{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260626", "trade_date": "20260629", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.809, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 17.313915857605178, "last": 36.25, "vwap": 34.24148597184277, "above_vwap": true, "amount": 2267364847.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.687147977470547, "last": 87.25, "vwap": 87.86689761007129, "above_vwap": false, "amount": 7371848189.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.170212765957444, "last": 29.26, "vwap": 27.965389490763183, "above_vwap": true, "amount": 1858037257.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.01678791270284, "last": 19.66, "vwap": 18.52895166537758, "above_vwap": true, "amount": 301847740.0 }, { "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": 41.44524266883107, "above_vwap": true, "amount": 827218032.0 }, { "symbol": "SZSE.002821", "name": "凯莱英", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 167.75, "vwap": 159.50591100110591, "above_vwap": true, "amount": 1514428872.0 }, { "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": 9.767201697994743, "above_vwap": true, "amount": 703148664.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.869752421959088, "last": 101.14, "vwap": 100.1274785935839, "above_vwap": true, "amount": 2750341633.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.590455049944513, "last": 48.92, "vwap": 46.404308712561395, "above_vwap": true, "amount": 1197955072.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.326756116811374, "last": 27.45, "vwap": 26.688408082389493, "above_vwap": true, "amount": 545497717.0 }, { "symbol": "SHSE.688266", "name": "泽璟制药-U", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.305243445692877, "last": 115.67, "vwap": 109.42146326472117, "above_vwap": true, "amount": 650145022.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.887684958639163, "last": 92.6, "vwap": 92.15305457056293, "above_vwap": true, "amount": 2856090405.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.809, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 17.313915857605178, "last": 36.25, "vwap": 34.24148597184277, "above_vwap": true, "amount": 2267364847.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.687147977470547, "last": 87.25, "vwap": 87.86689761007129, "above_vwap": false, "amount": 7371848189.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.170212765957444, "last": 29.26, "vwap": 27.965389490763183, "above_vwap": true, "amount": 1858037257.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.01678791270284, "last": 19.66, "vwap": 18.52895166537758, "above_vwap": true, "amount": 301847740.0 }, { "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": 41.44524266883107, "above_vwap": true, "amount": 827218032.0 }, { "symbol": "SZSE.002821", "name": "凯莱英", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 167.75, "vwap": 159.50591100110591, "above_vwap": true, "amount": 1514428872.0 }, { "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": 9.767201697994743, "above_vwap": true, "amount": 703148664.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.869752421959088, "last": 101.14, "vwap": 100.1274785935839, "above_vwap": true, "amount": 2750341633.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.590455049944513, "last": 48.92, "vwap": 46.404308712561395, "above_vwap": true, "amount": 1197955072.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.326756116811374, "last": 27.45, "vwap": 26.688408082389493, "above_vwap": true, "amount": 545497717.0 }, { "symbol": "SHSE.688266", "name": "泽璟制药-U", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.305243445692877, "last": 115.67, "vwap": 109.42146326472117, "above_vwap": true, "amount": 650145022.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.887684958639163, "last": 92.6, "vwap": 92.15305457056293, "above_vwap": true, "amount": 2856090405.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.809, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 17.313915857605178, "last": 36.25, "vwap": 34.24148597184277, "above_vwap": true, "amount": 2267364847.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.687147977470547, "last": 87.25, "vwap": 87.86689761007129, "above_vwap": false, "amount": 7371848189.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.170212765957444, "last": 29.26, "vwap": 27.965389490763183, "above_vwap": true, "amount": 1858037257.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.01678791270284, "last": 19.66, "vwap": 18.52895166537758, "above_vwap": true, "amount": 301847740.0 }, { "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": 41.44524266883107, "above_vwap": true, "amount": 827218032.0 }, { "symbol": "SZSE.002821", "name": "凯莱英", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 167.75, "vwap": 159.50591100110591, "above_vwap": true, "amount": 1514428872.0 }, { "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": 9.767201697994743, "above_vwap": true, "amount": 703148664.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.869752421959088, "last": 101.14, "vwap": 100.1274785935839, "above_vwap": true, "amount": 2750341633.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.590455049944513, "last": 48.92, "vwap": 46.404308712561395, "above_vwap": true, "amount": 1197955072.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.326756116811374, "last": 27.45, "vwap": 26.688408082389493, "above_vwap": true, "amount": 545497717.0 }, { "symbol": "SHSE.688266", "name": "泽璟制药-U", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.305243445692877, "last": 115.67, "vwap": 109.42146326472117, "above_vwap": true, "amount": 650145022.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.887684958639163, "last": 92.6, "vwap": 92.15305457056293, "above_vwap": true, "amount": 2856090405.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.809, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688432", "name": "有研硅", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 17.313915857605178, "last": 36.25, "vwap": 34.24148597184277, "above_vwap": true, "amount": 2267364847.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.687147977470547, "last": 87.25, "vwap": 87.86689761007129, "above_vwap": false, "amount": 7371848189.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.170212765957444, "last": 29.26, "vwap": 27.965389490763183, "above_vwap": true, "amount": 1858037257.0 }, { "symbol": "SHSE.600857", "name": "宁波中百", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.01678791270284, "last": 19.66, "vwap": 18.52895166537758, "above_vwap": true, "amount": 301847740.0 }, { "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": 41.44524266883107, "above_vwap": true, "amount": 827218032.0 }, { "symbol": "SZSE.002821", "name": "凯莱英", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 167.75, "vwap": 159.50591100110591, "above_vwap": true, "amount": 1514428872.0 }, { "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": 9.767201697994743, "above_vwap": true, "amount": 703148664.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.869752421959088, "last": 101.14, "vwap": 100.1274785935839, "above_vwap": true, "amount": 2750341633.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.590455049944513, "last": 48.92, "vwap": 46.404308712561395, "above_vwap": true, "amount": 1197955072.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.326756116811374, "last": 27.45, "vwap": 26.688408082389493, "above_vwap": true, "amount": 545497717.0 }, { "symbol": "SHSE.688266", "name": "泽璟制药-U", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.305243445692877, "last": 115.67, "vwap": 109.42146326472117, "above_vwap": true, "amount": 650145022.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.887684958639163, "last": 92.6, "vwap": 92.15305457056293, "above_vwap": true, "amount": 2856090405.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-06-29T10:27:42", "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": "2026-06-29T10:27:42", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 31.83, "max_chase_pct": 3.0, "base_exec_high": 31.83, "dynamic_exec_high": null, "entry_zone_low": 30.44, "entry_zone_high": 31.36, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8157, "prev_amount_yi": 0.4148, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 35.38, "high": 35.42, "low": 35.38, "close": 35.42, "amount_yi": 0.1715 }, { "time": "10:26", "open": 35.66, "high": 35.89, "low": 35.66, "close": 35.89, "amount_yi": 0.2989 }, { "time": "10:27", "open": 36.0, "high": 36.25, "low": 36.0, "close": 36.25, "amount_yi": 0.3453 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.25, "ts": "2026-06-29T10:27:41", "prev_close": 30.9, "open": 32.5, "high": 36.36, "low": 31.53, "bid1": 36.25, "ask1": 36.28, "bid_qty1": 4, "ask_qty1": 2 }, "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": "2026-06-29T10:27:42", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 100.1275, "price_vs_vwap_pct": 1.0112, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5684, "prev_amount_yi": 0.4336, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3109, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:25", "open": 102.21, "high": 102.21, "low": 101.79, "close": 101.79, "amount_yi": 0.2627 }, { "time": "10:26", "open": 101.82, "high": 101.82, "low": 101.56, "close": 101.56, "amount_yi": 0.1652 }, { "time": "10:27", "open": 101.78, "high": 101.78, "low": 101.14, "close": 101.14, "amount_yi": 0.1405 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.14, "ts": "2026-06-29T10:27:42", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 101.08, "ask1": 101.2, "bid_qty1": 18, "ask_qty1": 8 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 29.27, "max_chase_pct": 3.0, "base_exec_high": 29.27, "dynamic_exec_high": null, "entry_zone_low": 27.99, "entry_zone_high": 28.85, "entry_risk_pct": null, "intraday_vwap": 28.0038, "price_vs_vwap_pct": -1.8705, "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": 0.0357, "prev_amount_yi": 0.0447, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7987, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:25", "open": 27.4, "high": 27.5, "low": 27.4, "close": 27.5, "amount_yi": 0.0112 }, { "time": "10:26", "open": 27.51, "high": 27.51, "low": 27.49, "close": 27.49, "amount_yi": 0.017 }, { "time": "10:27", "open": 27.47, "high": 27.48, "low": 27.47, "close": 27.48, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.48, "ts": "2026-06-29T10:27:39", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 27.11, "bid1": 27.48, "ask1": 27.5, "bid_qty1": 18, "ask_qty1": 69 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.72, "max_chase_pct": 3.0, "base_exec_high": 12.72, "dynamic_exec_high": null, "entry_zone_low": 12.16, "entry_zone_high": 12.54, "entry_risk_pct": null, "intraday_vwap": 11.4817, "price_vs_vwap_pct": -5.0663, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6889, "prev_amount_yi": 0.5763, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:25", "open": 10.93, "high": 10.93, "low": 10.91, "close": 10.91, "amount_yi": 0.1761 }, { "time": "10:26", "open": 10.93, "high": 10.94, "low": 10.93, "close": 10.94, "amount_yi": 0.2595 }, { "time": "10:27", "open": 10.9, "high": 10.9, "low": 10.9, "close": 10.9, "amount_yi": 0.2533 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.9, "ts": "2026-06-29T10:27:42", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.84, "bid1": 10.9, "ask1": 10.91, "bid_qty1": 128, "ask_qty1": 9 }, "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2961, "prev_amount_yi": 0.169, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7521, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:25", "open": 186.49, "high": 186.49, "low": 186.27, "close": 186.27, "amount_yi": 0.0972 }, { "time": "10:26", "open": 186.53, "high": 187.41, "low": 186.53, "close": 187.41, "amount_yi": 0.0856 }, { "time": "10:27", "open": 186.84, "high": 188.11, "low": 186.84, "close": 188.11, "amount_yi": 0.1133 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 188.11, "ts": "2026-06-29T10:27:41", "prev_close": 201.99, "open": 195.0, "high": 206.5, "low": 184.52, "bid1": 187.36, "ask1": 188.11, "bid_qty1": 43, "ask_qty1": 3 }, "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": "2026-06-29T10:27:42", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 14.1706, "price_vs_vwap_pct": -0.9922, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1803, "prev_amount_yi": 0.1026, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 14.06, "high": 14.06, "low": 14.04, "close": 14.04, "amount_yi": 0.0715 }, { "time": "10:26", "open": 14.07, "high": 14.07, "low": 14.01, "close": 14.01, "amount_yi": 0.0677 }, { "time": "10:27", "open": 13.95, "high": 14.03, "low": 13.95, "close": 14.03, "amount_yi": 0.0411 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.03, "ts": "2026-06-29T10:27:40", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 14.03, "ask1": 14.04, "bid_qty1": 12, "ask_qty1": 40 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 36.2038, "price_vs_vwap_pct": -6.0872, "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": 0.4309, "prev_amount_yi": 0.5444, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7915, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 34.05, "high": 34.08, "low": 34.05, "close": 34.08, "amount_yi": 0.1186 }, { "time": "10:26", "open": 34.21, "high": 34.21, "low": 34.1, "close": 34.1, "amount_yi": 0.1288 }, { "time": "10:27", "open": 34.05, "high": 34.05, "low": 34.0, "close": 34.0, "amount_yi": 0.1835 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.0, "ts": "2026-06-29T10:27:42", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.34, "bid1": 34.0, "ask1": 34.02, "bid_qty1": 87, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 27.3218, "price_vs_vwap_pct": -6.2653, "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": 0.3343, "prev_amount_yi": 0.3598, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0877 }, { "time": "10:26", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.1732 }, { "time": "10:27", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0734 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.61, "ts": "2026-06-29T10:27:42", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 25.61, "ask1": 25.62, "bid_qty1": 1, "ask_qty1": 101 }, "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": "OBSERVE", "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": "2026-06-29T10:27:42", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 3.0844, "intraday_vwap": 12.4886, "price_vs_vwap_pct": -1.4301, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1682, "prev_amount_yi": 0.1036, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 12.32, "high": 12.34, "low": 12.32, "close": 12.34, "amount_yi": 0.0604 }, { "time": "10:26", "open": 12.29, "high": 12.29, "low": 12.29, "close": 12.29, "amount_yi": 0.0549 }, { "time": "10:27", "open": 12.28, "high": 12.31, "low": 12.28, "close": 12.31, "amount_yi": 0.0529 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 63523.26, "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": 12.31, "ts": "2026-06-29T10:27:42", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.31, "ask1": 12.32, "bid_qty1": 26, "ask_qty1": 8 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T10:27:42", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 5.0595, "intraday_vwap": 31.2768, "price_vs_vwap_pct": -3.3149, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.1167, "prev_amount_yi": 0.5835, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 30.27, "high": 30.29, "low": 30.27, "close": 30.29, "amount_yi": 0.3376 }, { "time": "10:26", "open": 30.27, "high": 30.48, "low": 30.27, "close": 30.48, "amount_yi": 0.3544 }, { "time": "10:27", "open": 30.36, "high": 30.36, "low": 30.24, "close": 30.24, "amount_yi": 0.4247 } ] }, "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": 30.24, "ts": "2026-06-29T10:27:40", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 30.0, "bid1": 30.23, "ask1": 30.24, "bid_qty1": 6, "ask_qty1": 53 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:27:42", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 3.2644, "intraday_vwap": 222.1854, "price_vs_vwap_pct": -0.3175, "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": 0.8157, "prev_amount_yi": 1.3081, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 221.0, "high": 222.35, "low": 221.0, "close": 222.35, "amount_yi": 0.3482 }, { "time": "10:26", "open": 222.45, "high": 222.45, "low": 220.68, "close": 220.68, "amount_yi": 0.3241 }, { "time": "10:27", "open": 220.0, "high": 221.48, "low": 220.0, "close": 221.48, "amount_yi": 0.1434 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 63523.26, "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": 221.48, "ts": "2026-06-29T10:27:42", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 221.44, "ask1": 221.48, "bid_qty1": 14, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "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": "TOUCHED", "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": "2026-06-29T10:27:42", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": null, "intraday_vwap": 59.7877, "price_vs_vwap_pct": 1.5092, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.9685, "prev_amount_yi": 0.347, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7911, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 59.54, "high": 60.22, "low": 59.54, "close": 60.22, "amount_yi": 