amount_yi": 0.0481 }, { "time": "10:00", "open": 5.37, "high": 5.37, "low": 5.36, "close": 5.36, "amount_yi": 0.0802 }, { "time": "10:01", "open": 5.38, "high": 5.42, "low": 5.38, "close": 5.42, "amount_yi": 0.1087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 5.42, "ts": "2026-06-29T10:01:39", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.32, "bid1": 5.41, "ask1": 5.42, "bid_qty1": 102, "ask_qty1": 790 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH", "symbol": "SHSE.688359", "name": "三孚新科", "side": "BUY", "priority": "W7", "status": "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": "2026-06-29T10:01:40", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4595, "prev_amount_yi": 0.3617, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 191.88, "high": 191.88, "low": 191.3, "close": 191.3, "amount_yi": 0.1005 }, { "time": "09:58", "open": 191.3, "high": 191.5, "low": 191.3, "close": 191.5, "amount_yi": 0.0328 }, { "time": "09:59", "open": 191.27, "high": 191.27, "low": 191.27, "close": 191.27, "amount_yi": 0.0503 }, { "time": "10:00", "open": 191.06, "high": 191.06, "low": 191.0, "close": 191.0, "amount_yi": 0.1927 }, { "time": "10:01", "open": 190.88, "high": 191.59, "low": 190.88, "close": 191.59, "amount_yi": 0.0832 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 191.59, "ts": "2026-06-29T10:01:38", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 187.2, "bid1": 191.58, "ask1": 191.69, "bid_qty1": 7, "ask_qty1": 6 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 49.5131, "price_vs_vwap_pct": -2.5712, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.2251, "prev_amount_yi": 6.4127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 47.58, "high": 47.58, "low": 47.53, "close": 47.53, "amount_yi": 1.1961 }, { "time": "09:58", "open": 47.21, "high": 47.21, "low": 47.12, "close": 47.12, "amount_yi": 1.6958 }, { "time": "09:59", "open": 46.99, "high": 46.99, "low": 46.99, "close": 46.99, "amount_yi": 0.709 }, { "time": "10:00", "open": 47.54, "high": 48.18, "low": 47.54, "close": 48.18, "amount_yi": 1.6154 }, { "time": "10:01", "open": 48.2, "high": 48.24, "low": 48.2, "close": 48.24, "amount_yi": 1.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 48.24, "ts": "2026-06-29T10:01:36", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 46.92, "bid1": 48.24, "ask1": 48.47, "bid_qty1": 27, "ask_qty1": 3 }, "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": "2026-06-29T10:01:40", "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": 78.95, "max_chase_pct": 1.5, "base_exec_high": 77.8, "dynamic_exec_high": null, "entry_zone_low": 75.5, "entry_zone_high": 77.8, "entry_risk_pct": null, "intraday_vwap": 77.678, "price_vs_vwap_pct": -4.0912, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8141, "prev_amount_yi": 1.4512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2501, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 75.78, "high": 75.78, "low": 75.21, "close": 75.21, "amount_yi": 0.4012 }, { "time": "09:58", "open": 74.98, "high": 74.98, "low": 74.55, "close": 74.55, "amount_yi": 0.3417 }, { "time": "09:59", "open": 74.45, "high": 74.45, "low": 74.45, "close": 74.45, "amount_yi": 0.2241 }, { "time": "10:00", "open": 74.72, "high": 74.72, "low": 74.04, "close": 74.04, "amount_yi": 0.5115 }, { "time": "10:01", "open": 74.7, "high": 74.7, "low": 74.5, "close": 74.5, "amount_yi": 0.3356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 74.5, "ts": "2026-06-29T10:01:39", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 73.84, "bid1": 74.5, "ask1": 74.64, "bid_qty1": 197, "ask_qty1": 28 }, "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": "2026-06-29T10:01:40", "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": 20.6975, "price_vs_vwap_pct": -1.9205, "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": 0.4919, "prev_amount_yi": 0.6338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 20.11, "high": 20.13, "low": 20.11, "close": 20.13, "amount_yi": 0.0643 }, { "time": "09:58", "open": 20.04, "high": 20.04, "low": 20.02, "close": 20.02, "amount_yi": 0.1318 }, { "time": "09:59", "open": 19.93, "high": 19.93, "low": 19.93, "close": 19.93, "amount_yi": 0.0462 }, { "time": "10:00", "open": 20.03, "high": 20.32, "low": 20.03, "close": 20.32, "amount_yi": 0.173 }, { "time": "10:01", "open": 20.33, "high": 20.33, "low": 20.3, "close": 20.3, "amount_yi": 0.0766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 20.3, "ts": "2026-06-29T10:01:39", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.8, "bid1": 20.27, "ask1": 20.3, "bid_qty1": 39, "ask_qty1": 33 }, "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": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 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": null, "intraday_vwap": 61.2678, "price_vs_vwap_pct": 4.6553, "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": 3.7547, "prev_amount_yi": 4.5454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.826, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 62.5, "high": 62.5, "low": 62.5, "close": 62.5, "amount_yi": 0.9572 }, { "time": "09:58", "open": 62.85, "high": 62.87, "low": 62.85, "close": 62.87, "amount_yi": 0.8245 }, { "time": "09:59", "open": 62.96, "high": 62.96, "low": 62.96, "close": 62.96, "amount_yi": 0.2802 }, { "time": "10:00", "open": 62.99, "high": 63.3, "low": 62.99, "close": 63.3, "amount_yi": 1.0052 }, { "time": "10:01", "open": 63.7, "high": 64.12, "low": 63.7, "close": 64.12, "amount_yi": 0.6876 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 64.12, "ts": "2026-06-29T10:01:36", "prev_close": 60.76, "open": 58.98, "high": 64.12, "low": 58.51, "bid1": 64.08, "ask1": 64.12, "bid_qty1": 225, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 62.3244, "price_vs_vwap_pct": -1.6437, "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": 2.5266, "prev_amount_yi": 3.6674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 61.56, "high": 61.76, "low": 61.56, "close": 61.76, "amount_yi": 0.6224 }, { "time": "09:58", "open": 61.13, "high": 61.13, "low": 61.0, "close": 61.0, "amount_yi": 0.601 }, { "time": "09:59", "open": 61.08, "high": 61.08, "low": 61.08, "close": 61.08, "amount_yi": 0.2695 }, { "time": "10:00", "open": 61.34, "high": 61.34, "low": 60.79, "close": 60.79, "amount_yi": 0.693 }, { "time": "10:01", "open": 60.85, "high": 61.3, "low": 60.85, "close": 61.3, "amount_yi": 0.3407 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 61.3, "ts": "2026-06-29T10:01:36", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 59.5, "bid1": 61.29, "ask1": 61.3, "bid_qty1": 260, "ask_qty1": 27 }, "previous_state": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 20.8905, "price_vs_vwap_pct": -1.4385, "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": 0.0976, "prev_amount_yi": 0.1339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 20.3, "high": 20.3, "low": 20.28, "close": 20.28, "amount_yi": 0.0242 }, { "time": "09:58", "open": 20.26, "high": 20.26, "low": 20.26, "close": 20.26, "amount_yi": 0.0466 }, { "time": "09:59", "open": 20.24, "high": 20.24, "low": 20.24, "close": 20.24, "amount_yi": 0.0041 }, { "time": "10:00", "open": 20.26, "high": 20.3, "low": 20.26, "close": 20.3, "amount_yi": 0.0093 }, { "time": "10:01", "open": 20.44, "high": 20.59, "low": 20.44, "close": 20.59, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:36", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 20.2, "bid1": 20.53, "ask1": 20.59, "bid_qty1": 13, "ask_qty1": 211 }, "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": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.4404, "prev_amount_yi": 1.9644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2423, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 388.8, "high": 389.05, "low": 388.8, "close": 389.05, "amount_yi": 0.7216 }, { "time": "09:58", "open": 389.05, "high": 389.05, "low": 387.0, "close": 387.0, "amount_yi": 0.3977 }, { "time": "09:59", "open": 382.02, "high": 382.02, "low": 382.02, "close": 382.02, "amount_yi": 0.2303 }, { "time": "10:00", "open": 383.96, "high": 383.96, "low": 383.96, "close": 383.96, "amount_yi": 0.615 }, { "time": "10:01", "open": 386.97, "high": 387.0, "low": 386.97, "close": 387.0, "amount_yi": 0.4758 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 387.0, "ts": "2026-06-29T10:01:39", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 381.0, "bid1": 386.99, "ask1": 387.0, "bid_qty1": 8, "ask_qty1": 28 }, "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": "2026-06-29T10:01:40", "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": 377.65, "max_chase_pct": 1.5, "base_exec_high": 372.15, "dynamic_exec_high": null, "entry_zone_low": 361.15, "entry_zone_high": 372.15, "entry_risk_pct": null, "intraday_vwap": 374.5743, "price_vs_vwap_pct": -3.4531, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.2898, "prev_amount_yi": 5.2299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2027, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 362.0, "high": 362.0, "low": 361.44, "close": 361.44, "amount_yi": 1.5301 }, { "time": "09:58", "open": 359.0, "high": 359.0, "low": 356.3, "close": 356.3, "amount_yi": 1.2911 }, { "time": "09:59", "open": 362.0, "high": 362.0, "low": 362.0, "close": 362.0, "amount_yi": 0.7783 }, { "time": "10:00", "open": 361.0, "high": 361.0, "low": 360.6, "close": 360.6, "amount_yi": 1.506 }, { "time": "10:01", "open": 360.69, "high": 361.64, "low": 360.69, "close": 361.64, "amount_yi": 1.1843 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 361.64, "ts": "2026-06-29T10:01:36", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 355.58, "bid1": 360.72, "ask1": 361.64, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T10:01:40", "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": 71.3058, "price_vs_vwap_pct": -3.0934, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7509, "prev_amount_yi": 0.59, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 68.81, "high": 69.27, "low": 68.81, "close": 69.27, "amount_yi": 0.3155 }, { "time": "09:58", "open": 68.79, "high": 68.79, "low": 68.69, "close": 68.69, "amount_yi": 0.1548 }, { "time": "09:59", "open": 69.01, "high": 69.01, "low": 69.01, "close": 69.01, "amount_yi": 0.0189 }, { "time": "10:00", "open": 69.27, "high": 69.27, "low": 68.88, "close": 68.88, "amount_yi": 0.1685 }, { "time": "10:01", "open": 69.25, "high": 69.25, "low": 69.1, "close": 69.1, "amount_yi": 0.0932 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 69.1, "ts": "2026-06-29T10:01:36", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 68.66, "bid1": 69.09, "ask1": 69.13, "bid_qty1": 5, "ask_qty1": 14 }, "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": "2026-06-29T10:01:40", "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": 15.3222, "price_vs_vwap_pct": -2.1028, "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": 0.1291, "prev_amount_yi": 0.09, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0184 }, { "time": "09:58", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0152 }, { "time": "09:59", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0528 }, { "time": "10:00", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0097 }, { "time": "10:01", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:39", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 102875 }, "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": "2026-06-29T10:01:40", "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": 273.2404, "price_vs_vwap_pct": -0.454, "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": 2.8669, "prev_amount_yi": 2.9348, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 272.39, "high": 272.39, "low": 271.91, "close": 271.91, "amount_yi": 0.6631 }, { "time": "09:58", "open": 269.46, "high": 269.46, "low": 268.0, "close": 268.0, "amount_yi": 0.6934 }, { "time": "09:59", "open": 267.83, "high": 267.83, "low": 267.83, "close": 267.83, "amount_yi": 0.4912 }, { "time": "10:00", "open": 269.84, "high": 271.68, "low": 269.84, "close": 271.68, "amount_yi": 0.5624 }, { "time": "10:01", "open": 270.08, "high": 272.0, "low": 270.08, "close": 272.0, "amount_yi": 0.4568 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 272.0, "ts": "2026-06-29T10:01:37", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 272.0, "ask1": 272.1, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH", "symbol": "SHSE.688605", "name": "先锋精科", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 101.0, "exec_low": 101.0, "exec_high": 102.51, "invalid_price": 97.