0.2862 }, { "time": "10:26", "open": 60.62, "high": 60.62, "low": 60.52, "close": 60.52, "amount_yi": 0.397 }, { "time": "10:27", "open": 60.36, "high": 60.69, "low": 60.36, "close": 60.69, "amount_yi": 0.2853 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.69, "ts": "2026-06-29T10:27:42", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 57.07, "bid1": 60.55, "ask1": 60.69, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:27:42", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 88.4, "max_chase_pct": 3.0, "base_exec_high": 88.4, "dynamic_exec_high": null, "entry_zone_low": 84.54, "entry_zone_high": 87.12, "entry_risk_pct": null, "intraday_vwap": 92.1531, "price_vs_vwap_pct": 0.485, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.8731, "prev_amount_yi": 1.2523, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4957, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:25", "open": 91.58, "high": 91.67, "low": 91.58, "close": 91.67, "amount_yi": 0.4328 }, { "time": "10:26", "open": 92.5, "high": 92.76, "low": 92.5, "close": 92.76, "amount_yi": 0.8172 }, { "time": "10:27", "open": 92.49, "high": 92.6, "low": 92.49, "close": 92.6, "amount_yi": 0.6231 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127046.52, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.6, "ts": "2026-06-29T10:27:40", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 92.5, "ask1": 92.6, "bid_qty1": 84, "ask_qty1": 5 }, "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": "2026-06-29T10:27:42", "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": 41.4452, "price_vs_vwap_pct": 1.604, "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": 0.0266, "prev_amount_yi": 0.0989, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0051 }, { "time": "10:24", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0064 }, { "time": "10:25", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0081 }, { "time": "10:26", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0043 }, { "time": "10:27", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:27:39", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 53293, "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": "2026-06-29T10:27:42", "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": 41.5758, "price_vs_vwap_pct": -1.3368, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4346, "prev_amount_yi": 0.2827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 41.59, "high": 41.59, "low": 41.44, "close": 41.44, "amount_yi": 0.1085 }, { "time": "10:24", "open": 41.7, "high": 41.73, "low": 41.7, "close": 41.73, "amount_yi": 0.2087 }, { "time": "10:25", "open": 41.7, "high": 41.7, "low": 41.58, "close": 41.58, "amount_yi": 0.0345 }, { "time": "10:26", "open": 41.44, "high": 41.44, "low": 41.24, "close": 41.24, "amount_yi": 0.0578 }, { "time": "10:27", "open": 41.1, "high": 41.1, "low": 41.02, "close": 41.02, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.02, "ts": "2026-06-29T10:27:41", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 41.01, "ask1": 41.02, "bid_qty1": 64, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002674:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002674:WATCH_CONFIRM", "symbol": "SZSE.002674", "name": "兴业科技", "side": "BUY", "priority": "W2", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 28.83, "exec_low": 28.83, "exec_high": 29.26, "invalid_price": 27.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 29.4449, "price_vs_vwap_pct": 4.6022, "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": 0.2276, "prev_amount_yi": 0.255, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 31.48, "high": 31.48, "low": 31.33, "close": 31.33, "amount_yi": 0.0576 }, { "time": "10:24", "open": 31.35, "high": 31.35, "low": 31.24, "close": 31.24, "amount_yi": 0.0378 }, { "time": "10:25", "open": 31.06, "high": 31.06, "low": 31.02, "close": 31.02, "amount_yi": 0.0413 }, { "time": "10:26", "open": 31.11, "high": 31.11, "low": 31.0, "close": 31.0, "amount_yi": 0.0393 }, { "time": "10:27", "open": 30.78, "high": 30.8, "low": 30.78, "close": 30.8, "amount_yi": 0.0516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.8, "ts": "2026-06-29T10:27:42", "prev_close": 28.83, "open": 29.99, "high": 31.68, "low": 27.33, "bid1": 30.8, "ask1": 30.82, "bid_qty1": 146, "ask_qty1": 5 }, "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": "2026-06-29T10:27:42", "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": 26.6884, "price_vs_vwap_pct": 2.8537, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2038, "prev_amount_yi": 0.1566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 27.2, "high": 27.3, "low": 27.2, "close": 27.3, "amount_yi": 0.036 }, { "time": "10:24", "open": 27.38, "high": 27.38, "low": 27.3, "close": 27.3, "amount_yi": 0.0497 }, { "time": "10:25", "open": 27.31, "high": 27.39, "low": 27.31, "close": 27.39, "amount_yi": 0.0316 }, { "time": "10:26", "open": 27.36, "high": 27.36, "low": 27.31, "close": 27.31, "amount_yi": 0.052 }, { "time": "10:27", "open": 27.39, "high": 27.45, "low": 27.39, "close": 27.45, "amount_yi": 0.0345 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.45, "ts": "2026-06-29T10:27:40", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.45, "ask1": 27.48, "bid_qty1": 6, "ask_qty1": 9 }, "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": "2026-06-29T10:27:42", "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": 3.3249, "price_vs_vwap_pct": -4.0573, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4009, "prev_amount_yi": 0.5356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7485, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0731 }, { "time": "10:24", "open": 3.2, "high": 3.2, "low": 3.19, "close": 3.19, "amount_yi": 0.0898 }, { "time": "10:25", "open": 3.19, "high": 3.2, "low": 3.19, "close": 3.2, "amount_yi": 0.0931 }, { "time": "10:26", "open": 3.2, "high": 3.2, "low": 3.2, "close": 3.2, "amount_yi": 0.0665 }, { "time": "10:27", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0784 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.19, "ts": "2026-06-29T10:27:42", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.16, "bid1": 3.19, "ask1": 3.2, "bid_qty1": 2915, "ask_qty1": 4228 }, "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": "2026-06-29T10:27:42", "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": 9.2986, "price_vs_vwap_pct": -0.3076, "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": 0.5643, "prev_amount_yi": 0.7512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 9.25, "high": 9.26, "low": 9.25, "close": 9.26, "amount_yi": 0.1033 }, { "time": "10:24", "open": 9.28, "high": 9.28, "low": 9.25, "close": 9.25, "amount_yi": 0.1284 }, { "time": "10:25", "open": 9.28, "high": 9.34, "low": 9.28, "close": 9.34, "amount_yi": 0.1137 }, { "time": "10:26", "open": 9.3, "high": 9.34, "low": 9.3, "close": 9.34, "amount_yi": 0.1279 }, { "time": "10:27", "open": 9.32, "high": 9.32, "low": 9.27, "close": 9.27, "amount_yi": 0.091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.27, "ts": "2026-06-29T10:27:42", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.26, "ask1": 9.27, "bid_qty1": 54, "ask_qty1": 260 }, "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": "2026-06-29T10:27:42", "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": 5.5258, "price_vs_vwap_pct": -5.534, "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": 0.1444, "prev_amount_yi": 0.198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:23", "open": 5.27, "high": 5.27, "low": 5.25, "close": 5.25, "amount_yi": 0.023 }, { "time": "10:24", "open": 5.27, "high": 5.27, "low": 5.27, "close": 5.27, "amount_yi": 0.0218 }, { "time": "10:25", "open": 5.27, "high": 5.28, "low": 5.27, "close": 5.28, "amount_yi": 0.018 }, { "time": "10:26", "open": 5.27, "high": 5.27, "low": 5.26, "close": 5.26, "amount_yi": 0.0415 }, { "time": "10:27", "open": 5.21, "high": 5.22, "low": 5.21, "close": 5.22, "amount_yi": 0.0401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.22, "ts": "2026-06-29T10:27:42", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.22, "ask1": 5.23, "bid_qty1": 39, "ask_qty1": 24 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 201.76, "max_chase_pct": 1.5, "base_exec_high": 198.82, "dynamic_exec_high": null, "entry_zone_low": 192.94, "entry_zone_high": 198.82, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3137, "prev_amount_yi": 0.3193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9825, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 180.75, "high": 181.46, "low": 180.75, "close": 181.46, "amount_yi": 0.0439 }, { "time": "10:24", "open": 181.54, "high": 181.54, "low": 181.06, "close": 181.06, "amount_yi": 0.0433 }, { "time": "10:25", "open": 182.6, "high": 183.71, "low": 182.6, "close": 183.71, "amount_yi": 0.0758 }, { "time": "10:26", "open": 183.43, "high": 184.0, "low": 183.43, "close": 184.0, "amount_yi": 0.056 }, { "time": "10:27", "open": 184.96, "high": 185.01, "low": 184.96, "close": 185.01, "amount_yi": 0.0947 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 185.01, "ts": "2026-06-29T10:27:41", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 178.0, "bid1": 184.09, "ask1": 185.01, "bid_qty1": 30, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 48.8824, "price_vs_vwap_pct": -4.4646, "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": 1.8874, "prev_amount_yi": 2.0351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 46.71, "high": 46.71, "low": 46.67, "close": 46.67, "amount_yi": 0.2737 }, { "time": "10:24", "open": 46.88, "high": 46.88, "low": 46.81, "close": 46.81, "amount_yi": 0.3091 }, { "time": "10:25", "open": 46.9, "high": 47.0, "low": 46.9, "close": 47.0, "amount_yi": 0.3403 }, { "time": "10:26", "open": 46.9, "high": 46.97, "low": 46.9, "close": 46.97, "amount_yi": 0.6574 }, { "time": "10:27", "open": 46.74, "high": 46.74, "low": 46.7, "close": 46.7, "amount_yi": 0.3069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.7, "ts": "2026-06-29T10:27:39", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 46.02, "bid1": 46.7, "ask1": 46.74, "bid_qty1": 16, "ask_qty1": 34 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 78.95, "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": 76.7397, "price_vs_vwap_pct": -4.4302, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6161, "prev_amount_yi": 0.4808, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2814, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 74.74, "high": 74.74, "low": 74.43, "close": 74.43, "amount_yi": 0.2335 }, { "time": "10:24", "open": 74.15, "high": 74.15, "low": 73.57, "close": 73.57, "amount_yi": 0.1023 }, { "time": "10:25", "open": 73.73, "high": 73.73, "low": 73.52, "close": 73.52, "amount_yi": 0.1149 }, { "time": "10:26", "open": 73.53, "high": 73.53, "low": 73.49, "close": 73.49, "amount_yi": 0.1072 }, { "time": "10:27", "open": 73.21, "high": 73.34, "low": 73.21, "close": 73.34, "amount_yi": 0.0582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.34, "ts": "2026-06-29T10:27:42", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 71.88, "bid1": 73.25, "ask1": 73.34, "bid_qty1": 2, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 20.5094, "price_vs_vwap_pct": -3.2639, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1986, "prev_amount_yi": 0.157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.265, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 19.67, "high": 19.68, "low": 19.67, "close": 19.68, "amount_yi": 0.0549 }, { "time": "10:24", "open": 19.77, "high": 19.77, "low": 19.69, "close": 19.69, "amount_yi": 0.0339 }, { "time": "10:25", "open": 19.75, "high": 19.75, "low": 19.7, "close": 19.7, "amount_yi": 0.0169 }, { "time": "10:26", "open": 19.79, "high": 19.82, "low": 19.79, "close": 19.82, "amount_yi": 0.0742 }, { "time": "10:27", "open": 19.85, "high": 19.85, "low": 19.84, "close": 19.84, "amount_yi": 0.0187 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.84, "ts": "2026-06-29T10:27:42", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 19.82, "ask1": 19.83, "bid_qty1": 68, "ask_qty1": 29 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "W11", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.63, "exec_low": 61.63, "exec_high": 62.55, "invalid_price": 59.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 63.48, "max_chase_pct": 1.5, "base_exec_high": 62.55, "dynamic_exec_high": null, "entry_zone_low": 60.71, "entry_zone_high": 62.55, "entry_risk_pct": 3.8752, "intraday_vwap": 61.1724, "price_vs_vwap_pct": 1.6471, "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": 2.1462, "prev_amount_yi": 2.1542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 60.65, "high": 60.9, "low": 60.65, "close": 60.9, "amount_yi": 0.2149 }, { "time": "10:24", "open": 61.28, "high": 61.59, "low": 61.28, "close": 61.59, "amount_yi": 0.5746 }, { "time": "10:25", "open": 60.91, "high": 60.91, "low": 60.57, "close": 60.57, "amount_yi": 0.4907 }, { "time": "10:26", "open": 61.25, "high": 61.71, "low": 61.25, "close": 61.71, "amount_yi": 0.3817 }, { "time": "10:27", "open": 61.91, "high": 62.18, "low": 61.91, "close": 62.18, "amount_yi": 0.4843 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.18, "ts": "2026-06-29T10:27:39", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 62.18, "ask1": 62.19, "bid_qty1": 2, "ask_qty1": 137 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH", "symbol": "SZSE.300398", "name": "飞凯材料", "side": "BUY", "priority": "W12", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 63.95, "exec_low": 63.95, "exec_high": 64.91, "invalid_price": 62.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 60.8985, "price_vs_vwap_pct": -5.3014, "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": 1.9853, "prev_amount_yi": 2.279, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8711, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 57.01, "high": 57.01, "low": 56.88, "close": 56.88, "amount_yi": 0.3773 }, { "time": "10:24", "open": 57.12, "high": 57.12, "low": 56.84, "close": 56.84, "amount_yi": 0.4831 }, { "time": "10:25", "open": 57.28, "high": 57.39, "low": 57.28, "close": 57.39, "amount_yi": 0.3354 }, { "time": "10:26", "open": 57.6, "high": 57.62, "low": 57.6, "close": 57.62, "amount_yi": 0.4883 }, { "time": "10:27", "open": 57.56, "high": 57.67, "low": 57.56, "close": 57.67, "amount_yi": 0.3012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.67, "ts": "2026-06-29T10:27:42", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 56.53, "bid1": 57.66, "ask1": 57.85, "bid_qty1": 13, "ask_qty1": 18 }, "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": "2026-06-29T10:27:42", "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": 20.7072, "price_vs_vwap_pct": -2.6909, "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": 0.0511, "prev_amount_yi": 0.0479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0668, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 20.42, "high": 20.57, "low": 20.42, "close": 20.57, "amount_yi": 0.0113 }, { "time": "10:24", "open": 20.52, "high": 20.52, "low": 20.43, "close": 20.43, "amount_yi": 0.0118 }, { "time": "10:25", "open": 20.36, "high": 20.36, "low": 20.3, "close": 20.3, "amount_yi": 0.0109 }, { "time": "10:26", "open": 20.34, "high": 20.34, "low": 20.21, "close": 20.21, "amount_yi": 0.0095 }, { "time": "10:27", "open": 20.18, "high": 20.18, "low": 20.15, "close": 20.15, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.15, "ts": "2026-06-29T10:27:39", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 20.01, "bid1": 20.14, "ask1": 20.15, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-29T10:27:42", "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": 1.1353, "prev_amount_yi": 1.0393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 368.07, "high": 368.07, "low": 366.99, "close": 366.99, "amount_yi": 0.2053 }, { "time": "10:24", "open": 367.5, "high": 367.5, "low": 366.99, "close": 366.99, "amount_yi": 0.2585 }, { "time": "10:25", "open": 367.01, "high": 371.68, "low": 367.01, "close": 371.68, "amount_yi": 0.3752 }, { "time": "10:26", "open": 371.88, "high": 373.68, "low": 371.88, "close": 373.68, "amount_yi": 0.1313 }, { "time": "10:27", "open": 373.0, "high": 373.68, "low": 373.0, "close": 373.68, "amount_yi": 0.165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 373.68, "ts": "2026-06-29T10:27:42", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 365.2, "bid1": 373.68, "ask1": 374.35, "bid_qty1": 8, "ask_qty1": 21 }, "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": "2026-06-29T10:27:42", "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": 365.8545, "price_vs_vwap_pct": -1.428, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.8764, "prev_amount_yi": 2.1712, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 356.99, "high": 359.0, "low": 356.99, "close": 359.0, "amount_yi": 0.8156 }, { "time": "10:24", "open": 360.89, "high": 361.76, "low": 360.89, "close": 361.76, "amount_yi": 1.2468 }, { "time": "10:25", "open": 361.01, "high": 361.01, "low": 360.0, "close": 360.0, "amount_yi": 0.5353 }, { "time": "10:26", "open": 359.14, "high": 361.34, "low": 359.14, "close": 361.34, "amount_yi": 0.3429 }, { "time": "10:27", "open": 360.3, "high": 360.63, "low": 360.3, "close": 360.63, "amount_yi": 0.9358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 360.63, "ts": "2026-06-29T10:27:39", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 360.63, "ask1": 361.0, "bid_qty1": 63, "ask_qty1": 10 }, "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": "2026-06-29T10:27:42", "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": 69.5227, "price_vs_vwap_pct": -5.254, "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": 0.376, "prev_amount_yi": 0.7352, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5114, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 65.46, "high": 65.49, "low": 65.46, "close": 65.49, "amount_yi": 0.0784 }, { "time": "10:24", "open": 65.5, "high": 65.59, "low": 65.5, "close": 65.59, "amount_yi": 0.0709 }, { "time": "10:25", "open": 65.92, "high": 65.92, "low": 65.79, "close": 65.79, "amount_yi": 0.0538 }, { "time": "10:26", "open": 66.0, "high": 66.0, "low": 65.84, "close": 65.84, "amount_yi": 0.0925 }, { "time": "10:27", "open": 65.65, "high": 65.87, "low": 65.65, "close": 65.87, "amount_yi": 0.0804 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.87, "ts": "2026-06-29T10:27:39", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 64.0, "bid1": 65.87, "ask1": 65.95, "bid_qty1": 61, "ask_qty1": 12 }, "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": "2026-06-29T10:27:42", "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": 15.306, "price_vs_vwap_pct": -1.9992, "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": 0.0355, "prev_amount_yi": 0.0303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0031 }, { "time": "10:24", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0042 }, { "time": "10:25", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0075 }, { "time": "10:26", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0081 }, { "time": "10:27", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:27:42", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 104844 }, "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": "2026-06-29T10:27:42", "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": 272.2895, "price_vs_vwap_pct": -1.8104, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5063, "prev_amount_yi": 0.2067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0259 }, { "time": "10:24", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0401 }, { "time": "10:25", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.062 }, { "time": "10:26", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.074 }, { "time": "10:27", "open": 267.3, "high": 267.36, "low": 267.3, "close": 267.36, "amount_yi": 0.3043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.36, "ts": "2026-06-29T10:27:40", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 267.36, "ask1": 267.4, "bid_qty1": 36, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2807, "prev_amount_yi": 0.2863, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9804, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 94.4, "high": 94.4, "low": 94.26, "close": 94.26, "amount_yi": 0.0223 }, { "time": "10:24", "open": 94.31, "high": 94.31, "low": 94.27, "close": 94.27, "amount_yi": 0.0628 }, { "time": "10:25", "open": 94.88, "high": 94.88, "low": 94.62, "close": 94.62, "amount_yi": 0.0683 }, { "time": "10:26", "open": 95.08, "high": 95.3, "low": 95.08, "close": 95.3, "amount_yi": 0.0828 }, { "time": "10:27", "open": 95.0, "high": 95.0, "low": 94.97, "close": 94.97, "amount_yi": 0.0445 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.97, "ts": "2026-06-29T10:27:42", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 93.0, "bid1": 94.75, "ask1": 94.96, "bid_qty1": 2, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 15.1633, "price_vs_vwap_pct": -1.011, "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": 0.1234, "prev_amount_yi": 0.1302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 14.89, "high": 14.9, "low": 14.89, "close": 14.9, "amount_yi": 0.0299 }, { "time": "10:24", "open": 14.94, "high": 14.98, "low": 14.94, "close": 14.98, "amount_yi": 0.0197 }, { "time": "10:25", "open": 15.03, "high": 15.08, "low": 15.03, "close": 15.08, "amount_yi": 0.047 }, { "time": "10:26", "open": 15.07, "high": 15.07, "low": 15.03, "close": 15.03, "amount_yi": 0.0119 }, { "time": "10:27", "open": 15.02, "high": 15.02, "low": 15.01, "close": 15.01, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.01, "ts": "2026-06-29T10:27:40", "prev_close": 15.1, "open": 15.15, "high": 15.55, "low": 14.81, "bid1": 15.01, "ask1": 15.02, "bid_qty1": 71, "ask_qty1": 128 }, "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": "OBSERVE", "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": "2026-06-29T10:27:42", "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": 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": 3.4461, "intraday_vwap": 279.2528, "price_vs_vwap_pct": -2.3215, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1348, "prev_amount_yi": 1.0299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 273.95, "high": 273.95, "low": 273.02, "close": 273.02, "amount_yi": 0.2264 }, { "time": "10:24", "open": 274.45, "high": 274.45, "low": 274.4, "close": 274.4, "amount_yi": 0.15 }, { "time": "10:25", "open": 274.98, "high": 274.98, "low": 274.47, "close": 274.47, "amount_yi": 0.1407 }, { "time": "10:26", "open": 275.0, "high": 275.0, "low": 275.0, "close": 275.0, "amount_yi": 0.2332 }, { "time": "10:27", "open": 272.75, "high": 272.77, "low": 272.75, "close": 272.77, "amount_yi": 0.3845 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 272.77, "ts": "2026-06-29T10:27:41", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 267.0, "bid1": 272.75, "ask1": 272.77, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:27:42", "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": 21.529, "price_vs_vwap_pct": -4.7796, "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": 0.1491, "prev_amount_yi": 0.367, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4063, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0376 }, { "time": "10:24", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0245 }, { "time": "10:25", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0327 }, { "time": "10:26", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0272 }, { "time": "10:27", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0271 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.5, "ts": "2026-06-29T10:27:42", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 13730 }, "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": "2026-06-29T10:27:42", "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": 9.7672, "price_vs_vwap_pct": 0.5406, "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": 0.0596, "prev_amount_yi": 0.0798, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0106 }, { "time": "10:24", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0129 }, { "time": "10:25", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0094 }, { "time": "10:26", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0173 }, { "time": "10:27", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:27:40", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 470158, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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": 75.7564, "price_vs_vwap_pct": -3.9949, "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": 2.4475, "prev_amount_yi": 3.9319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 70.9, "high": 70.9, "low": 70.67, "close": 70.67, "amount_yi": 0.5758 }, { "time": "10:24", "open": 70.81, "high": 71.04, "low": 70.81, "close": 71.04, "amount_yi": 0.389 }, { "time": "10:25", "open": 72.01, "high": 73.0, "low": 72.01, "close": 73.0, "amount_yi": 0.3419 }, { "time": "10:26", "open": 72.85, "high": 72.85, "low": 72.6, "close": 72.6, "amount_yi": 0.7613 }, { "time": "10:27", "open": 72.75, "high": 72.75, "low": 72.73, "close": 72.73, "amount_yi": 0.3795 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.73, "ts": "2026-06-29T10:27:39", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 72.73, "ask1": 72.74, "bid_qty1": 17, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH", "symbol": "SHSE.603324", "name": "盛剑科技", "side": "BUY", "priority": "W25", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.15, "exec_low": 52.15, "exec_high": 52.93, "invalid_price": 50.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 53.71, "max_chase_pct": 1.5, "base_exec_high": 52.93, "dynamic_exec_high": null, "entry_zone_low": 51.37, "entry_zone_high": 52.93, "entry_risk_pct": 3.5646, "intraday_vwap": 52.659, "price_vs_vwap_pct": -0.4918, "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": 0.0967, "prev_amount_yi": 0.0853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1336, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 52.41, "high": 52.41, "low": 52.39, "close": 52.39, "amount_yi": 0.0229 }, { "time": "10:24", "open": 52.26, "high": 52.26, "low": 52.16, "close": 52.16, "amount_yi": 0.0114 }, { "time": "10:25", "open": 52.18, "high": 52.44, "low": 52.18, "close": 52.44, "amount_yi": 0.0142 }, { "time": "10:26", "open": 52.64, "high": 52.64, "low": 52.4, "close": 52.4, "amount_yi": 0.0253 }, { "time": "10:27", "open": 52.54, "high": 52.54, "low": 52.4, "close": 52.4, "amount_yi": 0.0229 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 52.4, "ts": "2026-06-29T10:27:41", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 52.4, "ask1": 52.46, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH", "symbol": "SZSE.301138", "name": "华研精机", "side": "BUY", "priority": "W26", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.86, "exec_low": 33.86, "exec_high": 34.37, "invalid_price": 32.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 30.8744, "price_vs_vwap_pct": -3.1236, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0304, "prev_amount_yi": 0.0324, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 29.48, "high": 29.51, "low": 29.48, "close": 29.51, "amount_yi": 0.007 }, { "time": "10:24", "open": 29.64, "high": 29.64, "low": 29.63, "close": 29.63, "amount_yi": 0.0044 }, { "time": "10:25", "open": 29.76, "high": 29.85, "low": 29.76, "close": 29.85, "amount_yi": 0.0084 }, { "time": "10:26", "open": 29.94, "high": 29.94, "low": 29.9, "close": 29.9, "amount_yi": 0.0067 }, { "time": "10:27", "open": 29.91, "high": 29.91, "low": 29.91, "close": 29.91, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.91, "ts": "2026-06-29T10:27:39", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.38, "bid1": 29.91, "ask1": 29.95, "bid_qty1": 4, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 980.0, "exec_low": 980.0, "exec_high": 994.7, "invalid_price": 950.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1009.4, "max_chase_pct": 1.5, "base_exec_high": 994.7, "dynamic_exec_high": null, "entry_zone_low": 965.3, "entry_zone_high": 994.7, "entry_risk_pct": null, "intraday_vwap": 936.1624, "price_vs_vwap_pct": -0.6604, "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": 2.9376, "prev_amount_yi": 3.561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8249, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 920.0, "high": 925.97, "low": 920.0, "close": 925.97, "amount_yi": 0.5188 }, { "time": "10:24", "open": 925.02, "high": 926.0, "low": 925.02, "close": 926.0, "amount_yi": 0.6446 }, { "time": "10:25", "open": 925.0, "high": 927.55, "low": 925.0, "close": 927.55, "amount_yi": 0.3936 }, { "time": "10:26", "open": 930.0, "high": 936.23, "low": 930.0, "close": 936.23, "amount_yi": 0.729 }, { "time": "10:27", "open": 936.5, "high": 936.5, "low": 929.98, "close": 929.98, "amount_yi": 0.6516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 929.98, "ts": "2026-06-29T10:27:42", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 900.95, "bid1": 927.0, "ask1": 929.98, "bid_qty1": 42, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH", "symbol": "SHSE.600667", "name": "太极实业", "side": "BUY", "priority": "W28", "status": "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": "2026-06-29T10:27:42", "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": 27.5654, "price_vs_vwap_pct": -0.9628, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.2784, "prev_amount_yi": 1.6573, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5815, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 26.71, "high": 26.71, "low": 26.54, "close": 26.54, "amount_yi": 0.3372 }, { "time": "10:24", "open": 26.75, "high": 26.85, "low": 26.75, "close": 26.85, "amount_yi": 0.3886 }, { "time": "10:25", "open": 27.1, "high": 27.28, "low": 27.1, "close": 27.28, "amount_yi": 1.7457 }, { "time": "10:26", "open": 27.33, "high": 27.33, "low": 27.29, "close": 27.29, "amount_yi": 1.3209 }, { "time": "10:27", "open": 27.2, "high": 27.3, "low": 27.2, "close": 27.3, "amount_yi": 0.486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.3, "ts": "2026-06-29T10:27:42", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 25.98, "bid1": 27.28, "ask1": 27.3, "bid_qty1": 32, "ask_qty1": 2301 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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": 42.0745, "price_vs_vwap_pct": -4.4314, "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": 0.4051, "prev_amount_yi": 0.5136, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7887, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 39.93, "high": 39.93, "low": 39.92, "close": 39.92, "amount_yi": 0.1451 }, { "time": "10:24", "open": 39.96, "high": 40.04, "low": 39.96, "close": 40.04, "amount_yi": 0.0771 }, { "time": "10:25", "open": 40.21, "high": 40.21, "low": 40.17, "close": 40.17, "amount_yi": 0.0536 }, { "time": "10:26", "open": 40.19, "high": 40.19, "low": 40.14, "close": 40.14, "amount_yi": 0.0828 }, { "time": "10:27", "open": 40.08, "high": 40.21, "low": 40.08, "close": 40.21, "amount_yi": 0.0465 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.21, "ts": "2026-06-29T10:27:41", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.86, "bid1": 40.14, "ask1": 40.2, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1886, "prev_amount_yi": 0.3187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 91.47, "high": 91.47, "low": 91.44, "close": 91.44, "amount_yi": 0.0548 }, { "time": "10:24", "open": 91.5, "high": 91.98, "low": 91.5, "close": 91.98, "amount_yi": 0.0445 }, { "time": "10:25", "open": 91.84, "high": 91.84, "low": 91.74, "close": 91.74, "amount_yi": 0.0206 }, { "time": "10:26", "open": 92.23, "high": 92.23, "low": 91.99, "close": 91.99, "amount_yi": 0.028 }, { "time": "10:27", "open": 92.22, "high": 92.22, "low": 92.0, "close": 92.0, "amount_yi": 0.0407 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.0, "ts": "2026-06-29T10:27:42", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 92.0, "ask1": 92.23, "bid_qty1": 2, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 81.4101, "price_vs_vwap_pct": -2.985, "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": 0.637, "prev_amount_yi": 1.0112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6299, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 78.5, "high": 78.62, "low": 78.5, "close": 78.62, "amount_yi": 0.1246 }, { "time": "10:24", "open": 78.87, "high": 78.98, "low": 78.87, "close": 78.98, "amount_yi": 0.1734 }, { "time": "10:25", "open": 79.41, "high": 79.41, "low": 79.32, "close": 79.32, "amount_yi": 0.1468 }, { "time": "10:26", "open": 79.35, "high": 79.35, "low": 79.11, "close": 79.11, "amount_yi": 0.1128 }, { "time": "10:27", "open": 78.92, "high": 78.98, "low": 78.92, "close": 78.98, "amount_yi": 0.0794 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:27:40", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 78.98, "ask1": 78.99, "bid_qty1": 16, "ask_qty1": 18 }, "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": "2026-06-29T10:27:42", "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": 23.0158, "price_vs_vwap_pct": -2.4583, "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": 0.0342, "prev_amount_yi": 0.0211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6209, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.004 }, { "time": "10:24", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0039 }, { "time": "10:25", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0151 }, { "time": "10:26", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0055 }, { "time": "10:27", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:27:42", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 125197 }, "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": "2026-06-29T10:27:42", "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": 25.4502, "price_vs_vwap_pct": -5.5017, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7535, "prev_amount_yi": 0.5123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 23.82, "high": 23.88, "low": 23.82, "close": 23.88, "amount_yi": 0.1691 }, { "time": "10:24", "open": 24.06, "high": 24.2, "low": 24.06, "close": 24.2, "amount_yi": 0.1503 }, { "time": "10:25", "open": 24.1, "high": 24.1, "low": 24.0, "close": 24.0, "amount_yi": 0.158 }, { "time": "10:26", "open": 24.12, "high": 24.12, "low": 24.07, "close": 24.07, "amount_yi": 0.08 }, { "time": "10:27", "open": 23.95, "high": 24.05, "low": 23.95, "close": 24.05, "amount_yi": 0.1961 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.05, "ts": "2026-06-29T10:27:41", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.04, "ask1": 24.05, "bid_qty1": 97, "ask_qty1": 3 }, "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": "2026-06-29T10:27:42", "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": 43.4012, "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": 0.1855, "prev_amount_yi": 0.2842, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 43.34, "high": 43.39, "low": 43.34, "close": 43.39, "amount_yi": 0.0571 }, { "time": "10:24", "open": 43.57, "high": 43.57, "low": 43.35, "close": 43.35, "amount_yi": 0.0546 }, { "time": "10:25", "open": 43.44, "high": 43.46, "low": 43.44, "close": 43.46, "amount_yi": 0.0273 }, { "time": "10:26", "open": 43.5, "high": 43.5, "low": 43.36, "close": 43.36, "amount_yi": 0.0184 }, { "time": "10:27", "open": 43.26, "high": 43.27, "low": 43.26, "close": 43.27, "amount_yi": 0.0281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.27, "ts": "2026-06-29T10:27:42", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.77, "bid1": 43.26, "ask1": 43.27, "bid_qty1": 1, "ask_qty1": 6 }, "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": "2026-06-29T10:27:42", "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": 93.4372, "price_vs_vwap_pct": -4.385, "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": 1.6487, "prev_amount_yi": 1.9467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 89.57, "high": 89.64, "low": 89.57, "close": 89.64, "amount_yi": 0.341 }, { "time": "10:24", "open": 89.76, "high": 89.76, "low": 89.4, "close": 89.4, "amount_yi": 0.3322 }, { "time": "10:25", "open": 89.55, "high": 89.55, "low": 89.49, "close": 89.49, "amount_yi": 0.3285 }, { "time": "10:26", "open": 89.69, "high": 89.71, "low": 89.69, "close": 89.71, "amount_yi": 0.3396 }, { "time": "10:27", "open": 89.38, "high": 89.38, "low": 89.34, "close": 89.34, "amount_yi": 0.3074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.34, "ts": "2026-06-29T10:27:42", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 88.2, "bid1": 89.29, "ask1": 89.34, "bid_qty1": 1, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH", "symbol": "SHSE.600007", "name": "XD中国国", "side": "BUY", "priority": "W36", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 19.46, "exec_low": 19.46, "exec_high": 19.75, "invalid_price": 18.