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "waiting_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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4886, "prev_amount_yi": 0.4514, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 98.75, "high": 98.75, "low": 98.5, "close": 98.5, "amount_yi": 0.2178 }, { "time": "09:58", "open": 98.56, "high": 98.56, "low": 98.49, "close": 98.49, "amount_yi": 0.1146 }, { "time": "09:59", "open": 98.07, "high": 98.07, "low": 98.07, "close": 98.07, "amount_yi": 0.023 }, { "time": "10:00", "open": 98.47, "high": 98.49, "low": 98.47, "close": 98.49, "amount_yi": 0.0805 }, { "time": "10:01", "open": 98.31, "high": 98.31, "low": 98.16, "close": 98.16, "amount_yi": 0.0527 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 98.16, "ts": "2026-06-29T10:01:39", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 98.01, "bid1": 98.18, "ask1": 98.3, "bid_qty1": 16, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH", "symbol": "SHSE.600619", "name": "海立股份", "side": "BUY", "priority": "W20", "status": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 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": 15.2311, "price_vs_vwap_pct": -1.189, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3412, "prev_amount_yi": 0.2885, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 14.98, "high": 15.0, "low": 14.98, "close": 15.0, "amount_yi": 0.1239 }, { "time": "09:58", "open": 15.0, "high": 15.0, "low": 14.97, "close": 14.97, "amount_yi": 0.0291 }, { "time": "09:59", "open": 14.94, "high": 14.94, "low": 14.94, "close": 14.94, "amount_yi": 0.0304 }, { "time": "10:00", "open": 14.94, "high": 14.95, "low": 14.94, "close": 14.95, "amount_yi": 0.1186 }, { "time": "10:01", "open": 15.03, "high": 15.05, "low": 15.03, "close": 15.05, "amount_yi": 0.0392 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 15.05, "ts": "2026-06-29T10:01:37", "prev_close": 15.1, "open": 15.15, "high": 15.55, "low": 14.88, "bid1": 15.05, "ask1": 15.06, "bid_qty1": 100, "ask_qty1": 21 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 281.5951, "price_vs_vwap_pct": -0.2149, "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": 1.5055, "prev_amount_yi": 1.7876, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 282.51, "high": 282.62, "low": 282.51, "close": 282.62, "amount_yi": 0.2216 }, { "time": "09:58", "open": 280.43, "high": 280.43, "low": 279.17, "close": 279.17, "amount_yi": 0.3542 }, { "time": "09:59", "open": 279.36, "high": 279.36, "low": 279.36, "close": 279.36, "amount_yi": 0.3005 }, { "time": "10:00", "open": 279.49, "high": 281.81, "low": 279.49, "close": 281.81, "amount_yi": 0.2887 }, { "time": "10:01", "open": 281.33, "high": 281.33, "low": 280.99, "close": 280.99, "amount_yi": 0.3405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 280.99, "ts": "2026-06-29T10:01:38", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 273.84, "bid1": 280.84, "ask1": 280.99, "bid_qty1": 25, "ask_qty1": 5 }, "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": "2026-06-29T10:01:40", "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": 21.751, "price_vs_vwap_pct": -2.993, "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": 1.3714, "prev_amount_yi": 1.9592, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 21.03, "high": 21.03, "low": 21.0, "close": 21.0, "amount_yi": 0.2378 }, { "time": "09:58", "open": 20.86, "high": 20.86, "low": 20.78, "close": 20.78, "amount_yi": 0.3193 }, { "time": "09:59", "open": 20.72, "high": 20.72, "low": 20.72, "close": 20.72, "amount_yi": 0.2386 }, { "time": "10:00", "open": 20.7, "high": 21.0, "low": 20.7, "close": 21.0, "amount_yi": 0.3317 }, { "time": "10:01", "open": 21.0, "high": 21.1, "low": 21.0, "close": 21.1, "amount_yi": 0.244 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:39", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.65, "bid1": 21.1, "ask1": 21.13, "bid_qty1": 27, "ask_qty1": 8 }, "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": "2026-06-29T10:01:40", "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": 9.755, "price_vs_vwap_pct": 0.6663, "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": 0.131, "prev_amount_yi": 0.0993, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0477 }, { "time": "09:58", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0189 }, { "time": "09:59", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0204 }, { "time": "10:00", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0353 }, { "time": "10:01", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:37", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 767063, "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": 76.5, "exec_high": 77.65, "invalid_price": 74.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.8, "max_chase_pct": 1.5, "base_exec_high": 77.65, "dynamic_exec_high": null, "entry_zone_low": 75.35, "entry_zone_high": 77.65, "entry_risk_pct": null, "intraday_vwap": 77.3016, "price_vs_vwap_pct": -2.6023, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.2199, "prev_amount_yi": 4.0614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2852, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 76.12, "high": 76.32, "low": 76.12, "close": 76.32, "amount_yi": 1.1656 }, { "time": "09:58", "open": 75.45, "high": 75.45, "low": 75.09, "close": 75.09, "amount_yi": 1.1903 }, { "time": "09:59", "open": 75.4, "high": 75.4, "low": 75.4, "close": 75.4, "amount_yi": 0.5709 }, { "time": "10:00", "open": 76.07, "high": 76.07, "low": 75.75, "close": 75.75, "amount_yi": 1.3502 }, { "time": "10:01", "open": 75.17, "high": 75.29, "low": 75.17, "close": 75.29, "amount_yi": 0.9429 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.29, "ts": "2026-06-29T10:01:36", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 74.08, "bid1": 75.28, "ask1": 75.32, "bid_qty1": 83, "ask_qty1": 24 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 52.7597, "price_vs_vwap_pct": 2.2561, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3104, "prev_amount_yi": 0.2585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 53.8, "high": 54.05, "low": 53.8, "close": 54.05, "amount_yi": 0.076 }, { "time": "09:58", "open": 53.86, "high": 53.86, "low": 53.7, "close": 53.7, "amount_yi": 0.0621 }, { "time": "09:59", "open": 53.86, "high": 53.86, "low": 53.86, "close": 53.86, "amount_yi": 0.0228 }, { "time": "10:00", "open": 53.98, "high": 53.98, "low": 53.61, "close": 53.61, "amount_yi": 0.0722 }, { "time": "10:01", "open": 53.88, "high": 53.95, "low": 53.88, "close": 53.95, "amount_yi": 0.0773 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 53.95, "ts": "2026-06-29T10:01:38", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.95, "ask1": 53.96, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-29T10:01:40", "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": 31.3223, "price_vs_vwap_pct": -1.6994, "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": 0.0448, "prev_amount_yi": 0.0782, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5729, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 30.46, "high": 30.46, "low": 30.4, "close": 30.4, "amount_yi": 0.0157 }, { "time": "09:58", "open": 30.43, "high": 30.43, "low": 30.37, "close": 30.37, "amount_yi": 0.0112 }, { "time": "09:59", "open": 30.36, "high": 30.36, "low": 30.36, "close": 30.36, "amount_yi": 0.0021 }, { "time": "10:00", "open": 30.33, "high": 30.49, "low": 30.33, "close": 30.49, "amount_yi": 0.0103 }, { "time": "10:01", "open": 30.67, "high": 30.79, "low": 30.67, "close": 30.79, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 30.79, "ts": "2026-06-29T10:01:36", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 30.29, "bid1": 30.79, "ask1": 30.84, "bid_qty1": 27, "ask_qty1": 88 }, "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": "2026-06-29T10:01:40", "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": 940.6181, "price_vs_vwap_pct": 1.5279, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.3054, "prev_amount_yi": 6.4052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 963.0, "high": 964.0, "low": 963.0, "close": 964.0, "amount_yi": 1.4245 }, { "time": "09:58", "open": 969.21, "high": 975.01, "low": 969.21, "close": 975.01, "amount_yi": 1.3783 }, { "time": "09:59", "open": 974.0, "high": 974.0, "low": 974.0, "close": 974.0, "amount_yi": 1.3878 }, { "time": "10:00", "open": 974.0, "high": 974.0, "low": 964.45, "close": 964.45, "amount_yi": 1.9411 }, { "time": "10:01", "open": 965.01, "high": 965.01, "low": 954.99, "close": 954.99, "amount_yi": 1.1737 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 954.99, "ts": "2026-06-29T10:01:39", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 900.95, "bid1": 953.11, "ask1": 955.0, "bid_qty1": 1, "ask_qty1": 1 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 28.68, "max_chase_pct": 1.5, "base_exec_high": 28.26, "dynamic_exec_high": null, "entry_zone_low": 27.42, "entry_zone_high": 28.26, "entry_risk_pct": null, "intraday_vwap": 27.9217, "price_vs_vwap_pct": -2.8354, "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": 5.1645, "prev_amount_yi": 6.2532, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 27.41, "high": 27.41, "low": 27.33, "close": 27.33, "amount_yi": 1.2497 }, { "time": "09:58", "open": 27.12, "high": 27.33, "low": 27.12, "close": 27.33, "amount_yi": 1.2963 }, { "time": "09:59", "open": 27.54, "high": 27.54, "low": 27.54, "close": 27.54, "amount_yi": 0.249 }, { "time": "10:00", "open": 27.5, "high": 27.5, "low": 27.36, "close": 27.36, "amount_yi": 1.5263 }, { "time": "10:01", "open": 27.24, "high": 27.24, "low": 27.13, "close": 27.13, "amount_yi": 0.8432 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 27.13, "ts": "2026-06-29T10:01:39", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 27.0, "bid1": 27.12, "ask1": 27.13, "bid_qty1": 67, "ask_qty1": 79 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 42.6788, "price_vs_vwap_pct": -2.3871, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1512, "prev_amount_yi": 1.055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 41.86, "high": 42.0, "low": 41.86, "close": 42.0, "amount_yi": 0.2523 }, { "time": "09:58", "open": 41.86, "high": 41.86, "low": 41.53, "close": 41.53, "amount_yi": 0.1542 }, { "time": "09:59", "open": 41.4, "high": 41.4, "low": 41.4, "close": 41.4, "amount_yi": 0.2234 }, { "time": "10:00", "open": 41.55, "high": 41.55, "low": 41.45, "close": 41.45, "amount_yi": 0.16 }, { "time": "10:01", "open": 41.48, "high": 41.66, "low": 41.48, "close": 41.66, "amount_yi": 0.3613 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 41.66, "ts": "2026-06-29T10:01:38", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 41.24, "bid1": 41.66, "ask1": 41.69, "bid_qty1": 1, "ask_qty1": 114 }, "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": "2026-06-29T10:01:40", "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": 0.3026, "prev_amount_yi": 0.2761, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 95.24, "high": 95.3, "low": 95.24, "close": 95.3, "amount_yi": 0.0573 }, { "time": "09:58", "open": 95.08, "high": 95.08, "low": 94.95, "close": 94.95, "amount_yi": 0.046 }, { "time": "09:59", "open": 94.1, "high": 94.1, "low": 94.1, "close": 94.1, "amount_yi": 0.0408 }, { "time": "10:00", "open": 94.28, "high": 95.49, "low": 94.28, "close": 95.49, "amount_yi": 0.1089 }, { "time": "10:01", "open": 95.7, "high": 95.83, "low": 95.7, "close": 95.83, "amount_yi": 0.0496 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 95.83, "ts": "2026-06-29T10:01:39", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 94.1, "bid1": 95.84, "ask1": 95.85, "bid_qty1": 3, "ask_qty1": 2 }, "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": "2026-06-29T10:01:40", "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": 82.118, "price_vs_vwap_pct": -3.4804, "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": 1.4519, "prev_amount_yi": 1.6187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 77.8, "high": 78.05, "low": 77.8, "close": 78.05, "amount_yi": 0.3749 }, { "time": "09:58", "open": 77.59, "high": 77.59, "low": 77.2, "close": 77.2, "amount_yi": 0.3492 }, { "time": "09:59", "open": 77.22, "high": 77.22, "low": 77.22, "close": 77.22, "amount_yi": 0.1491 }, { "time": "10:00", "open": 78.0, "high": 78.67, "low": 78.0, "close": 78.67, "amount_yi": 0.3063 }, { "time": "10:01", "open": 78.6, "high": 79.26, "low": 78.6, "close": 79.26, "amount_yi": 0.2724 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 79.26, "ts": "2026-06-29T10:01:38", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.25, "ask1": 79.27, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T10:01:40", "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": 23.0607, "price_vs_vwap_pct": -2.6482, "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": 0.0458, "prev_amount_yi": 0.0902, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5078, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0068 }, { "time": "09:58", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0085 }, { "time": "09:59", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0027 }, { "time": "10:00", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0235 }, { "time": "10:01", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:39", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 100638 }, "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": "2026-06-29T10:01:40", "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": 25.9535, "price_vs_vwap_pct": -3.6739, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.5444, "prev_amount_yi": 2.2792, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 25.01, "high": 25.01, "low": 24.79, "close": 24.79, "amount_yi": 0.6014 }, { "time": "09:58", "open": 24.54, "high": 24.54, "low": 24.42, "close": 24.42, "amount_yi": 0.7299 }, { "time": "09:59", "open": 24.28, "high": 24.28, "low": 24.28, "close": 24.28, "amount_yi": 0.3247 }, { "time": "10:00", "open": 24.52, "high": 24.86, "low": 24.52, "close": 24.86, "amount_yi": 0.4815 }, { "time": "10:01", "open": 24.76, "high": 25.0, "low": 24.76, "close": 25.0, "amount_yi": 0.4069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 25.0, "ts": "2026-06-29T10:01:38", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 24.02, "bid1": 25.0, "ask1": 25.01, "bid_qty1": 63, "ask_qty1": 16 }, "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": "2026-06-29T10:01:40", "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": 43.4448, "price_vs_vwap_pct": -0.6786, "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": 0.509, "prev_amount_yi": 0.6018, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8458, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 42.89, "high": 43.01, "low": 42.89, "close": 43.01, "amount_yi": 0.1263 }, { "time": "09:58", "open": 42.96, "high": 42.96, "low": 42.86, "close": 42.86, "amount_yi": 0.0958 }, { "time": "09:59", "open": 42.77, "high": 42.77, "low": 42.77, "close": 42.77, "amount_yi": 0.0623 }, { "time": "10:00", "open": 42.91, "high": 42.91, "low": 42.86, "close": 42.86, "amount_yi": 0.1568 }, { "time": "10:01", "open": 42.99, "high": 43.15, "low": 42.99, "close": 43.15, "amount_yi": 0.0678 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.15, "ts": "2026-06-29T10:01:36", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.77, "bid1": 43.12, "ask1": 43.15, "bid_qty1": 3, "ask_qty1": 124 }, "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": "2026-06-29T10:01:40", "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": 95.1185, "price_vs_vwap_pct": -1.5544, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.9836, "prev_amount_yi": 2.8469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 92.44, "high": 92.45, "low": 92.44, "close": 92.45, "amount_yi": 0.6502 }, { "time": "09:58", "open": 91.5, "high": 91.5, "low": 90.98, "close": 90.98, "amount_yi": 0.7323 }, { "time": "09:59", "open": 92.1, "high": 92.1, "low": 92.1, "close": 92.1, "amount_yi": 0.9832 }, { "time": "10:00", "open": 91.99, "high": 93.09, "low": 91.99, "close": 93.09, "amount_yi": 0.7391 }, { "time": "10:01", "open": 92.91, "high": 93.64, "low": 92.91, "close": 93.64, "amount_yi": 0.8788 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 93.64, "ts": "2026-06-29T10:01:39", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 90.95, "bid1": 93.64, "ask1": 93.68, "bid_qty1": 97, "ask_qty1": 3 }, "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": "2026-06-29T10:01:40", "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": 18.8617, "price_vs_vwap_pct": 0.044, "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": 0.0303, "prev_amount_yi": 0.0182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "09:57", "open": 18.76, "high": 18.76, "low": 18.71, "close": 18.71, "amount_yi": 0.007 }, { "time": "09:58", "open": 18.78, "high": 18.78, "low": 