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 20.04, "max_chase_pct": 1.5, "base_exec_high": 19.75, "dynamic_exec_high": null, "entry_zone_low": 19.17, "entry_zone_high": 19.75, "entry_risk_pct": null, "intraday_vwap": 18.8874, "price_vs_vwap_pct": 1.9727, "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": 0.0333, "prev_amount_yi": 0.0185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:23", "open": 18.98, "high": 19.03, "low": 18.98, "close": 19.03, "amount_yi": 0.0065 }, { "time": "10:24", "open": 19.07, "high": 19.07, "low": 19.07, "close": 19.07, "amount_yi": 0.0049 }, { "time": "10:25", "open": 19.19, "high": 19.19, "low": 19.19, "close": 19.19, "amount_yi": 0.013 }, { "time": "10:26", "open": 19.24, "high": 19.24, "low": 19.22, "close": 19.22, "amount_yi": 0.003 }, { "time": "10:27", "open": 19.27, "high": 19.27, "low": 19.26, "close": 19.26, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.26, "ts": "2026-06-29T10:27:37", "prev_close": 18.96, "open": 18.93, "high": 19.29, "low": 18.54, "bid1": 19.26, "ask1": 19.29, "bid_qty1": 14, "ask_qty1": 13 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM", "symbol": "SHSE.600176", "name": "中国巨石", "side": "BUY", "priority": "W37", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.2, "exec_low": 78.36, "exec_high": 78.36, "invalid_price": 74.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 70.5719, "price_vs_vwap_pct": -3.3326, "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": 4.6145, "prev_amount_yi": 4.8246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9565, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 68.0, "high": 68.01, "low": 68.0, "close": 68.01, "amount_yi": 0.7526 }, { "time": "10:24", "open": 68.2, "high": 68.31, "low": 68.2, "close": 68.31, "amount_yi": 0.7535 }, { "time": "10:25", "open": 68.68, "high": 68.87, "low": 68.68, "close": 68.87, "amount_yi": 1.3091 }, { "time": "10:26", "open": 68.8, "high": 68.82, "low": 68.8, "close": 68.82, "amount_yi": 1.2981 }, { "time": "10:27", "open": 68.49, "high": 68.49, "low": 68.22, "close": 68.22, "amount_yi": 0.5012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.22, "ts": "2026-06-29T10:27:42", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 68.18, "ask1": 68.22, "bid_qty1": 1238, "ask_qty1": 1 }, "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": "2026-06-29T10:27:42", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7506, "prev_amount_yi": 2.0177, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3632, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 36.8, "high": 37.12, "low": 36.8, "close": 37.12, "amount_yi": 0.3515 }, { "time": "10:24", "open": 37.27, "high": 37.36, "low": 37.27, "close": 37.36, "amount_yi": 1.0611 }, { "time": "10:25", "open": 37.27, "high": 37.4, "low": 37.27, "close": 37.4, "amount_yi": 0.648 }, { "time": "10:26", "open": 37.23, "high": 37.23, "low": 36.84, "close": 36.84, "amount_yi": 0.3877 }, { "time": "10:27", "open": 36.93, "high": 37.08, "low": 36.93, "close": 37.08, "amount_yi": 0.3023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.08, "ts": "2026-06-29T10:27:41", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 37.08, "ask1": 37.11, "bid_qty1": 135, "ask_qty1": 3 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 54.35, "max_chase_pct": 1.5, "base_exec_high": 53.56, "dynamic_exec_high": null, "entry_zone_low": 51.98, "entry_zone_high": 53.56, "entry_risk_pct": null, "intraday_vwap": 51.8995, "price_vs_vwap_pct": -6.5694, "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": 1.8329, "prev_amount_yi": 4.9417, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3709, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 47.93, "high": 47.93, "low": 47.88, "close": 47.88, "amount_yi": 0.4015 }, { "time": "10:24", "open": 48.0, "high": 48.5, "low": 48.0, "close": 48.5, "amount_yi": 0.2115 }, { "time": "10:25", "open": 48.84, "high": 48.84, "low": 48.59, "close": 48.59, "amount_yi": 0.5812 }, { "time": "10:26", "open": 48.65, "high": 48.67, "low": 48.65, "close": 48.67, "amount_yi": 0.3635 }, { "time": "10:27", "open": 48.53, "high": 48.53, "low": 48.49, "close": 48.49, "amount_yi": 0.2752 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.49, "ts": "2026-06-29T10:27:40", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.48, "ask1": 48.49, "bid_qty1": 2, "ask_qty1": 31 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 87.8669, "price_vs_vwap_pct": -0.7021, "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": 1.8197, "prev_amount_yi": 2.2193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8199, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 86.96, "high": 87.02, "low": 86.96, "close": 87.02, "amount_yi": 0.3185 }, { "time": "10:24", "open": 86.53, "high": 86.76, "low": 86.53, "close": 86.76, "amount_yi": 0.3794 }, { "time": "10:25", "open": 87.5, "high": 87.5, "low": 86.94, "close": 86.94, "amount_yi": 0.461 }, { "time": "10:26", "open": 87.37, "high": 87.37, "low": 86.98, "close": 86.98, "amount_yi": 0.3134 }, { "time": "10:27", "open": 87.04, "high": 87.25, "low": 87.04, "close": 87.25, "amount_yi": 0.3474 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.25, "ts": "2026-06-29T10:27:42", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 87.2, "ask1": 87.25, "bid_qty1": 26, "ask_qty1": 1 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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": 47.6704, "price_vs_vwap_pct": -8.3708, "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": 0.8528, "prev_amount_yi": 1.5126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5638, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 43.44, "high": 43.44, "low": 43.28, "close": 43.28, "amount_yi": 0.2089 }, { "time": "10:24", "open": 43.3, "high": 43.36, "low": 43.3, "close": 43.36, "amount_yi": 0.0869 }, { "time": "10:25", "open": 43.5, "high": 43.5, "low": 43.46, "close": 43.46, "amount_yi": 0.2066 }, { "time": "10:26", "open": 43.5, "high": 43.7, "low": 43.5, "close": 43.7, "amount_yi": 0.12 }, { "time": "10:27", "open": 43.8, "high": 43.8, "low": 43.68, "close": 43.68, "amount_yi": 0.2304 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.68, "ts": "2026-06-29T10:27:41", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 43.7, "ask1": 43.74, "bid_qty1": 2, "ask_qty1": 22 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": null, "intraday_vwap": 107.1318, "price_vs_vwap_pct": 0.9131, "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": 5.4392, "prev_amount_yi": 5.603, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 107.01, "high": 107.01, "low": 106.58, "close": 106.58, "amount_yi": 1.2052 }, { "time": "10:24", "open": 107.97, "high": 107.97, "low": 107.77, "close": 107.77, "amount_yi": 1.1564 }, { "time": "10:25", "open": 107.6, "high": 107.63, "low": 107.6, "close": 107.63, "amount_yi": 0.9412 }, { "time": "10:26", "open": 108.66, "high": 108.66, "low": 108.59, "close": 108.59, "amount_yi": 0.9979 }, { "time": "10:27", "open": 108.98, "high": 108.98, "low": 108.11, "close": 108.11, "amount_yi": 1.1385 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.11, "ts": "2026-06-29T10:27:42", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 108.1, "ask1": 108.14, "bid_qty1": 8, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7164, "prev_amount_yi": 0.4679, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 53.61, "high": 54.13, "low": 53.61, "close": 54.13, "amount_yi": 0.0564 }, { "time": "10:24", "open": 54.74, "high": 55.21, "low": 54.74, "close": 55.21, "amount_yi": 0.1723 }, { "time": "10:25", "open": 55.0, "high": 55.35, "low": 55.0, "close": 55.35, "amount_yi": 0.2201 }, { "time": "10:26", "open": 55.36, "high": 55.36, "low": 55.0, "close": 55.0, "amount_yi": 0.2048 }, { "time": "10:27", "open": 54.4, "high": 54.4, "low": 54.34, "close": 54.34, "amount_yi": 0.0628 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.34, "ts": "2026-06-29T10:27:40", "prev_close": 53.86, "open": 55.0, "high": 58.85, "low": 51.51, "bid1": 54.13, "ask1": 54.76, "bid_qty1": 42, "ask_qty1": 37 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 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": 4.8009, "prev_amount_yi": 5.1896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9251, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 484.84, "high": 484.84, "low": 482.49, "close": 482.49, "amount_yi": 0.9233 }, { "time": "10:24", "open": 484.0, "high": 486.27, "low": 484.0, "close": 486.27, "amount_yi": 0.5869 }, { "time": "10:25", "open": 489.31, "high": 491.11, "low": 489.31, "close": 491.11, "amount_yi": 0.5562 }, { "time": "10:26", "open": 492.99, "high": 492.99, "low": 490.1, "close": 490.1, "amount_yi": 1.7781 }, { "time": "10:27", "open": 489.88, "high": 489.88, "low": 488.89, "close": 488.89, "amount_yi": 0.9564 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 488.89, "ts": "2026-06-29T10:27:41", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 473.89, "bid1": 488.89, "ask1": 488.99, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 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": 201.7054, "price_vs_vwap_pct": 0.6815, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.4307, "prev_amount_yi": 1.8971, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8084, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 199.66, "high": 199.67, "low": 199.66, "close": 199.67, "amount_yi": 1.0305 }, { "time": "10:24", "open": 199.86, "high": 200.7, "low": 199.86, "close": 200.7, "amount_yi": 0.5176 }, { "time": "10:25", "open": 201.0, "high": 201.0, "low": 200.39, "close": 200.39, "amount_yi": 0.7784 }, { "time": "10:26", "open": 201.69, "high": 201.69, "low": 201.67, "close": 201.67, "amount_yi": 0.5032 }, { "time": "10:27", "open": 202.5, "high": 203.08, "low": 202.5, "close": 203.08, "amount_yi": 0.601 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 203.08, "ts": "2026-06-29T10:27:42", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 202.99, "ask1": 203.09, "bid_qty1": 41, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "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": "2026-06-29T10:27:42", "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": 84.567, "price_vs_vwap_pct": -5.0575, "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": 0.2512, "prev_amount_yi": 0.3155, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 79.99, "high": 79.99, "low": 79.9, "close": 79.9, "amount_yi": 0.0589 }, { "time": "10:24", "open": 79.95, "high": 79.95, "low": 79.82, "close": 79.82, "amount_yi": 0.0608 }, { "time": "10:25", "open": 80.07, "high": 80.07, "low": 79.82, "close": 79.82, "amount_yi": 0.052 }, { "time": "10:26", "open": 79.92, "high": 80.06, "low": 79.92, "close": 80.06, "amount_yi": 0.0385 }, { "time": "10:27", "open": 80.16, "high": 80.29, "low": 80.16, "close": 80.29, "amount_yi": 0.041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.29, "ts": "2026-06-29T10:27:40", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.7, "bid1": 80.24, "ask1": 80.29, "bid_qty1": 8, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 77.28, "exec_low": 78.44, "exec_high": 78.44, "invalid_price": 74.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.6, "max_chase_pct": 1.5, "base_exec_high": 78.44, "dynamic_exec_high": null, "entry_zone_low": 76.12, "entry_zone_high": 78.44, "entry_risk_pct": null, "intraday_vwap": 76.2776, "price_vs_vwap_pct": -1.0325, "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": 0.2877, "prev_amount_yi": 0.4325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 74.19, "high": 74.4, "low": 74.19, "close": 74.4, "amount_yi": 0.0315 }, { "time": "10:24", "open": 74.96, "high": 75.0, "low": 74.96, "close": 75.0, "amount_yi": 0.0937 }, { "time": "10:25", "open": 75.35, "high": 75.35, "low": 74.85, "close": 74.85, "amount_yi": 0.095 }, { "time": "10:26", "open": 74.6, "high": 74.7, "low": 74.6, "close": 74.7, "amount_yi": 0.0419 }, { "time": "10:27", "open": 75.0, "high": 75.49, "low": 75.0, "close": 75.49, "amount_yi": 0.0256 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.49, "ts": "2026-06-29T10:27:42", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 75.4, "ask1": 75.49, "bid_qty1": 76, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.98, "exec_low": 36.52, "exec_high": 36.52, "invalid_price": 34.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 34.0984, "price_vs_vwap_pct": -1.9309, "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": 0.3958, "prev_amount_yi": 0.6087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 33.11, "high": 33.22, "low": 33.11, "close": 33.22, "amount_yi": 0.0806 }, { "time": "10:24", "open": 33.23, "high": 33.32, "low": 33.23, "close": 33.32, "amount_yi": 0.0993 }, { "time": "10:25", "open": 33.36, "high": 33.37, "low": 33.36, "close": 33.37, "amount_yi": 0.0601 }, { "time": "10:26", "open": 33.38, "high": 33.43, "low": 33.38, "close": 33.43, "amount_yi": 0.0568 }, { "time": "10:27", "open": 33.4, "high": 33.44, "low": 33.4, "close": 33.44, "amount_yi": 0.099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.44, "ts": "2026-06-29T10:27:40", "prev_close": 33.96, "open": 34.1, "high": 34.86, "low": 33.03, "bid1": 33.4, "ask1": 33.44, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:27:42", "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": 17.4663, "price_vs_vwap_pct": -6.8492, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7053, "prev_amount_yi": 0.6174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7621, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 16.86, "high": 16.86, "low": 16.7, "close": 16.7, "amount_yi": 0.1265 }, { "time": "10:24", "open": 16.6, "high": 16.6, "low": 16.46, "close": 16.46, "amount_yi": 0.3411 }, { "time": "10:25", "open": 16.46, "high": 16.46, "low": 16.18, "close": 16.18, "amount_yi": 0.428 }, { "time": "10:26", "open": 16.27, "high": 16.33, "low": 16.27, "close": 16.33, "amount_yi": 0.53 }, { "time": "10:27", "open": 16.37, "high": 16.37, "low": 16.27, "close": 16.27, "amount_yi": 0.2797 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.27, "ts": "2026-06-29T10:27:40", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.08, "bid1": 16.27, "ask1": 16.28, "bid_qty1": 75, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM", "symbol": "SZSE.300498", "name": "温氏股份", "side": "BUY", "priority": "W50", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.5, "exec_low": 12.69, "exec_high": 12.69, "invalid_price": 12.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 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": 3.8858, "intraday_vwap": 12.275, "price_vs_vwap_pct": 2.6477, "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": 0.611, "prev_amount_yi": 0.8665, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 12.51, "high": 12.51, "low": 12.48, "close": 12.48, "amount_yi": 0.0949 }, { "time": "10:24", "open": 12.52, "high": 12.55, "low": 12.52, "close": 12.55, "amount_yi": 0.1267 }, { "time": "10:25", "open": 12.56, "high": 12.62, "low": 12.56, "close": 12.62, "amount_yi": 0.114 }, { "time": "10:26", "open": 12.61, "high": 12.61, "low": 12.59, "close": 12.59, "amount_yi": 0.1635 }, { "time": "10:27", "open": 12.59, "high": 12.6, "low": 12.59, "close": 12.6, "amount_yi": 0.1119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 12.6, "ts": "2026-06-29T10:27:42", "prev_close": 12.16, "open": 12.17, "high": 12.63, "low": 11.95, "bid1": 12.6, "ask1": 12.61, "bid_qty1": 469, "ask_qty1": 672 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300759:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300759:VWAP_RECLAIM", "symbol": "SZSE.300759", "name": "康龙化成", "side": "BUY", "priority": "W51", "status": "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": "2026-06-29T10:27:42", "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": 27.9654, "price_vs_vwap_pct": 4.6293, "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": 1.1311, "prev_amount_yi": 1.4729, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 29.37, "high": 29.39, "low": 29.37, "close": 29.39, "amount_yi": 0.2821 }, { "time": "10:24", "open": 29.4, "high": 29.4, "low": 29.39, "close": 29.39, "amount_yi": 0.1645 }, { "time": "10:25", "open": 29.5, "high": 29.5, "low": 29.48, "close": 29.48, "amount_yi": 0.3421 }, { "time": "10:26", "open": 29.32, "high": 29.32, "low": 29.27, "close": 29.27, "amount_yi": 0.159 }, { "time": "10:27", "open": 29.18, "high": 29.26, "low": 29.18, "close": 29.26, "amount_yi": 0.1834 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.26, "ts": "2026-06-29T10:27:39", "prev_close": 26.32, "open": 26.68, "high": 29.56, "low": 26.0, "bid1": 29.26, "ask1": 29.28, "bid_qty1": 3, "ask_qty1": 39 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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": 85.8144, "price_vs_vwap_pct": -2.0561, "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": 0.5418, "prev_amount_yi": 0.8237, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 82.36, "high": 82.45, "low": 82.36, "close": 82.45, "amount_yi": 0.0932 }, { "time": "10:24", "open": 82.6, "high": 83.0, "low": 82.6, "close": 83.0, "amount_yi": 0.072 }, { "time": "10:25", "open": 83.4, "high": 83.51, "low": 83.4, "close": 83.51, "amount_yi": 0.1402 }, { "time": "10:26", "open": 83.59, "high": 83.75, "low": 83.59, "close": 83.75, "amount_yi": 0.0992 }, { "time": "10:27", "open": 83.98, "high": 84.05, "low": 83.98, "close": 84.05, "amount_yi": 0.1372 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.05, "ts": "2026-06-29T10:27:42", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 81.56, "bid1": 84.05, "ask1": 84.06, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 7.8946, "price_vs_vwap_pct": -1.1983, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.6007, "prev_amount_yi": 6.2863, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.05, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 7.8, "high": 7.8, "low": 7.77, "close": 7.77, "amount_yi": 2.2781 }, { "time": "10:24", "open": 7.77, "high": 7.77, "low": 7.74, "close": 7.74, "amount_yi": 1.309 }, { "time": "10:25", "open": 7.74, "high": 7.78, "low": 7.74, "close": 7.78, "amount_yi": 0.6934 }, { "time": "10:26", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 1.2369 }, { "time": "10:27", "open": 7.77, "high": 7.8, "low": 7.77, "close": 7.8, "amount_yi": 1.0833 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.8, "ts": "2026-06-29T10:27:42", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.56, "bid1": 7.79, "ask1": 7.8, "bid_qty1": 434, "ask_qty1": 23107 }, "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": "2026-06-29T10:27:42", "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": 174.558, "price_vs_vwap_pct": -3.9517, "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": 0.7989, "prev_amount_yi": 0.8464, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9439, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 166.26, "high": 166.66, "low": 166.26, "close": 166.66, "amount_yi": 0.2178 }, { "time": "10:24", "open": 167.95, "high": 168.5, "low": 167.95, "close": 168.5, "amount_yi": 0.1529 }, { "time": "10:25", "open": 168.82, "high": 169.0, "low": 168.82, "close": 169.0, "amount_yi": 0.1278 }, { "time": "10:26", "open": 169.05, "high": 169.05, "low": 168.65, "close": 168.65, "amount_yi": 0.2073 }, { "time": "10:27", "open": 168.03, "high": 168.03, "low": 167.66, "close": 167.66, "amount_yi": 0.0931 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 167.66, "ts": "2026-06-29T10:27:41", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 162.0, "bid1": 167.6, "ask1": 167.66, "bid_qty1": 2, "ask_qty1": 43 }, "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": "2026-06-29T10:27:42", "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": 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": 3.2564, "intraday_vwap": 16.3723, "price_vs_vwap_pct": 3.101, "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": 0.0576, "prev_amount_yi": 0.0839, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6865, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 16.78, "high": 16.78, "low": 16.75, "close": 16.75, "amount_yi": 0.0092 }, { "time": "10:24", "open": 16.83, "high": 16.88, "low": 16.83, "close": 16.88, "amount_yi": 0.0142 }, { "time": "10:25", "open": 16.86, "high": 16.87, "low": 16.86, "close": 16.87, "amount_yi": 0.0097 }, { "time": "10:26", "open": 16.85, "high": 16.88, "low": 16.85, "close": 16.88, "amount_yi": 0.0097 }, { "time": "10:27", "open": 16.86, "high": 16.88, "low": 16.86, "close": 16.88, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 16.88, "ts": "2026-06-29T10:27:39", "prev_close": 16.23, "open": 16.19, "high": 16.9, "low": 15.98, "bid1": 16.88, "ask1": 16.89, "bid_qty1": 45, "ask_qty1": 53 }, "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": "2026-06-29T10:27:42", "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": 20.4371, "price_vs_vwap_pct": -1.3069, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3498, "prev_amount_yi": 0.2576, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 19.59, "high": 19.59, "low": 19.52, "close": 19.52, "amount_yi": 0.0358 }, { "time": "10:24", "open": 19.6, "high": 19.89, "low": 19.6, "close": 19.89, "amount_yi": 0.1187 }, { "time": "10:25", "open": 19.9, "high": 19.99, "low": 19.9, "close": 19.99, "amount_yi": 0.077 }, { "time": "10:26", "open": 20.0, "high": 20.2, "low": 20.0, "close": 20.2, "amount_yi": 0.0567 }, { "time": "10:27", "open": 20.12, "high": 20.17, "low": 20.12, "close": 20.17, "amount_yi": 0.0616 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.17, "ts": "2026-06-29T10:27:39", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 20.17, "ask1": 20.2, "bid_qty1": 220, "ask_qty1": 19 }, "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": "2026-06-29T10:27:42", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4766, "prev_amount_yi": 0.7652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 485.16, "high": 490.0, "low": 485.16, "close": 490.0, "amount_yi": 0.0883 }, { "time": "10:24", "open": 493.3, "high": 493.3, "low": 493.3, "close": 493.3, "amount_yi": 0.0636 }, { "time": "10:25", "open": 495.44, "high": 495.49, "low": 495.44, "close": 495.49, "amount_yi": 0.1246 }, { "time": "10:26", "open": 498.75, "high": 498.75, "low": 496.13, "close": 496.13, "amount_yi": 0.0977 }, { "time": "10:27", "open": 496.13, "high": 496.13, "low": 493.51, "close": 493.51, "amount_yi": 0.1024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 493.51, "ts": "2026-06-29T10:27:41", "prev_close": 469.1, "open": 470.5, "high": 506.0, "low": 470.5, "bid1": 493.64, "ask1": 494.98, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM", "symbol": "SHSE.600857", "name": "宁波中百", "side": "BUY", "priority": "W58", "status": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 19.67, "max_chase_pct": 1.5, "base_exec_high": 19.39, "dynamic_exec_high": null, "entry_zone_low": 18.81, "entry_zone_high": 19.39, "entry_risk_pct": null, "intraday_vwap": 18.529, "price_vs_vwap_pct": 6.1039, "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": 0.013, "prev_amount_yi": 0.0154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0045 }, { "time": "10:24", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0021 }, { "time": "10:25", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0017 }, { "time": "10:26", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0041 }, { "time": "10:27", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.66, "ts": "2026-06-29T10:27:41", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 50523, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM", "symbol": "SHSE.600630", "name": "龙头股份", "side": "BUY", "priority": "W59", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.91, "exec_low": 10.06, "exec_high": 10.06, "invalid_price": 9.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.21, "max_chase_pct": 1.5, "base_exec_high": 10.06, "dynamic_exec_high": null, "entry_zone_low": 9.76, "entry_zone_high": 10.06, "entry_risk_pct": null, "intraday_vwap": 9.7307, "price_vs_vwap_pct": -0.4183, "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": 0.0634, "prev_amount_yi": 0.0825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0225 }, { "time": "10:24", "open": 9.63, "high": 9.66, "low": 9.63, "close": 9.66, "amount_yi": 0.0111 }, { "time": "10:25", "open": 9.66, "high": 9.66, "low": 9.66, "close": 9.66, "amount_yi": 0.0106 }, { "time": "10:26", "open": 9.68, "high": 9.7, "low": 9.68, "close": 9.7, "amount_yi": 0.0122 }, { "time": "10:27", "open": 9.68, "high": 9.69, "low": 9.68, "close": 9.69, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.69, "ts": "2026-06-29T10:27:39", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.68, "ask1": 9.7, "bid_qty1": 82, "ask_qty1": 144 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM", "symbol": "SHSE.600141", "name": "兴发集团", "side": "BUY", "priority": "W60", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 51.44, "exec_low": 52.21, "exec_high": 52.21, "invalid_price": 49.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 48.5426, "price_vs_vwap_pct": -3.4044, "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": 0.8892, "prev_amount_yi": 1.2415, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 47.1, "high": 47.1, "low": 46.82, "close": 46.82, "amount_yi": 0.1876 }, { "time": "10:24", "open": 46.86, "high": 46.95, "low": 46.86, "close": 46.95, "amount_yi": 0.1764 }, { "time": "10:25", "open": 47.07, "high": 47.07, "low": 46.73, "close": 46.73, "amount_yi": 0.2024 }, { "time": "10:26", "open": 46.8, "high": 47.13, "low": 46.8, "close": 47.13, "amount_yi": 0.1288 }, { "time": "10:27", "open": 47.03, "high": 47.03, "low": 46.89, "close": 46.89, "amount_yi": 0.194 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.89, "ts": "2026-06-29T10:27:40", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 46.0, "bid1": 46.81, "ask1": 46.89, "bid_qty1": 41, "ask_qty1": 88 }, "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 47.36, "max_chase_pct": 1.5, "base_exec_high": 46.67, "dynamic_exec_high": null, "entry_zone_low": 45.29, "entry_zone_high": 46.67, "entry_risk_pct": null, "intraday_vwap": 46.4043, "price_vs_vwap_pct": 5.4213, "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": 0.8001, "prev_amount_yi": 1.131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7074, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 49.15, "high": 49.23, "low": 49.15, "close": 49.23, "amount_yi": 0.1761 }, { "time": "10:24", "open": 49.26, "high": 49.31, "low": 49.26, "close": 49.31, "amount_yi": 0.1148 }, { "time": "10:25", "open": 49.27, "high": 49.39, "low": 49.27, "close": 49.39, "amount_yi": 0.1054 }, { "time": "10:26", "open": 49.24, "high": 49.24, "low": 49.05, "close": 49.05, "amount_yi": 0.1402 }, { "time": "10:27", "open": 48.9, "high": 48.92, "low": 48.9, "close": 48.92, "amount_yi": 0.2636 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.92, "ts": "2026-06-29T10:27:42", "prev_close": 45.05, "open": 45.07, "high": 49.46, "low": 43.58, "bid1": 48.85, "ask1": 48.94, "bid_qty1": 37, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 50.855, "price_vs_vwap_pct": -2.4481, "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": 0.0203, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1534, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0045 }, { "time": "10:24", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0026 }, { "time": "10:25", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0066 }, { "time": "10:26", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0019 }, { "time": "10:27", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.61, "ts": "2026-06-29T10:27:42", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 7920 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "sim_reason": "near_trigger", "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": 0.5069, "prev_amount_yi": 0.3887, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 130.42, "high": 130.42, "low": 130.41, "close": 130.41, "amount_yi": 0.0489 }, { "time": "10:24", "open": 130.61, "high": 132.06, "low": 130.61, "close": 132.06, "amount_yi": 0.3182 }, { "time": "10:25", "open": 133.06, "high": 133.06, "low": 132.06, "close": 132.06, "amount_yi": 0.0637 }, { "time": "10:26", "open": 132.99, "high": 133.01, "low": 132.99, "close": 133.01, "amount_yi": 0.0544 }, { "time": "10:27", "open": 132.14, "high": 132.85, "low": 132.14, "close": 132.85, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 132.85, "ts": "2026-06-29T10:27:40", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 128.63, "bid1": 132.23, "ask1": 132.85, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 32.34, "max_chase_pct": 1.5, "base_exec_high": 31.87, "dynamic_exec_high": null, "entry_zone_low": 30.93, "entry_zone_high": 31.87, "entry_risk_pct": null, "intraday_vwap": 29.9966, "price_vs_vwap_pct": -1.6555, "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": 0.7256, "prev_amount_yi": 0.7316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 29.5, "high": 29.5, "low": 29.38, "close": 29.38, "amount_yi": 0.1383 }, { "time": "10:24", "open": 29.42, "high": 29.47, "low": 29.42, "close": 29.47, "amount_yi": 0.125 }, { "time": "10:25", "open": 29.5, "high": 29.53, "low": 29.5, "close": 29.53, "amount_yi": 0.1252 }, { "time": "10:26", "open": 29.51, "high": 29.52, "low": 29.51, "close": 29.52, "amount_yi": 0.2201 }, { "time": "10:27", "open": 29.43, "high": 29.5, "low": 29.43, "close": 29.5, "amount_yi": 0.117 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.5, "ts": "2026-06-29T10:27:40", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.49, "ask1": 29.5, "bid_qty1": 17, "ask_qty1": 474 }, "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": "2026-06-29T10:27:42", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 696.28, "max_chase_pct": 1.5, "base_exec_high": 686.14, "dynamic_exec_high": null, "entry_zone_low": 665.86, "entry_zone_high": 686.14, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9211, "prev_amount_yi": 0.815, "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": "10:23", "open": 657.96, "high": 659.72, "low": 657.96, "close": 659.72, "amount_yi": 0.1269 }, { "time": "10:24", "open": 662.96, "high": 662.96, "low": 660.97, "close": 660.97, "amount_yi": 0.211 }, { "time": "10:25", "open": 662.81, "high": 662.81, "low": 661.97, "close": 661.97, "amount_yi": 0.1972 }, { "time": "10:26", "open": 662.0, "high": 662.0, "low": 661.92, "close": 661.92, "amount_yi": 0.2719 }, { "time": "10:27", "open": 660.03, "high": 661.77, "low": 660.03, "close": 661.77, "amount_yi": 0.1141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 661.77, "ts": "2026-06-29T10:27:41", "prev_close": 653.7, "open": 660.0, "high": 704.0, "low": 650.0, "bid1": 659.57, "ask1": 661.76, "bid_qty1": 2, "ask_qty1": 8 }, "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": "2026-06-29T10:27:42", "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": 47.405, "price_vs_vwap_pct": -0.5168, "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": 0.1481, "prev_amount_yi": 0.1375, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0771, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 46.98, "high": 46.98, "low": 46.95, "close": 46.95, "amount_yi": 0.0168 }, { "time": "10:24", "open": 46.84, "high": 46.94, "low": 46.84, "close": 46.94, "amount_yi": 0.0614 }, { "time": "10:25", "open": 47.11, "high": 47.11, "low": 47.06, "close": 47.06, "amount_yi": 0.0345 }, { "time": "10:26", "open": 46.96, "high": 47.0, "low": 46.96, "close": 47.0, "amount_yi": 0.0157 }, { "time": "10:27", "open": 47.05, "high": 47.16, "low": 47.05, "close": 47.16, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.16, "ts": "2026-06-29T10:27:41", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.08, "ask1": 47.13, "bid_qty1": 4, "ask_qty1": 100 }, "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": "2026-06-29T10:27:42", "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": 22.6068, "price_vs_vwap_pct": -0.8263, "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": 0.2553, "prev_amount_yi": 0.2776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 22.42, "high": 22.42, "low": 22.41, "close": 22.41, "amount_yi": 0.0274 }, { "time": "10:24", "open": 22.48, "high": 22.48, "low": 22.36, "close": 22.36, "amount_yi": 0.063 }, { "time": "10:25", "open": 22.39, "high": 22.42, "low": 22.39, "close": 22.42, "amount_yi": 0.031 }, { "time": "10:26", "open": 22.47, "high": 22.47, "low": 22.46, "close": 22.46, "amount_yi": 0.0364 }, { "time": "10:27", "open": 22.37, "high": 22.42, "low": 22.37, "close": 22.42, "amount_yi": 0.0975 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.42, "ts": "2026-06-29T10:27:42", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 22.08, "bid1": 22.41, "ask1": 22.42, "bid_qty1": 11, "ask_qty1": 52 }, "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": "2026-06-29T10:27:42", "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": 13.62, "max_chase_pct": 1.5, "base_exec_high": 13.42, "dynamic_exec_high": null, "entry_zone_low": 13.02, "entry_zone_high": 13.42, "entry_risk_pct": null, "intraday_vwap": 13.0309, "price_vs_vwap_pct": -0.1604, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7576, "prev_amount_yi": 1.1288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 13.07, "high": 13.07, "low": 13.05, "close": 13.05, "amount_yi": 0.2266 }, { "time": "10:24", "open": 13.05, "high": 13.06, "low": 13.05, "close": 13.06, "amount_yi": 0.1589 }, { "time": "10:25", "open": 13.06, "high": 13.06, "low": 13.04, "close": 13.04, "amount_yi": 0.1237 }, { "time": "10:26", "open": 13.07, "high": 13.07, "low": 13.06, "close": 13.06, "amount_yi": 0.1217 }, { "time": "10:27", "open": 13.07, "high": 13.07, "low": 13.01, "close": 13.01, "amount_yi": 0.1267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.01, "ts": "2026-06-29T10:27:41", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.6, "bid1": 13.01, "ask1": 13.02, "bid_qty1": 401, "ask_qty1": 758 }, "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 163.25, "max_chase_pct": 1.5, "base_exec_high": 160.88, "dynamic_exec_high": null, "entry_zone_low": 156.12, "entry_zone_high": 160.88, "entry_risk_pct": null, "intraday_vwap": 159.5059, "price_vs_vwap_pct": 5.1685, "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": 0.6701, "prev_amount_yi": 0.8794, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.4576 }, { "time": "10:24", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0624 }, { "time": "10:25", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0364 }, { "time": "10:26", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0454 }, { "time": "10:27", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0683 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 167.75, "ts": "2026-06-29T10:27:42", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 23921, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 19.4428, "price_vs_vwap_pct": -6.9578, "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": 1.1049, "prev_amount_yi": 1.2, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9208, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 18.24, "high": 18.24, "low": 18.15, "close": 18.15, "amount_yi": 0.2694 }, { "time": "10:24", "open": 18.3, "high": 18.3, "low": 18.22, "close": 18.22, "amount_yi": 0.1601 }, { "time": "10:25", "open": 18.22, "high": 18.25, "low": 18.22, "close": 18.25, "amount_yi": 0.1597 }, { "time": "10:26", "open": 18.29, "high": 18.29, "low": 18.22, "close": 18.22, "amount_yi": 0.1833 }, { "time": "10:27", "open": 18.1, "high": 18.1, "low": 18.09, "close": 18.09, "amount_yi": 0.3324 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.09, "ts": "2026-06-29T10:27:41", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 18.05, "bid1": 18.08, "ask1": 18.09, "bid_qty1": 49, "ask_qty1": 150 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 137.33, "max_chase_pct": 1.5, "base_exec_high": 135.33, "dynamic_exec_high": null, "entry_zone_low": 131.33, "entry_zone_high": 135.33, "entry_risk_pct": null, "intraday_vwap": 131.4848, "price_vs_vwap_pct": -4.0193, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1225, "prev_amount_yi": 0.1462, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 126.9, "high": 126.9, "low": 126.68, "close": 126.68, "amount_yi": 0.0196 }, { "time": "10:24", "open": 126.42, "high": 126.42, "low": 125.94, "close": 125.94, "amount_yi": 0.035 }, { "time": "10:25", "open": 126.04, "high": 126.04, "low": 126.04, "close": 126.04, "amount_yi": 0.0175 }, { "time": "10:26", "open": 126.0, "high": 126.02, "low": 126.0, "close": 126.02, "amount_yi": 0.0302 }, { "time": "10:27", "open": 125.94, "high": 126.2, "low": 125.94, "close": 126.2, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.2, "ts": "2026-06-29T10:27:39", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 125.6, "bid1": 126.1, "ask1": 126.2, "bid_qty1": 189, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2432, "prev_amount_yi": 0.1513, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6074, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 106.33, "high": 106.33, "low": 106.0, "close": 106.0, "amount_yi": 0.0232 }, { "time": "10:24", "open": 106.69, "high": 106.8, "low": 106.69, "close": 106.8, "amount_yi": 0.0604 }, { "time": "10:25", "open": 106.4, "high": 106.4, "low": 106.04, "close": 106.04, "amount_yi": 0.1015 }, { "time": "10:26", "open": 106.47, "high": 106.47, "low": 105.99, "close": 105.99, "amount_yi": 0.0277 }, { "time": "10:27", "open": 105.76, "high": 105.76, "low": 105.61, "close": 105.61, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.61, "ts": "2026-06-29T10:27:40", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 104.34, "bid1": 105.63, "ask1": 105.8, "bid_qty1": 4, "ask_qty1": 12 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 55.41, "max_chase_pct": 1.5, "base_exec_high": 54.61, "dynamic_exec_high": null, "entry_zone_low": 52.99, "entry_zone_high": 54.61, "entry_risk_pct": null, "intraday_vwap": 53.733, "price_vs_vwap_pct": -2.6669, "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": 5.5295, "prev_amount_yi": 6.83, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 52.08, "high": 52.08, "low": 51.59, "close": 51.59, "amount_yi": 0.8877 }, { "time": "10:24", "open": 51.81, "high": 51.81, "low": 51.78, "close": 51.78, "amount_yi": 1.1364 }, { "time": "10:25", "open": 52.14, "high": 52.19, "low": 52.14, "close": 52.19, "amount_yi": 1.1381 }, { "time": "10:26", "open": 52.21, "high": 52.21, "low": 52.2, "close": 52.2, "amount_yi": 1.2453 }, { "time": "10:27", "open": 52.16, "high": 52.3, "low": 52.16, "close": 52.3, "amount_yi": 1.122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.3, "ts": "2026-06-29T10:27:40", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 51.5, "bid1": 52.3, "ask1": 52.33, "bid_qty1": 5, "ask_qty1": 32 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM", "symbol": "SHSE.600598", "name": "北大荒", "side": "BUY", "priority": "W74", "status": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 10.6581, "price_vs_vwap_pct": 2.4573, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.167, "prev_amount_yi": 0.1346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2407, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 10.8, "high": 10.8, "low": 10.79, "close": 10.79, "amount_yi": 0.0125 }, { "time": "10:24", "open": 10.8, "high": 10.85, "low": 10.8, "close": 10.85, "amount_yi": 0.0497 }, { "time": "10:25", "open": 10.86, "high": 10.9, "low": 10.86, "close": 10.9, "amount_yi": 0.0392 }, { "time": "10:26", "open": 10.89, "high": 10.9, "low": 10.89, "close": 10.9, "amount_yi": 0.0271 }, { "time": "10:27", "open": 10.9, "high": 10.92, "low": 10.9, "close": 10.92, "amount_yi": 0.0385 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.92, "ts": "2026-06-29T10:27:40", "prev_close": 10.79, "open": 10.75, "high": 10.93, "low": 10.46, "bid1": 10.91, "ask1": 10.92, "bid_qty1": 56, "ask_qty1": 394 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600177:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600177:VWAP_RECLAIM", "symbol": "SHSE.600177", "name": "雅戈尔", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.51, "exec_low": 7.62, "exec_high": 7.62, "invalid_price": 7.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:27:42", "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": 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": 3.7037, "intraday_vwap": 7.4115, "price_vs_vwap_pct": 1.8687, "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": 0.0472, "prev_amount_yi": 0.0763, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 7.54, "high": 7.55, "low": 7.54, "close": 7.55, "amount_yi": 0.0153 }, { "time": "10:24", "open": 7.56, "high": 7.56, "low": 7.56, "close": 7.56, "amount_yi": 0.0073 }, { "time": "10:25", "open": 7.56, "high": 7.56, "low": 7.55, "close": 7.55, "amount_yi": 0.0105 }, { "time": "10:26", "open": 7.55, "high": 7.55, "low": 7.55, "close": 7.55, "amount_yi": 0.0046 }, { "time": "10:27", "open": 7.56, "high": 7.56, "low": 7.55, "close": 7.55, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 7.55, "ts": "2026-06-29T10:27:41", "prev_close": 7.51, "open": 7.48, "high": 7.56, "low": 7.29, "bid1": 7.55, "ask1": 7.56, "bid_qty1": 480, "ask_qty1": 642 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603259:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603259:VWAP_RECLAIM", "symbol": "SHSE.603259", "name": "药明康德", "side": "BUY", "priority": "W76", "status": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 124.7, "max_chase_pct": 1.5, "base_exec_high": 122.89, "dynamic_exec_high": null, "entry_zone_low": 119.25, "entry_zone_high": 122.89, "entry_risk_pct": null, "intraday_vwap": 122.0228, "price_vs_vwap_pct": 2.194, "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": 4.7177, "prev_amount_yi": 7.5469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6251, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 125.19, "high": 125.19, "low": 124.69, "close": 124.69, "amount_yi": 1.2004 }, { "time": "10:24", "open": 124.38, "high": 124.88, "low": 124.38, "close": 124.88, "amount_yi": 0.7112 }, { "time": "10:25", "open": 125.05, "high": 125.05, "low": 124.85, "close": 124.85, "amount_yi": 0.9182 }, { "time": "10:26", "open": 124.41, "high": 124.41, "low": 123.81, "close": 123.81, "amount_yi": 1.0799 }, { "time": "10:27", "open": 123.8, "high": 124.7, "low": 123.8, "close": 124.7, "amount_yi": 0.808 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 124.7, "ts": "2026-06-29T10:27:40", "prev_close": 118.18, "open": 117.21, "high": 125.6, "low": 116.8, "bid1": 124.66, "ask1": 124.7, "bid_qty1": 3, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:27:42", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3974, "prev_amount_yi": 0.4748, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 137.58, "high": 138.0, "low": 137.58, "close": 138.0, "amount_yi": 0.0344 }, { "time": "10:24", "open": 137.98, "high": 137.98, "low": 137.22, "close": 137.22, "amount_yi": 0.0707 }, { "time": "10:25", "open": 137.27, "high": 138.0, "low": 137.27, "close": 138.0, "amount_yi": 0.1919 }, { "time": "10:26", "open": 138.0, "high": 138.0, "low": 137.74, "close": 137.74, "amount_yi": 0.0399 }, { "time": "10:27", "open": 137.73, "high": 137.75, "low": 137.73, "close": 137.75, "amount_yi": 0.0605 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.75, "ts": "2026-06-29T10:27:42", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 137.0, "bid1": 137.75, "ask1": 137.93, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:27:42", "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": 12.0927, "price_vs_vwap_pct": -3.909, "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": 1.1888, "prev_amount_yi": 1.9769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 11.58, "high": 11.58, "low": 11.52, "close": 11.52, "amount_yi": 0.2339 }, { "time": "10:24", "open": 11.54, "high": 11.58, "low": 11.54, "close": 11.58, "amount_yi": 0.182 }, { "time": "10:25", "open": 11.57, "high": 11.57, "low": 11.57, "close": 11.57, "amount_yi": 0.3124 }, { "time": "10:26", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.2346 }, { "time": "10:27", "open": 11.6, "high": 11.62, "low": 11.6, "close": 11.62, "amount_yi": 0.2259 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.62, "ts": "2026-06-29T10:27:40", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.4, "bid1": 11.6, "ask1": 11.62, "bid_qty1": 429, "ask_qty1": 3634 }, "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": "2026-06-29T10:27:42", "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": 22.2453, "price_vs_vwap_pct": -4.9687, "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": 3.8212, "prev_amount_yi": 5.4965, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 20.88, "high": 20.95, "low": 20.88, "close": 20.95, "amount_yi": 0.6125 }, { "time": "10:24", "open": 21.08, "high": 21.08, "low": 21.02, "close": 21.02, "amount_yi": 0.9408 }, { "time": "10:25", "open": 21.09, "high": 21.25, "low": 21.09, "close": 21.25, "amount_yi": 0.2979 }, { "time": "10:26", "open": 21.31, "high": 21.31, "low": 21.28, "close": 21.28, "amount_yi": 1.3851 }, { "time": "10:27", "open": 21.18, "high": 21.18, "low": 21.14, "close": 21.14, "amount_yi": 0.5849 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.14, "ts": "2026-06-29T10:27:42", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.7, "bid1": 21.14, "ask1": 21.15, "bid_qty1": 6, "ask_qty1": 41 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "sim_reason": "invalid_price_broken", "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": 0.0462, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 65.88, "high": 65.96, "low": 65.88, "close": 65.96, "amount_yi": 0.0095 }, { "time": "10:24", "open": 66.0, "high": 66.0, "low": 66.0, "close": 66.0, "amount_yi": 0.0254 }, { "time": "10:25", "open": 66.0, "high": 66.42, "low": 66.0, "close": 66.42, "amount_yi": 0.0017 }, { "time": "10:26", "open": 66.86, "high": 66.86, "low": 66.86, "close": 66.86, "amount_yi": 0.0047 }, { "time": "10:27", "open": 66.85, "high": 66.85, "low": 66.6, "close": 66.6, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.6, "ts": "2026-06-29T10:27:41", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 64.08, "bid1": 66.6, "ask1": 66.8, "bid_qty1": 19, "ask_qty1": 11 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 57.3329, "price_vs_vwap_pct": -0.4411, "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": 4.8477, "prev_amount_yi": 6.7611, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 56.69, "high": 56.69, "low": 56.28, "close": 56.28, "amount_yi": 1.2159 }, { "time": "10:24", "open": 56.55, "high": 56.71, "low": 56.55, "close": 56.71, "amount_yi": 0.7726 }, { "time": "10:25", "open": 56.88, "high": 56.91, "low": 56.88, "close": 56.91, "amount_yi": 1.0931 }, { "time": "10:26", "open": 56.99, "high": 56.99, "low": 56.96, "close": 56.96, "amount_yi": 1.179 }, { "time": "10:27", "open": 57.08, "high": 57.08, "low": 57.08, "close": 57.08, "amount_yi": 0.5871 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.08, "ts": "2026-06-29T10:27:42", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 57.08, "ask1": 57.1, "bid_qty1": 9, "ask_qty1": 118 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 26.5053, "price_vs_vwap_pct": 1.7532, "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": 0.1999, "prev_amount_yi": 0.2179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9174, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 26.92, "high": 26.92, "low": 26.81, "close": 26.81, "amount_yi": 0.0232 }, { "time": "10:24", "open": 26.89, "high": 26.89, "low": 26.88, "close": 26.88, "amount_yi": 0.0192 }, { "time": "10:25", "open": 26.9, "high": 26.92, "low": 26.9, "close": 26.92, "amount_yi": 0.021 }, { "time": "10:26", "open": 26.99, "high": 26.99, "low": 26.9, "close": 26.9, "amount_yi": 0.1217 }, { "time": "10:27", "open": 26.89, "high": 26.97, "low": 26.89, "close": 26.97, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.97, "ts": "2026-06-29T10:27:42", "prev_close": 25.42, "open": 25.43, "high": 27.0, "low": 25.27, "bid1": 26.93, "ask1": 26.96, "bid_qty1": 20, "ask_qty1": 6 }, "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": "2026-06-29T10:27:42", "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": 73.8306, "price_vs_vwap_pct": -1.5178, "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": 0.1072, "prev_amount_yi": 0.1106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 72.93, "high": 73.28, "low": 72.93, "close": 73.28, "amount_yi": 0.0101 }, { "time": "10:24", "open": 73.05, "high": 73.08, "low": 73.05, "close": 73.08, "amount_yi": 0.0062 }, { "time": "10:25", "open": 73.04, "high": 73.04, "low": 72.84, "close": 72.84, "amount_yi": 0.0334 }, { "time": "10:26", "open": 72.83, "high": 72.98, "low": 72.83, "close": 72.98, "amount_yi": 0.0359 }, { "time": "10:27", "open": 72.8, "high": 72.8, "low": 72.71, "close": 72.71, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.71, "ts": "2026-06-29T10:27:40", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.65, "ask1": 72.71, "bid_qty1": 2, "ask_qty1": 58 }, "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": "2026-06-29T10:27:42", "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": 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": 3.8075, "intraday_vwap": 56.0361, "price_vs_vwap_pct": 3.1121, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3315, "prev_amount_yi": 0.1571, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 57.56, "high": 57.66, "low": 57.56, "close": 57.66, "amount_yi": 0.054 }, { "time": "10:24", "open": 57.7, "high": 58.09, "low": 57.7, "close": 58.09, "amount_yi": 0.094 }, { "time": "10:25", "open": 58.0, "high": 58.39, "low": 58.0, "close": 58.39, "amount_yi": 0.0728 }, { "time": "10:26", "open": 58.0, "high": 58.01, "low": 58.0, "close": 58.01, "amount_yi": 0.0973 }, { "time": "10:27", "open": 57.82, "high": 57.82, "low": 57.78, "close": 57.78, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 57.78, "ts": "2026-06-29T10:27:41", "prev_close": 56.7, "open": 56.4, "high": 58.5, "low": 54.3, "bid1": 57.71, "ask1": 57.78, "bid_qty1": 3, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:27:42", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 3.2323, "intraday_vwap": 