18.77, "close": 18.77, "amount_yi": 0.0027 }, { "time": "09:59", "open": 18.76, "high": 18.76, "low": 18.76, "close": 18.76, "amount_yi": 0.0013 }, { "time": "10:00", "open": 18.77, "high": 18.85, "low": 18.77, "close": 18.85, "amount_yi": 0.0087 }, { "time": "10:01", "open": 18.83, "high": 18.87, "low": 18.83, "close": 18.87, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 18.87, "ts": "2026-06-29T10:01:37", "prev_close": 18.96, "open": 18.93, "high": 19.04, "low": 18.54, "bid1": 18.85, "ask1": 18.87, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:01:40", "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": 72.0535, "price_vs_vwap_pct": -2.2254, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.9647, "prev_amount_yi": 8.4246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 70.13, "high": 70.13, "low": 70.05, "close": 70.05, "amount_yi": 2.8081 }, { "time": "09:58", "open": 69.3, "high": 69.31, "low": 69.3, "close": 69.31, "amount_yi": 3.1267 }, { "time": "09:59", "open": 69.6, "high": 69.6, "low": 69.6, "close": 69.6, "amount_yi": 0.9003 }, { "time": "10:00", "open": 69.83, "high": 69.9, "low": 69.83, "close": 69.9, "amount_yi": 2.3969 }, { "time": "10:01", "open": 70.0, "high": 70.45, "low": 70.0, "close": 70.45, "amount_yi": 1.7327 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 70.45, "ts": "2026-06-29T10:01:39", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 68.88, "bid1": 70.42, "ask1": 70.45, "bid_qty1": 3, "ask_qty1": 30 }, "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": "2026-06-29T10:01:40", "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": 3.901, "prev_amount_yi": 4.6678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 38.0, "high": 38.0, "low": 37.8, "close": 37.8, "amount_yi": 0.9517 }, { "time": "09:58", "open": 37.53, "high": 37.63, "low": 37.53, "close": 37.63, "amount_yi": 0.9132 }, { "time": "09:59", "open": 37.81, "high": 37.81, "low": 37.81, "close": 37.81, "amount_yi": 0.48 }, { "time": "10:00", "open": 38.26, "high": 38.26, "low": 37.99, "close": 37.99, "amount_yi": 0.864 }, { "time": "10:01", "open": 37.82, "high": 37.82, "low": 37.59, "close": 37.59, "amount_yi": 0.6921 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.59, "ts": "2026-06-29T10:01:38", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 36.1, "bid1": 37.52, "ask1": 37.59, "bid_qty1": 13, "ask_qty1": 236 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W39", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 52.77, "exec_low": 53.56, "exec_high": 53.56, "invalid_price": 51.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 54.35, "max_chase_pct": 1.5, "base_exec_high": 53.56, "dynamic_exec_high": null, "entry_zone_low": 51.98, "entry_zone_high": 53.56, "entry_risk_pct": 3.2325, "intraday_vwap": 53.8265, "price_vs_vwap_pct": -1.8513, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.2335, "prev_amount_yi": 2.7809, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 54.01, "high": 54.01, "low": 53.87, "close": 53.87, "amount_yi": 0.5157 }, { "time": "09:58", "open": 53.64, "high": 53.64, "low": 53.49, "close": 53.49, "amount_yi": 0.3817 }, { "time": "09:59", "open": 53.57, "high": 53.57, "low": 53.57, "close": 53.57, "amount_yi": 0.3527 }, { "time": "10:00", "open": 53.84, "high": 53.84, "low": 53.08, "close": 53.08, "amount_yi": 0.9187 }, { "time": "10:01", "open": 53.11, "high": 53.11, "low": 52.83, "close": 52.83, "amount_yi": 1.0647 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.83, "ts": "2026-06-29T10:01:37", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 52.01, "bid1": 52.8, "ask1": 52.9, "bid_qty1": 154, "ask_qty1": 178 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W40", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 81.0, "exec_low": 82.21, "exec_high": 82.21, "invalid_price": 78.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "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": 87.9581, "price_vs_vwap_pct": 2.7876, "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": 3.6233, "prev_amount_yi": 5.041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 89.22, "high": 89.22, "low": 89.18, "close": 89.18, "amount_yi": 0.8392 }, { "time": "09:58", "open": 88.93, "high": 88.96, "low": 88.93, "close": 88.96, "amount_yi": 0.9161 }, { "time": "09:59", "open": 89.77, "high": 89.77, "low": 89.77, "close": 89.77, "amount_yi": 0.2714 }, { "time": "10:00", "open": 90.29, "high": 90.29, "low": 89.94, "close": 89.94, "amount_yi": 0.9487 }, { "time": "10:01", "open": 90.32, "high": 90.41, "low": 90.32, "close": 90.41, "amount_yi": 0.6479 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 90.41, "ts": "2026-06-29T10:01:36", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 90.4, "ask1": 90.41, "bid_qty1": 1, "ask_qty1": 31 }, "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": "2026-06-29T10:01:40", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 49.49, "max_chase_pct": 1.5, "base_exec_high": 48.77, "dynamic_exec_high": null, "entry_zone_low": 47.33, "entry_zone_high": 48.77, "entry_risk_pct": null, "intraday_vwap": 49.4676, "price_vs_vwap_pct": -3.9776, "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": 1.4108, "prev_amount_yi": 2.0142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 47.96, "high": 48.29, "low": 47.96, "close": 48.29, "amount_yi": 0.3172 }, { "time": "09:58", "open": 47.95, "high": 47.95, "low": 47.81, "close": 47.81, "amount_yi": 0.3772 }, { "time": "09:59", "open": 48.02, "high": 48.02, "low": 48.02, "close": 48.02, "amount_yi": 0.1105 }, { "time": "10:00", "open": 47.82, "high": 47.82, "low": 47.46, "close": 47.46, "amount_yi": 0.3152 }, { "time": "10:01", "open": 47.36, "high": 47.5, "low": 47.36, "close": 47.5, "amount_yi": 0.2907 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 47.5, "ts": "2026-06-29T10:01:38", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 47.03, "bid1": 47.45, "ask1": 47.5, "bid_qty1": 51, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 3.9069, "intraday_vwap": 108.9065, "price_vs_vwap_pct": -1.971, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.5796, "prev_amount_yi": 6.132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 106.65, "high": 106.65, "low": 106.01, "close": 106.01, "amount_yi": 1.6623 }, { "time": "09:58", "open": 105.5, "high": 105.5, "low": 104.77, "close": 104.77, "amount_yi": 1.6278 }, { "time": "09:59", "open": 105.85, "high": 105.85, "low": 105.85, "close": 105.85, "amount_yi": 0.9297 }, { "time": "10:00", "open": 106.62, "high": 106.66, "low": 106.62, "close": 106.66, "amount_yi": 1.531 }, { "time": "10:01", "open": 106.16, "high": 106.76, "low": 106.16, "close": 106.76, "amount_yi": 0.8288 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 106.76, "ts": "2026-06-29T10:01:36", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 104.05, "bid1": 106.76, "ask1": 106.99, "bid_qty1": 4, "ask_qty1": 1 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "sim_reason": "waiting_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": 0.7293, "prev_amount_yi": 0.9293, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7848, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 55.8, "high": 55.8, "low": 55.78, "close": 55.78, "amount_yi": 0.1697 }, { "time": "09:58", "open": 55.7, "high": 55.7, "low": 55.5, "close": 55.5, "amount_yi": 0.1895 }, { "time": "09:59", "open": 55.34, "high": 55.34, "low": 55.34, "close": 55.34, "amount_yi": 0.0783 }, { "time": "10:00", "open": 55.26, "high": 55.6, "low": 55.26, "close": 55.6, "amount_yi": 0.0892 }, { "time": "10:01", "open": 56.0, "high": 56.0, "low": 55.69, "close": 55.69, "amount_yi": 0.2026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 55.69, "ts": "2026-06-29T10:01:37", "prev_close": 53.86, "open": 55.0, "high": 58.85, "low": 53.5, "bid1": 55.59, "ask1": 55.69, "bid_qty1": 1, "ask_qty1": 70 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 6.1089, "prev_amount_yi": 5.9153, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 511.5, "high": 511.5, "low": 510.4, "close": 510.4, "amount_yi": 1.5428 }, { "time": "09:58", "open": 510.0, "high": 510.38, "low": 510.0, "close": 510.38, "amount_yi": 1.1753 }, { "time": "09:59", "open": 510.54, "high": 510.54, "low": 510.54, "close": 510.54, "amount_yi": 0.5141 }, { "time": "10:00", "open": 508.0, "high": 508.0, "low": 507.2, "close": 507.2, "amount_yi": 1.2525 }, { "time": "10:01", "open": 507.0, "high": 507.0, "low": 506.58, "close": 506.58, "amount_yi": 1.6242 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 506.58, "ts": "2026-06-29T10:01:38", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 489.0, "bid1": 506.55, "ask1": 506.58, "bid_qty1": 2, "ask_qty1": 24 }, "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": "2026-06-29T10:01:40", "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": 203.8675, "price_vs_vwap_pct": -0.6708, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.5449, "prev_amount_yi": 4.7432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3798, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 203.0, "high": 203.85, "low": 203.0, "close": 203.85, "amount_yi": 1.7771 }, { "time": "09:58", "open": 203.4, "high": 203.4, "low": 202.13, "close": 202.13, "amount_yi": 1.0497 }, { "time": "09:59", "open": 202.0, "high": 202.0, "low": 202.0, "close": 202.0, "amount_yi": 0.7007 }, { "time": "10:00", "open": 202.98, "high": 202.98, "low": 199.74, "close": 199.74, "amount_yi": 1.5435 }, { "time": "10:01", "open": 201.0, "high": 202.5, "low": 201.0, "close": 202.5, "amount_yi": 1.4739 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 202.5, "ts": "2026-06-29T10:01:39", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 195.58, "bid1": 202.22, "ask1": 202.5, "bid_qty1": 11, "ask_qty1": 15 }, "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": "2026-06-29T10:01:40", "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": 86.1944, "price_vs_vwap_pct": -2.3138, "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": 0.5006, "prev_amount_yi": 0.6285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 83.3, "high": 83.41, "low": 83.3, "close": 83.41, "amount_yi": 0.1357 }, { "time": "09:58", "open": 82.88, "high": 83.01, "low": 82.88, "close": 83.01, "amount_yi": 0.0939 }, { "time": "09:59", "open": 83.19, "high": 83.19, "low": 83.19, "close": 83.19, "amount_yi": 0.0239 }, { "time": "10:00", "open": 83.41, "high": 83.56, "low": 83.41, "close": 83.56, "amount_yi": 0.1354 }, { "time": "10:01", "open": 83.47, "high": 84.2, "low": 83.47, "close": 84.2, "amount_yi": 0.1117 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 84.2, "ts": "2026-06-29T10:01:37", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 82.82, "bid1": 83.99, "ask1": 84.1, "bid_qty1": 2, "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": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 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": 77.3252, "price_vs_vwap_pct": 2.1401, "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": 0.5381, "prev_amount_yi": 0.6801, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 76.98, "high": 77.32, "low": 76.98, "close": 77.32, "amount_yi": 0.1191 }, { "time": "09:58", "open": 77.91, "high": 77.91, "low": 77.53, "close": 77.53, "amount_yi": 0.1173 }, { "time": "09:59", "open": 77.73, "high": 77.73, "low": 77.73, "close": 77.73, "amount_yi": 0.044 }, { "time": "10:00", "open": 77.86, "high": 78.5, "low": 77.86, "close": 78.5, "amount_yi": 0.0927 }, { "time": "10:01", "open": 78.8, "high": 78.98, "low": 78.8, "close": 78.98, "amount_yi": 0.165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 78.98, "ts": "2026-06-29T10:01:39", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 73.88, "bid1": 78.8, "ask1": 78.98, "bid_qty1": 22, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 34.3506, "price_vs_vwap_pct": -0.322, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6747, "prev_amount_yi": 0.597, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 34.13, "high": 34.26, "low": 34.13, "close": 34.26, "amount_yi": 0.1331 }, { "time": "09:58", "open": 34.13, "high": 34.18, "low": 34.13, "close": 34.18, "amount_yi": 0.0705 }, { "time": "09:59", "open": 34.17, "high": 34.17, "low": 34.17, "close": 34.17, "amount_yi": 0.0548 }, { "time": "10:00", "open": 34.08, "high": 34.08, "low": 34.05, "close": 34.05, "amount_yi": 0.2772 }, { "time": "10:01", "open": 34.19, "high": 34.24, "low": 34.19, "close": 34.24, "amount_yi": 0.1391 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 34.24, "ts": "2026-06-29T10:01:37", "prev_close": 33.96, "open": 34.1, "high": 34.86, "low": 33.7, "bid1": 34.24, "ask1": 34.25, "bid_qty1": 89, "ask_qty1": 3 }, "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": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.94, "max_chase_pct": 1.5, "base_exec_high": 18.67, "dynamic_exec_high": null, "entry_zone_low": 18.11, "entry_zone_high": 18.67, "entry_risk_pct": null, "intraday_vwap": 17.922, "price_vs_vwap_pct": -2.1315, "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": 0.7942, "prev_amount_yi": 0.9197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8635, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 17.64, "high": 17.64, "low": 17.55, "close": 17.55, "amount_yi": 0.2132 }, { "time": "09:58", "open": 17.51, "high": 17.51, "low": 17.45, "close": 17.45, "amount_yi": 0.1667 }, { "time": "09:59", "open": 17.45, "high": 17.45, "low": 17.45, "close": 17.45, "amount_yi": 0.1388 }, { "time": "10:00", "open": 17.53, "high": 17.53, "low": 17.44, "close": 17.44, "amount_yi": 0.1407 }, { "time": "10:01", "open": 17.46, "high": 17.54, "low": 17.46, "close": 17.54, "amount_yi": 0.1348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 17.54, "ts": "2026-06-29T10:01:37", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 17.42, "bid1": 17.54, "ask1": 17.55, "bid_qty1": 4, "ask_qty1": 71 }, "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": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 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": 12.1263, "price_vs_vwap_pct": -0.052, "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": 0.2111, "prev_amount_yi": 0.1981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 12.09, "high": 12.09, "low": 12.08, "close": 12.08, "amount_yi": 0.033 }, { "time": "09:58", "open": 12.09, "high": 12.11, "low": 12.09, "close": 12.11, "amount_yi": 0.0417 }, { "time": "09:59", "open": 12.15, "high": 12.15, "low": 12.15, "close": 12.15, "amount_yi": 0.0168 }, { "time": "10:00", "open": 12.15, "high": 12.15, "low": 12.14, "close": 12.14, "amount_yi": 0.0559 }, { "time": "10:01", "open": 12.17, "high": 12.17, "low": 12.12, "close": 12.12, "amount_yi": 0.0637 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 12.12, "ts": "2026-06-29T10:01:36", "prev_close": 12.16, "open": 12.17, "high": 12.32, "low": 11.95, "bid1": 12.12, "ask1": 12.14, "bid_qty1": 202, "ask_qty1": 636 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-29T10:01:40", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.11, "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": 27.0787, "price_vs_vwap_pct": 2.6637, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7893, "prev_amount_yi": 1.4795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 27.52, "high": 27.52, "low": 27.51, "close": 27.51, "amount_yi": 0.3145 }, { "time": "09:58", "open": 27.33, "high": 27.45, "low": 27.33, "close": 27.45, "amount_yi": 0.1952 }, { "time": "09:59", "open": 27.37, "high": 27.37, "low": 27.37, "close": 27.37, "amount_yi": 0.0728 }, { "time": "10:00", "open": 27.68, "high": 27.68, "low": 27.65, "close": 27.65, "amount_yi": 0.6326 }, { "time": "10:01", "open": 27.85, "high": 27.85, "low": 27.8, "close": 27.8, "amount_yi": 0.5742 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 27.8, "ts": "2026-06-29T10:01:36", "prev_close": 26.32, "open": 26.68, "high": 27.9, "low": 26.0, "bid1": 27.76, "ask1": 27.8, "bid_qty1": 1, "ask_qty1": 62 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 86.9933, "price_vs_vwap_pct": -1.7625, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.847, "prev_amount_yi": 1.3846, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 86.0, "high": 86.0, "low": 85.85, "close": 85.85, "amount_yi": 0.4854 }, { "time": "09:58", "open": 85.4, "high": 85.4, "low": 84.95, "close": 84.95, "amount_yi": 0.3866 }, { "time": "09:59", "open": 85.19, "high": 85.19, "low": 85.19, "close": 85.19, "amount_yi": 0.2988 }, { "time": "10:00", "open": 85.5, "high": 85.5, "low": 84.91, "close": 84.91, "amount_yi": 0.4178 }, { "time": "10:01", "open": 85.33, "high": 85.46, "low": 85.33, "close": 85.46, "amount_yi": 0.2584 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 85.46, "ts": "2026-06-29T10:01:39", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 84.85, "bid1": 85.46, "ask1": 85.47, "bid_qty1": 93, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 7.9718, "price_vs_vwap_pct": -1.6533, "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": 16.2929, "prev_amount_yi": 20.1594, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8082, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 3.1009 }, { "time": "09:58", "open": 7.72, "high": 7.72, "low": 7.71, "close": 7.71, "amount_yi": 5.8493 }, { "time": "09:59", "open": 7.75, "high": 7.75, "low": 7.75, "close": 7.75, "amount_yi": 1.3007 }, { "time": "10:00", "open": 7.83, "high": 7.83, "low": 7.76, "close": 7.76, "amount_yi": 3.4316 }, { "time": "10:01", "open": 7.81, "high": 7.84, "low": 7.81, "close": 7.84, "amount_yi": 2.6104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:39", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.7, "bid1": 7.83, "ask1": 7.84, "bid_qty1": 1280, "ask_qty1": 5359 }, "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": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 193.64, "max_chase_pct": 1.5, "base_exec_high": 190.82, "dynamic_exec_high": null, "entry_zone_low": 185.18, "entry_zone_high": 190.82, "entry_risk_pct": null, "intraday_vwap": 177.3039, "price_vs_vwap_pct": -2.1172, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.8018, "prev_amount_yi": 1.926, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9739, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 174.2, "high": 174.2, "low": 173.11, "close": 173.11, "amount_yi": 0.8201 }, { "time": "09:58", "open": 172.42, "high": 172.42, "low": 170.95, "close": 170.95, "amount_yi": 1.1527 }, { "time": "09:59", "open": 170.5, "high": 170.5, "low": 170.5, "close": 170.5, "amount_yi": 0.6558 }, { "time": "10:00", "open": 172.0, "high": 173.59, "low": 172.0, "close": 173.59, "amount_yi": 0.7014 }, { "time": "10:01", "open": 173.05, "high": 173.55, "low": 173.05, "close": 173.55, "amount_yi": 0.4718 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 173.55, "ts": "2026-06-29T10:01:38", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 170.0, "bid1": 173.5, "ask1": 173.52, "bid_qty1": 5, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM", "symbol": "SZSE.300761", "name": "立华股份", "side": "BUY", "priority": "W55", "status": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 16.22, "price_vs_vwap_pct": 1.5413, "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": 0.0539, "prev_amount_yi": 0.231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 16.45, "high": 16.45, "low": 16.44, "close": 16.44, "amount_yi": 0.0107 }, { "time": "09:58", "open": 16.46, "high": 16.54, "low": 16.46, "close": 16.54, "amount_yi": 0.021 }, { "time": "09:59", "open": 16.47, "high": 16.47, "low": 16.47, "close": 16.47, "amount_yi": 0.004 }, { "time": "10:00", "open": 16.46, "high": 16.48, "low": 16.46, "close": 16.48, "amount_yi": 0.0094 }, { "time": "10:01", "open": 16.51, "high": 16.51, "low": 16.47, "close": 16.47, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 16.47, "ts": "2026-06-29T10:01:36", "prev_close": 16.23, "open": 16.19, "high": 16.55, "low": 15.98, "bid1": 16.46, "ask1": 16.48, "bid_qty1": 108, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 20.9161, "price_vs_vwap_pct": -2.4675, "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": 0.1469, "prev_amount_yi": 0.2763, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5317, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 20.38, "high": 20.38, "low": 20.33, "close": 20.33, "amount_yi": 0.0413 }, { "time": "09:58", "open": 20.36, "high": 20.36, "low": 20.36, "close": 20.36, "amount_yi": 0.0399 }, { "time": "09:59", "open": 20.46, "high": 20.46, "low": 20.46, "close": 20.46, "amount_yi": 0.0054 }, { "time": "10:00", "open": 20.54, "high": 20.54, "low": 20.45, "close": 20.45, "amount_yi": 0.033 }, { "time": "10:01", "open": 20.48, "high": 20.48, "low": 20.4, "close": 20.4, "amount_yi": 0.0273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 20.4, "ts": "2026-06-29T10:01:37", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 20.2, "bid1": 20.38, "ask1": 20.4, "bid_qty1": 25, "ask_qty1": 36 }, "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": "2026-06-29T10:01:40", "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": 1.0027, "prev_amount_yi": 0.9335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 498.67, "high": 498.98, "low": 498.67, "close": 498.98, "amount_yi": 0.3497 }, { "time": "09:58", "open": 500.0, "high": 500.33, "low": 500.0, "close": 500.33, "amount_yi": 0.1243 }, { "time": "09:59", "open": 499.1, "high": 499.1, "low": 499.1, "close": 499.1, "amount_yi": 0.108 }, { "time": "10:00", "open": 497.0, "high": 497.0, "low": 496.76, "close": 496.76, "amount_yi": 0.2439 }, { "time": "10:01", "open": 495.1, "high": 495.1, "low": 493.49, "close": 493.49, "amount_yi": 0.1768 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 493.49, "ts": "2026-06-29T10:01:38", "prev_close": 469.1, "open": 470.5, "high": 506.0, "low": 470.5, "bid1": 492.33, "ask1": 493.49, "bid_qty1": 10, "ask_qty1": 3 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "sim_reason": "minute_energy_ratio_too_low", "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": 3.89, "intraday_vwap": 18.188, "price_vs_vwap_pct": 6.004, "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": 0.3055, "prev_amount_yi": 0.2949, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0359, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 18.99, "high": 19.05, "low": 18.99, "close": 19.05, "amount_yi": 0.0946 }, { "time": "09:58", "open": 19.25, "high": 19.25, "low": 19.21, "close": 19.21, "amount_yi": 0.0878 }, { "time": "09:59", "open": 18.99, "high": 18.99, "low": 18.99, "close": 18.99, "amount_yi": 0.0253 }, { "time": "10:00", "open": 19.1, "high": 19.1, "low": 19.08, "close": 19.08, "amount_yi": 0.0669 }, { "time": "10:01", "open": 19.17, "high": 19.28, "low": 19.17, "close": 19.28, "amount_yi": 0.0309 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.28, "ts": "2026-06-29T10:01:38", "prev_close": 17.87, "open": 17.13, "high": 19.3, "low": 17.13, "bid1": 19.27, "ask1": 19.28, "bid_qty1": 60, "ask_qty1": 19 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "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": 9.7642, "price_vs_vwap_pct": -1.8865, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1824, "prev_amount_yi": 0.1505, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.212, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 9.6, "high": 9.6, "low": 9.58, "close": 9.58, "amount_yi": 0.0316 }, { "time": "09:58", "open": 9.59, "high": 9.59, "low": 9.57, "close": 9.57, "amount_yi": 0.0308 }, { "time": "09:59", "open": 9.56, "high": 9.56, "low": 9.56, "close": 9.56, "amount_yi": 0.0243 }, { "time": "10:00", "open": 9.56, "high": 9.6, "low": 9.56, "close": 9.6, "amount_yi": 0.035 }, { "time": "10:01", "open": 9.56, "high": 9.58, "low": 9.56, "close": 9.58, "amount_yi": 0.0607 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 9.58, "ts": "2026-06-29T10:01:36", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.58, "ask1": 9.61, "bid_qty1": 14, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 49.1298, "price_vs_vwap_pct": -1.8315, "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": 1.728, "prev_amount_yi": 2.2104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7818, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 48.32, "high": 48.49, "low": 48.32, "close": 48.49, "amount_yi": 0.3451 }, { "time": "09:58", "open": 48.39, "high": 48.39, "low": 48.16, "close": 48.16, "amount_yi": 0.3055 }, { "time": "09:59", "open": 48.3, "high": 48.3, "low": 48.3, "close": 48.3, "amount_yi": 0.2266 }, { "time": "10:00", "open": 48.35, "high": 48.35, "low": 48.15, "close": 48.15, "amount_yi": 0.3834 }, { "time": "10:01", "open": 48.14, "high": 48.23, "low": 48.14, "close": 48.23, "amount_yi": 0.4674 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 48.23, "ts": "2026-06-29T10:01:37", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 47.47, "bid1": 48.23, "ask1": 48.26, "bid_qty1": 13, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W61", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 45.98, "exec_low": 46.67, "exec_high": 46.67, "invalid_price": 44.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "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": 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": 4.0654, "intraday_vwap": 44.9293, "price_vs_vwap_pct": 3.4737, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2516, "prev_amount_yi": 0.8854, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 46.17, "high": 46.26, "low": 46.17, "close": 46.26, "amount_yi": 0.4124 }, { "time": "09:58", "open": 45.83, "high": 45.83, "low": 45.77, "close": 45.77, "amount_yi": 0.212 }, { "time": "09:59", "open": 45.71, "high": 45.71, "low": 45.71, "close": 45.71, "amount_yi": 0.0848 }, { "time": "10:00", "open": 46.06, "high": 46.06, "low": 45.99, "close": 45.99, "amount_yi": 0.2208 }, { "time": "10:01", "open": 46.22, "high": 46.49, "low": 46.22, "close": 46.49, "amount_yi": 0.3216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 46.49, "ts": "2026-06-29T10:01:36", "prev_close": 45.05, "open": 45.07, "high": 46.5, "low": 43.58, "bid1": 46.48, "ask1": 46.49, "bid_qty1": 272, "ask_qty1": 48 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603823:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603823:VWAP_RECLAIM", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W62", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.04, "exec_low": 57.9, "exec_high": 57.9, "invalid_price": 55.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "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": 50.9884, "price_vs_vwap_pct": -2.1738, "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": 0.6481, "prev_amount_yi": 0.7818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 49.62, "high": 49.62, "low": 49.61, "close": 49.61, "amount_yi": 0.2963 }, { "time": "09:58", "open": 49.61, "high": 49.64, "low": 49.61, "close": 49.64, "amount_yi": 0.1524 }, { "time": "09:59", "open": 49.65, "high": 49.65, "low": 49.65, "close": 49.65, "amount_yi": 0.0244 }, { "time": "10:00", "open": 49.62, "high": 49.7, "low": 49.62, "close": 49.7, "amount_yi": 0.1068 }, { "time": "10:01", "open": 49.79, "high": 49.88, "low": 49.79, "close": 49.88, "amount_yi": 0.0682 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 49.88, "ts": "2026-06-29T10:01:39", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 49.88, "ask1": 49.9, "bid_qty1": 15, "ask_qty1": 27 }, "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": "2026-06-29T10:01:40", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5694, "prev_amount_yi": 0.4416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2894, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 136.0, "high": 136.0, "low": 135.5, "close": 135.5, "amount_yi": 0.1606 }, { "time": "09:58", "open": 135.01, "high": 135.01, "low": 134.81, "close": 134.81, "amount_yi": 0.0967 }, { "time": "09:59", "open": 136.03, "high": 136.03, "low": 136.03, "close": 136.03, "amount_yi": 0.0858 }, { "time": "10:00", "open": 135.59, "high": 136.5, "low": 135.59, "close": 136.5, "amount_yi": 0.1511 }, { "time": "10:01", "open": 136.36, "high": 136.36, "low": 135.85, "close": 135.85, "amount_yi": 0.0752 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 135.85, "ts": "2026-06-29T10:01:37", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 130.5, "bid1": 135.85, "ask1": 136.35, "bid_qty1": 3, "ask_qty1": 26 }, "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": "2026-06-29T10:01:40", "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": 30.0908, "price_vs_vwap_pct": 0.5623, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0672, "prev_amount_yi": 1.9364, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 30.73, "high": 30.73, "low": 30.51, "close": 30.51, "amount_yi": 0.6269 }, { "time": "09:58", "open": 30.55, "high": 30.7, "low": 30.55, "close": 30.7, "amount_yi": 0.3457 }, { "time": "09:59", "open": 30.71, "high": 30.71, "low": 30.71, "close": 30.71, "amount_yi": 0.1913 }, { "time": "10:00", "open": 30.72, "high": 30.72, "low": 30.36, "close": 30.36, "amount_yi": 0.5641 }, { "time": "10:01", "open": 30.26, "high": 30.26, "low": 30.26, "close": 30.26, "amount_yi": 0.3392 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 30.26, "ts": "2026-06-29T10:01:37", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 30.26, "ask1": 30.27, "bid_qty1": 49, "ask_qty1": 15 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 4.1345, "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": 1.1215, "prev_amount_yi": 1.9835, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 683.01, "high": 683.01, "low": 683.0, "close": 683.0, "amount_yi": 0.324 }, { "time": "09:58", "open": 683.0, "high": 683.0, "low": 681.22, "close": 681.22, "amount_yi": 0.259 }, { "time": "09:59", "open": 684.93, "high": 684.93, "low": 684.93, "close": 684.93, "amount_yi": 0.073 }, { "time": "10:00", "open": 685.0, "high": 688.39, "low": 685.0, "close": 688.39, "amount_yi": 0.2574 }, { "time": "10:01", "open": 685.0, "high": 685.0, "low": 682.0, "close": 682.0, "amount_yi": 0.2081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 682.0, "ts": "2026-06-29T10:01:38", "prev_close": 653.7, "open": 660.0, "high": 704.0, "low": 660.0, "bid1": 682.0, "ask1": 684.0, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 47.591, "price_vs_vwap_pct": -0.1072, "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": 0.1791, "prev_amount_yi": 0.2076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 47.6, "high": 47.91, "low": 47.6, "close": 47.91, "amount_yi": 0.0631 }, { "time": "09:58", "open": 47.68, "high": 47.68, "low": 47.65, "close": 47.65, "amount_yi": 0.0258 }, { "time": "09:59", "open": 47.7, "high": 47.7, "low": 47.7, "close": 47.7, "amount_yi": 0.0256 }, { "time": "10:00", "open": 47.76, "high": 47.76, "low": 47.57, "close": 47.57, "amount_yi": 0.0374 }, { "time": "10:01", "open": 47.58, "high": 47.58, "low": 47.54, "close": 47.54, "amount_yi": 0.0272 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 47.54, "ts": "2026-06-29T10:01:38", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.54, "ask1": 47.58, "bid_qty1": 10, "ask_qty1": 6 }, "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": "2026-06-29T10:01:40", "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": 22.6402, "price_vs_vwap_pct": -0.1776, "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": 0.5504, "prev_amount_yi": 0.8526, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 22.11, "high": 22.13, "low": 22.11, "close": 22.13, "amount_yi": 0.0953 }, { "time": "09:58", "open": 22.29, "high": 22.34, "low": 22.29, "close": 22.34, "amount_yi": 0.2045 }, { "time": "09:59", "open": 22.35, "high": 22.35, "low": 22.35, "close": 22.35, "amount_yi": 0.0527 }, { "time": "10:00", "open": 22.4, "high": 22.45, "low": 22.4, "close": 22.45, "amount_yi": 0.0817 }, { "time": "10:01", "open": 22.53, "high": 22.6, "low": 22.53, "close": 22.6, "amount_yi": 0.1162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 22.6, "ts": "2026-06-29T10:01:36", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 22.08, "bid1": 22.59, "ask1": 22.61, "bid_qty1": 4, "ask_qty1": 223 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 3.7538, "intraday_vwap": 13.0362, "price_vs_vwap_pct": 2.1003, "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": 2.0294, "prev_amount_yi": 3.6434, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.557, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 13.3, "high": 13.35, "low": 13.3, "close": 13.35, "amount_yi": 0.6247 }, { "time": "09:58", "open": 13.24, "high": 13.25, "low": 13.24, "close": 13.25, "amount_yi": 0.3866 }, { "time": "09:59", "open": 13.25, "high": 13.25, "low": 13.25, "close": 13.25, "amount_yi": 0.224 }, { "time": "10:00", "open": 13.31, "high": 13.31, "low": 13.23, "close": 13.23, "amount_yi": 0.5227 }, { "time": "10:01", "open": 13.25, "high": 13.31, "low": 13.25, "close": 13.31, "amount_yi": 0.2714 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 13.31, "ts": "2026-06-29T10:01:38", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.6, "bid1": 13.31, "ask1": 13.32, "bid_qty1": 2266, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 3.4598, "intraday_vwap": 154.8833, "price_vs_vwap_pct": 2.6579, "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": 1.197, "prev_amount_yi": 1.5926, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 157.48, "high": 157.48, "low": 157.1, "close": 157.1, "amount_yi": 0.1721 }, { "time": "09:58", "open": 156.26, "high": 156.76, "low": 156.26, "close": 156.76, "amount_yi": 0.141 }, { "time": "09:59", "open": 156.85, "high": 156.85, "low": 156.85, "close": 156.85, "amount_yi": 0.0715 }, { "time": "10:00", "open": 158.0, "high": 158.16, "low": 158.0, "close": 158.16, "amount_yi": 0.2955 }, { "time": "10:01", "open": 159.34, "high": 159.34, "low": 159.0, "close": 159.0, "amount_yi": 0.5169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 159.0, "ts": "2026-06-29T10:01:39", "prev_close": 152.5, "open": 155.55, "high": 159.44, "low": 151.0, "bid1": 159.0, "ask1": 159.26, "bid_qty1": 31, "ask_qty1": 3 }, "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": "2026-06-29T10:01:40", "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": 20.1119, "price_vs_vwap_pct": -3.1916, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7326, "prev_amount_yi": 1.3838, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2521, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 19.23, "high": 19.23, "low": 19.2, "close": 19.2, "amount_yi": 0.3826 }, { "time": "09:58", "open": 19.26, "high": 19.28, "low": 19.26, "close": 19.28, "amount_yi": 0.4948 }, { "time": "09:59", "open": 19.35, "high": 19.35, "low": 19.35, "close": 19.35, "amount_yi": 0.1239 }, { "time": "10:00", "open": 19.25, "high": 19.25, "low": 19.15, "close": 19.15, "amount_yi": 0.4796 }, { "time": "10:01", "open": 19.33, "high": 19.47, "low": 19.33, "close": 19.47, "amount_yi": 0.2517 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 19.47, "ts": "2026-06-29T10:01:38", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 19.06, "bid1": 19.42, "ask1": 19.47, "bid_qty1": 3, "ask_qty1": 4 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 133.33, "exec_low": 135.33, "exec_high": 135.33, "invalid_price": 129.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 137.33, "max_chase_pct": 1.5, "base_exec_high": 135.33, "dynamic_exec_high": null, "entry_zone_low": 131.33, "entry_zone_high": 135.33, "entry_risk_pct": null, "intraday_vwap": 132.3855, "price_vs_vwap_pct": -1.3487, "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": 0.2221, "prev_amount_yi": 0.2405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 131.46, "high": 131.48, "low": 131.46, "close": 131.48, "amount_yi": 0.0458 }, { "time": "09:58", "open": 130.91, "high": 130.91, "low": 130.5, "close": 130.5, "amount_yi": 0.024 }, { "time": "09:59", "open": 130.46, "high": 130.46, "low": 130.46, "close": 130.46, "amount_yi": 0.0121 }, { "time": "10:00", "open": 130.36, "high": 130.39, "low": 130.36, "close": 130.39, "amount_yi": 0.0574 }, { "time": "10:01", "open": 130.02, "high": 130.6, "low": 130.02, "close": 130.6, "amount_yi": 0.0828 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 130.6, "ts": "2026-06-29T10:01:36", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 127.01, "bid1": 130.17, "ask1": 130.6, "bid_qty1": 13, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM", "symbol": "SHSE.688090", "name": "瑞松科技", "side": "BUY", "priority": "W72", "status": "CANCELLED", "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": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3731, "prev_amount_yi": 0.4303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 108.54, "high": 109.09, "low": 108.54, "close": 109.09, "amount_yi": 0.0952 }, { "time": "09:58", "open": 108.57, "high": 108.57, "low": 108.36, "close": 108.36, "amount_yi": 0.0509 }, { "time": "09:59", "open": 108.0, "high": 108.0, "low": 108.0, "close": 108.0, "amount_yi": 0.0413 }, { "time": "10:00", "open": 107.75, "high": 108.37, "low": 107.75, "close": 108.37, "amount_yi": 0.1036 }, { "time": "10:01", "open": 108.37, "high": 108.37, "low": 108.0, "close": 108.0, "amount_yi": 0.0821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 108.0, "ts": "2026-06-29T10:01:37", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 107.08, "bid1": 107.65, "ask1": 107.98, "bid_qty1": 6, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:01:40", "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": 54.1551, "price_vs_vwap_pct": 2.3357, "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": 1.0779, "prev_amount_yi": 7.2772, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.2508 }, { "time": "09:58", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.3103 }, { "time": "09:59", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.1615 }, { "time": "10:00", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.202 }, { "time": "10:01", "open": 55.42, "high": 55.42, "low": 55.42, "close": 55.42, "amount_yi": 0.1533 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:37", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 52.01, "bid1": 55.42, "ask1": 0.0, "bid_qty1": 153535, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 11.29, "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": 10.6255, "price_vs_vwap_pct": 0.2306, "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": 0.0795, "prev_amount_yi": 0.0998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7966, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0116 }, { "time": "09:58", "open": 10.6, "high": 10.6, "low": 10.58, "close": 10.58, "amount_yi": 0.0127 }, { "time": "09:59", "open": 10.58, "high": 10.58, "low": 10.58, "close": 10.58, "amount_yi": 0.0116 }, { "time": "10:00", "open": 10.58, "high": 10.64, "low": 10.58, "close": 10.64, "amount_yi": 0.028 }, { "time": "10:01", "open": 10.63, "high": 10.65, "low": 10.63, "close": 10.65, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 10.65, "ts": "2026-06-29T10:01:37", "prev_close": 10.79, "open": 10.75, "high": 10.88, "low": 10.46, "bid1": 10.65, "ask1": 10.66, "bid_qty1": 142, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:01:40", "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": 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": 7.372, "price_vs_vwap_pct": 1.3294, "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": 0.0605, "prev_amount_yi": 0.0941, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 7.47, "high": 7.47, "low": 7.47, "close": 7.47, "amount_yi": 0.0076 }, { "time": "09:58", "open": 7.46, "high": 7.47, "low": 7.46, "close": 7.47, "amount_yi": 0.0175 }, { "time": "09:59", "open": 7.46, "high": 7.46, "low": 7.46, "close": 7.46, "amount_yi": 0.0049 }, { "time": "10:00", "open": 7.47, "high": 7.47, "low": 7.47, "close": 7.47, "amount_yi": 0.018 }, { "time": "10:01", "open": 7.48, "high": 7.48, "low": 7.47, "close": 7.47, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 7.47, "ts": "2026-06-29T10:01:38", "prev_close": 7.51, "open": 7.48, "high": 7.48, "low": 7.29, "bid1": 7.46, "ask1": 7.47, "bid_qty1": 659, "ask_qty1": 175 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603259:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603259:VWAP_RECLAIM", "symbol": "SHSE.603259", "name": "药明康德", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 121.07, "exec_low": 122.89, "exec_high": 122.89, "invalid_price": 117.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "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": 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": 3.8953, "intraday_vwap": 119.8206, "price_vs_vwap_pct": 1.9608, "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": 4.1278, "prev_amount_yi": 4.5936, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8986, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 121.9, "high": 121.9, "low": 121.42, "close": 121.42, "amount_yi": 0.8234 }, { "time": "09:58", "open": 121.13, "high": 121.34, "low": 121.13, "close": 121.34, "amount_yi": 0.6331 }, { "time": "09:59", "open": 121.25, "high": 121.25, "low": 121.25, "close": 121.25, "amount_yi": 0.457 }, { "time": "10:00", "open": 121.9, "high": 121.9, "low": 121.43, "close": 121.43, "amount_yi": 0.8559 }, { "time": "10:01", "open": 122.28, "high": 122.28, "low": 122.17, "close": 122.17, "amount_yi": 1.3584 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 122.17, "ts": "2026-06-29T10:01:37", "prev_close": 118.18, "open": 117.21, "high": 122.39, "low": 116.8, "bid1": 122.17, "ask1": 122.2, "bid_qty1": 37, "ask_qty1": 58 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM", "symbol": "SHSE.688456", "name": "有研粉材", "side": "BUY", "priority": "W77", "status": "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": "2026-06-29T10:01:40", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9299, "prev_amount_yi": 0.6896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3485, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 142.99, "high": 142.99, "low": 142.61, "close": 142.61, "amount_yi": 0.2414 }, { "time": "09:58", "open": 141.04, "high": 142.54, "low": 141.04, "close": 142.54, "amount_yi": 0.3133 }, { "time": "09:59", "open": 142.22, "high": 142.22, "low": 142.22, "close": 142.22, "amount_yi": 0.0854 }, { "time": "10:00", "open": 142.02, "high": 143.18, "low": 142.02, "close": 143.18, "amount_yi": 0.1061 }, { "time": "10:01", "open": 143.34, "high": 144.04, "low": 143.34, "close": 144.04, "amount_yi": 0.1837 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 144.04, "ts": "2026-06-29T10:01:39", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 141.0, "bid1": 144.0, "ask1": 144.04, "bid_qty1": 27, "ask_qty1": 0 }, "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": "2026-06-29T10:01:40", "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": 12.3909, "price_vs_vwap_pct": -1.1371, "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": 2.1617, "prev_amount_yi": 2.1748, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.994, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 12.25, "high": 12.28, "low": 12.25, "close": 12.28, "amount_yi": 0.5974 }, { "time": "09:58", "open": 12.3, "high": 12.3, "low": 12.3, "close": 12.3, "amount_yi": 0.3357 }, { "time": "09:59", "open": 12.34, "high": 12.34, "low": 12.34, "close": 12.34, "amount_yi": 0.1443 }, { "time": "10:00", "open": 12.34, "high": 12.34, "low": 12.26, "close": 12.26, "amount_yi": 0.7021 }, { "time": "10:01", "open": 12.24, "high": 12.25, "low": 12.24, "close": 12.25, "amount_yi": 0.3822 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 12.25, "ts": "2026-06-29T10:01:37", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 12.09, "bid1": 12.25, "ask1": 12.26, "bid_qty1": 175, "ask_qty1": 751 }, "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": "2026-06-29T10:01:40", "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": 22.7592, "price_vs_vwap_pct": -2.0176, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.2712, "prev_amount_yi": 5.962, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0519, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 22.34, "high": 22.34, "low": 22.33, "close": 22.33, "amount_yi": 1.5371 }, { "time": "09:58", "open": 22.22, "high": 22.22, "low": 22.21, "close": 22.21, "amount_yi": 1.6103 }, { "time": "09:59", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.5515 }, { "time": "10:00", "open": 22.32, "high": 22.32, "low": 22.2, "close": 22.2, "amount_yi": 1.3839 }, { "time": "10:01", "open": 22.2, "high": 22.3, "low": 22.2, "close": 22.3, "amount_yi": 1.1884 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 22.3, "ts": "2026-06-29T10:01:39", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 22.15, "bid1": 22.3, "ask1": 22.32, "bid_qty1": 1062, "ask_qty1": 357 }, "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": "2026-06-29T10:01:40", "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": 0.093, "prev_amount_yi": 0.087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 68.66, "high": 68.66, "low": 68.4, "close": 68.4, "amount_yi": 0.0138 }, { "time": "09:58", "open": 68.46, "high": 68.46, "low": 68.0, "close": 68.0, "amount_yi": 0.0227 }, { "time": "09:59", "open": 68.0, "high": 68.0, "low": 68.0, "close": 68.0, "amount_yi": 0.0173 }, { "time": "10:00", "open": 68.57, "high": 68.57, "low": 68.56, "close": 68.56, "amount_yi": 0.0249 }, { "time": "10:01", "open": 68.56, "high": 68.88, "low": 68.56, "close": 68.88, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 68.88, "ts": "2026-06-29T10:01:38", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 67.5, "bid1": 68.3, "ask1": 68.88, "bid_qty1": 11, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM", "symbol": "SZSE.000021", "name": "深科技", "side": "BUY", "priority": "W81", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.63, "exec_low": 58.49, "exec_high": 58.49, "invalid_price": 55.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "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": 57.6531, "price_vs_vwap_pct": 2.0934, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8493, "prev_amount_yi": 0.7207, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.9535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1097 }, { "time": "09:58", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1882 }, { "time": "09:59", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0741 }, { "time": "10:00", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 2.2514 }, { "time": "10:01", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.2259 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": "2026-06-29T10:01:39", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 56.0, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 285193, "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": "2026-06-29T10:01:40", "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": 26.3972, "price_vs_vwap_pct": 1.1092, "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": 0.1516, "prev_amount_yi": 0.2474, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6128, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 26.69, "high": 26.71, "low": 26.69, "close": 26.71, "amount_yi": 0.0424 }, { "time": "09:58", "open": 26.74, "high": 26.74, "low": 26.69, "close": 26.69, "amount_yi": 0.0284 }, { "time": "09:59", "open": 26.67, "high": 26.67, "low": 26.67, "close": 26.67, "amount_yi": 0.0067 }, { "time": "10:00", "open": 26.65, "high": 26.65, "low": 26.63, "close": 26.63, "amount_yi": 0.0389 }, { "time": "10:01", "open": 26.66, "high": 26.69, "low": 26.66, "close": 26.69, "amount_yi": 0.0352 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 26.69, "ts": "2026-06-29T10:01:39", "prev_close": 25.42, "open": 25.43, "high": 26.75, "low": 25.27, "bid1": 26.68, "ask1": 26.69, "bid_qty1": 3, "ask_qty1": 53 }, "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": "2026-06-29T10:01:40", "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": 74.3301, "price_vs_vwap_pct": 0.2555, "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": 0.1637, "prev_amount_yi": 0.2893, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5658, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 73.64, "high": 73.8, "low": 73.64, "close": 73.8, "amount_yi": 0.0221 }, { "time": "09:58", "open": 73.62, "high": 73.62, "low": 73.5, "close": 73.5, "amount_yi": 0.0317 }, { "time": "09:59", "open": 73.5, "high": 73.5, "low": 73.5, "close": 73.5, "amount_yi": 0.0069 }, { "time": "10:00", "open": 73.66, "high": 74.17, "low": 73.66, "close": 74.17, "amount_yi": 0.0615 }, { "time": "10:01", "open": 74.3, "high": 74.52, "low": 74.3, "close": 74.52, "amount_yi": 0.0415 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 74.52, "ts": "2026-06-29T10:01:37", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 72.19, "bid1": 74.52, "ask1": 74.58, "bid_qty1": 16, "ask_qty1": 11 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.02, "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": 54.9752, "price_vs_vwap_pct": 1.1365, "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": 0.0732, "prev_amount_yi": 0.0632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1582, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 55.2, "high": 55.2, "low": 55.15, "close": 55.15, "amount_yi": 0.0105 }, { "time": "09:58", "open": 55.13, "high": 55.22, "low": 55.13, "close": 55.22, "amount_yi": 0.0078 }, { "time": "09:59", "open": 55.16, "high": 55.16, "low": 55.16, "close": 55.16, "amount_yi": 0.002 }, { "time": "10:00", "open": 55.17, "high": 55.31, "low": 55.17, "close": 55.31, "amount_yi": 0.0202 }, { "time": "10:01", "open": 55.4, "high": 55.6, "low": 55.4, "close": 55.6, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 55.6, "ts": "2026-06-29T10:01:38", "prev_close": 56.7, "open": 56.4, "high": 56.4, "low": 54.3, "bid1": 55.57, "ask1": 55.63, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 4.8425, "price_vs_vwap_pct": 0.3614, "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": 0.1164, "prev_amount_yi": 0.2138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 4.84, "high": 4.85, "low": 4.84, "close": 4.85, "amount_yi": 0.0417 }, { "time": "09:58", "open": 4.85, "high": 4.85, "low": 4.85, "close": 4.85, "amount_yi": 0.013 }, { "time": "09:59", "open": 4.85, "high": 4.85, "low": 4.85, "close": 4.85, "amount_yi": 0.0109 }, { "time": "10:00", "open": 4.85, "high": 4.86, "low": 4.85, "close": 4.86, "amount_yi": 0.0259 }, { "time": "10:01", "open": 4.86, "high": 4.86, "low": 4.86, "close": 4.86, "amount_yi": 0.0249 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 4.86, "ts": "2026-06-29T10:01:37", "prev_close": 4.92, "open": 4.91, "high": 4.91, "low": 4.81, "bid1": 4.85, "ask1": 4.86, "bid_qty1": 11491, "ask_qty1": 16735 }, "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": "2026-06-29T10:01:40", "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": 16.4016, "price_vs_vwap_pct": -1.4121, "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": 0.3157, "prev_amount_yi": 0.3791, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8328, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 16.17, "high": 16.17, "low": 16.17, "close": 16.17, "amount_yi": 0.0753 }, { "time": "09:58", "open": 16.14, "high": 16.15, "low": 16.14, "close": 16.15, "amount_yi": 0.0761 }, { "time": "09:59", "open": 16.13, "high": 16.13, "low": 16.13, "close": 16.13, "amount_yi": 0.0285 }, { "time": "10:00", "open": 16.15, "high": 16.15, "low": 16.08, "close": 16.08, "amount_yi": 0.0837 }, { "time": "10:01", "open": 16.09, "high": 16.17, "low": 16.09, "close": 16.17, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 16.17, "ts": "2026-06-29T10:01:38", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 16.06, "bid1": 16.17, "ask1": 16.18, "bid_qty1": 47, "ask_qty1": 116 }, "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": "2026-06-29T10:01:40", "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": 2.921, "price_vs_vwap_pct": -0.0342, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1656, "prev_amount_yi": 0.1073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 2.91, "high": 2.91, "low": 2.89, "close": 2.89, "amount_yi": 0.0678 }, { "time": "09:58", "open": 2.9, "high": 2.9, "low": 2.9, "close": 2.9, "amount_yi": 0.0191 }, { "time": "09:59", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0143 }, { "time": "10:00", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0329 }, { "time": "10:01", "open": 2.91, "high": 2.92, "low": 2.91, "close": 2.92, "amount_yi": 0.0315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 2.92, "ts": "2026-06-29T10:01:37", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 8368, "ask_qty1": 8529 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 200.2702, "price_vs_vwap_pct": -0.5394, "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": 0.5915, "prev_amount_yi": 0.6111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 198.29, "high": 198.29, "low": 197.57, "close": 197.57, "amount_yi": 0.2493 }, { "time": "09:58", "open": 197.58, "high": 197.58, "low": 197.1, "close": 197.1, "amount_yi": 0.1064 }, { "time": "09:59", "open": 198.61, "high": 198.61, "low": 198.61, "close": 198.61, "amount_yi": 0.0404 }, { "time": "10:00", "open": 199.29, "high": 199.29, "low": 198.07, "close": 198.07, "amount_yi": 0.13 }, { "time": "10:01", "open": 199.69, "high": 199.69, "low": 199.19, "close": 199.19, "amount_yi": 0.0654 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 199.19, "ts": "2026-06-29T10:01:36", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 190.57, "bid1": 199.19, "ask1": 199.27, "bid_qty1": 6, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 22.2304, "price_vs_vwap_pct": -1.6212, "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": 4.3013, "prev_amount_yi": 6.2788, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6851, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 21.89, "high": 21.89, "low": 21.81, "close": 21.81, "amount_yi": 0.8882 }, { "time": "09:58", "open": 21.68, "high": 21.68, "low": 21.65, "close": 21.65, "amount_yi": 1.393 }, { "time": "09:59", "open": 21.67, "high": 21.67, "low": 21.67, "close": 21.67, "amount_yi": 0.4082 }, { "time": "10:00", "open": 21.83, "high": 21.83, "low": 21.8, "close": 21.8, "amount_yi": 0.8816 }, { "time": "10:01", "open": 21.82, "high": 21.87, "low": 21.82, "close": 21.87, "amount_yi": 0.7303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 21.87, "ts": "2026-06-29T10:01:37", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 21.49, "bid1": 21.89, "ask1": 21.9, "bid_qty1": 12, "ask_qty1": 197 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 3.3433, "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": 1.3586, "prev_amount_yi": 2.7653, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 436.33, "high": 438.03, "low": 436.33, "close": 438.03, "amount_yi": 0.3217 }, { "time": "09:58", "open": 438.93, "high": 444.0, "low": 438.93, "close": 444.0, "amount_yi": 0.252 }, { "time": "09:59", "open": 442.95, "high": 442.95, "low": 442.95, "close": 442.95, "amount_yi": 0.1548 }, { "time": "10:00", "open": 444.0, "high": 444.0, "low": 438.87, "close": 438.87, "amount_yi": 0.2325 }, { "time": "10:01", "open": 435.11, "high": 435.11, "low": 429.51, "close": 429.51, "amount_yi": 0.3976 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 429.51, "ts": "2026-06-29T10:01:38", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 420.0, "bid1": 428.99, "ask1": 429.51, "bid_qty1": 4, "ask_qty1": 13 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 17.6766, "price_vs_vwap_pct": 0.6981, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0726, "prev_amount_yi": 0.0784, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 17.76, "high": 17.76, "low": 17.73, "close": 17.73, "amount_yi": 0.0156 }, { "time": "09:58", "open": 17.74, "high": 17.74, "low": 17.72, "close": 17.72, "amount_yi": 0.0101 }, { "time": "09:59", "open": 17.74, "high": 17.74, "low": 17.74, "close": 17.74, "amount_yi": 0.0056 }, { "time": "10:00", "open": 17.77, "high": 17.79, "low": 17.77, "close": 17.79, "amount_yi": 0.0302 }, { "time": "10:01", "open": 17.8, "high": 17.8, "low": 17.8, "close": 17.8, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 17.8, "ts": "2026-06-29T10:01:36", "prev_close": 17.96, "open": 17.9, "high": 17.93, "low": 17.5, "bid1": 17.8, "ask1": 17.81, "bid_qty1": 177, "ask_qty1": 34 }, "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": "2026-06-29T10:01:40", "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": 5.8082, "price_vs_vwap_pct": 0.5475, "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": 0.0479, "prev_amount_yi": 0.0701, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 5.83, "high": 5.85, "low": 5.83, "close": 5.85, "amount_yi": 0.0163 }, { "time": "09:58", "open": 5.85, "high": 5.85, "low": 5.83, "close": 5.83, "amount_yi": 0.0116 }, { "time": "09:59", "open": 5.83, "high": 5.83, "low": 5.83, "close": 5.83, "amount_yi": 0.0066 }, { "time": "10:00", "open": 5.83, "high": 5.84, "low": 5.83, "close": 5.84, "amount_yi": 0.0099 }, { "time": "10:01", "open": 5.84, "high": 5.84, "low": 5.84, "close": 5.84, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 5.84, "ts": "2026-06-29T10:01:36", "prev_close": 5.92, "open": 5.92, "high": 5.92, "low": 5.76, "bid1": 5.84, "ask1": 5.85, "bid_qty1": 722, "ask_qty1": 2472 }, "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": "2026-06-29T10:01:40", "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": 8.669, "price_vs_vwap_pct": -0.1038, "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": 0.0839, "prev_amount_yi": 0.1835, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 8.66, "high": 8.66, "low": 8.66, "close": 8.66, "amount_yi": 0.0181 }, { "time": "09:58", "open": 8.65, "high": 8.65, "low": 8.64, "close": 8.64, "amount_yi": 0.0231 }, { "time": "09:59", "open": 8.65, "high": 8.65, "low": 8.65, "close": 8.65, "amount_yi": 0.0159 }, { "time": "10:00", "open": 8.66, "high": 8.66, "low": 8.66, "close": 8.66, "amount_yi": 0.0189 }, { "time": "10:01", "open": 8.66, "high": 8.66, "low": 8.66, "close": 8.66, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 8.66, "ts": "2026-06-29T10:01:37", "prev_close": 8.89, "open": 8.89, "high": 8.89, "low": 8.61, "bid1": 8.66, "ask1": 8.67, "bid_qty1": 259, "ask_qty1": 1656 }, "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": "2026-06-29T10:01:40", "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": 7.7251, "price_vs_vwap_pct": 0.8401, "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": 0.0373, "prev_amount_yi": 0.0497, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 7.76, "high": 7.76, "low": 7.76, "close": 7.76, "amount_yi": 0.0076 }, { "time": "09:58", "open": 7.76, "high": 7.76, "low": 7.76, "close": 7.76, "amount_yi": 0.0121 }, { "time": "09:59", "open": 7.76, "high": 7.76, "low": 7.76, "close": 7.76, "amount_yi": 0.0028 }, { "time": "10:00", "open": 7.79, "high": 7.8, "low": 7.79, "close": 7.8, "amount_yi": 0.0113 }, { "time": "10:01", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 7.79, "ts": "2026-06-29T10:01:36", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.78, "ask1": 7.79, "bid_qty1": 443, "ask_qty1": 516 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688141:VWAP_RECLAIM", "symbol": "SHSE.688141", "name": "杰华特", "side": "BUY", "priority": "W95", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 153.99, "exec_low": 156.3, "exec_high": 156.3, "invalid_price": 149.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 158.61, "max_chase_pct": 1.5, "base_exec_high": 156.3, "dynamic_exec_high": null, "entry_zone_low": 151.68, "entry_zone_high": 156.3, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4512, "prev_amount_yi": 0.9163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 147.86, "high": 147.86, "low": 147.7, "close": 147.7, "amount_yi": 0.1216 }, { "time": "09:58", "open": 147.59, "high": 147.59, "low": 147.46, "close": 147.46, "amount_yi": 0.0628 }, { "time": "09:59", "open": 147.65, "high": 147.65, "low": 147.65, "close": 147.65, "amount_yi": 0.0803 }, { "time": "10:00", "open": 147.61, "high": 147.61, "low": 147.03, "close": 147.03, "amount_yi": 0.1016 }, { "time": "10:01", "open": 146.69, "high": 146.94, "low": 146.69, "close": 146.94, "amount_yi": 0.0849 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 146.94, "ts": "2026-06-29T10:01:38", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 139.65, "bid1": 146.93, "ask1": 147.13, "bid_qty1": 6, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W96", "status": "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": "2026-06-29T10:01:40", "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": 55.1546, "price_vs_vwap_pct": -1.7489, "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": 4.3677, "prev_amount_yi": 5.9164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 53.66, "high": 53.66, "low": 53.63, "close": 53.63, "amount_yi": 1.206 }, { "time": "09:58", "open": 53.84, "high": 53.89, "low": 53.84, "close": 53.89, "amount_yi": 1.1208 }, { "time": "09:59", "open": 53.8, "high": 53.8, "low": 53.8, "close": 53.8, "amount_yi": 0.4473 }, { "time": "10:00", "open": 53.84, "high": 53.84, "low": 53.79, "close": 53.79, "amount_yi": 0.8347 }, { "time": "10:01", "open": 53.89, "high": 54.19, "low": 53.89, "close": 54.19, "amount_yi": 0.7589 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 54.19, "ts": "2026-06-29T10:01:36", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 53.6, "bid1": 54.18, "ask1": 54.19, "bid_qty1": 10, "ask_qty1": 42 }, "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": "2026-06-29T10:01:40", "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": 9.6502, "price_vs_vwap_pct": 0.8269, "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": 0.2252, "prev_amount_yi": 0.3091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 9.7, "high": 9.7, "low": 9.7, "close": 9.7, "amount_yi": 0.0559 }, { "time": "09:58", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0465 }, { "time": "09:59", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0155 }, { "time": "10:00", "open": 9.72, "high": 9.74, "low": 9.72, "close": 9.74, "amount_yi": 0.0675 }, { "time": "10:01", "open": 9.73, "high": 9.73, "low": 9.73, "close": 9.73, "amount_yi": 0.0398 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 9.73, "ts": "2026-06-29T10:01:39", "prev_close": 9.78, "open": 9.71, "high": 9.75, "low": 9.59, "bid1": 9.72, "ask1": 9.73, "bid_qty1": 1039, "ask_qty1": 806 }, "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": "2026-06-29T10:01:40", "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": 40.7744, "price_vs_vwap_pct": 0.4552, "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": 0.0324, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 40.78, "high": 40.78, "low": 40.75, "close": 40.75, "amount_yi": 0.0083 }, { "time": "09:58", "open": 40.82, "high": 40.92, "low": 40.82, "close": 40.92, "amount_yi": 0.0067 }, { "time": "09:59", "open": 40.92, "high": 40.92, "low": 40.92, "close": 40.92, "amount_yi": 0.0035 }, { "time": "10:00", "open": 40.85, "high": 40.85, "low": 40.85, "close": 40.85, "amount_yi": 0.0038 }, { "time": "10:01", "open": 40.95, "high": 40.96, "low": 40.95, "close": 40.96, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 40.96, "ts": "2026-06-29T10:01:36", "prev_close": 41.86, "open": 41.86, "high": 42.19, "low": 40.4, "bid1": 40.96, "ask1": 41.02, "bid_qty1": 2, "ask_qty1": 16 }, "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": "2026-06-29T10:01:40", "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": 4.644, "price_vs_vwap_pct": 0.3445, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5491, "prev_amount_yi": 0.4118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.1662 }, { "time": "09:58", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.1135 }, { "time": "09:59", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.0417 }, { "time": "10:00", "open": 4.64, "high": 4.64, "low": 4.64, "close": 4.64, "amount_yi": 0.1192 }, { "time": "10:01", "open": 4.65, "high": 4.66, "low": 4.65, "close": 4.66, "amount_yi": 0.1085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 4.66, "ts": "2026-06-29T10:01:39", "prev_close": 4.75, "open": 4.75, "high": 4.76, "low": 4.58, "bid1": 4.65, "ask1": 4.66, "bid_qty1": 2950, "ask_qty1": 4728 }, "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": "2026-06-29T10:01:40", "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": 10.9063, "price_vs_vwap_pct": 0.6758, "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": 0.3161, "prev_amount_yi": 0.3987, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 10.95, "high": 10.95, "low": 10.94, "close": 10.94, "amount_yi": 0.0484 }, { "time": "09:58", "open": 10.97, "high": 10.97, "low": 10.95, "close": 10.95, "amount_yi": 0.0744 }, { "time": "09:59", "open": 10.96, "high": 10.96, "low": 10.96, "close": 10.96, "amount_yi": 0.0259 }, { "time": "10:00", "open": 10.97, "high": 10.98, "low": 10.97, "close": 10.98, "amount_yi": 0.1095 }, { "time": "10:01", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0579 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 10.98, "ts": "2026-06-29T10:01:39", "prev_close": 11.09, "open": 11.07, "high": 11.08, "low": 10.79, "bid1": 10.97, "ask1": 10.98, "bid_qty1": 2044, "ask_qty1": 109 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.23, "max_chase_pct": 1.5, "base_exec_high": 43.58, "dynamic_exec_high": null, "entry_zone_low": 42.3, "entry_zone_high": 43.58, "entry_risk_pct": null, "intraday_vwap": 41.5125, "price_vs_vwap_pct": 0.813, "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": 0.057, "prev_amount_yi": 0.0581, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 41.72, "high": 41.72, "low": 41.68, "close": 41.68, "amount_yi": 0.0121 }, { "time": "09:58", "open": 41.68, "high": 41.73, "low": 41.68, "close": 41.73, "amount_yi": 0.0071 }, { "time": "09:59", "open": 41.6, "high": 41.6, "low": 41.6, "close": 41.6, "amount_yi": 0.0084 }, { "time": "10:00", "open": 41.66, "high": 41.66, "low": 41.66, "close": 41.66, "amount_yi": 0.0076 }, { "time": "10:01", "open": 41.83, "high": 41.85, "low": 41.83, "close": 41.85, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 41.85, "ts": "2026-06-29T10:01:36", "prev_close": 42.39, "open": 42.21, "high": 42.39, "low": 41.01, "bid1": 41.78, "ask1": 41.85, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601077:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601077:VWAP_RECLAIM", "symbol": "SHSE.601077", "name": "渝农商行", "side": "BUY", "priority": "W102", "status": "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": "2026-06-29T10:01:40", "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": 6.1992, "price_vs_vwap_pct": 0.9808, "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": 0.0992, "prev_amount_yi": 0.1009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0061 }, { "time": "09:58", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0382 }, { "time": "09:59", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0079 }, { "time": "10:00", "open": 6.26, "high": 6.26, "low": 6.25, "close": 6.25, "amount_yi": 0.0375 }, { "time": "10:01", "open": 6.26, "high": 6.26, "low": 6.26, "close": 6.26, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 6.26, "ts": "2026-06-29T10:01:39", "prev_close": 6.3, "open": 6.29, "high": 6.3, "low": 6.12, "bid1": 6.25, "ask1": 6.26, "bid_qty1": 2229, "ask_qty1": 637 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:01:40", "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": 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": 5.8135, "price_vs_vwap_pct": 1.8319, "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": 0.0959, "prev_amount_yi": 0.081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.184, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0166 }, { "time": "09:58", "open": 5.9, "high": 5.91, "low": 5.9, "close": 5.91, "amount_yi": 0.0156 }, { "time": "09:59", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0126 }, { "time": "10:00", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0233 }, { "time": "10:01", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 5.92, "ts": "2026-06-29T10:01:39", "prev_close": 5.9, "open": 5.87, "high": 5.93, "low": 5.72, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 1309, "ask_qty1": 1224 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:01:40", "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": 5.6682, "price_vs_vwap_pct": 0.7374, "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": 0.2766, "prev_amount_yi": 0.4874, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 5.7, "high": 5.71, "low": 5.7, "close": 5.71, "amount_yi": 0.0813 }, { "time": "09:58", "open": 5.71, "high": 5.71, "low": 5.7, "close": 5.7, "amount_yi": 0.0244 }, { "time": "09:59", "open": 5.71, "high": 5.71, "low": 5.71, "close": 5.71, "amount_yi": 0.0671 }, { "time": "10:00", "open": 5.72, "high": 5.72, "low": 5.71, "close": 5.71, "amount_yi": 0.0727 }, { "time": "10:01", "open": 5.7, "high": 5.71, "low": 5.7, "close": 5.71, "amount_yi": 0.0311 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 5.71, "ts": "2026-06-29T10:01:38", "prev_close": 5.76, "open": 5.75, "high": 5.76, "low": 5.62, "bid1": 5.7, "ask1": 5.71, "bid_qty1": 27495, "ask_qty1": 10487 }, "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": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2388, "prev_amount_yi": 2.4626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9091, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 121.68, "high": 122.5, "low": 121.68, "close": 122.5, "amount_yi": 0.3871 }, { "time": "09:58", "open": 123.06, "high": 123.44, "low": 123.06, "close": 123.44, "amount_yi": 0.6045 }, { "time": "09:59", "open": 123.07, "high": 123.07, "low": 123.07, "close": 123.07, "amount_yi": 0.2074 }, { "time": "10:00", "open": 123.0, "high": 123.0, "low": 122.48, "close": 122.48, "amount_yi": 0.4054 }, { "time": "10:01", "open": 123.1, "high": 124.3, "low": 123.1, "close": 124.3, "amount_yi": 0.6344 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 124.3, "ts": "2026-06-29T10:01:39", "prev_close": 119.05, "open": 119.5, "high": 124.49, "low": 116.0, "bid1": 124.2, "ask1": 124.27, "bid_qty1": 3, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-29T10:01:40", "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": 7.0937, "price_vs_vwap_pct": 0.7937, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8083, "prev_amount_yi": 0.6475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 7.11, "high": 7.12, "low": 7.11, "close": 7.12, "amount_yi": 0.0898 }, { "time": "09:58", "open": 7.11, "high": 7.12, "low": 7.11, "close": 7.12, "amount_yi": 0.2074 }, { "time": "09:59", "open": 7.14, "high": 7.14, "low": 7.14, "close": 7.14, "amount_yi": 0.1734 }, { "time": "10:00", "open": 7.13, "high": 7.15, "low": 7.13, "close": 7.15, "amount_yi": 0.1829 }, { "time": "10:01", "open": 7.14, "high": 7.15, "low": 7.14, "close": 7.15, "amount_yi": 0.1548 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 7.15, "ts": "2026-06-29T10:01:38", "prev_close": 7.15, "open": 7.12, "high": 7.15, "low": 7.05, "bid1": 7.14, "ask1": 7.15, "bid_qty1": 4795, "ask_qty1": 11579 }, "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": "2026-06-29T10:01:40", "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": 35.5951, "price_vs_vwap_pct": 0.8847, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3907, "prev_amount_yi": 1.1745, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1841, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 35.84, "high": 35.84, "low": 35.8, "close": 35.8, "amount_yi": 0.2635 }, { "time": "09:58", "open": 35.8, "high": 35.8, "low": 35.79, "close": 35.79, "amount_yi": 0.2368 }, { "time": "09:59", "open": 35.8, "high": 35.8, "low": 35.8, "close": 35.8, "amount_yi": 0.1435 }, { "time": "10:00", "open": 35.82, "high": 35.88, "low": 35.82, "close": 35.88, "amount_yi": 0.3907 }, { "time": "10:01", "open": 35.87, "high": 35.91, "low": 35.87, "close": 35.91, "amount_yi": 0.3562 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 35.91, "ts": "2026-06-29T10:01:37", "prev_close": 36.0, "open": 35.9, "high": 35.93, "low": 35.4, "bid1": 35.91, "ask1": 35.92, "bid_qty1": 718, "ask_qty1": 237 }, "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": "2026-06-29T10:01:40", "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": 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": 3.5461, "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": 0.7713, "prev_amount_yi": 0.6005, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2844, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 108.34, "high": 108.34, "low": 108.05, "close": 108.05, "amount_yi": 0.1824 }, { "time": "09:58", "open": 107.98, "high": 108.82, "low": 107.98, "close": 108.82, "amount_yi": 0.1275 }, { "time": "09:59", "open": 108.8, "high": 108.8, "low": 108.8, "close": 108.8, "amount_yi": 0.0717 }, { "time": "10:00", "open": 108.96, "high": 109.18, "low": 108.96, "close": 109.18, "amount_yi": 0.2207 }, { "time": "10:01", "open": 109.87, "high": 109.87, "low": 109.74, "close": 109.74, "amount_yi": 0.169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 109.74, "ts": "2026-06-29T10:01:38", "prev_close": 106.8, "open": 107.0, "high": 109.97, "low": 102.81, "bid1": 109.75, "ask1": 109.98, "bid_qty1": 2, "ask_qty1": 16 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 8.7149, "price_vs_vwap_pct": -3.2691, "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": 0.2355, "prev_amount_yi": 0.375, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 8.34, "high": 8.34, "low": 8.32, "close": 8.32, "amount_yi": 0.0957 }, { "time": "09:58", "open": 8.34, "high": 8.35, "low": 8.34, "close": 8.35, "amount_yi": 0.0447 }, { "time": "09:59", "open": 8.35, "high": 8.35, "low": 8.35, "close": 8.35, "amount_yi": 0.0185 }, { "time": "10:00", "open": 8.36, "high": 8.36, "low": 8.32, "close": 8.32, "amount_yi": 0.0419 }, { "time": "10:01", "open": 8.35, "high": 8.43, "low": 8.35, "close": 8.43, "amount_yi": 0.0347 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 8.43, "ts": "2026-06-29T10:01:39", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.3, "bid1": 8.42, "ask1": 8.43, "bid_qty1": 47, "ask_qty1": 159 }, "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": "2026-06-29T10:01:40", "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": 799.3724, "price_vs_vwap_pct": 1.4546, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 10.1453, "prev_amount_yi": 14.9552, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6784, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 810.9, "high": 810.9, "low": 809.0, "close": 809.0, "amount_yi": 2.6493 }, { "time": "09:58", "open": 809.0, "high": 811.46, "low": 809.0, "close": 811.46, "amount_yi": 1.5256 }, { "time": "09:59", "open": 813.0, "high": 813.0, "low": 813.0, "close": 813.0, "amount_yi": 0.8813 }, { "time": "10:00", "open": 818.0, "high": 818.0, "low": 811.47, "close": 811.47, "amount_yi": 2.6261 }, { "time": "10:01", "open": 809.61, "high": 811.0, "low": 809.61, "close": 811.0, "amount_yi": 2.463 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 811.0, "ts": "2026-06-29T10:01:38", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 761.3, "bid1": 811.0, "ask1": 811.19, "bid_qty1": 4, "ask_qty1": 6 }, "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": "2026-06-29T10:01:40", "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": 19.9047, "price_vs_vwap_pct": -0.4758, "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": 0.1879, "prev_amount_yi": 0.1733, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0842, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 19.87, "high": 19.87, "low": 19.87, "close": 19.87, "amount_yi": 0.0472 }, { "time": "09:58", "open": 19.89, "high": 19.89, "low": 19.89, "close": 19.89, "amount_yi": 0.0399 }, { "time": "09:59", "open": 19.88, "high": 19.88, "low": 19.88, "close": 19.88, "amount_yi": 0.0145 }, { "time": "10:00", "open": 19.88, "high": 19.88, "low": 19.83, "close": 19.83, "amount_yi": 0.0392 }, { "time": "10:01", "open": 19.83, "high": 19.83, "low": 19.81, "close": 19.81, "amount_yi": 0.0471 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 19.81, "ts": "2026-06-29T10:01:38", "prev_close": 19.72, "open": 20.12, "high": 20.12, "low": 19.72, "bid1": 19.81, "ask1": 19.82, "bid_qty1": 346, "ask_qty1": 52 }, "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": "2026-06-29T10:01:40", "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": 49.0022, "price_vs_vwap_pct": -1.8411, "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": 0.0584, "prev_amount_yi": 0.1558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 47.98, "high": 48.01, "low": 47.98, "close": 48.01, "amount_yi": 0.0064 }, { "time": "09:58", "open": 47.93, "high": 47.95, "low": 47.93, "close": 47.95, "amount_yi": 0.012 }, { "time": "09:59", "open": 47.87, "high": 47.87, "low": 47.87, "close": 47.87, "amount_yi": 0.0048 }, { "time": "10:00", "open": 47.68, "high": 47.8, "low": 47.68, "close": 47.8, "amount_yi": 0.0309 }, { "time": "10:01", "open": 47.84, "high": 48.1, "low": 47.84, "close": 48.1, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 48.1, "ts": "2026-06-29T10:01:37", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.53, "bid1": 48.06, "ask1": 48.14, "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.600750:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600750:VWAP_RECLAIM", "symbol": "SHSE.600750", "name": "华润江中", "side": "BUY", "priority": "W113", "status": "OBSERVE", "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": "2026-06-29T10:01:40", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.64, "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": 22.1825, "price_vs_vwap_pct": 1.0256, "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": 0.0445, "prev_amount_yi": 0.0262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 22.39, "high": 22.43, "low": 22.39, "close": 22.43, "amount_yi": 0.0079 }, { "time": "09:58", "open": 22.45, "high": 22.46, "low": 22.45, "close": 22.46, "amount_yi": 0.0081 }, { "time": "09:59", "open": 22.44, "high": 22.44, "low": 22.44, "close": 22.44, "amount_yi": 0.0031 }, { "time": "10:00", "open": 22.48, "high": 22.48, "low": 22.46, "close": 22.46, "amount_yi": 0.0188 }, { "time": "10:01", "open": 22.45, "high": 22.45, "low": 22.41, "close": 22.41, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 22.41, "ts": "2026-06-29T10:01:38", "prev_close": 22.42, "open": 22.79, "high": 22.79, "low": 21.89, "bid1": 22.38, "ask1": 22.39, "bid_qty1": 13, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603014:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603014:VWAP_RECLAIM", "symbol": "SHSE.603014", "name": "威高血净", "side": "BUY", "priority": "W114", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 32.98, "exec_low": 33.47, "exec_high": 33.47, "invalid_price": 31.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "sim_reason": "minute_energy_amount_too_low", "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": 3.0606, "intraday_vwap": 32.6625, "price_vs_vwap_pct": 1.0333, "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": 0.0337, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 32.75, "high": 32.87, "low": 32.75, "close": 32.87, "amount_yi": 0.0041 }, { "time": "09:58", "open": 32.91, "high": 32.91, "low": 32.91, "close": 32.91, "amount_yi": 0.0078 }, { "time": "09:59", "open": 32.95, "high": 32.95, "low": 32.95, "close": 32.95, "amount_yi": 0.0062 }, { "time": "10:00", "open": 32.85, "high": 32.91, "low": 32.85, "close": 32.91, "amount_yi": 0.0083 }, { "time": "10:01", "open": 32.9, "high": 33.0, "low": 32.9, "close": 33.0, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 431.68, "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": 33.0, "ts": "2026-06-29T10:01:37", "prev_close": 32.55, "open": 32.71, "high": 33.08, "low": 32.07, "bid1": 32.94, "ask1": 33.0, "bid_qty1": 2, "ask_qty1": 49 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM", "symbol": "SHSE.601288", "name": "农业银行", "side": "BUY", "priority": "W115", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.31, "exec_low": 6.4, "exec_high": 6.4, "invalid_price": 6.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:01:40", "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": 6.0661, "price_vs_vwap_pct": 0.8885, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9029, "prev_amount_yi": 0.6165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4646, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 6.09, "high": 6.1, "low": 6.09, "close": 6.1, "amount_yi": 0.0499 }, { "time": "09:58", "open": 6.11, "high": 6.11, "low": 6.11, "close": 6.11, "amount_yi": 0.2591 }, { "time": "09:59", "open": 6.14, "high": 6.14, "low": 6.14, "close": 6.14, "amount_yi": 0.1928 }, { "time": "10:00", "open": 6.14, "high": 6.14, "low": 6.13, "close": 6.13, "amount_yi": 0.1749 }, { "time": "10:01", "open": 6.13, "high": 6.13, "low": 6.12, "close": 6.12, "amount_yi": 0.2262 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 6.12, "ts": "2026-06-29T10:01:39", "prev_close": 6.19, "open": 6.16, "high": 6.17, "low": 6.0, "bid1": 6.12, "ask1": 6.13, "bid_qty1": 3593, "ask_qty1": 16135 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 20.0793, "price_vs_vwap_pct": 0.3023, "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": 0.0311, "prev_amount_yi": 0.0412, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 20.07, "high": 20.09, "low": 20.07, "close": 20.09, "amount_yi": 0.0077 }, { "time": "09:58", "open": 20.1, "high": 20.14, "low": 20.1, "close": 20.14, "amount_yi": 0.0067 }, { "time": "09:59", "open": 20.11, "high": 20.11, "low": 20.11, "close": 20.11, "amount_yi": 0.0022 }, { "time": "10:00", "open": 20.07, "high": 20.11, "low": 20.07, "close": 20.11, "amount_yi": 0.0078 }, { "time": "10:01", "open": 20.12, "high": 20.14, "low": 20.12, "close": 20.14, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 20.14, "ts": "2026-06-29T10:01:37", "prev_close": 20.68, "open": 20.47, "high": 20.53, "low": 19.85, "bid1": 20.12, "ask1": 20.13, "bid_qty1": 115, "ask_qty1": 13 }, "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": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 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": 16.5309, "price_vs_vwap_pct": 0.3575, "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": 0.4229, "prev_amount_yi": 0.5069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 16.6, "high": 16.6, "low": 16.6, "close": 16.6, "amount_yi": 0.1277 }, { "time": "09:58", "open": 16.6, "high": 16.6, "low": 16.57, "close": 16.57, "amount_yi": 0.0955 }, { "time": "09:59", "open": 16.58, "high": 16.58, "low": 16.58, "close": 16.58, "amount_yi": 0.0644 }, { "time": "10:00", "open": 16.58, "high": 16.58, "low": 16.57, "close": 16.57, "amount_yi": 0.0915 }, { "time": "10:01", "open": 16.58, "high": 16.59, "low": 16.58, "close": 16.59, "amount_yi": 0.0438 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 16.59, "ts": "2026-06-29T10:01:36", "prev_close": 16.77, "open": 16.77, "high": 16.78, "low": 16.44, "bid1": 16.58, "ask1": 16.59, "bid_qty1": 124, "ask_qty1": 536 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:01:40", "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": 4.8944, "price_vs_vwap_pct": 0.3187, "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": 0.088, "prev_amount_yi": 0.2478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 4.91, "high": 4.91, "low": 4.9, "close": 4.9, "amount_yi": 0.0195 }, { "time": "09:58", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0226 }, { "time": "09:59", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0121 }, { "time": "10:00", "open": 4.9, "high": 4.91, "low": 4.9, "close": 4.91, "amount_yi": 0.0222 }, { "time": "10:01", "open": 4.9, "high": 4.91, "low": 4.9, "close": 4.91, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 4.91, "ts": "2026-06-29T10:01:38", "prev_close": 4.94, "open": 4.93, "high": 4.94, "low": 4.87, "bid1": 4.9, "ask1": 4.91, "bid_qty1": 3061, "ask_qty1": 19572 }, "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": "2026-06-29T10:01:40", "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": 22.2402, "price_vs_vwap_pct": 0.089, "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": 0.0751, "prev_amount_yi": 0.0826, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:57", "open": 22.33, "high": 22.33, "low": 22.31, "close": 22.31, "amount_yi": 0.0186 }, { "time": "09:58", "open": 22.31, "high": 22.31, "low": 22.28, "close": 22.28, "amount_yi": 0.008 }, { "time": "09:59", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.005 }, { "time": "10:00", "open": 22.25, "high": 22.25, "low": 22.25, "close": 22.25, "amount_yi": 0.0214 }, { "time": "10:01", "open": 22.28, "high": 22.28, "low": 22.26, "close": 22.26, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 863.36, "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": 22.26, "ts": "2026-06-29T10:01:38", "prev_close": 22.49, "open": 22.5, "high": 22.65, "low": 22.03, "bid1": 22.26, "ask1": 22.29, "bid_qty1": 5, "ask_qty1": 3 }, "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": 535712.0, "total_value": 1080205.0, "unrealized_pnl": 88900.0, "unrealized_pnl_pct_of_initial": 8.89, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 80205.0, "total_pnl_pct": 8.020500000000009 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 99.8, "market_value": 239520.0, "unrealized_pnl": 46800.0, "unrealized_pnl_pct": 24.283935242839362, "updated_at": "2026-06-29T10:01:40", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.173568905902123 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 124.56, "market_value": 224208.0, "unrealized_pnl": 28835.999999999993, "unrealized_pnl_pct": 14.75953565505803, "updated_at": "2026-06-29T10:01:40", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 20.756060192278316 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 44.99, "market_value": 71984.0, "unrealized_pnl": 13263.999999999998, "unrealized_pnl_pct": 22.588555858310635, "updated_at": "2026-06-29T10:01:40", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.663920274392361 } ], "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": 0.4511, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8033, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "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": 15.732206861239106, "last": 90.41, "vwap": 87.9581127237359, "above_vwap": true, "amount": 5570703928.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 12.880258899676388, "last": 34.88, "vwap": 34.06910999463748, "above_vwap": true, "amount": 1648843500.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.322927879440247, "last": 102.49, "vwap": 99.80894347438645, "above_vwap": true, "amount": 2072083571.0 }, { "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": 41.22642398073333, "above_vwap": true, "amount": 578596370.0 }, { "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": 54.15509044594632, "above_vwap": true, "amount": 4468818493.0 }, { "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": 57.6530550583181, "above_vwap": true, "amount": 3671646342.0 }, { "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": 92.51575236915454, "above_vwap": true, "amount": 746833411.0 }, { "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": 9.755036720783604, "above_vwap": true, "amount": 570758419.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.890318970341359, "last": 19.28, "vwap": 18.187999230567744, "above_vwap": true, "amount": 222199149.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.831325301204828, "last": 37.59, "vwap": 37.82558313735201, "above_vwap": false, "amount": 4399830525.0 }, { "symbol": "SZSE.002354", "name": "天娱数科", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.474518686296716, "last": 9.49, "vwap": 9.291123085495057, "above_vwap": true, "amount": 3788628253.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.370095440084845, "last": 202.5, "vwap": 203.8675382610201, "above_vwap": false, "amount": 4004243866.0 } ] } } }, "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 } }