4.8719, "price_vs_vwap_pct": 1.3978, "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": 0.2729, "prev_amount_yi": 0.3926, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 4.94, "high": 4.94, "low": 4.93, "close": 4.93, "amount_yi": 0.016 }, { "time": "10:24", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.1173 }, { "time": "10:25", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.0637 }, { "time": "10:26", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0357 }, { "time": "10:27", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0402 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 4.94, "ts": "2026-06-29T10:27:40", "prev_close": 4.92, "open": 4.91, "high": 4.95, "low": 4.81, "bid1": 4.94, "ask1": 4.95, "bid_qty1": 8454, "ask_qty1": 26201 }, "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": "2026-06-29T10:27:42", "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": 16.1382, "price_vs_vwap_pct": -2.5914, "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": 0.2007, "prev_amount_yi": 0.4008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 15.55, "high": 15.63, "low": 15.55, "close": 15.63, "amount_yi": 0.0422 }, { "time": "10:24", "open": 15.66, "high": 15.66, "low": 15.62, "close": 15.62, "amount_yi": 0.0571 }, { "time": "10:25", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0239 }, { "time": "10:26", "open": 15.66, "high": 15.7, "low": 15.66, "close": 15.7, "amount_yi": 0.0306 }, { "time": "10:27", "open": 15.69, "high": 15.72, "low": 15.69, "close": 15.72, "amount_yi": 0.0469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.72, "ts": "2026-06-29T10:27:41", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.46, "bid1": 15.72, "ask1": 15.73, "bid_qty1": 3, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:27:42", "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": 2.9285, "price_vs_vwap_pct": 1.7586, "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": 0.1221, "prev_amount_yi": 0.0904, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3507, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 2.97, "high": 2.98, "low": 2.97, "close": 2.98, "amount_yi": 0.0385 }, { "time": "10:24", "open": 2.98, "high": 2.98, "low": 2.98, "close": 2.98, "amount_yi": 0.0189 }, { "time": "10:25", "open": 2.98, "high": 2.99, "low": 2.98, "close": 2.99, "amount_yi": 0.021 }, { "time": "10:26", "open": 2.99, "high": 2.99, "low": 2.98, "close": 2.98, "amount_yi": 0.022 }, { "time": "10:27", "open": 2.98, "high": 2.98, "low": 2.98, "close": 2.98, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.98, "ts": "2026-06-29T10:27:40", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.97, "ask1": 2.98, "bid_qty1": 5724, "ask_qty1": 6467 }, "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": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 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": 197.0548, "price_vs_vwap_pct": -4.4682, "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": 0.3665, "prev_amount_yi": 0.4913, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 184.81, "high": 184.81, "low": 183.51, "close": 183.51, "amount_yi": 0.0674 }, { "time": "10:24", "open": 183.99, "high": 183.99, "low": 183.75, "close": 183.75, "amount_yi": 0.1033 }, { "time": "10:25", "open": 186.71, "high": 186.74, "low": 186.71, "close": 186.74, "amount_yi": 0.0518 }, { "time": "10:26", "open": 188.98, "high": 188.98, "low": 187.66, "close": 187.66, "amount_yi": 0.0897 }, { "time": "10:27", "open": 186.88, "high": 188.25, "low": 186.88, "close": 188.25, "amount_yi": 0.0543 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 188.25, "ts": "2026-06-29T10:27:39", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 182.89, "bid1": 187.69, "ask1": 188.25, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:27:42", "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": 21.6877, "price_vs_vwap_pct": -5.1075, "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": 2.8108, "prev_amount_yi": 5.3226, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 20.35, "high": 20.41, "low": 20.35, "close": 20.41, "amount_yi": 0.6205 }, { "time": "10:24", "open": 20.47, "high": 20.47, "low": 20.4, "close": 20.4, "amount_yi": 0.58 }, { "time": "10:25", "open": 20.46, "high": 20.55, "low": 20.46, "close": 20.55, "amount_yi": 0.5268 }, { "time": "10:26", "open": 20.6, "high": 20.6, "low": 20.6, "close": 20.6, "amount_yi": 0.6695 }, { "time": "10:27", "open": 20.56, "high": 20.58, "low": 20.56, "close": 20.58, "amount_yi": 0.414 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.58, "ts": "2026-06-29T10:27:40", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.57, "ask1": 20.58, "bid_qty1": 6, "ask_qty1": 181 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3629, "prev_amount_yi": 1.3754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 420.99, "high": 420.99, "low": 420.0, "close": 420.0, "amount_yi": 0.3557 }, { "time": "10:24", "open": 424.99, "high": 424.99, "low": 424.0, "close": 424.0, "amount_yi": 0.2278 }, { "time": "10:25", "open": 425.0, "high": 425.0, "low": 425.0, "close": 425.0, "amount_yi": 0.3262 }, { "time": "10:26", "open": 429.88, "high": 429.88, "low": 429.7, "close": 429.7, "amount_yi": 0.3232 }, { "time": "10:27", "open": 425.04, "high": 425.04, "low": 424.09, "close": 424.09, "amount_yi": 0.13 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 424.09, "ts": "2026-06-29T10:27:41", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 424.01, "ask1": 424.09, "bid_qty1": 1, "ask_qty1": 91 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 17.7448, "price_vs_vwap_pct": 1.6072, "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": 0.1016, "prev_amount_yi": 0.152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 17.95, "high": 17.96, "low": 17.95, "close": 17.96, "amount_yi": 0.013 }, { "time": "10:24", "open": 17.98, "high": 17.98, "low": 17.98, "close": 17.98, "amount_yi": 0.0187 }, { "time": "10:25", "open": 17.96, "high": 17.99, "low": 17.96, "close": 17.99, "amount_yi": 0.0238 }, { "time": "10:26", "open": 17.98, "high": 17.98, "low": 17.97, "close": 17.97, "amount_yi": 0.0158 }, { "time": "10:27", "open": 17.99, "high": 18.03, "low": 17.99, "close": 18.03, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.03, "ts": "2026-06-29T10:27:39", "prev_close": 17.96, "open": 17.9, "high": 18.04, "low": 17.5, "bid1": 18.02, "ask1": 18.04, "bid_qty1": 3, "ask_qty1": 384 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 6.12, "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": 5.8333, "price_vs_vwap_pct": 1.4863, "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": 0.077, "prev_amount_yi": 0.1014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 5.89, "high": 5.89, "low": 5.89, "close": 5.89, "amount_yi": 0.0028 }, { "time": "10:24", "open": 5.9, "high": 5.91, "low": 5.9, "close": 5.91, "amount_yi": 0.0197 }, { "time": "10:25", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0113 }, { "time": "10:26", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0103 }, { "time": "10:27", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0329 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:27:39", "prev_close": 5.92, "open": 5.92, "high": 5.93, "low": 5.76, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 4060, "ask_qty1": 2449 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-29T10:27:42", "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": 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": 8.6916, "price_vs_vwap_pct": 1.8224, "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": 0.0947, "prev_amount_yi": 0.1603, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 8.8, "high": 8.8, "low": 8.8, "close": 8.8, "amount_yi": 0.007 }, { "time": "10:24", "open": 8.81, "high": 8.82, "low": 8.81, "close": 8.82, "amount_yi": 0.0311 }, { "time": "10:25", "open": 8.82, "high": 8.84, "low": 8.82, "close": 8.84, "amount_yi": 0.0183 }, { "time": "10:26", "open": 8.83, "high": 8.84, "low": 8.83, "close": 8.84, "amount_yi": 0.0107 }, { "time": "10:27", "open": 8.83, "high": 8.85, "low": 8.83, "close": 8.85, "amount_yi": 0.0276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.85, "ts": "2026-06-29T10:27:40", "prev_close": 8.89, "open": 8.89, "high": 8.89, "low": 8.61, "bid1": 8.84, "ask1": 8.85, "bid_qty1": 280, "ask_qty1": 183 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:27:42", "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": 7.7528, "price_vs_vwap_pct": 1.2537, "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": 0.0461, "prev_amount_yi": 0.0623, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.74, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 7.84, "high": 7.84, "low": 7.83, "close": 7.83, "amount_yi": 0.012 }, { "time": "10:24", "open": 7.83, "high": 7.84, "low": 7.83, "close": 7.84, "amount_yi": 0.0066 }, { "time": "10:25", "open": 7.85, "high": 7.85, "low": 7.85, "close": 7.85, "amount_yi": 0.0141 }, { "time": "10:26", "open": 7.86, "high": 7.86, "low": 7.86, "close": 7.86, "amount_yi": 0.008 }, { "time": "10:27", "open": 7.85, "high": 7.85, "low": 7.85, "close": 7.85, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.85, "ts": "2026-06-29T10:27:39", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.85, "ask1": 7.86, "bid_qty1": 514, "ask_qty1": 273 }, "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": "2026-06-29T10:27:42", "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": 0.4998, "prev_amount_yi": 0.71, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 139.39, "high": 139.39, "low": 139.0, "close": 139.0, "amount_yi": 0.078 }, { "time": "10:24", "open": 139.41, "high": 139.41, "low": 138.99, "close": 138.99, "amount_yi": 0.075 }, { "time": "10:25", "open": 139.55, "high": 139.55, "low": 139.12, "close": 139.12, "amount_yi": 0.1539 }, { "time": "10:26", "open": 139.41, "high": 139.41, "low": 139.02, "close": 139.02, "amount_yi": 0.0623 }, { "time": "10:27", "open": 138.94, "high": 138.94, "low": 138.79, "close": 138.79, "amount_yi": 0.1306 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.79, "ts": "2026-06-29T10:27:41", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 138.15, "bid1": 138.76, "ask1": 138.79, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-29T10:27:42", "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": 53.887, "price_vs_vwap_pct": -3.075, "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": 3.2576, "prev_amount_yi": 4.3108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7557, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 51.6, "high": 51.6, "low": 51.28, "close": 51.28, "amount_yi": 0.7185 }, { "time": "10:24", "open": 51.5, "high": 51.6, "low": 51.5, "close": 51.6, "amount_yi": 0.6458 }, { "time": "10:25", "open": 51.96, "high": 52.04, "low": 51.96, "close": 52.04, "amount_yi": 0.4677 }, { "time": "10:26", "open": 52.07, "high": 52.07, "low": 52.05, "close": 52.05, "amount_yi": 0.9856 }, { "time": "10:27", "open": 52.15, "high": 52.23, "low": 52.15, "close": 52.23, "amount_yi": 0.44 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.23, "ts": "2026-06-29T10:27:42", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 51.13, "bid1": 52.2, "ask1": 52.23, "bid_qty1": 10, "ask_qty1": 32 }, "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": "2026-06-29T10:27:42", "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": 9.6984, "price_vs_vwap_pct": 1.3569, "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": 0.1174, "prev_amount_yi": 0.2282, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 9.8, "high": 9.81, "low": 9.8, "close": 9.81, "amount_yi": 0.0293 }, { "time": "10:24", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0265 }, { "time": "10:25", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0264 }, { "time": "10:26", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0109 }, { "time": "10:27", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0243 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.83, "ts": "2026-06-29T10:27:42", "prev_close": 9.78, "open": 9.71, "high": 9.85, "low": 9.59, "bid1": 9.83, "ask1": 9.84, "bid_qty1": 965, "ask_qty1": 1869 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 41.2455, "price_vs_vwap_pct": 3.1385, "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": 0.0676, "prev_amount_yi": 0.0574, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1777, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 42.24, "high": 42.5, "low": 42.24, "close": 42.5, "amount_yi": 0.0175 }, { "time": "10:24", "open": 42.64, "high": 42.64, "low": 42.5, "close": 42.5, "amount_yi": 0.0194 }, { "time": "10:25", "open": 42.41, "high": 42.69, "low": 42.41, "close": 42.69, "amount_yi": 0.0129 }, { "time": "10:26", "open": 42.53, "high": 42.63, "low": 42.53, "close": 42.63, "amount_yi": 0.0116 }, { "time": "10:27", "open": 42.55, "high": 42.55, "low": 42.54, "close": 42.54, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.54, "ts": "2026-06-29T10:27:42", "prev_close": 41.86, "open": 41.86, "high": 42.77, "low": 40.4, "bid1": 42.54, "ask1": 42.59, "bid_qty1": 13, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 4.6602, "price_vs_vwap_pct": 1.7124, "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": 0.4278, "prev_amount_yi": 0.4638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9224, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 4.72, "high": 4.73, "low": 4.72, "close": 4.73, "amount_yi": 0.1615 }, { "time": "10:24", "open": 4.72, "high": 4.75, "low": 4.72, "close": 4.75, "amount_yi": 0.0944 }, { "time": "10:25", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0931 }, { "time": "10:26", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0509 }, { "time": "10:27", "open": 4.73, "high": 4.74, "low": 4.73, "close": 4.74, "amount_yi": 0.0279 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.74, "ts": "2026-06-29T10:27:42", "prev_close": 4.75, "open": 4.75, "high": 4.76, "low": 4.58, "bid1": 4.73, "ask1": 4.74, "bid_qty1": 2770, "ask_qty1": 3703 }, "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": "2026-06-29T10:27:42", "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": 10.9407, "price_vs_vwap_pct": 1.3646, "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": 0.1906, "prev_amount_yi": 0.3124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 11.05, "high": 11.05, "low": 11.05, "close": 11.05, "amount_yi": 0.042 }, { "time": "10:24", "open": 11.05, "high": 11.07, "low": 11.05, "close": 11.07, "amount_yi": 0.0473 }, { "time": "10:25", "open": 11.07, "high": 11.08, "low": 11.07, "close": 11.08, "amount_yi": 0.0443 }, { "time": "10:26", "open": 11.09, "high": 11.09, "low": 11.08, "close": 11.08, "amount_yi": 0.0261 }, { "time": "10:27", "open": 11.09, "high": 11.09, "low": 11.09, "close": 11.09, "amount_yi": 0.0309 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.09, "ts": "2026-06-29T10:27:42", "prev_close": 11.09, "open": 11.07, "high": 11.09, "low": 10.79, "bid1": 11.08, "ask1": 11.09, "bid_qty1": 2483, "ask_qty1": 1894 }, "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 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": 42.7595, "price_vs_vwap_pct": 4.6551, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6013, "prev_amount_yi": 0.2121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.835, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 43.33, "high": 43.33, "low": 43.31, "close": 43.31, "amount_yi": 0.0498 }, { "time": "10:24", "open": 43.66, "high": 43.71, "low": 43.66, "close": 43.71, "amount_yi": 0.1643 }, { "time": "10:25", "open": 43.97, "high": 44.28, "low": 43.97, "close": 44.28, "amount_yi": 0.1713 }, { "time": "10:26", "open": 44.49, "high": 44.5, "low": 44.49, "close": 44.5, "amount_yi": 0.1486 }, { "time": "10:27", "open": 44.61, "high": 44.75, "low": 44.61, "close": 44.75, "amount_yi": 0.0673 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.75, "ts": "2026-06-29T10:27:39", "prev_close": 42.39, "open": 42.21, "high": 44.78, "low": 41.01, "bid1": 44.71, "ask1": 44.75, "bid_qty1": 7, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 6.2232, "price_vs_vwap_pct": 1.3948, "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": 0.0684, "prev_amount_yi": 0.1244, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 6.29, "high": 6.29, "low": 6.29, "close": 6.29, "amount_yi": 0.0113 }, { "time": "10:24", "open": 6.29, "high": 6.3, "low": 6.29, "close": 6.3, "amount_yi": 0.0272 }, { "time": "10:25", "open": 6.29, "high": 6.32, "low": 6.29, "close": 6.32, "amount_yi": 0.0162 }, { "time": "10:26", "open": 6.31, "high": 6.31, "low": 6.31, "close": 6.31, "amount_yi": 0.0047 }, { "time": "10:27", "open": 6.31, "high": 6.31, "low": 6.31, "close": 6.31, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.31, "ts": "2026-06-29T10:27:42", "prev_close": 6.3, "open": 6.29, "high": 6.32, "low": 6.12, "bid1": 6.31, "ask1": 6.32, "bid_qty1": 246, "ask_qty1": 1097 }, "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": "2026-06-29T10:27:42", "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": 5.8526, "price_vs_vwap_pct": 1.6642, "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": 0.0471, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0067 }, { "time": "10:24", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0042 }, { "time": "10:25", "open": 5.94, "high": 5.95, "low": 5.94, "close": 5.95, "amount_yi": 0.0289 }, { "time": "10:26", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.004 }, { "time": "10:27", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.95, "ts": "2026-06-29T10:27:42", "prev_close": 5.9, "open": 5.87, "high": 5.95, "low": 5.72, "bid1": 5.94, "ask1": 5.95, "bid_qty1": 552, "ask_qty1": 3211 }, "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": "OBSERVE", "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": "2026-06-29T10:27:42", "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": 6.07, "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": 5.6929, "price_vs_vwap_pct": 1.53, "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": 0.2895, "prev_amount_yi": 0.6758, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4284, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 5.77, "high": 5.78, "low": 5.77, "close": 5.78, "amount_yi": 0.0459 }, { "time": "10:24", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0957 }, { "time": "10:25", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0307 }, { "time": "10:26", "open": 5.78, "high": 5.78, "low": 5.77, "close": 5.77, "amount_yi": 0.034 }, { "time": "10:27", "open": 5.79, "high": 5.79, "low": 5.78, "close": 5.78, "amount_yi": 0.0832 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.78, "ts": "2026-06-29T10:27:40", "prev_close": 5.76, "open": 5.75, "high": 5.79, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 3216, "ask_qty1": 18788 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5678, "prev_amount_yi": 0.7114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 120.86, "high": 120.86, "low": 120.86, "close": 120.86, "amount_yi": 0.1503 }, { "time": "10:24", "open": 121.13, "high": 121.13, "low": 120.5, "close": 120.5, "amount_yi": 0.1237 }, { "time": "10:25", "open": 121.19, "high": 121.19, "low": 120.74, "close": 120.74, "amount_yi": 0.0872 }, { "time": "10:26", "open": 120.98, "high": 120.98, "low": 120.59, "close": 120.59, "amount_yi": 0.063 }, { "time": "10:27", "open": 120.47, "high": 121.4, "low": 120.47, "close": 121.4, "amount_yi": 0.1436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 121.4, "ts": "2026-06-29T10:27:42", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 116.0, "bid1": 121.23, "ask1": 121.4, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM", "symbol": "SHSE.601398", "name": "工商银行", "side": "BUY", "priority": "W106", "status": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 7.47, "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": 7.1212, "price_vs_vwap_pct": 1.3874, "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": 0.7247, "prev_amount_yi": 1.0537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6878, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 7.2, "high": 7.2, "low": 7.19, "close": 7.19, "amount_yi": 0.1193 }, { "time": "10:24", "open": 7.19, "high": 7.19, "low": 7.19, "close": 7.19, "amount_yi": 0.1657 }, { "time": "10:25", "open": 7.2, "high": 7.2, "low": 7.19, "close": 7.19, "amount_yi": 0.1003 }, { "time": "10:26", "open": 7.2, "high": 7.2, "low": 7.2, "close": 7.2, "amount_yi": 0.0953 }, { "time": "10:27", "open": 7.21, "high": 7.22, "low": 7.21, "close": 7.22, "amount_yi": 0.2441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.22, "ts": "2026-06-29T10:27:41", "prev_close": 7.15, "open": 7.12, "high": 7.22, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 4227, "ask_qty1": 36171 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 3.2805, "intraday_vwap": 35.8682, "price_vs_vwap_pct": 1.9566, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3909, "prev_amount_yi": 1.0835, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 36.39, "high": 36.4, "low": 36.39, "close": 36.4, "amount_yi": 0.0839 }, { "time": "10:24", "open": 36.4, "high": 36.44, "low": 36.4, "close": 36.44, "amount_yi": 0.2425 }, { "time": "10:25", "open": 36.45, "high": 36.49, "low": 36.45, "close": 36.49, "amount_yi": 0.3468 }, { "time": "10:26", "open": 36.53, "high": 36.55, "low": 36.53, "close": 36.55, "amount_yi": 0.4076 }, { "time": "10:27", "open": 36.57, "high": 36.57, "low": 36.57, "close": 36.57, "amount_yi": 0.3101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 36.57, "ts": "2026-06-29T10:27:40", "prev_close": 36.0, "open": 35.9, "high": 36.59, "low": 35.4, "bid1": 36.57, "ask1": 36.58, "bid_qty1": 23, "ask_qty1": 709 }, "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4298, "prev_amount_yi": 0.512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 114.57, "high": 114.92, "low": 114.57, "close": 114.92, "amount_yi": 0.0689 }, { "time": "10:24", "open": 115.18, "high": 115.27, "low": 115.18, "close": 115.27, "amount_yi": 0.1346 }, { "time": "10:25", "open": 115.88, "high": 115.98, "low": 115.88, "close": 115.98, "amount_yi": 0.1002 }, { "time": "10:26", "open": 115.46, "high": 115.5, "low": 115.46, "close": 115.5, "amount_yi": 0.0905 }, { "time": "10:27", "open": 115.8, "high": 115.8, "low": 115.67, "close": 115.67, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 115.67, "ts": "2026-06-29T10:27:41", "prev_close": 106.8, "open": 107.0, "high": 116.0, "low": 102.81, "bid1": 115.67, "ask1": 115.7, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 8.5892, "price_vs_vwap_pct": -4.8805, "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": 0.1101, "prev_amount_yi": 0.1252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8794, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.038 }, { "time": "10:24", "open": 8.14, "high": 8.15, "low": 8.14, "close": 8.15, "amount_yi": 0.0266 }, { "time": "10:25", "open": 8.18, "high": 8.18, "low": 8.17, "close": 8.17, "amount_yi": 0.0127 }, { "time": "10:26", "open": 8.19, "high": 8.19, "low": 8.17, "close": 8.17, "amount_yi": 0.0184 }, { "time": "10:27", "open": 8.17, "high": 8.17, "low": 8.17, "close": 8.17, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.17, "ts": "2026-06-29T10:27:42", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.16, "ask1": 8.17, "bid_qty1": 100, "ask_qty1": 266 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 792.2701, "price_vs_vwap_pct": -1.6813, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.7552, "prev_amount_yi": 10.0654, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 779.61, "high": 780.0, "low": 779.61, "close": 780.0, "amount_yi": 1.7718 }, { "time": "10:24", "open": 781.66, "high": 781.66, "low": 779.82, "close": 779.82, "amount_yi": 1.6825 }, { "time": "10:25", "open": 782.0, "high": 786.93, "low": 782.0, "close": 786.93, "amount_yi": 1.3884 }, { "time": "10:26", "open": 785.0, "high": 785.0, "low": 779.82, "close": 779.82, "amount_yi": 2.4682 }, { "time": "10:27", "open": 777.0, "high": 778.95, "low": 777.0, "close": 778.95, "amount_yi": 1.4443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 778.95, "ts": "2026-06-29T10:27:41", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 761.3, "bid1": 778.93, "ask1": 778.96, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 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": 20.1026, "price_vs_vwap_pct": 2.2256, "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": 1.055, "prev_amount_yi": 1.3579, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 20.39, "high": 20.4, "low": 20.39, "close": 20.4, "amount_yi": 0.1925 }, { "time": "10:24", "open": 20.44, "high": 20.44, "low": 20.42, "close": 20.42, "amount_yi": 0.1881 }, { "time": "10:25", "open": 20.41, "high": 20.43, "low": 20.41, "close": 20.43, "amount_yi": 0.0798 }, { "time": "10:26", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.1992 }, { "time": "10:27", "open": 20.5, "high": 20.55, "low": 20.5, "close": 20.55, "amount_yi": 0.3954 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.55, "ts": "2026-06-29T10:27:41", "prev_close": 19.72, "open": 20.12, "high": 20.57, "low": 19.72, "bid1": 20.54, "ask1": 20.55, "bid_qty1": 17, "ask_qty1": 102 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 48.7802, "price_vs_vwap_pct": -0.1849, "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": 0.0302, "prev_amount_yi": 0.0294, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 47.69, "high": 47.69, "low": 47.69, "close": 47.69, "amount_yi": 0.0053 }, { "time": "10:24", "open": 47.76, "high": 47.76, "low": 47.76, "close": 47.76, "amount_yi": 0.0028 }, { "time": "10:25", "open": 48.0, "high": 48.35, "low": 48.0, "close": 48.35, "amount_yi": 0.0057 }, { "time": "10:26", "open": 48.44, "high": 48.7, "low": 48.44, "close": 48.7, "amount_yi": 0.0116 }, { "time": "10:27", "open": 48.69, "high": 48.69, "low": 48.69, "close": 48.69, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.69, "ts": "2026-06-29T10:27:40", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.56, "ask1": 48.68, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-29T10:27:42", "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": 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": 3.6364, "intraday_vwap": 22.4211, "price_vs_vwap_pct": 2.9834, "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": 0.0529, "prev_amount_yi": 0.0349, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5158, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 22.88, "high": 22.93, "low": 22.88, "close": 22.93, "amount_yi": 0.0079 }, { "time": "10:24", "open": 22.91, "high": 22.99, "low": 22.91, "close": 22.99, "amount_yi": 0.0193 }, { "time": "10:25", "open": 22.97, "high": 23.05, "low": 22.97, "close": 23.05, "amount_yi": 0.0099 }, { "time": "10:26", "open": 23.02, "high": 23.09, "low": 23.02, "close": 23.09, "amount_yi": 0.0079 }, { "time": "10:27", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.49, "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": 23.09, "ts": "2026-06-29T10:27:41", "prev_close": 22.42, "open": 22.79, "high": 23.12, "low": 21.89, "bid1": 23.09, "ask1": 23.1, "bid_qty1": 17, "ask_qty1": 8 }, "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": "TOUCHED", "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": "2026-06-29T10:27:42", "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": 33.97, "max_chase_pct": 1.5, "base_exec_high": 33.47, "dynamic_exec_high": null, "entry_zone_low": 32.49, "entry_zone_high": 33.47, "entry_risk_pct": null, "intraday_vwap": 33.4478, "price_vs_vwap_pct": 1.92, "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": 0.0338, "prev_amount_yi": 0.0758, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4459, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 34.19, "high": 34.2, "low": 34.19, "close": 34.2, "amount_yi": 0.0065 }, { "time": "10:24", "open": 34.21, "high": 34.21, "low": 34.16, "close": 34.16, "amount_yi": 0.008 }, { "time": "10:25", "open": 34.13, "high": 34.14, "low": 34.13, "close": 34.14, "amount_yi": 0.0056 }, { "time": "10:26", "open": 34.18, "high": 34.18, "low": 34.1, "close": 34.1, "amount_yi": 0.01 }, { "time": "10:27", "open": 34.08, "high": 34.09, "low": 34.08, "close": 34.09, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.09, "ts": "2026-06-29T10:27:40", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.08, "ask1": 34.09, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 6.5, "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": 6.1033, "price_vs_vwap_pct": 2.4036, "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": 0.7574, "prev_amount_yi": 0.8107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 6.21, "high": 6.21, "low": 6.21, "close": 6.21, "amount_yi": 0.0873 }, { "time": "10:24", "open": 6.22, "high": 6.24, "low": 6.22, "close": 6.24, "amount_yi": 0.2769 }, { "time": "10:25", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0576 }, { "time": "10:26", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.1703 }, { "time": "10:27", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.1653 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.25, "ts": "2026-06-29T10:27:42", "prev_close": 6.19, "open": 6.16, "high": 6.25, "low": 6.0, "bid1": 6.24, "ask1": 6.25, "bid_qty1": 13370, "ask_qty1": 20243 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.53, "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": 20.2428, "price_vs_vwap_pct": 2.5056, "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": 0.0437, "prev_amount_yi": 0.0414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 20.63, "high": 20.63, "low": 20.63, "close": 20.63, "amount_yi": 0.0052 }, { "time": "10:24", "open": 20.64, "high": 20.72, "low": 20.64, "close": 20.72, "amount_yi": 0.0193 }, { "time": "10:25", "open": 20.71, "high": 20.75, "low": 20.71, "close": 20.75, "amount_yi": 0.0065 }, { "time": "10:26", "open": 20.73, "high": 20.76, "low": 20.73, "close": 20.76, "amount_yi": 0.0054 }, { "time": "10:27", "open": 20.75, "high": 20.75, "low": 20.75, "close": 20.75, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.75, "ts": "2026-06-29T10:27:40", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.75, "ask1": 20.76, "bid_qty1": 12, "ask_qty1": 99 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 16.5816, "price_vs_vwap_pct": 1.4377, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6416, "prev_amount_yi": 0.5574, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1511, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 16.76, "high": 16.76, "low": 16.75, "close": 16.75, "amount_yi": 0.0561 }, { "time": "10:24", "open": 16.76, "high": 16.78, "low": 16.76, "close": 16.78, "amount_yi": 0.2097 }, { "time": "10:25", "open": 16.79, "high": 16.82, "low": 16.79, "close": 16.82, "amount_yi": 0.0932 }, { "time": "10:26", "open": 16.81, "high": 16.81, "low": 16.81, "close": 16.81, "amount_yi": 0.1288 }, { "time": "10:27", "open": 16.83, "high": 16.83, "low": 16.82, "close": 16.82, "amount_yi": 0.1538 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.82, "ts": "2026-06-29T10:27:39", "prev_close": 16.77, "open": 16.77, "high": 16.83, "low": 16.44, "bid1": 16.82, "ask1": 16.83, "bid_qty1": 541, "ask_qty1": 1061 }, "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": "2026-06-29T10:27:42", "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": 4.9017, "price_vs_vwap_pct": 0.9854, "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": 0.1184, "prev_amount_yi": 0.1812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6534, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.0116 }, { "time": "10:24", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0456 }, { "time": "10:25", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0391 }, { "time": "10:26", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0096 }, { "time": "10:27", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.95, "ts": "2026-06-29T10:27:41", "prev_close": 4.94, "open": 4.93, "high": 4.96, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 4336, "ask_qty1": 17297 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:27:42", "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": 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": 22.4845, "price_vs_vwap_pct": 2.7374, "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": 0.0622, "prev_amount_yi": 0.1751, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3552, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:23", "open": 23.0, "high": 23.0, "low": 22.98, "close": 22.98, "amount_yi": 0.0082 }, { "time": "10:24", "open": 23.04, "high": 23.06, "low": 23.04, "close": 23.06, "amount_yi": 0.0163 }, { "time": "10:25", "open": 23.05, "high": 23.08, "low": 23.05, "close": 23.08, "amount_yi": 0.0183 }, { "time": "10:26", "open": 23.08, "high": 23.08, "low": 23.07, "close": 23.07, "amount_yi": 0.0078 }, { "time": "10:27", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.98, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.1, "ts": "2026-06-29T10:27:41", "prev_close": 22.49, "open": 22.5, "high": 23.15, "low": 22.03, "bid1": 23.1, "ask1": 23.12, "bid_qty1": 9, "ask_qty1": 12 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 515032.0, "total_value": 1059525.0, "unrealized_pnl": 68220.0, "unrealized_pnl_pct_of_initial": 6.822, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 59525.0, "total_pnl_pct": 5.952500000000005 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 95.06, "market_value": 228144.0, "unrealized_pnl": 35424.000000000015, "unrealized_pnl_pct": 18.381070983810723, "updated_at": "2026-06-29T10:27:42", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 21.532667940822538 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 121.0, "market_value": 217800.0, "unrealized_pnl": 22427.99999999999, "unrealized_pnl_pct": 11.479638842822926, "updated_at": "2026-06-29T10:27:42", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 20.556381397324273 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 43.18, "market_value": 69088.0, "unrealized_pnl": 10367.999999999995, "unrealized_pnl_pct": 17.656675749318794, "updated_at": "2026-06-29T10:27:42", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.5206578419574805 } ], "paper_orders": [], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 0.45, "max_shadow_total_position_pct": 0.45, "base_max_total_position_pct": 0.9, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 0.9, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 0.45, "effective_shadow_total_position_pct": 0.45, "defensive_total_position_pct": 0.45, "warm_total_position_pct": 0.7, "hot_total_position_pct": 0.9, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 133, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 0, "filled_official_orders": 0, "position_add_signals": 0, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 0, "risk_exit_filled": 0, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }