{ "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": 0.4361, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8091, "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": 16.40776699029127, "last": 35.97, "vwap": 34.37010866722837, "above_vwap": true, "amount": 2481492150.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.601823708206684, "last": 29.9, "vwap": 28.194735678660464, "above_vwap": true, "amount": 2195075771.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.866359447004605, "last": 87.39, "vwap": 87.7027704965544, "above_vwap": false, "amount": 8170565505.0 }, { "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": 18.539052891576528, "above_vwap": true, "amount": 304733828.0 }, { "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": 41.45356797965706, "above_vwap": true, "amount": 837917551.0 }, { "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": 159.67288475030952, "above_vwap": true, "amount": 1547549599.0 }, { "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": 9.769734830153253, "above_vwap": true, "amount": 738855736.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.855715871254178, "last": 49.49, "vwap": 46.627763844875965, "above_vwap": true, "amount": 1336034643.0 }, { "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": 9.344569288389515, "last": 116.78, "vwap": 110.22012882648042, "above_vwap": true, "amount": 761765699.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.062432723358448, "last": 100.39, "vwap": 100.13506565150605, "above_vwap": true, "amount": 2998644676.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.246883374111612, "last": 92.05, "vwap": 92.14528136670684, "above_vwap": false, "amount": 3264274236.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.0827882638759165, "last": 57.3, "vwap": 57.27350567447703, "above_vwap": true, "amount": 10248612743.0 } ] }, "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": 0.4361, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8091, "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": 16.40776699029127, "last": 35.97, "vwap": 34.37010866722837, "above_vwap": true, "amount": 2481492150.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.601823708206684, "last": 29.9, "vwap": 28.194735678660464, "above_vwap": true, "amount": 2195075771.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.866359447004605, "last": 87.39, "vwap": 87.7027704965544, "above_vwap": false, "amount": 8170565505.0 }, { "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": 18.539052891576528, "above_vwap": true, "amount": 304733828.0 }, { "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": 41.45356797965706, "above_vwap": true, "amount": 837917551.0 }, { "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": 159.67288475030952, "above_vwap": true, "amount": 1547549599.0 }, { "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": 9.769734830153253, "above_vwap": true, "amount": 738855736.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.855715871254178, "last": 49.49, "vwap": 46.627763844875965, "above_vwap": true, "amount": 1336034643.0 }, { "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": 9.344569288389515, "last": 116.78, "vwap": 110.22012882648042, "above_vwap": true, "amount": 761765699.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.062432723358448, "last": 100.39, "vwap": 100.13506565150605, "above_vwap": true, "amount": 2998644676.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.246883374111612, "last": 92.05, "vwap": 92.14528136670684, "above_vwap": false, "amount": 3264274236.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.0827882638759165, "last": 57.3, "vwap": 57.27350567447703, "above_vwap": true, "amount": 10248612743.0 } ] }, "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": 0.4361, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8091, "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": 16.40776699029127, "last": 35.97, "vwap": 34.37010866722837, "above_vwap": true, "amount": 2481492150.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.601823708206684, "last": 29.9, "vwap": 28.194735678660464, "above_vwap": true, "amount": 2195075771.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.866359447004605, "last": 87.39, "vwap": 87.7027704965544, "above_vwap": false, "amount": 8170565505.0 }, { "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": 18.539052891576528, "above_vwap": true, "amount": 304733828.0 }, { "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": 41.45356797965706, "above_vwap": true, "amount": 837917551.0 }, { "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": 159.67288475030952, "above_vwap": true, "amount": 1547549599.0 }, { "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": 9.769734830153253, "above_vwap": true, "amount": 738855736.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.855715871254178, "last": 49.49, "vwap": 46.627763844875965, "above_vwap": true, "amount": 1336034643.0 }, { "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": 9.344569288389515, "last": 116.78, "vwap": 110.22012882648042, "above_vwap": true, "amount": 761765699.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.062432723358448, "last": 100.39, "vwap": 100.13506565150605, "above_vwap": true, "amount": 2998644676.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.246883374111612, "last": 92.05, "vwap": 92.14528136670684, "above_vwap": false, "amount": 3264274236.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.0827882638759165, "last": 57.3, "vwap": 57.27350567447703, "above_vwap": true, "amount": 10248612743.0 } ] }, "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": 0.4361, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 2, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8091, "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": 16.40776699029127, "last": 35.97, "vwap": 34.37010866722837, "above_vwap": true, "amount": 2481492150.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.601823708206684, "last": 29.9, "vwap": 28.194735678660464, "above_vwap": true, "amount": 2195075771.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.866359447004605, "last": 87.39, "vwap": 87.7027704965544, "above_vwap": false, "amount": 8170565505.0 }, { "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": 18.539052891576528, "above_vwap": true, "amount": 304733828.0 }, { "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": 41.45356797965706, "above_vwap": true, "amount": 837917551.0 }, { "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": 159.67288475030952, "above_vwap": true, "amount": 1547549599.0 }, { "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": 9.769734830153253, "above_vwap": true, "amount": 738855736.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.855715871254178, "last": 49.49, "vwap": 46.627763844875965, "above_vwap": true, "amount": 1336034643.0 }, { "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": 9.344569288389515, "last": 116.78, "vwap": 110.22012882648042, "above_vwap": true, "amount": 761765699.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.062432723358448, "last": 100.39, "vwap": 100.13506565150605, "above_vwap": true, "amount": 2998644676.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 7.246883374111612, "last": 92.05, "vwap": 92.14528136670684, "above_vwap": false, "amount": 3264274236.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.0827882638759165, "last": 57.3, "vwap": 57.27350567447703, "above_vwap": true, "amount": 10248612743.0 } ] }, "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": "2026-06-29T10:44:58", "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": "2026-06-29T10:44:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 31.83, "max_chase_pct": 3.0, "base_exec_high": 31.83, "dynamic_exec_high": null, "entry_zone_low": 30.44, "entry_zone_high": 31.36, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2757, "prev_amount_yi": 0.3826, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 36.0, "high": 36.0, "low": 35.85, "close": 35.85, "amount_yi": 0.095 }, { "time": "10:43", "open": 35.64, "high": 35.64, "low": 35.44, "close": 35.44, "amount_yi": 0.0292 }, { "time": "10:44", "open": 35.99, "high": 35.99, "low": 35.97, "close": 35.97, "amount_yi": 0.1515 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.97, "ts": "2026-06-29T10:44:56", "prev_close": 30.9, "open": 32.5, "high": 36.69, "low": 31.53, "bid1": 35.92, "ask1": 35.97, "bid_qty1": 6, "ask_qty1": 59 }, "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": "2026-06-29T10:44:58", "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": 100.1351, "price_vs_vwap_pct": 0.2546, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5922, "prev_amount_yi": 0.3799, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5588, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 99.4, "high": 99.55, "low": 99.4, "close": 99.55, "amount_yi": 0.1443 }, { "time": "10:43", "open": 100.07, "high": 100.22, "low": 100.07, "close": 100.22, "amount_yi": 0.3062 }, { "time": "10:44", "open": 100.26, "high": 100.39, "low": 100.26, "close": 100.39, "amount_yi": 0.1417 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.39, "ts": "2026-06-29T10:44:54", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 100.2, "ask1": 100.38, "bid_qty1": 1, "ask_qty1": 6 }, "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": "2026-06-29T10:44:58", "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": 27.9433, "price_vs_vwap_pct": -3.0537, "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": 0.0321, "prev_amount_yi": 0.0306, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 27.22, "high": 27.22, "low": 27.07, "close": 27.07, "amount_yi": 0.0176 }, { "time": "10:43", "open": 27.14, "high": 27.14, "low": 27.13, "close": 27.13, "amount_yi": 0.0052 }, { "time": "10:44", "open": 27.13, "high": 27.13, "low": 27.09, "close": 27.09, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.09, "ts": "2026-06-29T10:44:54", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 27.01, "bid1": 27.08, "ask1": 27.09, "bid_qty1": 29, "ask_qty1": 10 }, "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": "2026-06-29T10:44:58", "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": 11.4278, "price_vs_vwap_pct": -5.0561, "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": 0.3329, "prev_amount_yi": 0.4033, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 10.8, "high": 10.8, "low": 10.78, "close": 10.78, "amount_yi": 0.1037 }, { "time": "10:43", "open": 10.79, "high": 10.82, "low": 10.79, "close": 10.82, "amount_yi": 0.1204 }, { "time": "10:44", "open": 10.83, "high": 10.85, "low": 10.83, "close": 10.85, "amount_yi": 0.1088 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.85, "ts": "2026-06-29T10:44:54", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 10.84, "ask1": 10.85, "bid_qty1": 767, "ask_qty1": 314 }, "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": "2026-06-29T10:44:58", "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": 0.1986, "prev_amount_yi": 0.1355, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4657, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:42", "open": 188.28, "high": 188.8, "low": 188.28, "close": 188.8, "amount_yi": 0.0863 }, { "time": "10:43", "open": 188.8, "high": 188.8, "low": 188.78, "close": 188.78, "amount_yi": 0.0593 }, { "time": "10:44", "open": 188.95, "high": 189.87, "low": 188.95, "close": 189.87, "amount_yi": 0.053 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 189.87, "ts": "2026-06-29T10:44:56", "prev_close": 201.99, "open": 195.0, "high": 206.5, "low": 183.0, "bid1": 189.29, "ask1": 189.87, "bid_qty1": 7, "ask_qty1": 6 }, "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": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 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": 14.1597, "price_vs_vwap_pct": -1.481, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1115, "prev_amount_yi": 0.0772, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 14.03, "high": 14.03, "low": 14.01, "close": 14.01, "amount_yi": 0.0467 }, { "time": "10:43", "open": 14.0, "high": 14.04, "low": 14.0, "close": 14.04, "amount_yi": 0.0492 }, { "time": "10:44", "open": 13.97, "high": 13.97, "low": 13.95, "close": 13.95, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.95, "ts": "2026-06-29T10:44:55", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.95, "ask1": 13.98, "bid_qty1": 19, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 35.8761, "price_vs_vwap_pct": -7.0691, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6458, "prev_amount_yi": 0.1261, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 5.1213, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 33.32, "high": 33.32, "low": 33.32, "close": 33.32, "amount_yi": 0.1393 }, { "time": "10:43", "open": 33.32, "high": 33.43, "low": 33.32, "close": 33.43, "amount_yi": 0.3043 }, { "time": "10:44", "open": 33.47, "high": 33.47, "low": 33.34, "close": 33.34, "amount_yi": 0.2022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.34, "ts": "2026-06-29T10:44:57", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.32, "bid1": 33.35, "ask1": 33.39, "bid_qty1": 1, "ask_qty1": 16 }, "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": "2026-06-29T10:44:58", "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": 27.3031, "price_vs_vwap_pct": -6.2011, "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": 0.0202, "prev_amount_yi": 0.0156, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2949, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0047 }, { "time": "10:43", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.007 }, { "time": "10:44", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:54", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 56111 }, "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": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 12.31, "exec_low": 12.31, "exec_high": 12.68, "invalid_price": 11.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.68, "max_chase_pct": 3.0, "base_exec_high": 12.68, "dynamic_exec_high": null, "entry_zone_low": 12.13, "entry_zone_high": 12.49, "entry_risk_pct": null, "intraday_vwap": 12.4752, "price_vs_vwap_pct": -1.4845, "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": 0.0899, "prev_amount_yi": 0.1184, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7593, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 12.18, "high": 12.18, "low": 12.17, "close": 12.17, "amount_yi": 0.0448 }, { "time": "10:43", "open": 12.19, "high": 12.23, "low": 12.19, "close": 12.23, "amount_yi": 0.0231 }, { "time": "10:44", "open": 12.26, "high": 12.29, "low": 12.26, "close": 12.29, "amount_yi": 0.022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.29, "ts": "2026-06-29T10:44:57", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.28, "ask1": 12.29, "bid_qty1": 506, "ask_qty1": 89 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "P9", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 29.6, "exec_low": 29.6, "exec_high": 30.49, "invalid_price": 28.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 30.49, "max_chase_pct": 3.0, "base_exec_high": 30.49, "dynamic_exec_high": null, "entry_zone_low": 29.16, "entry_zone_high": 30.04, "entry_risk_pct": null, "intraday_vwap": 31.1457, "price_vs_vwap_pct": -1.2705, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.117, "prev_amount_yi": 0.5989, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 30.37, "high": 30.37, "low": 30.35, "close": 30.35, "amount_yi": 0.4312 }, { "time": "10:43", "open": 30.32, "high": 30.48, "low": 30.32, "close": 30.48, "amount_yi": 0.251 }, { "time": "10:44", "open": 30.66, "high": 30.75, "low": 30.66, "close": 30.75, "amount_yi": 0.4348 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.75, "ts": "2026-06-29T10:44:55", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 30.75, "ask1": 30.76, "bid_qty1": 35, "ask_qty1": 101 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "P10", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 227.51, "max_chase_pct": 3.0, "base_exec_high": 227.51, "dynamic_exec_high": null, "entry_zone_low": 217.57, "entry_zone_high": 224.19, "entry_risk_pct": null, "intraday_vwap": 221.9465, "price_vs_vwap_pct": -0.9626, "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": 0.45, "prev_amount_yi": 0.4463, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0083, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 218.78, "high": 219.81, "low": 218.78, "close": 219.81, "amount_yi": 0.2076 }, { "time": "10:43", "open": 218.36, "high": 219.75, "low": 218.36, "close": 219.75, "amount_yi": 0.1599 }, { "time": "10:44", "open": 218.97, "high": 219.81, "low": 218.97, "close": 219.81, "amount_yi": 0.0825 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 219.81, "ts": "2026-06-29T10:44:57", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 219.5, "ask1": 219.91, "bid_qty1": 3, "ask_qty1": 27 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": 4.3324, "intraday_vwap": 59.7646, "price_vs_vwap_pct": -1.2626, "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": 0.3292, "prev_amount_yi": 0.5027, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 58.88, "high": 58.88, "low": 58.84, "close": 58.84, "amount_yi": 0.1177 }, { "time": "10:43", "open": 59.1, "high": 59.25, "low": 59.1, "close": 59.25, "amount_yi": 0.1184 }, { "time": "10:44", "open": 59.15, "high": 59.15, "low": 59.01, "close": 59.01, "amount_yi": 0.0931 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 63490.5, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.01, "ts": "2026-06-29T10:44:57", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 57.07, "bid1": 59.01, "ask1": 59.09, "bid_qty1": 8, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "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": 92.1453, "price_vs_vwap_pct": -0.1034, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6968, "prev_amount_yi": 0.6473, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:42", "open": 92.37, "high": 92.37, "low": 92.0, "close": 92.0, "amount_yi": 0.3761 }, { "time": "10:43", "open": 92.0, "high": 92.29, "low": 92.0, "close": 92.29, "amount_yi": 0.1734 }, { "time": "10:44", "open": 92.13, "high": 92.13, "low": 92.05, "close": 92.05, "amount_yi": 0.1473 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 126981.0, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.05, "ts": "2026-06-29T10:44:55", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 92.05, "ask1": 92.06, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-29T10:44:58", "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": 41.4536, "price_vs_vwap_pct": 1.5835, "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": 0.0228, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4207, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0076 }, { "time": "10:41", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0024 }, { "time": "10:42", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0067 }, { "time": "10:43", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0043 }, { "time": "10:44", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:51", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 45795, "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": "2026-06-29T10:44:58", "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": 41.5255, "price_vs_vwap_pct": -2.3732, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3241, "prev_amount_yi": 0.2048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5825, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 40.95, "high": 41.0, "low": 40.95, "close": 41.0, "amount_yi": 0.0493 }, { "time": "10:41", "open": 41.05, "high": 41.05, "low": 40.96, "close": 40.96, "amount_yi": 0.0325 }, { "time": "10:42", "open": 40.72, "high": 40.72, "low": 40.65, "close": 40.65, "amount_yi": 0.1587 }, { "time": "10:43", "open": 40.72, "high": 40.91, "low": 40.72, "close": 40.91, "amount_yi": 0.0181 }, { "time": "10:44", "open": 40.76, "high": 40.76, "low": 40.54, "close": 40.54, "amount_yi": 0.0655 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.54, "ts": "2026-06-29T10:44:56", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.52, "ask1": 40.54, "bid_qty1": 6, "ask_qty1": 499 }, "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": "2026-06-29T10:44:58", "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": 29.489, "price_vs_vwap_pct": 2.6484, "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": 0.2418, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 30.6, "high": 30.6, "low": 30.58, "close": 30.58, "amount_yi": 0.0217 }, { "time": "10:41", "open": 30.5, "high": 30.5, "low": 30.46, "close": 30.46, "amount_yi": 0.0127 }, { "time": "10:42", "open": 30.47, "high": 30.47, "low": 30.42, "close": 30.42, "amount_yi": 0.0124 }, { "time": "10:43", "open": 30.42, "high": 30.42, "low": 30.39, "close": 30.39, "amount_yi": 0.0114 }, { "time": "10:44", "open": 30.28, "high": 30.28, "low": 30.27, "close": 30.27, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.27, "ts": "2026-06-29T10:44:57", "prev_close": 28.83, "open": 29.99, "high": 31.68, "low": 27.33, "bid1": 30.22, "ask1": 30.26, "bid_qty1": 3, "ask_qty1": 7 }, "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": "2026-06-29T10:44:58", "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": 26.7291, "price_vs_vwap_pct": 1.3876, "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": 0.1558, "prev_amount_yi": 0.1642, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 27.09, "high": 27.13, "low": 27.09, "close": 27.13, "amount_yi": 0.0292 }, { "time": "10:41", "open": 27.19, "high": 27.2, "low": 27.19, "close": 27.2, "amount_yi": 0.0259 }, { "time": "10:42", "open": 27.1, "high": 27.1, "low": 26.93, "close": 26.93, "amount_yi": 0.0381 }, { "time": "10:43", "open": 27.15, "high": 27.15, "low": 27.13, "close": 27.13, "amount_yi": 0.0417 }, { "time": "10:44", "open": 27.13, "high": 27.13, "low": 27.1, "close": 27.1, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.1, "ts": "2026-06-29T10:44:55", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.1, "ask1": 27.12, "bid_qty1": 6, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000620:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.000620:WATCH_CONFIRM", "symbol": "SZSE.000620", "name": "盈新发展", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 3.42, "exec_low": 3.42, "exec_high": 3.47, "invalid_price": 3.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "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": 3.3049, "price_vs_vwap_pct": -4.687, "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": 0.2685, "prev_amount_yi": 0.6508, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4126, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 3.15, "high": 3.15, "low": 3.15, "close": 3.15, "amount_yi": 0.0567 }, { "time": "10:41", "open": 3.15, "high": 3.15, "low": 3.14, "close": 3.14, "amount_yi": 0.05 }, { "time": "10:42", "open": 3.15, "high": 3.15, "low": 3.14, "close": 3.14, "amount_yi": 0.0651 }, { "time": "10:43", "open": 3.13, "high": 3.13, "low": 3.13, "close": 3.13, "amount_yi": 0.0488 }, { "time": "10:44", "open": 3.15, "high": 3.15, "low": 3.15, "close": 3.15, "amount_yi": 0.0479 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.15, "ts": "2026-06-29T10:44:57", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.11, "bid1": 3.14, "ask1": 3.15, "bid_qty1": 7937, "ask_qty1": 4810 }, "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": "2026-06-29T10:44:58", "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": 9.2935, "price_vs_vwap_pct": -0.1453, "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": 0.5366, "prev_amount_yi": 0.6226, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 9.15, "high": 9.15, "low": 9.13, "close": 9.13, "amount_yi": 0.0679 }, { "time": "10:41", "open": 9.13, "high": 9.17, "low": 9.13, "close": 9.17, "amount_yi": 0.1286 }, { "time": "10:42", "open": 9.17, "high": 9.18, "low": 9.17, "close": 9.18, "amount_yi": 0.0937 }, { "time": "10:43", "open": 9.19, "high": 9.25, "low": 9.19, "close": 9.25, "amount_yi": 0.0958 }, { "time": "10:44", "open": 9.26, "high": 9.28, "low": 9.26, "close": 9.28, "amount_yi": 0.1506 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.28, "ts": "2026-06-29T10:44:57", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.28, "ask1": 9.29, "bid_qty1": 110, "ask_qty1": 668 }, "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": "2026-06-29T10:44:58", "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": 5.5054, "price_vs_vwap_pct": -5.5473, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.213, "prev_amount_yi": 0.1644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "10:40", "open": 5.21, "high": 5.22, "low": 5.21, "close": 5.22, "amount_yi": 0.0102 }, { "time": "10:41", "open": 5.22, "high": 5.22, "low": 5.21, "close": 5.21, "amount_yi": 0.0118 }, { "time": "10:42", "open": 5.18, "high": 5.19, "low": 5.18, "close": 5.19, "amount_yi": 0.0799 }, { "time": "10:43", "open": 5.19, "high": 5.19, "low": 5.18, "close": 5.18, "amount_yi": 0.058 }, { "time": "10:44", "open": 5.2, "high": 5.2, "low": 5.2, "close": 5.2, "amount_yi": 0.0531 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.2, "ts": "2026-06-29T10:44:57", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.19, "ask1": 5.2, "bid_qty1": 958, "ask_qty1": 1142 }, "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": "2026-06-29T10:44:58", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1823, "prev_amount_yi": 0.43, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 179.05, "high": 179.69, "low": 179.05, "close": 179.69, "amount_yi": 0.0361 }, { "time": "10:41", "open": 180.18, "high": 180.18, "low": 179.61, "close": 179.61, "amount_yi": 0.0076 }, { "time": "10:42", "open": 179.61, "high": 179.61, "low": 179.0, "close": 179.0, "amount_yi": 0.1053 }, { "time": "10:43", "open": 181.0, "high": 181.0, "low": 180.78, "close": 180.78, "amount_yi": 0.0208 }, { "time": "10:44", "open": 180.0, "high": 180.0, "low": 179.9, "close": 179.9, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 179.9, "ts": "2026-06-29T10:44:53", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 179.91, "ask1": 180.2, "bid_qty1": 2, "ask_qty1": 23 }, "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": "2026-06-29T10:44:58", "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": 48.642, "price_vs_vwap_pct": -3.3757, "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": 1.6683, "prev_amount_yi": 2.908, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5737, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 46.36, "high": 46.48, "low": 46.36, "close": 46.48, "amount_yi": 0.2868 }, { "time": "10:41", "open": 46.48, "high": 46.48, "low": 46.44, "close": 46.44, "amount_yi": 0.2398 }, { "time": "10:42", "open": 46.28, "high": 46.28, "low": 46.22, "close": 46.22, "amount_yi": 0.31 }, { "time": "10:43", "open": 46.23, "high": 46.6, "low": 46.23, "close": 46.6, "amount_yi": 0.3933 }, { "time": "10:44", "open": 46.83, "high": 47.0, "low": 46.83, "close": 47.0, "amount_yi": 0.4384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.0, "ts": "2026-06-29T10:44:54", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 46.97, "ask1": 47.0, "bid_qty1": 30, "ask_qty1": 285 }, "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": "2026-06-29T10:44:58", "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": 76.1671, "price_vs_vwap_pct": -5.2609, "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": 0.7369, "prev_amount_yi": 1.1308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6517, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 71.11, "high": 71.11, "low": 70.81, "close": 70.81, "amount_yi": 0.1272 }, { "time": "10:41", "open": 71.26, "high": 71.41, "low": 71.26, "close": 71.41, "amount_yi": 0.1316 }, { "time": "10:42", "open": 71.54, "high": 71.7, "low": 71.54, "close": 71.7, "amount_yi": 0.1655 }, { "time": "10:43", "open": 71.71, "high": 72.18, "low": 71.71, "close": 72.18, "amount_yi": 0.1852 }, { "time": "10:44", "open": 72.23, "high": 72.23, "low": 72.16, "close": 72.16, "amount_yi": 0.1274 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.16, "ts": "2026-06-29T10:44:57", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.73, "bid1": 72.14, "ask1": 72.15, "bid_qty1": 204, "ask_qty1": 4 }, "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": "2026-06-29T10:44:58", "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": 20.4842, "price_vs_vwap_pct": -3.9748, "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": 0.0149, "prev_amount_yi": 0.0343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0042 }, { "time": "10:41", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0026 }, { "time": "10:42", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0015 }, { "time": "10:43", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0037 }, { "time": "10:44", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.67, "ts": "2026-06-29T10:44:57", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 25193 }, "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": "2026-06-29T10:44:58", "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": 63.48, "max_chase_pct": 1.5, "base_exec_high": 62.55, "dynamic_exec_high": null, "entry_zone_low": 60.71, "entry_zone_high": 62.55, "entry_risk_pct": null, "intraday_vwap": 61.1627, "price_vs_vwap_pct": -0.3478, "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": 0.8539, "prev_amount_yi": 1.2845, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 60.76, "high": 60.76, "low": 60.65, "close": 60.65, "amount_yi": 0.1382 }, { "time": "10:41", "open": 60.58, "high": 60.88, "low": 60.58, "close": 60.88, "amount_yi": 0.2288 }, { "time": "10:42", "open": 60.94, "high": 60.94, "low": 60.94, "close": 60.94, "amount_yi": 0.1694 }, { "time": "10:43", "open": 60.98, "high": 60.98, "low": 60.96, "close": 60.96, "amount_yi": 0.144 }, { "time": "10:44", "open": 60.95, "high": 60.95, "low": 60.95, "close": 60.95, "amount_yi": 0.1735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.95, "ts": "2026-06-29T10:44:57", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 60.96, "ask1": 60.98, "bid_qty1": 50, "ask_qty1": 64 }, "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": "2026-06-29T10:44:58", "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": 60.2327, "price_vs_vwap_pct": -5.8319, "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": 1.4614, "prev_amount_yi": 2.8127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 55.88, "high": 55.88, "low": 55.81, "close": 55.81, "amount_yi": 0.4086 }, { "time": "10:41", "open": 55.87, "high": 56.22, "low": 55.87, "close": 56.22, "amount_yi": 0.2531 }, { "time": "10:42", "open": 56.25, "high": 56.25, "low": 56.16, "close": 56.16, "amount_yi": 0.3707 }, { "time": "10:43", "open": 56.61, "high": 56.61, "low": 56.6, "close": 56.6, "amount_yi": 0.228 }, { "time": "10:44", "open": 56.75, "high": 56.75, "low": 56.72, "close": 56.72, "amount_yi": 0.201 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.72, "ts": "2026-06-29T10:44:54", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 56.7, "ask1": 56.72, "bid_qty1": 2, "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": "2026-06-29T10:44:58", "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": 20.6164, "price_vs_vwap_pct": -3.6689, "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": 0.0272, "prev_amount_yi": 0.0467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 19.86, "high": 19.9, "low": 19.86, "close": 19.9, "amount_yi": 0.0035 }, { "time": "10:41", "open": 19.92, "high": 19.93, "low": 19.92, "close": 19.93, "amount_yi": 0.0051 }, { "time": "10:42", "open": 19.91, "high": 19.93, "low": 19.91, "close": 19.93, "amount_yi": 0.0043 }, { "time": "10:43", "open": 19.92, "high": 19.96, "low": 19.92, "close": 19.96, "amount_yi": 0.0051 }, { "time": "10:44", "open": 19.88, "high": 19.88, "low": 19.86, "close": 19.86, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.86, "ts": "2026-06-29T10:44:54", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.7, "bid1": 19.86, "ask1": 19.88, "bid_qty1": 38, "ask_qty1": 11 }, "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": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4071, "prev_amount_yi": 0.6825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 363.0, "high": 363.53, "low": 363.0, "close": 363.53, "amount_yi": 0.0675 }, { "time": "10:41", "open": 365.6, "high": 368.1, "low": 365.6, "close": 368.1, "amount_yi": 0.0435 }, { "time": "10:42", "open": 368.56, "high": 368.56, "low": 365.99, "close": 365.99, "amount_yi": 0.1448 }, { "time": "10:43", "open": 365.89, "high": 366.0, "low": 365.89, "close": 366.0, "amount_yi": 0.0613 }, { "time": "10:44", "open": 366.01, "high": 366.2, "low": 366.01, "close": 366.2, "amount_yi": 0.09 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 366.2, "ts": "2026-06-29T10:44:57", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 366.2, "ask1": 368.3, "bid_qty1": 39, "ask_qty1": 3 }, "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": "2026-06-29T10:44:58", "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": 365.2056, "price_vs_vwap_pct": -1.0174, "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": 1.5011, "prev_amount_yi": 1.5683, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 354.78, "high": 357.1, "low": 354.78, "close": 357.1, "amount_yi": 0.1914 }, { "time": "10:41", "open": 360.63, "high": 361.3, "low": 360.63, "close": 361.3, "amount_yi": 0.5197 }, { "time": "10:42", "open": 358.6, "high": 358.6, "low": 357.49, "close": 357.49, "amount_yi": 0.3537 }, { "time": "10:43", "open": 357.85, "high": 358.48, "low": 357.85, "close": 358.48, "amount_yi": 0.1707 }, { "time": "10:44", "open": 360.59, "high": 361.49, "low": 360.59, "close": 361.49, "amount_yi": 0.2656 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 361.49, "ts": "2026-06-29T10:44:54", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 361.49, "ask1": 361.5, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-29T10:44:58", "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": 69.1271, "price_vs_vwap_pct": -4.1042, "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": 0.2212, "prev_amount_yi": 0.3405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 65.11, "high": 65.49, "low": 65.11, "close": 65.49, "amount_yi": 0.0265 }, { "time": "10:41", "open": 65.61, "high": 65.61, "low": 65.61, "close": 65.61, "amount_yi": 0.0227 }, { "time": "10:42", "open": 65.72, "high": 65.72, "low": 65.68, "close": 65.68, "amount_yi": 0.111 }, { "time": "10:43", "open": 65.79, "high": 65.8, "low": 65.79, "close": 65.8, "amount_yi": 0.0273 }, { "time": "10:44", "open": 66.3, "high": 66.3, "low": 66.29, "close": 66.29, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.29, "ts": "2026-06-29T10:44:54", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 64.0, "bid1": 66.22, "ask1": 66.29, "bid_qty1": 14, "ask_qty1": 10 }, "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": "2026-06-29T10:44:58", "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": 15.3031, "price_vs_vwap_pct": -1.9806, "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": 0.02, "prev_amount_yi": 0.0127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0055 }, { "time": "10:41", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0031 }, { "time": "10:42", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0019 }, { "time": "10:43", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0019 }, { "time": "10:44", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 111000 }, "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": "2026-06-29T10:44:58", "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": 272.1715, "price_vs_vwap_pct": -1.7899, "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": 0.0658, "prev_amount_yi": 0.0887, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7418, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0123 }, { "time": "10:41", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0094 }, { "time": "10:42", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0126 }, { "time": "10:43", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0184 }, { "time": "10:44", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0131 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.3, "ts": "2026-06-29T10:44:55", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 3272 }, "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": "2026-06-29T10:44:58", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.145, "prev_amount_yi": 0.1821, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 94.0, "high": 94.0, "low": 93.99, "close": 93.99, "amount_yi": 0.0187 }, { "time": "10:41", "open": 93.81, "high": 94.0, "low": 93.81, "close": 94.0, "amount_yi": 0.0097 }, { "time": "10:42", "open": 93.89, "high": 93.89, "low": 93.5, "close": 93.5, "amount_yi": 0.0301 }, { "time": "10:43", "open": 93.3, "high": 93.3, "low": 93.24, "close": 93.24, "amount_yi": 0.066 }, { "time": "10:44", "open": 93.74, "high": 93.74, "low": 93.55, "close": 93.55, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.55, "ts": "2026-06-29T10:44:57", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 93.0, "bid1": 93.37, "ask1": 93.55, "bid_qty1": 3, "ask_qty1": 131 }, "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": "2026-06-29T10:44:58", "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": 15.153, "price_vs_vwap_pct": -1.6696, "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": 0.073, "prev_amount_yi": 0.0559, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 14.91, "high": 14.91, "low": 14.91, "close": 14.91, "amount_yi": 0.0222 }, { "time": "10:41", "open": 14.91, "high": 14.93, "low": 14.91, "close": 14.93, "amount_yi": 0.0109 }, { "time": "10:42", "open": 14.89, "high": 14.89, "low": 14.87, "close": 14.87, "amount_yi": 0.0161 }, { "time": "10:43", "open": 14.88, "high": 14.88, "low": 14.88, "close": 14.88, "amount_yi": 0.0151 }, { "time": "10:44", "open": 14.91, "high": 14.91, "low": 14.9, "close": 14.9, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.9, "ts": "2026-06-29T10:44:55", "prev_close": 15.1, "open": 15.15, "high": 15.55, "low": 14.81, "bid1": 14.9, "ask1": 14.91, "bid_qty1": 42, "ask_qty1": 30 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T10:44:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": null, "intraday_vwap": 276.8848, "price_vs_vwap_pct": -2.8477, "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": 1.0476, "prev_amount_yi": 2.4522, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 268.57, "high": 269.97, "low": 268.57, "close": 269.97, "amount_yi": 0.5276 }, { "time": "10:41", "open": 270.0, "high": 270.0, "low": 269.82, "close": 269.82, "amount_yi": 0.2047 }, { "time": "10:42", "open": 268.0, "high": 268.0, "low": 267.7, "close": 267.7, "amount_yi": 0.0933 }, { "time": "10:43", "open": 267.35, "high": 268.76, "low": 267.35, "close": 268.76, "amount_yi": 0.1443 }, { "time": "10:44", "open": 268.95, "high": 269.0, "low": 268.95, "close": 269.0, "amount_yi": 0.0777 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 269.0, "ts": "2026-06-29T10:44:56", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 268.72, "ask1": 269.0, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:44:58", "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": 21.4838, "price_vs_vwap_pct": -4.5793, "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": 0.0743, "prev_amount_yi": 0.0818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9083, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0323 }, { "time": "10:41", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0152 }, { "time": "10:42", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0115 }, { "time": "10:43", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0062 }, { "time": "10:44", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 12651 }, "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": "2026-06-29T10:44:58", "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": 9.7697, "price_vs_vwap_pct": 0.5149, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.187, "prev_amount_yi": 0.1014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0073 }, { "time": "10:41", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0178 }, { "time": "10:42", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.151 }, { "time": "10:43", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0084 }, { "time": "10:44", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:55", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 415689, "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": "2026-06-29T10:44:58", "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": 75.4858, "price_vs_vwap_pct": -3.2798, "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": 1.0235, "prev_amount_yi": 1.3251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 71.53, "high": 71.58, "low": 71.53, "close": 71.58, "amount_yi": 0.2323 }, { "time": "10:41", "open": 71.22, "high": 71.77, "low": 71.22, "close": 71.77, "amount_yi": 0.1917 }, { "time": "10:42", "open": 72.23, "high": 72.66, "low": 72.23, "close": 72.66, "amount_yi": 0.1607 }, { "time": "10:43", "open": 72.8, "high": 72.8, "low": 72.54, "close": 72.54, "amount_yi": 0.2842 }, { "time": "10:44", "open": 72.72, "high": 73.01, "low": 72.72, "close": 73.01, "amount_yi": 0.1546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.01, "ts": "2026-06-29T10:44:57", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 73.01, "ask1": 73.02, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "NEAR_TRIGGER", "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": "2026-06-29T10:44:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 53.71, "max_chase_pct": 1.5, "base_exec_high": 52.93, "dynamic_exec_high": null, "entry_zone_low": 51.37, "entry_zone_high": 52.93, "entry_risk_pct": null, "intraday_vwap": 52.6012, "price_vs_vwap_pct": -1.5802, "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": 0.0709, "prev_amount_yi": 0.1025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 51.8, "high": 51.8, "low": 51.8, "close": 51.8, "amount_yi": 0.0268 }, { "time": "10:41", "open": 51.99, "high": 51.99, "low": 51.81, "close": 51.81, "amount_yi": 0.0159 }, { "time": "10:42", "open": 51.78, "high": 51.78, "low": 51.77, "close": 51.77, "amount_yi": 0.0092 }, { "time": "10:43", "open": 51.83, "high": 51.83, "low": 51.77, "close": 51.77, "amount_yi": 0.0102 }, { "time": "10:44", "open": 51.7, "high": 51.77, "low": 51.7, "close": 51.77, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.77, "ts": "2026-06-29T10:44:56", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 51.72, "ask1": 51.78, "bid_qty1": 1, "ask_qty1": 11 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T10:44:58", "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": 30.6753, "price_vs_vwap_pct": -4.6138, "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": 0.0291, "prev_amount_yi": 0.0356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8174, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 29.25, "high": 29.25, "low": 29.21, "close": 29.21, "amount_yi": 0.0028 }, { "time": "10:41", "open": 29.21, "high": 29.24, "low": 29.21, "close": 29.24, "amount_yi": 0.0024 }, { "time": "10:42", "open": 29.25, "high": 29.25, "low": 29.19, "close": 29.19, "amount_yi": 0.0049 }, { "time": "10:43", "open": 29.13, "high": 29.15, "low": 29.13, "close": 29.15, "amount_yi": 0.012 }, { "time": "10:44", "open": 29.3, "high": 29.3, "low": 29.26, "close": 29.26, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:54", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.13, "bid1": 29.24, "ask1": 29.26, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-29T10:44:58", "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": 932.7888, "price_vs_vwap_pct": -1.371, "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": 1.951, "prev_amount_yi": 7.0028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 905.9, "high": 905.9, "low": 905.8, "close": 905.8, "amount_yi": 0.3526 }, { "time": "10:41", "open": 905.2, "high": 911.98, "low": 905.2, "close": 911.98, "amount_yi": 0.469 }, { "time": "10:42", "open": 919.98, "high": 922.97, "low": 919.98, "close": 922.97, "amount_yi": 0.5474 }, { "time": "10:43", "open": 913.3, "high": 913.3, "low": 913.21, "close": 913.21, "amount_yi": 0.3022 }, { "time": "10:44", "open": 917.0, "high": 920.0, "low": 917.0, "close": 920.0, "amount_yi": 0.2798 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 920.0, "ts": "2026-06-29T10:44:57", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 919.99, "ask1": 920.0, "bid_qty1": 49, "ask_qty1": 84 }, "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": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.84, "exec_low": 27.84, "exec_high": 28.26, "invalid_price": 27.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.68, "max_chase_pct": 1.5, "base_exec_high": 28.26, "dynamic_exec_high": null, "entry_zone_low": 27.42, "entry_zone_high": 28.26, "entry_risk_pct": null, "intraday_vwap": 27.5484, "price_vs_vwap_pct": 0.514, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.6646, "prev_amount_yi": 2.1476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7064, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 27.38, "high": 27.38, "low": 27.36, "close": 27.36, "amount_yi": 0.359 }, { "time": "10:41", "open": 27.55, "high": 27.7, "low": 27.55, "close": 27.7, "amount_yi": 0.8753 }, { "time": "10:42", "open": 27.55, "high": 27.64, "low": 27.55, "close": 27.64, "amount_yi": 0.6575 }, { "time": "10:43", "open": 27.78, "high": 27.83, "low": 27.78, "close": 27.83, "amount_yi": 1.1186 }, { "time": "10:44", "open": 27.82, "high": 27.82, "low": 27.69, "close": 27.69, "amount_yi": 0.6542 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.69, "ts": "2026-06-29T10:44:57", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 25.98, "bid1": 27.69, "ask1": 27.7, "bid_qty1": 138, "ask_qty1": 162 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W29", "status": "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": "2026-06-29T10:44:58", "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": 41.7947, "price_vs_vwap_pct": -4.7726, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4507, "prev_amount_yi": 0.4209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 39.39, "high": 39.43, "low": 39.39, "close": 39.43, "amount_yi": 0.1243 }, { "time": "10:41", "open": 39.65, "high": 39.73, "low": 39.65, "close": 39.73, "amount_yi": 0.0464 }, { "time": "10:42", "open": 39.6, "high": 39.6, "low": 39.5, "close": 39.5, "amount_yi": 0.1402 }, { "time": "10:43", "open": 39.58, "high": 39.7, "low": 39.58, "close": 39.7, "amount_yi": 0.0526 }, { "time": "10:44", "open": 39.85, "high": 39.85, "low": 39.8, "close": 39.8, "amount_yi": 0.0872 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.8, "ts": "2026-06-29T10:44:56", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 39.81, "ask1": 39.83, "bid_qty1": 13, "ask_qty1": 7 }, "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": "2026-06-29T10:44:58", "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": 0.0553, "prev_amount_yi": 0.1354, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4084, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 94.0, "high": 94.0, "low": 93.5, "close": 93.5, "amount_yi": 0.0255 }, { "time": "10:41", "open": 93.32, "high": 93.32, "low": 92.8, "close": 92.8, "amount_yi": 0.0102 }, { "time": "10:42", "open": 92.92, "high": 92.92, "low": 92.84, "close": 92.84, "amount_yi": 0.0092 }, { "time": "10:43", "open": 92.8, "high": 93.01, "low": 92.8, "close": 93.01, "amount_yi": 0.008 }, { "time": "10:44", "open": 92.95, "high": 92.96, "low": 92.95, "close": 92.96, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.96, "ts": "2026-06-29T10:44:57", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 92.95, "ask1": 92.96, "bid_qty1": 2, "ask_qty1": 2 }, "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": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 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": 81.1635, "price_vs_vwap_pct": -4.3043, "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": 0.3068, "prev_amount_yi": 0.6386, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4804, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 77.33, "high": 77.8, "low": 77.33, "close": 77.8, "amount_yi": 0.1204 }, { "time": "10:41", "open": 77.83, "high": 77.83, "low": 77.76, "close": 77.76, "amount_yi": 0.0488 }, { "time": "10:42", "open": 77.52, "high": 77.52, "low": 77.24, "close": 77.24, "amount_yi": 0.0411 }, { "time": "10:43", "open": 77.38, "high": 77.58, "low": 77.38, "close": 77.58, "amount_yi": 0.0442 }, { "time": "10:44", "open": 77.57, "high": 77.67, "low": 77.57, "close": 77.67, "amount_yi": 0.0523 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.67, "ts": "2026-06-29T10:44:56", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 77.63, "ask1": 77.68, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 23.0065, "price_vs_vwap_pct": -2.4189, "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": 0.0113, "prev_amount_yi": 0.0112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0089, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0024 }, { "time": "10:41", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0009 }, { "time": "10:42", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0015 }, { "time": "10:43", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0016 }, { "time": "10:44", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 135365 }, "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": "2026-06-29T10:44:58", "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": 25.2576, "price_vs_vwap_pct": -6.246, "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": 0.657, "prev_amount_yi": 1.0338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6355, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 23.61, "high": 23.76, "low": 23.61, "close": 23.76, "amount_yi": 0.2601 }, { "time": "10:41", "open": 23.73, "high": 23.85, "low": 23.73, "close": 23.85, "amount_yi": 0.0923 }, { "time": "10:42", "open": 23.8, "high": 23.8, "low": 23.73, "close": 23.73, "amount_yi": 0.1152 }, { "time": "10:43", "open": 23.69, "high": 23.69, "low": 23.68, "close": 23.68, "amount_yi": 0.0884 }, { "time": "10:44", "open": 23.69, "high": 23.69, "low": 23.68, "close": 23.68, "amount_yi": 0.101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.68, "ts": "2026-06-29T10:44:56", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 23.67, "ask1": 23.68, "bid_qty1": 3, "ask_qty1": 8 }, "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": "2026-06-29T10:44:58", "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": 43.3536, "price_vs_vwap_pct": -0.6542, "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": 0.2817, "prev_amount_yi": 0.3004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 42.76, "high": 42.8, "low": 42.76, "close": 42.8, "amount_yi": 0.0956 }, { "time": "10:41", "open": 42.88, "high": 42.89, "low": 42.88, "close": 42.89, "amount_yi": 0.0674 }, { "time": "10:42", "open": 42.87, "high": 42.87, "low": 42.79, "close": 42.79, "amount_yi": 0.0312 }, { "time": "10:43", "open": 42.85, "high": 42.99, "low": 42.85, "close": 42.99, "amount_yi": 0.0334 }, { "time": "10:44", "open": 43.01, "high": 43.07, "low": 43.01, "close": 43.07, "amount_yi": 0.0541 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.07, "ts": "2026-06-29T10:44:54", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.76, "bid1": 43.1, "ask1": 43.11, "bid_qty1": 14, "ask_qty1": 2 }, "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": "2026-06-29T10:44:58", "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": 92.9318, "price_vs_vwap_pct": -3.5852, "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": 1.7026, "prev_amount_yi": 1.8912, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9003, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 88.35, "high": 88.35, "low": 88.33, "close": 88.33, "amount_yi": 0.4484 }, { "time": "10:41", "open": 88.85, "high": 89.07, "low": 88.85, "close": 89.07, "amount_yi": 0.2626 }, { "time": "10:42", "open": 89.33, "high": 89.33, "low": 88.87, "close": 88.87, "amount_yi": 0.554 }, { "time": "10:43", "open": 88.99, "high": 89.46, "low": 88.99, "close": 89.46, "amount_yi": 0.2519 }, { "time": "10:44", "open": 89.79, "high": 89.79, "low": 89.6, "close": 89.6, "amount_yi": 0.1857 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.6, "ts": "2026-06-29T10:44:57", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 89.6, "ask1": 89.7, "bid_qty1": 1, "ask_qty1": 15 }, "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": "2026-06-29T10:44:58", "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": 18.9441, "price_vs_vwap_pct": 0.9813, "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": 0.007, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "10:40", "open": 19.1, "high": 19.13, "low": 19.1, "close": 19.13, "amount_yi": 0.0013 }, { "time": "10:41", "open": 19.12, "high": 19.12, "low": 19.12, "close": 19.12, "amount_yi": 0.0012 }, { "time": "10:42", "open": 19.11, "high": 19.12, "low": 19.11, "close": 19.12, "amount_yi": 0.0016 }, { "time": "10:43", "open": 19.14, "high": 19.14, "low": 19.13, "close": 19.13, "amount_yi": 0.0026 }, { "time": "10:44", "open": 19.12, "high": 19.13, "low": 19.12, "close": 19.13, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.13, "ts": "2026-06-29T10:44:55", "prev_close": 18.96, "open": 18.93, "high": 19.35, "low": 18.54, "bid1": 19.11, "ask1": 19.13, "bid_qty1": 19, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM", "symbol": "SHSE.600176", "name": "中国巨石", "side": "BUY", "priority": "W37", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.2, "exec_low": 78.36, "exec_high": 78.36, "invalid_price": 74.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "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": 70.3003, "price_vs_vwap_pct": -3.4428, "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": 3.3776, "prev_amount_yi": 3.4182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 67.56, "high": 67.87, "low": 67.56, "close": 67.87, "amount_yi": 0.6528 }, { "time": "10:41", "open": 67.94, "high": 67.94, "low": 67.8, "close": 67.8, "amount_yi": 0.3727 }, { "time": "10:42", "open": 67.56, "high": 67.56, "low": 67.46, "close": 67.46, "amount_yi": 0.5046 }, { "time": "10:43", "open": 67.62, "high": 67.75, "low": 67.62, "close": 67.75, "amount_yi": 1.1525 }, { "time": "10:44", "open": 67.8, "high": 67.88, "low": 67.8, "close": 67.88, "amount_yi": 0.695 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 67.88, "ts": "2026-06-29T10:44:57", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 67.86, "ask1": 67.88, "bid_qty1": 5, "ask_qty1": 2616 }, "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": "2026-06-29T10:44:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4147, "prev_amount_yi": 1.9347, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7312, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 36.86, "high": 36.86, "low": 36.7, "close": 36.7, "amount_yi": 0.417 }, { "time": "10:41", "open": 36.94, "high": 36.97, "low": 36.94, "close": 36.97, "amount_yi": 0.2918 }, { "time": "10:42", "open": 36.98, "high": 37.0, "low": 36.98, "close": 37.0, "amount_yi": 0.3441 }, { "time": "10:43", "open": 36.95, "high": 36.95, "low": 36.84, "close": 36.84, "amount_yi": 0.1894 }, { "time": "10:44", "open": 36.81, "high": 36.81, "low": 36.74, "close": 36.74, "amount_yi": 0.1724 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.74, "ts": "2026-06-29T10:44:56", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 36.72, "ask1": 36.74, "bid_qty1": 47, "ask_qty1": 120 }, "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": "2026-06-29T10:44:58", "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": 51.3596, "price_vs_vwap_pct": -8.2742, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7915, "prev_amount_yi": 1.1297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5858, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 47.08, "high": 47.08, "low": 47.08, "close": 47.08, "amount_yi": 0.1662 }, { "time": "10:41", "open": 47.08, "high": 47.08, "low": 47.08, "close": 47.08, "amount_yi": 0.1826 }, { "time": "10:42", "open": 47.08, "high": 47.08, "low": 47.08, "close": 47.08, "amount_yi": 0.3429 }, { "time": "10:43", "open": 47.08, "high": 47.46, "low": 47.08, "close": 47.46, "amount_yi": 0.7819 }, { "time": "10:44", "open": 47.09, "high": 47.11, "low": 47.09, "close": 47.11, "amount_yi": 0.3179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.11, "ts": "2026-06-29T10:44:55", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 47.11, "ask1": 47.13, "bid_qty1": 16, "ask_qty1": 382 }, "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": "2026-06-29T10:44:58", "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": 87.7028, "price_vs_vwap_pct": -0.3567, "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": 1.9399, "prev_amount_yi": 2.6394, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 86.38, "high": 86.75, "low": 86.38, "close": 86.75, "amount_yi": 0.4326 }, { "time": "10:41", "open": 86.98, "high": 87.5, "low": 86.98, "close": 87.5, "amount_yi": 0.2798 }, { "time": "10:42", "open": 87.31, "high": 87.31, "low": 87.16, "close": 87.16, "amount_yi": 0.5657 }, { "time": "10:43", "open": 87.36, "high": 87.48, "low": 87.36, "close": 87.48, "amount_yi": 0.273 }, { "time": "10:44", "open": 87.65, "high": 87.65, "low": 87.39, "close": 87.39, "amount_yi": 0.3888 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 87.39, "ts": "2026-06-29T10:44:54", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 87.39, "ask1": 87.43, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T10:44:58", "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": 47.3783, "price_vs_vwap_pct": -8.9034, "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": 0.0901, "prev_amount_yi": 0.2452, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0187 }, { "time": "10:41", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0176 }, { "time": "10:42", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0203 }, { "time": "10:43", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0203 }, { "time": "10:44", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.16, "ts": "2026-06-29T10:44:56", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 0.0, "ask1": 43.16, "bid_qty1": 0, "ask_qty1": 4907 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": 3.4013, "intraday_vwap": 107.0524, "price_vs_vwap_pct": -0.5814, "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": 2.3881, "prev_amount_yi": 2.6377, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 106.01, "high": 106.19, "low": 106.01, "close": 106.19, "amount_yi": 0.6361 }, { "time": "10:41", "open": 106.8, "high": 107.44, "low": 106.8, "close": 107.44, "amount_yi": 0.4794 }, { "time": "10:42", "open": 107.29, "high": 107.29, "low": 107.0, "close": 107.0, "amount_yi": 0.5316 }, { "time": "10:43", "open": 106.53, "high": 106.53, "low": 106.4, "close": 106.4, "amount_yi": 0.2993 }, { "time": "10:44", "open": 106.25, "high": 106.43, "low": 106.25, "close": 106.43, "amount_yi": 0.4417 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.43, "ts": "2026-06-29T10:44:54", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 106.3, "ask1": 106.43, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "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": "2026-06-29T10:44:58", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2853, "prev_amount_yi": 0.2844, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0032, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 54.03, "high": 54.39, "low": 54.03, "close": 54.39, "amount_yi": 0.0386 }, { "time": "10:41", "open": 54.89, "high": 55.13, "low": 54.89, "close": 55.13, "amount_yi": 0.0633 }, { "time": "10:42", "open": 55.06, "high": 55.06, "low": 54.9, "close": 54.9, "amount_yi": 0.0996 }, { "time": "10:43", "open": 54.9, "high": 54.9, "low": 54.87, "close": 54.87, "amount_yi": 0.0546 }, { "time": "10:44", "open": 54.87, "high": 54.99, "low": 54.87, "close": 54.99, "amount_yi": 0.0292 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.99, "ts": "2026-06-29T10:44:55", "prev_close": 53.86, "open": 55.0, "high": 58.85, "low": 51.51, "bid1": 54.97, "ask1": 54.99, "bid_qty1": 326, "ask_qty1": 266 }, "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": "2026-06-29T10:44:58", "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": 3.4327, "prev_amount_yi": 6.4599, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 480.28, "high": 480.99, "low": 480.28, "close": 480.99, "amount_yi": 0.9875 }, { "time": "10:41", "open": 483.24, "high": 484.0, "low": 483.24, "close": 484.0, "amount_yi": 0.708 }, { "time": "10:42", "open": 485.0, "high": 485.0, "low": 482.0, "close": 482.0, "amount_yi": 0.9371 }, { "time": "10:43", "open": 480.03, "high": 481.58, "low": 480.03, "close": 481.58, "amount_yi": 0.4603 }, { "time": "10:44", "open": 483.41, "high": 485.0, "low": 483.41, "close": 485.0, "amount_yi": 0.3398 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 485.0, "ts": "2026-06-29T10:44:56", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 484.8, "ask1": 484.94, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-29T10:44:58", "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": 201.5954, "price_vs_vwap_pct": 0.1511, "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": 1.1711, "prev_amount_yi": 1.1981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9775, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 199.99, "high": 200.0, "low": 199.99, "close": 200.0, "amount_yi": 0.2552 }, { "time": "10:41", "open": 201.16, "high": 202.0, "low": 201.16, "close": 202.0, "amount_yi": 0.2405 }, { "time": "10:42", "open": 202.28, "high": 202.28, "low": 201.61, "close": 201.61, "amount_yi": 0.3289 }, { "time": "10:43", "open": 200.52, "high": 200.54, "low": 200.52, "close": 200.54, "amount_yi": 0.1933 }, { "time": "10:44", "open": 200.9, "high": 201.9, "low": 200.9, "close": 201.9, "amount_yi": 0.1532 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 201.9, "ts": "2026-06-29T10:44:57", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 201.88, "ask1": 201.9, "bid_qty1": 12, "ask_qty1": 19 }, "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": "2026-06-29T10:44:58", "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": 83.7785, "price_vs_vwap_pct": -4.2714, "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": 0.2953, "prev_amount_yi": 0.3614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 79.69, "high": 79.69, "low": 79.69, "close": 79.69, "amount_yi": 0.0375 }, { "time": "10:41", "open": 79.92, "high": 79.92, "low": 79.78, "close": 79.78, "amount_yi": 0.0339 }, { "time": "10:42", "open": 79.63, "high": 79.63, "low": 79.61, "close": 79.61, "amount_yi": 0.1335 }, { "time": "10:43", "open": 79.71, "high": 79.71, "low": 79.63, "close": 79.63, "amount_yi": 0.0365 }, { "time": "10:44", "open": 79.8, "high": 80.2, "low": 79.8, "close": 80.2, "amount_yi": 0.0539 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.2, "ts": "2026-06-29T10:44:55", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.2, "ask1": 80.39, "bid_qty1": 29, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "CANCELLED", "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": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "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": 76.0374, "price_vs_vwap_pct": -3.2055, "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": 0.1846, "prev_amount_yi": 0.3861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 73.84, "high": 74.16, "low": 73.84, "close": 74.16, "amount_yi": 0.0273 }, { "time": "10:41", "open": 74.09, "high": 74.09, "low": 73.8, "close": 73.8, "amount_yi": 0.0572 }, { "time": "10:42", "open": 73.6, "high": 73.6, "low": 73.57, "close": 73.57, "amount_yi": 0.0275 }, { "time": "10:43", "open": 73.52, "high": 73.52, "low": 73.45, "close": 73.45, "amount_yi": 0.0242 }, { "time": "10:44", "open": 73.4, "high": 73.6, "low": 73.4, "close": 73.6, "amount_yi": 0.0484 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.6, "ts": "2026-06-29T10:44:57", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 73.54, "ask1": 73.62, "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.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": "2026-06-29T10:44:58", "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": 34.0325, "price_vs_vwap_pct": -2.4462, "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": 0.2049, "prev_amount_yi": 0.1942, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 33.25, "high": 33.25, "low": 33.22, "close": 33.22, "amount_yi": 0.0395 }, { "time": "10:41", "open": 33.22, "high": 33.27, "low": 33.22, "close": 33.27, "amount_yi": 0.0292 }, { "time": "10:42", "open": 33.18, "high": 33.18, "low": 33.17, "close": 33.17, "amount_yi": 0.0597 }, { "time": "10:43", "open": 33.16, "high": 33.16, "low": 33.13, "close": 33.13, "amount_yi": 0.0533 }, { "time": "10:44", "open": 33.19, "high": 33.2, "low": 33.19, "close": 33.2, "amount_yi": 0.0232 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.2, "ts": "2026-06-29T10:44:55", "prev_close": 33.96, "open": 34.1, "high": 34.86, "low": 33.03, "bid1": 33.19, "ask1": 33.2, "bid_qty1": 10, "ask_qty1": 4 }, "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": "2026-06-29T10:44:58", "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": 17.2156, "price_vs_vwap_pct": -6.9449, "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": 0.3658, "prev_amount_yi": 0.9259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 16.02, "high": 16.03, "low": 16.02, "close": 16.03, "amount_yi": 0.1399 }, { "time": "10:41", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.1348 }, { "time": "10:42", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0264 }, { "time": "10:43", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0215 }, { "time": "10:44", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0432 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.02, "ts": "2026-06-29T10:44:55", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 7095 }, "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": "2026-06-29T10:44:58", "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": 4.1897, "intraday_vwap": 12.3818, "price_vs_vwap_pct": 2.0853, "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": 0.4199, "prev_amount_yi": 0.6674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 12.67, "high": 12.67, "low": 12.65, "close": 12.65, "amount_yi": 0.1214 }, { "time": "10:41", "open": 12.64, "high": 12.64, "low": 12.62, "close": 12.62, "amount_yi": 0.0737 }, { "time": "10:42", "open": 12.64, "high": 12.66, "low": 12.64, "close": 12.66, "amount_yi": 0.1005 }, { "time": "10:43", "open": 12.65, "high": 12.65, "low": 12.65, "close": 12.65, "amount_yi": 0.0647 }, { "time": "10:44", "open": 12.64, "high": 12.64, "low": 12.64, "close": 12.64, "amount_yi": 0.0596 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 12.64, "ts": "2026-06-29T10:44:54", "prev_close": 12.16, "open": 12.17, "high": 12.85, "low": 11.95, "bid1": 12.64, "ask1": 12.65, "bid_qty1": 1, "ask_qty1": 35 }, "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": "2026-06-29T10:44:58", "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": 28.1947, "price_vs_vwap_pct": 6.0483, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.221, "prev_amount_yi": 0.7474, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6337, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 29.68, "high": 29.68, "low": 29.67, "close": 29.67, "amount_yi": 0.3526 }, { "time": "10:41", "open": 29.65, "high": 29.7, "low": 29.65, "close": 29.7, "amount_yi": 0.2079 }, { "time": "10:42", "open": 29.77, "high": 29.77, "low": 29.71, "close": 29.71, "amount_yi": 0.2327 }, { "time": "10:43", "open": 29.77, "high": 29.82, "low": 29.77, "close": 29.82, "amount_yi": 0.1281 }, { "time": "10:44", "open": 29.92, "high": 29.92, "low": 29.9, "close": 29.9, "amount_yi": 0.2997 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.9, "ts": "2026-06-29T10:44:54", "prev_close": 26.32, "open": 26.68, "high": 29.97, "low": 26.0, "bid1": 29.86, "ask1": 29.9, "bid_qty1": 1, "ask_qty1": 22 }, "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": "2026-06-29T10:44:58", "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": 85.3383, "price_vs_vwap_pct": -3.9704, "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": 0.4284, "prev_amount_yi": 1.2805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3346, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 81.32, "high": 81.36, "low": 81.32, "close": 81.36, "amount_yi": 0.1424 }, { "time": "10:41", "open": 81.5, "high": 81.62, "low": 81.5, "close": 81.62, "amount_yi": 0.0934 }, { "time": "10:42", "open": 81.85, "high": 81.99, "low": 81.85, "close": 81.99, "amount_yi": 0.0476 }, { "time": "10:43", "open": 82.36, "high": 82.36, "low": 82.2, "close": 82.2, "amount_yi": 0.092 }, { "time": "10:44", "open": 82.01, "high": 82.01, "low": 81.95, "close": 81.95, "amount_yi": 0.053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 81.95, "ts": "2026-06-29T10:44:57", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 81.94, "ask1": 81.95, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-06-29T10:44:58", "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": 7.8778, "price_vs_vwap_pct": -2.5109, "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": 3.4128, "prev_amount_yi": 5.535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 7.64, "high": 7.64, "low": 7.64, "close": 7.64, "amount_yi": 0.7927 }, { "time": "10:41", "open": 7.63, "high": 7.66, "low": 7.63, "close": 7.66, "amount_yi": 0.5723 }, { "time": "10:42", "open": 7.68, "high": 7.68, "low": 7.68, "close": 7.68, "amount_yi": 0.6115 }, { "time": "10:43", "open": 7.69, "high": 7.7, "low": 7.69, "close": 7.7, "amount_yi": 0.6039 }, { "time": "10:44", "open": 7.69, "high": 7.69, "low": 7.68, "close": 7.68, "amount_yi": 0.8324 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.68, "ts": "2026-06-29T10:44:57", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.56, "bid1": 7.68, "ask1": 7.69, "bid_qty1": 1368, "ask_qty1": 4264 }, "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": "2026-06-29T10:44:58", "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": 172.792, "price_vs_vwap_pct": -4.5789, "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": 0.763, "prev_amount_yi": 3.4237, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 163.09, "high": 163.09, "low": 162.4, "close": 162.4, "amount_yi": 0.1979 }, { "time": "10:41", "open": 162.91, "high": 163.47, "low": 162.91, "close": 163.47, "amount_yi": 0.1766 }, { "time": "10:42", "open": 164.0, "high": 165.0, "low": 164.0, "close": 165.0, "amount_yi": 0.1311 }, { "time": "10:43", "open": 164.68, "high": 164.99, "low": 164.68, "close": 164.99, "amount_yi": 0.1819 }, { "time": "10:44", "open": 164.87, "high": 164.88, "low": 164.87, "close": 164.88, "amount_yi": 0.0755 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.88, "ts": "2026-06-29T10:44:56", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 164.88, "ask1": 164.93, "bid_qty1": 6, "ask_qty1": 18 }, "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": "2026-06-29T10:44:58", "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": 4.3326, "intraday_vwap": 16.57, "price_vs_vwap_pct": 3.0779, "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": 0.0687, "prev_amount_yi": 0.204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 17.03, "high": 17.03, "low": 17.03, "close": 17.03, "amount_yi": 0.0135 }, { "time": "10:41", "open": 17.02, "high": 17.08, "low": 17.02, "close": 17.08, "amount_yi": 0.0188 }, { "time": "10:42", "open": 17.05, "high": 17.05, "low": 17.04, "close": 17.04, "amount_yi": 0.0125 }, { "time": "10:43", "open": 17.07, "high": 17.08, "low": 17.07, "close": 17.08, "amount_yi": 0.0174 }, { "time": "10:44", "open": 17.07, "high": 17.08, "low": 17.07, "close": 17.08, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 17.08, "ts": "2026-06-29T10:44:54", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.05, "ask1": 17.08, "bid_qty1": 12, "ask_qty1": 24 }, "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": "2026-06-29T10:44:58", "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": 20.3965, "price_vs_vwap_pct": -3.3167, "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": 0.0872, "prev_amount_yi": 0.0631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3819, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 19.76, "high": 19.76, "low": 19.71, "close": 19.71, "amount_yi": 0.0153 }, { "time": "10:41", "open": 19.73, "high": 19.81, "low": 19.73, "close": 19.81, "amount_yi": 0.0098 }, { "time": "10:42", "open": 19.73, "high": 19.73, "low": 19.63, "close": 19.63, "amount_yi": 0.0206 }, { "time": "10:43", "open": 19.69, "high": 19.69, "low": 19.65, "close": 19.65, "amount_yi": 0.016 }, { "time": "10:44", "open": 19.77, "high": 19.77, "low": 19.72, "close": 19.72, "amount_yi": 0.0255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.72, "ts": "2026-06-29T10:44:54", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.72, "ask1": 19.73, "bid_qty1": 66, "ask_qty1": 1 }, "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": "2026-06-29T10:44:58", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6515, "prev_amount_yi": 0.6069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 484.32, "high": 484.32, "low": 483.57, "close": 483.57, "amount_yi": 0.1492 }, { "time": "10:41", "open": 485.4, "high": 485.4, "low": 485.2, "close": 485.2, "amount_yi": 0.1288 }, { "time": "10:42", "open": 480.62, "high": 482.31, "low": 480.62, "close": 482.31, "amount_yi": 0.1647 }, { "time": "10:43", "open": 482.23, "high": 485.51, "low": 482.23, "close": 485.51, "amount_yi": 0.1365 }, { "time": "10:44", "open": 488.42, "high": 488.87, "low": 488.42, "close": 488.87, "amount_yi": 0.0723 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 488.87, "ts": "2026-06-29T10:44:56", "prev_close": 469.1, "open": 470.5, "high": 506.0, "low": 470.5, "bid1": 488.44, "ask1": 488.89, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T10:44:58", "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": 18.5391, "price_vs_vwap_pct": 6.0461, "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": 0.0022, "prev_amount_yi": 0.0088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.25, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:39", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0003 }, { "time": "10:41", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.001 }, { "time": "10:42", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "10:43", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0005 }, { "time": "10:44", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:53", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 49813, "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": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 9.91, "exec_low": 10.06, "exec_high": 10.06, "invalid_price": 9.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.21, "max_chase_pct": 1.5, "base_exec_high": 10.06, "dynamic_exec_high": null, "entry_zone_low": 9.76, "entry_zone_high": 10.06, "entry_risk_pct": null, "intraday_vwap": 9.7198, "price_vs_vwap_pct": -1.3354, "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": 0.0547, "prev_amount_yi": 0.0911, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 9.58, "high": 9.58, "low": 9.56, "close": 9.56, "amount_yi": 0.0129 }, { "time": "10:41", "open": 9.58, "high": 9.6, "low": 9.58, "close": 9.6, "amount_yi": 0.0097 }, { "time": "10:42", "open": 9.6, "high": 9.6, "low": 9.58, "close": 9.58, "amount_yi": 0.0072 }, { "time": "10:43", "open": 9.6, "high": 9.61, "low": 9.6, "close": 9.61, "amount_yi": 0.0147 }, { "time": "10:44", "open": 9.61, "high": 9.61, "low": 9.59, "close": 9.59, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.59, "ts": "2026-06-29T10:44:54", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.59, "ask1": 9.61, "bid_qty1": 418, "ask_qty1": 33 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM", "symbol": "SHSE.600141", "name": "兴发集团", "side": "BUY", "priority": "W60", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 51.44, "exec_low": 52.21, "exec_high": 52.21, "invalid_price": 49.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "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": 48.3599, "price_vs_vwap_pct": -3.9287, "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": 0.6094, "prev_amount_yi": 1.4455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4216, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 46.35, "high": 46.47, "low": 46.35, "close": 46.47, "amount_yi": 0.1598 }, { "time": "10:41", "open": 46.47, "high": 46.47, "low": 46.45, "close": 46.45, "amount_yi": 0.1179 }, { "time": "10:42", "open": 46.4, "high": 46.4, "low": 46.3, "close": 46.3, "amount_yi": 0.1269 }, { "time": "10:43", "open": 46.32, "high": 46.39, "low": 46.32, "close": 46.39, "amount_yi": 0.1253 }, { "time": "10:44", "open": 46.39, "high": 46.46, "low": 46.39, "close": 46.46, "amount_yi": 0.0795 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.46, "ts": "2026-06-29T10:44:55", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.8, "bid1": 46.44, "ask1": 46.46, "bid_qty1": 692, "ask_qty1": 34 }, "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": "2026-06-29T10:44:58", "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": 46.6278, "price_vs_vwap_pct": 6.1384, "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": 0.3444, "prev_amount_yi": 0.3373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.021, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 48.8, "high": 48.84, "low": 48.8, "close": 48.84, "amount_yi": 0.0898 }, { "time": "10:41", "open": 48.9, "high": 48.98, "low": 48.9, "close": 48.98, "amount_yi": 0.0381 }, { "time": "10:42", "open": 49.05, "high": 49.12, "low": 49.05, "close": 49.12, "amount_yi": 0.0546 }, { "time": "10:43", "open": 49.22, "high": 49.37, "low": 49.22, "close": 49.37, "amount_yi": 0.0655 }, { "time": "10:44", "open": 49.38, "high": 49.49, "low": 49.38, "close": 49.49, "amount_yi": 0.0964 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.49, "ts": "2026-06-29T10:44:54", "prev_close": 45.05, "open": 45.07, "high": 49.49, "low": 43.58, "bid1": 49.46, "ask1": 49.49, "bid_qty1": 24, "ask_qty1": 54 }, "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": "2026-06-29T10:44:58", "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": 50.8339, "price_vs_vwap_pct": -2.4076, "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": 0.0238, "prev_amount_yi": 0.0169, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4083, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0018 }, { "time": "10:41", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0071 }, { "time": "10:42", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0008 }, { "time": "10:43", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.011 }, { "time": "10:44", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 8102 }, "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": "2026-06-29T10:44:58", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.158, "prev_amount_yi": 0.615, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2569, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 131.75, "high": 131.9, "low": 131.75, "close": 131.9, "amount_yi": 0.0314 }, { "time": "10:41", "open": 132.75, "high": 132.75, "low": 132.4, "close": 132.4, "amount_yi": 0.0401 }, { "time": "10:42", "open": 131.32, "high": 131.32, "low": 131.07, "close": 131.07, "amount_yi": 0.0427 }, { "time": "10:43", "open": 130.62, "high": 131.22, "low": 130.62, "close": 131.22, "amount_yi": 0.0256 }, { "time": "10:44", "open": 131.5, "high": 131.98, "low": 131.5, "close": 131.98, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 131.98, "ts": "2026-06-29T10:44:55", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 131.98, "ask1": 131.99, "bid_qty1": 4, "ask_qty1": 14 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 29.937, "price_vs_vwap_pct": -2.1946, "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": 0.3563, "prev_amount_yi": 0.81, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4399, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 29.37, "high": 29.45, "low": 29.37, "close": 29.45, "amount_yi": 0.0901 }, { "time": "10:41", "open": 29.4, "high": 29.4, "low": 29.38, "close": 29.38, "amount_yi": 0.0646 }, { "time": "10:42", "open": 29.36, "high": 29.37, "low": 29.36, "close": 29.37, "amount_yi": 0.0405 }, { "time": "10:43", "open": 29.32, "high": 29.32, "low": 29.29, "close": 29.29, "amount_yi": 0.1163 }, { "time": "10:44", "open": 29.21, "high": 29.28, "low": 29.21, "close": 29.28, "amount_yi": 0.0448 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.28, "ts": "2026-06-29T10:44:55", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.28, "ask1": 29.29, "bid_qty1": 13, "ask_qty1": 16 }, "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": "2026-06-29T10:44:58", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5052, "prev_amount_yi": 0.8199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 657.3, "high": 657.3, "low": 654.0, "close": 654.0, "amount_yi": 0.1289 }, { "time": "10:41", "open": 652.3, "high": 659.9, "low": 652.3, "close": 659.9, "amount_yi": 0.2117 }, { "time": "10:42", "open": 657.4, "high": 657.4, "low": 655.07, "close": 655.07, "amount_yi": 0.0822 }, { "time": "10:43", "open": 656.98, "high": 656.98, "low": 656.0, "close": 656.0, "amount_yi": 0.0289 }, { "time": "10:44", "open": 657.38, "high": 657.38, "low": 657.38, "close": 657.38, "amount_yi": 0.0535 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 657.38, "ts": "2026-06-29T10:44:56", "prev_close": 653.7, "open": 660.0, "high": 704.0, "low": 642.03, "bid1": 657.05, "ask1": 657.38, "bid_qty1": 4, "ask_qty1": 48 }, "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": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 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": 47.3312, "price_vs_vwap_pct": -0.742, "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": 0.076, "prev_amount_yi": 0.1208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 46.74, "high": 46.74, "low": 46.71, "close": 46.71, "amount_yi": 0.013 }, { "time": "10:41", "open": 46.7, "high": 46.85, "low": 46.7, "close": 46.85, "amount_yi": 0.0144 }, { "time": "10:42", "open": 46.9, "high": 46.9, "low": 46.86, "close": 46.86, "amount_yi": 0.033 }, { "time": "10:43", "open": 46.8, "high": 46.82, "low": 46.8, "close": 46.82, "amount_yi": 0.0048 }, { "time": "10:44", "open": 46.89, "high": 46.98, "low": 46.89, "close": 46.98, "amount_yi": 0.0108 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.98, "ts": "2026-06-29T10:44:56", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 46.92, "ask1": 46.98, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 22.5465, "price_vs_vwap_pct": -1.7142, "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": 0.1249, "prev_amount_yi": 0.5673, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 22.21, "high": 22.21, "low": 22.19, "close": 22.19, "amount_yi": 0.024 }, { "time": "10:41", "open": 22.18, "high": 22.18, "low": 22.18, "close": 22.18, "amount_yi": 0.0344 }, { "time": "10:42", "open": 22.15, "high": 22.15, "low": 22.1, "close": 22.1, "amount_yi": 0.0213 }, { "time": "10:43", "open": 22.12, "high": 22.12, "low": 22.05, "close": 22.05, "amount_yi": 0.0301 }, { "time": "10:44", "open": 22.11, "high": 22.16, "low": 22.11, "close": 22.16, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.16, "ts": "2026-06-29T10:44:54", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.15, "ask1": 22.18, "bid_qty1": 45, "ask_qty1": 20 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM", "symbol": "SHSE.600497", "name": "驰宏锌锗", "side": "BUY", "priority": "W68", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.22, "exec_low": 13.42, "exec_high": 13.42, "invalid_price": 12.82, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 13.62, "max_chase_pct": 1.5, "base_exec_high": 13.42, "dynamic_exec_high": null, "entry_zone_low": 13.02, "entry_zone_high": 13.42, "entry_risk_pct": null, "intraday_vwap": 12.9838, "price_vs_vwap_pct": -1.8007, "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": 1.1352, "prev_amount_yi": 2.1217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 12.61, "high": 12.61, "low": 12.57, "close": 12.57, "amount_yi": 0.3926 }, { "time": "10:41", "open": 12.64, "high": 12.68, "low": 12.64, "close": 12.68, "amount_yi": 0.1109 }, { "time": "10:42", "open": 12.71, "high": 12.71, "low": 12.67, "close": 12.67, "amount_yi": 0.2946 }, { "time": "10:43", "open": 12.71, "high": 12.74, "low": 12.71, "close": 12.74, "amount_yi": 0.1426 }, { "time": "10:44", "open": 12.77, "high": 12.77, "low": 12.75, "close": 12.75, "amount_yi": 0.1945 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.75, "ts": "2026-06-29T10:44:56", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.5, "bid1": 12.75, "ask1": 12.76, "bid_qty1": 35, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM", "symbol": "SZSE.002821", "name": "凯莱英", "side": "BUY", "priority": "W69", "status": "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": "2026-06-29T10:44:58", "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": 159.6729, "price_vs_vwap_pct": 5.0585, "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": 0.0997, "prev_amount_yi": 0.0608, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6398, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0352 }, { "time": "10:41", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0089 }, { "time": "10:42", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0267 }, { "time": "10:43", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0168 }, { "time": "10:44", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 22570, "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": "2026-06-29T10:44:58", "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": 19.2079, "price_vs_vwap_pct": -6.1844, "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": 0.526, "prev_amount_yi": 1.0801, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 18.07, "high": 18.08, "low": 18.07, "close": 18.08, "amount_yi": 0.1278 }, { "time": "10:41", "open": 18.1, "high": 18.11, "low": 18.1, "close": 18.11, "amount_yi": 0.0701 }, { "time": "10:42", "open": 18.01, "high": 18.01, "low": 18.01, "close": 18.01, "amount_yi": 0.114 }, { "time": "10:43", "open": 18.02, "high": 18.02, "low": 17.99, "close": 17.99, "amount_yi": 0.094 }, { "time": "10:44", "open": 17.99, "high": 18.02, "low": 17.99, "close": 18.02, "amount_yi": 0.1201 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.02, "ts": "2026-06-29T10:44:56", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.02, "ask1": 18.08, "bid_qty1": 199, "ask_qty1": 298 }, "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": "2026-06-29T10:44:58", "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": 130.9558, "price_vs_vwap_pct": -4.777, "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": 0.0572, "prev_amount_yi": 0.1213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 125.0, "high": 125.13, "low": 125.0, "close": 125.13, "amount_yi": 0.009 }, { "time": "10:41", "open": 125.03, "high": 125.5, "low": 125.03, "close": 125.5, "amount_yi": 0.0055 }, { "time": "10:42", "open": 124.87, "high": 124.87, "low": 124.82, "close": 124.82, "amount_yi": 0.0309 }, { "time": "10:43", "open": 124.52, "high": 124.69, "low": 124.52, "close": 124.69, "amount_yi": 0.0059 }, { "time": "10:44", "open": 124.69, "high": 124.7, "low": 124.69, "close": 124.7, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:54", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.6, "bid1": 124.69, "ask1": 124.78, "bid_qty1": 1, "ask_qty1": 4 }, "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": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1461, "prev_amount_yi": 0.2731, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 103.9, "high": 103.9, "low": 103.9, "close": 103.9, "amount_yi": 0.048 }, { "time": "10:41", "open": 104.74, "high": 104.74, "low": 104.42, "close": 104.42, "amount_yi": 0.0447 }, { "time": "10:42", "open": 104.07, "high": 104.07, "low": 103.99, "close": 103.99, "amount_yi": 0.0188 }, { "time": "10:43", "open": 103.74, "high": 104.07, "low": 103.74, "close": 104.07, "amount_yi": 0.0137 }, { "time": "10:44", "open": 104.4, "high": 104.4, "low": 104.22, "close": 104.22, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.22, "ts": "2026-06-29T10:44:55", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 103.0, "bid1": 104.11, "ask1": 104.22, "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.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 55.41, "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": 53.4348, "price_vs_vwap_pct": -3.3963, "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": 2.8566, "prev_amount_yi": 4.5115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 51.22, "high": 51.22, "low": 51.22, "close": 51.22, "amount_yi": 0.8416 }, { "time": "10:41", "open": 51.3, "high": 51.47, "low": 51.3, "close": 51.47, "amount_yi": 0.4663 }, { "time": "10:42", "open": 51.4, "high": 51.4, "low": 51.3, "close": 51.3, "amount_yi": 0.6882 }, { "time": "10:43", "open": 51.24, "high": 51.24, "low": 51.12, "close": 51.12, "amount_yi": 0.3604 }, { "time": "10:44", "open": 51.33, "high": 51.62, "low": 51.33, "close": 51.62, "amount_yi": 0.5001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.62, "ts": "2026-06-29T10:44:55", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 51.62, "ask1": 51.63, "bid_qty1": 32, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM", "symbol": "SHSE.600598", "name": "北大荒", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.96, "exec_low": 11.12, "exec_high": 11.12, "invalid_price": 10.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "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": 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": 3.3636, "intraday_vwap": 10.7222, "price_vs_vwap_pct": 2.5909, "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": 0.0786, "prev_amount_yi": 0.2332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.337, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.014 }, { "time": "10:41", "open": 10.99, "high": 10.99, "low": 10.96, "close": 10.96, "amount_yi": 0.0161 }, { "time": "10:42", "open": 10.97, "high": 10.97, "low": 10.96, "close": 10.96, "amount_yi": 0.02 }, { "time": "10:43", "open": 10.99, "high": 11.0, "low": 10.99, "close": 11.0, "amount_yi": 0.0183 }, { "time": "10:44", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 11.0, "ts": "2026-06-29T10:44:55", "prev_close": 10.79, "open": 10.75, "high": 11.05, "low": 10.46, "bid1": 10.99, "ask1": 11.0, "bid_qty1": 19, "ask_qty1": 296 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600177:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600177:VWAP_RECLAIM", "symbol": "SHSE.600177", "name": "雅戈尔", "side": "BUY", "priority": "W75", "status": "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": "2026-06-29T10:44:58", "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": 3.3201, "intraday_vwap": 7.4255, "price_vs_vwap_pct": 1.2726, "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": 0.0215, "prev_amount_yi": 0.04, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 7.52, "high": 7.53, "low": 7.52, "close": 7.53, "amount_yi": 0.0015 }, { "time": "10:41", "open": 7.52, "high": 7.53, "low": 7.52, "close": 7.53, "amount_yi": 0.0022 }, { "time": "10:42", "open": 7.52, "high": 7.53, "low": 7.52, "close": 7.53, "amount_yi": 0.0131 }, { "time": "10:43", "open": 7.52, "high": 7.52, "low": 7.52, "close": 7.52, "amount_yi": 0.0015 }, { "time": "10:44", "open": 7.52, "high": 7.52, "low": 7.52, "close": 7.52, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 7.52, "ts": "2026-06-29T10:44:56", "prev_close": 7.51, "open": 7.48, "high": 7.57, "low": 7.29, "bid1": 7.52, "ask1": 7.53, "bid_qty1": 721, "ask_qty1": 992 }, "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": "2026-06-29T10:44:58", "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": 122.3012, "price_vs_vwap_pct": 2.0432, "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": 2.1756, "prev_amount_yi": 3.2861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6621, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 124.5, "high": 124.52, "low": 124.5, "close": 124.52, "amount_yi": 0.6023 }, { "time": "10:41", "open": 124.5, "high": 124.5, "low": 124.18, "close": 124.18, "amount_yi": 0.3894 }, { "time": "10:42", "open": 124.5, "high": 124.5, "low": 124.34, "close": 124.34, "amount_yi": 0.4465 }, { "time": "10:43", "open": 124.43, "high": 124.54, "low": 124.43, "close": 124.54, "amount_yi": 0.3756 }, { "time": "10:44", "open": 124.65, "high": 124.8, "low": 124.65, "close": 124.8, "amount_yi": 0.3618 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 124.8, "ts": "2026-06-29T10:44:55", "prev_close": 118.18, "open": 117.21, "high": 125.6, "low": 116.8, "bid1": 124.8, "ask1": 124.82, "bid_qty1": 8, "ask_qty1": 5 }, "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": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 156.55, "max_chase_pct": 1.5, "base_exec_high": 154.27, "dynamic_exec_high": null, "entry_zone_low": 149.71, "entry_zone_high": 154.27, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4357, "prev_amount_yi": 0.6978, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 133.89, "high": 134.8, "low": 133.89, "close": 134.8, "amount_yi": 0.1292 }, { "time": "10:41", "open": 135.18, "high": 135.48, "low": 135.18, "close": 135.48, "amount_yi": 0.0839 }, { "time": "10:42", "open": 134.79, "high": 134.79, "low": 133.87, "close": 133.87, "amount_yi": 0.1211 }, { "time": "10:43", "open": 134.72, "high": 134.94, "low": 134.72, "close": 134.94, "amount_yi": 0.0713 }, { "time": "10:44", "open": 134.72, "high": 134.76, "low": 134.72, "close": 134.76, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 134.76, "ts": "2026-06-29T10:44:57", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 133.56, "bid1": 134.72, "ask1": 134.76, "bid_qty1": 8, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM", "symbol": "SHSE.600909", "name": "华安证券", "side": "BUY", "priority": "W78", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.91, "exec_low": 13.1, "exec_high": 13.1, "invalid_price": 12.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "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": 12.051, "price_vs_vwap_pct": -3.9914, "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": 0.6343, "prev_amount_yi": 0.8951, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7086, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 11.55, "high": 11.6, "low": 11.55, "close": 11.6, "amount_yi": 0.1909 }, { "time": "10:41", "open": 11.6, "high": 11.6, "low": 11.57, "close": 11.57, "amount_yi": 0.1147 }, { "time": "10:42", "open": 11.58, "high": 11.63, "low": 11.58, "close": 11.63, "amount_yi": 0.1071 }, { "time": "10:43", "open": 11.59, "high": 11.59, "low": 11.57, "close": 11.57, "amount_yi": 0.1666 }, { "time": "10:44", "open": 11.57, "high": 11.57, "low": 11.57, "close": 11.57, "amount_yi": 0.055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.57, "ts": "2026-06-29T10:44:55", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.4, "bid1": 11.56, "ask1": 11.57, "bid_qty1": 9, "ask_qty1": 105 }, "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": "2026-06-29T10:44:58", "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": 22.1245, "price_vs_vwap_pct": -5.173, "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": 1.4155, "prev_amount_yi": 3.2797, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 20.83, "high": 20.83, "low": 20.82, "close": 20.82, "amount_yi": 0.2978 }, { "time": "10:41", "open": 20.85, "high": 20.99, "low": 20.85, "close": 20.99, "amount_yi": 0.4004 }, { "time": "10:42", "open": 20.94, "high": 20.94, "low": 20.84, "close": 20.84, "amount_yi": 0.2555 }, { "time": "10:43", "open": 20.81, "high": 20.84, "low": 20.81, "close": 20.84, "amount_yi": 0.2801 }, { "time": "10:44", "open": 20.86, "high": 20.98, "low": 20.86, "close": 20.98, "amount_yi": 0.1817 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.98, "ts": "2026-06-29T10:44:57", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 20.96, "ask1": 20.98, "bid_qty1": 36, "ask_qty1": 361 }, "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": "2026-06-29T10:44:58", "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": 0.0326, "prev_amount_yi": 0.0878, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 64.7, "high": 65.36, "low": 64.7, "close": 65.36, "amount_yi": 0.0077 }, { "time": "10:41", "open": 65.36, "high": 65.36, "low": 65.36, "close": 65.36, "amount_yi": 0.0016 }, { "time": "10:42", "open": 64.73, "high": 65.0, "low": 64.73, "close": 65.0, "amount_yi": 0.0064 }, { "time": "10:43", "open": 65.0, "high": 65.0, "low": 64.73, "close": 64.73, "amount_yi": 0.0101 }, { "time": "10:44", "open": 65.0, "high": 65.0, "low": 64.6, "close": 64.6, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.6, "ts": "2026-06-29T10:44:56", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 64.0, "bid1": 64.6, "ask1": 64.61, "bid_qty1": 17, "ask_qty1": 206 }, "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": "2026-06-29T10:44:58", "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": 57.2735, "price_vs_vwap_pct": 0.0463, "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": 2.4474, "prev_amount_yi": 2.6429, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 56.93, "high": 56.93, "low": 56.73, "close": 56.73, "amount_yi": 0.6144 }, { "time": "10:41", "open": 56.68, "high": 57.0, "low": 56.68, "close": 57.0, "amount_yi": 0.5172 }, { "time": "10:42", "open": 57.1, "high": 57.1, "low": 57.06, "close": 57.06, "amount_yi": 0.5473 }, { "time": "10:43", "open": 57.09, "high": 57.1, "low": 57.09, "close": 57.1, "amount_yi": 0.4237 }, { "time": "10:44", "open": 57.13, "high": 57.3, "low": 57.13, "close": 57.3, "amount_yi": 0.3448 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.3, "ts": "2026-06-29T10:44:57", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 57.29, "ask1": 57.3, "bid_qty1": 14, "ask_qty1": 444 }, "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": "OBSERVE", "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": "2026-06-29T10:44:58", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.3699, "intraday_vwap": 26.595, "price_vs_vwap_pct": 0.1316, "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": 0.0823, "prev_amount_yi": 0.1051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 26.77, "high": 26.77, "low": 26.75, "close": 26.75, "amount_yi": 0.0099 }, { "time": "10:41", "open": 26.76, "high": 26.76, "low": 26.72, "close": 26.72, "amount_yi": 0.0169 }, { "time": "10:42", "open": 26.71, "high": 26.71, "low": 26.66, "close": 26.66, "amount_yi": 0.0232 }, { "time": "10:43", "open": 26.59, "high": 26.64, "low": 26.59, "close": 26.64, "amount_yi": 0.0217 }, { "time": "10:44", "open": 26.6, "high": 26.63, "low": 26.6, "close": 26.63, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "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": 26.63, "ts": "2026-06-29T10:44:57", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.61, "ask1": 26.63, "bid_qty1": 25, "ask_qty1": 26 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 73.6752, "price_vs_vwap_pct": -2.138, "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": 0.0865, "prev_amount_yi": 0.1391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6219, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 72.16, "high": 72.16, "low": 71.98, "close": 71.98, "amount_yi": 0.0428 }, { "time": "10:41", "open": 72.02, "high": 72.06, "low": 72.02, "close": 72.06, "amount_yi": 0.0045 }, { "time": "10:42", "open": 72.1, "high": 72.11, "low": 72.1, "close": 72.11, "amount_yi": 0.0213 }, { "time": "10:43", "open": 72.13, "high": 72.13, "low": 72.13, "close": 72.13, "amount_yi": 0.0116 }, { "time": "10:44", "open": 72.13, "high": 72.13, "low": 72.1, "close": 72.1, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.1, "ts": "2026-06-29T10:44:55", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.1, "ask1": 72.12, "bid_qty1": 38, "ask_qty1": 36 }, "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": "2026-06-29T10:44:58", "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": 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": 3.1032, "intraday_vwap": 56.1821, "price_vs_vwap_pct": 2.0432, "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": 0.0428, "prev_amount_yi": 0.0647, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6615, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 57.28, "high": 57.28, "low": 57.26, "close": 57.26, "amount_yi": 0.0062 }, { "time": "10:41", "open": 57.23, "high": 57.23, "low": 57.1, "close": 57.1, "amount_yi": 0.0098 }, { "time": "10:42", "open": 57.25, "high": 57.25, "low": 57.25, "close": 57.25, "amount_yi": 0.0133 }, { "time": "10:43", "open": 57.45, "high": 57.45, "low": 57.38, "close": 57.38, "amount_yi": 0.0086 }, { "time": "10:44", "open": 57.36, "high": 57.36, "low": 57.33, "close": 57.33, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 57.33, "ts": "2026-06-29T10:44:56", "prev_close": 56.7, "open": 56.4, "high": 58.5, "low": 54.3, "bid1": 57.33, "ask1": 57.36, "bid_qty1": 14, "ask_qty1": 3 }, "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": "2026-06-29T10:44:58", "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": 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": 3.4274, "intraday_vwap": 4.884, "price_vs_vwap_pct": 1.3514, "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": 0.148, "prev_amount_yi": 0.2728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5425, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.036 }, { "time": "10:41", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0171 }, { "time": "10:42", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.026 }, { "time": "10:43", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0503 }, { "time": "10:44", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 4.95, "ts": "2026-06-29T10:44:55", "prev_close": 4.92, "open": 4.91, "high": 4.97, "low": 4.81, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 4726, "ask_qty1": 24842 }, "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": "2026-06-29T10:44:58", "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": 16.0803, "price_vs_vwap_pct": -3.2978, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.095, "prev_amount_yi": 0.1847, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 15.55, "high": 15.55, "low": 15.53, "close": 15.53, "amount_yi": 0.0264 }, { "time": "10:41", "open": 15.53, "high": 15.54, "low": 15.53, "close": 15.54, "amount_yi": 0.01 }, { "time": "10:42", "open": 15.49, "high": 15.51, "low": 15.49, "close": 15.51, "amount_yi": 0.0199 }, { "time": "10:43", "open": 15.52, "high": 15.55, "low": 15.52, "close": 15.55, "amount_yi": 0.0154 }, { "time": "10:44", "open": 15.58, "high": 15.58, "low": 15.55, "close": 15.55, "amount_yi": 0.0233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.55, "ts": "2026-06-29T10:44:56", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.53, "ask1": 15.55, "bid_qty1": 5, "ask_qty1": 1 }, "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": "2026-06-29T10:44:58", "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": 2.935, "price_vs_vwap_pct": 0.8518, "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": 0.0215, "prev_amount_yi": 0.147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 2.96, "high": 2.96, "low": 2.95, "close": 2.95, "amount_yi": 0.0052 }, { "time": "10:41", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0065 }, { "time": "10:42", "open": 2.96, "high": 2.96, "low": 2.95, "close": 2.95, "amount_yi": 0.0036 }, { "time": "10:43", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0021 }, { "time": "10:44", "open": 2.96, "high": 2.96, "low": 2.96, "close": 2.96, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.96, "ts": "2026-06-29T10:44:55", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.95, "ask1": 2.96, "bid_qty1": 12668, "ask_qty1": 6380 }, "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": "2026-06-29T10:44:58", "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": 195.0646, "price_vs_vwap_pct": -6.3336, "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": 0.2758, "prev_amount_yi": 0.5795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4759, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 182.1, "high": 183.0, "low": 182.1, "close": 183.0, "amount_yi": 0.0865 }, { "time": "10:41", "open": 183.48, "high": 183.48, "low": 183.26, "close": 183.26, "amount_yi": 0.055 }, { "time": "10:42", "open": 183.0, "high": 183.0, "low": 182.64, "close": 182.64, "amount_yi": 0.0445 }, { "time": "10:43", "open": 182.0, "high": 182.66, "low": 182.0, "close": 182.66, "amount_yi": 0.0446 }, { "time": "10:44", "open": 182.65, "high": 182.71, "low": 182.65, "close": 182.71, "amount_yi": 0.0452 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 182.71, "ts": "2026-06-29T10:44:54", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.68, "bid1": 182.71, "ask1": 182.72, "bid_qty1": 17, "ask_qty1": 5 }, "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": "2026-06-29T10:44:58", "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": 21.5977, "price_vs_vwap_pct": -4.8973, "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": 1.0833, "prev_amount_yi": 1.6974, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 20.58, "high": 20.58, "low": 20.54, "close": 20.54, "amount_yi": 0.221 }, { "time": "10:41", "open": 20.55, "high": 20.65, "low": 20.55, "close": 20.65, "amount_yi": 0.3048 }, { "time": "10:42", "open": 20.58, "high": 20.58, "low": 20.47, "close": 20.47, "amount_yi": 0.247 }, { "time": "10:43", "open": 20.48, "high": 20.56, "low": 20.48, "close": 20.56, "amount_yi": 0.1421 }, { "time": "10:44", "open": 20.53, "high": 20.54, "low": 20.53, "close": 20.54, "amount_yi": 0.1684 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.54, "ts": "2026-06-29T10:44:55", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.55, "ask1": 20.58, "bid_qty1": 7, "ask_qty1": 101 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM", "symbol": "SHSE.688082", "name": "盛美上海", "side": "BUY", "priority": "W90", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 427.99, "exec_low": 434.41, "exec_high": 434.41, "invalid_price": 415.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T10:44:58", "sim_reason": "waiting_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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1284, "prev_amount_yi": 0.7348, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 420.02, "high": 423.05, "low": 420.02, "close": 423.05, "amount_yi": 0.3258 }, { "time": "10:41", "open": 425.32, "high": 425.32, "low": 425.0, "close": 425.0, "amount_yi": 0.2204 }, { "time": "10:42", "open": 426.0, "high": 426.0, "low": 425.98, "close": 425.98, "amount_yi": 0.2227 }, { "time": "10:43", "open": 420.01, "high": 422.49, "low": 420.01, "close": 422.49, "amount_yi": 0.2097 }, { "time": "10:44", "open": 420.0, "high": 422.19, "low": 420.0, "close": 422.19, "amount_yi": 0.1498 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 422.19, "ts": "2026-06-29T10:44:56", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 420.2, "ask1": 421.99, "bid_qty1": 4, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "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": "2026-06-29T10:44:58", "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": 17.7903, "price_vs_vwap_pct": 1.4036, "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": 0.0365, "prev_amount_yi": 0.0872, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 18.05, "high": 18.06, "low": 18.05, "close": 18.06, "amount_yi": 0.0073 }, { "time": "10:41", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.0044 }, { "time": "10:42", "open": 18.03, "high": 18.04, "low": 18.03, "close": 18.04, "amount_yi": 0.0071 }, { "time": "10:43", "open": 18.04, "high": 18.04, "low": 18.01, "close": 18.01, "amount_yi": 0.0092 }, { "time": "10:44", "open": 18.03, "high": 18.04, "low": 18.03, "close": 18.04, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.04, "ts": "2026-06-29T10:44:57", "prev_close": 17.96, "open": 17.9, "high": 18.13, "low": 17.5, "bid1": 18.03, "ask1": 18.04, "bid_qty1": 94, "ask_qty1": 84 }, "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": "2026-06-29T10:44:58", "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": 5.8461, "price_vs_vwap_pct": 1.093, "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": 0.0454, "prev_amount_yi": 0.0435, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0437, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.0043 }, { "time": "10:41", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0019 }, { "time": "10:42", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0313 }, { "time": "10:43", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0027 }, { "time": "10:44", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.91, "ts": "2026-06-29T10:44:57", "prev_close": 5.92, "open": 5.92, "high": 5.94, "low": 5.76, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 761, "ask_qty1": 964 }, "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": "2026-06-29T10:44:58", "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": 8.7169, "price_vs_vwap_pct": 1.5269, "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": 0.0847, "prev_amount_yi": 0.1322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6407, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 8.84, "high": 8.84, "low": 8.84, "close": 8.84, "amount_yi": 0.0265 }, { "time": "10:41", "open": 8.85, "high": 8.85, "low": 8.84, "close": 8.84, "amount_yi": 0.0127 }, { "time": "10:42", "open": 8.84, "high": 8.87, "low": 8.84, "close": 8.87, "amount_yi": 0.02 }, { "time": "10:43", "open": 8.87, "high": 8.87, "low": 8.85, "close": 8.85, "amount_yi": 0.0195 }, { "time": "10:44", "open": 8.85, "high": 8.85, "low": 8.85, "close": 8.85, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:55", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.85, "ask1": 8.86, "bid_qty1": 511, "ask_qty1": 516 }, "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": "2026-06-29T10:44:58", "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": 7.7716, "price_vs_vwap_pct": 0.8801, "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": 0.0392, "prev_amount_yi": 0.0631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6212, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 7.85, "high": 7.85, "low": 7.85, "close": 7.85, "amount_yi": 0.0113 }, { "time": "10:41", "open": 7.84, "high": 7.84, "low": 7.83, "close": 7.83, "amount_yi": 0.0071 }, { "time": "10:42", "open": 7.84, "high": 7.85, "low": 7.84, "close": 7.85, "amount_yi": 0.0136 }, { "time": "10:43", "open": 7.84, "high": 7.84, "low": 7.83, "close": 7.83, "amount_yi": 0.0063 }, { "time": "10:44", "open": 7.83, "high": 7.84, "low": 7.83, "close": 7.84, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.84, "ts": "2026-06-29T10:44:57", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.83, "ask1": 7.84, "bid_qty1": 54, "ask_qty1": 411 }, "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": "2026-06-29T10:44:58", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3085, "prev_amount_yi": 0.8138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 135.99, "high": 136.56, "low": 135.99, "close": 136.56, "amount_yi": 0.0836 }, { "time": "10:41", "open": 136.56, "high": 136.99, "low": 136.56, "close": 136.99, "amount_yi": 0.0576 }, { "time": "10:42", "open": 136.89, "high": 136.89, "low": 136.3, "close": 136.3, "amount_yi": 0.0654 }, { "time": "10:43", "open": 136.34, "high": 136.82, "low": 136.34, "close": 136.82, "amount_yi": 0.0718 }, { "time": "10:44", "open": 136.77, "high": 136.97, "low": 136.77, "close": 136.97, "amount_yi": 0.0301 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.97, "ts": "2026-06-29T10:44:56", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 136.93, "ask1": 136.97, "bid_qty1": 6, "ask_qty1": 0 }, "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": "2026-06-29T10:44:58", "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": 53.5158, "price_vs_vwap_pct": -3.6172, "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": 1.5821, "prev_amount_yi": 3.7593, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4208, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 51.3, "high": 51.3, "low": 51.29, "close": 51.29, "amount_yi": 0.2574 }, { "time": "10:41", "open": 51.5, "high": 51.56, "low": 51.5, "close": 51.56, "amount_yi": 0.3313 }, { "time": "10:42", "open": 51.61, "high": 51.61, "low": 51.54, "close": 51.54, "amount_yi": 0.4848 }, { "time": "10:43", "open": 51.37, "high": 51.48, "low": 51.37, "close": 51.48, "amount_yi": 0.2664 }, { "time": "10:44", "open": 51.58, "high": 51.58, "low": 51.58, "close": 51.58, "amount_yi": 0.2422 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.58, "ts": "2026-06-29T10:44:54", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.5, "bid1": 51.43, "ask1": 51.58, "bid_qty1": 3, "ask_qty1": 113 }, "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": "2026-06-29T10:44:58", "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": 9.7186, "price_vs_vwap_pct": 0.7347, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1214, "prev_amount_yi": 0.258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4705, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0522 }, { "time": "10:41", "open": 9.81, "high": 9.81, "low": 9.8, "close": 9.8, "amount_yi": 0.0222 }, { "time": "10:42", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0234 }, { "time": "10:43", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0167 }, { "time": "10:44", "open": 9.8, "high": 9.8, "low": 9.79, "close": 9.79, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.79, "ts": "2026-06-29T10:44:57", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.79, "ask1": 9.8, "bid_qty1": 1969, "ask_qty1": 2065 }, "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": "2026-06-29T10:44:58", "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": 41.4229, "price_vs_vwap_pct": 2.8175, "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": 0.0299, "prev_amount_yi": 0.0319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 42.56, "high": 42.56, "low": 42.48, "close": 42.48, "amount_yi": 0.0186 }, { "time": "10:41", "open": 42.49, "high": 42.5, "low": 42.49, "close": 42.5, "amount_yi": 0.0024 }, { "time": "10:42", "open": 42.5, "high": 42.5, "low": 42.49, "close": 42.49, "amount_yi": 0.0027 }, { "time": "10:43", "open": 42.52, "high": 42.53, "low": 42.52, "close": 42.53, "amount_yi": 0.0043 }, { "time": "10:44", "open": 42.58, "high": 42.59, "low": 42.58, "close": 42.59, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.59, "ts": "2026-06-29T10:44:54", "prev_close": 41.86, "open": 41.86, "high": 42.77, "low": 40.4, "bid1": 42.58, "ask1": 42.59, "bid_qty1": 17, "ask_qty1": 20 }, "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": "2026-06-29T10:44:58", "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": 4.6737, "price_vs_vwap_pct": 1.4186, "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": 0.159, "prev_amount_yi": 0.3616, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4397, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0219 }, { "time": "10:41", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0448 }, { "time": "10:42", "open": 4.74, "high": 4.74, "low": 4.73, "close": 4.73, "amount_yi": 0.0171 }, { "time": "10:43", "open": 4.74, "high": 4.76, "low": 4.74, "close": 4.76, "amount_yi": 0.0632 }, { "time": "10:44", "open": 4.75, "high": 4.75, "low": 4.74, "close": 4.74, "amount_yi": 0.012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.74, "ask1": 4.75, "bid_qty1": 2278, "ask_qty1": 2978 }, "previous_state": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 10.9599, "price_vs_vwap_pct": 0.9133, "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": 0.1788, "prev_amount_yi": 0.2439, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0643 }, { "time": "10:41", "open": 11.07, "high": 11.07, "low": 11.06, "close": 11.06, "amount_yi": 0.0285 }, { "time": "10:42", "open": 11.07, "high": 11.07, "low": 11.06, "close": 11.06, "amount_yi": 0.0324 }, { "time": "10:43", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0329 }, { "time": "10:44", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.06, "ts": "2026-06-29T10:44:57", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.06, "ask1": 11.07, "bid_qty1": 379, "ask_qty1": 898 }, "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": "2026-06-29T10:44:58", "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": 43.0265, "price_vs_vwap_pct": 2.0069, "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": 0.0685, "prev_amount_yi": 0.107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6402, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 43.92, "high": 43.92, "low": 43.85, "close": 43.85, "amount_yi": 0.0136 }, { "time": "10:41", "open": 43.81, "high": 43.81, "low": 43.74, "close": 43.74, "amount_yi": 0.018 }, { "time": "10:42", "open": 44.0, "high": 44.0, "low": 43.84, "close": 43.84, "amount_yi": 0.02 }, { "time": "10:43", "open": 43.85, "high": 43.85, "low": 43.82, "close": 43.82, "amount_yi": 0.0086 }, { "time": "10:44", "open": 43.91, "high": 43.91, "low": 43.89, "close": 43.89, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.89, "ts": "2026-06-29T10:44:54", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.84, "ask1": 43.89, "bid_qty1": 10, "ask_qty1": 17 }, "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": "2026-06-29T10:44:58", "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": 6.2433, "price_vs_vwap_pct": 0.9082, "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": 0.0912, "prev_amount_yi": 0.1165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 6.31, "high": 6.31, "low": 6.3, "close": 6.3, "amount_yi": 0.0143 }, { "time": "10:41", "open": 6.3, "high": 6.3, "low": 6.29, "close": 6.29, "amount_yi": 0.0476 }, { "time": "10:42", "open": 6.3, "high": 6.32, "low": 6.3, "close": 6.32, "amount_yi": 0.011 }, { "time": "10:43", "open": 6.31, "high": 6.31, "low": 6.31, "close": 6.31, "amount_yi": 0.0056 }, { "time": "10:44", "open": 6.31, "high": 6.31, "low": 6.3, "close": 6.3, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.3, "ts": "2026-06-29T10:44:57", "prev_close": 6.3, "open": 6.29, "high": 6.38, "low": 6.12, "bid1": 6.3, "ask1": 6.31, "bid_qty1": 990, "ask_qty1": 705 }, "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": "2026-06-29T10:44:58", "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": 5.8691, "price_vs_vwap_pct": 0.8673, "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": 0.0314, "prev_amount_yi": 0.0643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4883, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0032 }, { "time": "10:41", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0082 }, { "time": "10:42", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0046 }, { "time": "10:43", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.0117 }, { "time": "10:44", "open": 5.93, "high": 5.93, "low": 5.92, "close": 5.92, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 91, "ask_qty1": 999 }, "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": "2026-06-29T10:44:58", "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": 5.71, "price_vs_vwap_pct": 1.2259, "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": 0.3291, "prev_amount_yi": 0.7455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0834 }, { "time": "10:41", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.078 }, { "time": "10:42", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.1051 }, { "time": "10:43", "open": 5.78, "high": 5.78, "low": 5.77, "close": 5.77, "amount_yi": 0.0504 }, { "time": "10:44", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:56", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.77, "ask1": 5.78, "bid_qty1": 13136, "ask_qty1": 3281 }, "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": "CANCELLED", "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": "2026-06-29T10:44:58", "sim_reason": "invalid_price_broken", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2666, "prev_amount_yi": 0.7944, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3356, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 117.16, "high": 117.39, "low": 117.16, "close": 117.39, "amount_yi": 0.055 }, { "time": "10:41", "open": 117.5, "high": 117.96, "low": 117.5, "close": 117.96, "amount_yi": 0.0442 }, { "time": "10:42", "open": 117.78, "high": 117.78, "low": 117.32, "close": 117.32, "amount_yi": 0.0812 }, { "time": "10:43", "open": 117.35, "high": 117.35, "low": 117.35, "close": 117.35, "amount_yi": 0.0317 }, { "time": "10:44", "open": 117.44, "high": 117.44, "low": 117.42, "close": 117.42, "amount_yi": 0.0545 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.42, "ts": "2026-06-29T10:44:57", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 116.0, "bid1": 117.39, "ask1": 117.42, "bid_qty1": 43, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T10:44:58", "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": 7.1452, "price_vs_vwap_pct": 0.9069, "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": 0.5633, "prev_amount_yi": 1.622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 7.23, "high": 7.23, "low": 7.23, "close": 7.23, "amount_yi": 0.2035 }, { "time": "10:41", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.0537 }, { "time": "10:42", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.1252 }, { "time": "10:43", "open": 7.2, "high": 7.2, "low": 7.2, "close": 7.2, "amount_yi": 0.0697 }, { "time": "10:44", "open": 7.2, "high": 7.21, "low": 7.2, "close": 7.21, "amount_yi": 0.1112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.21, "ts": "2026-06-29T10:44:56", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.2, "ask1": 7.21, "bid_qty1": 2238, "ask_qty1": 9580 }, "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": "2026-06-29T10:44:58", "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": 3.3333, "intraday_vwap": 35.9941, "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": 0.6791, "prev_amount_yi": 1.6899, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 36.64, "high": 36.66, "low": 36.64, "close": 36.66, "amount_yi": 0.1718 }, { "time": "10:41", "open": 36.63, "high": 36.63, "low": 36.61, "close": 36.61, "amount_yi": 0.065 }, { "time": "10:42", "open": 36.59, "high": 36.61, "low": 36.59, "close": 36.61, "amount_yi": 0.1999 }, { "time": "10:43", "open": 36.58, "high": 36.58, "low": 36.56, "close": 36.56, "amount_yi": 0.1088 }, { "time": "10:44", "open": 36.55, "high": 36.59, "low": 36.55, "close": 36.59, "amount_yi": 0.1336 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 36.59, "ts": "2026-06-29T10:44:55", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.59, "ask1": 36.6, "bid_qty1": 292, "ask_qty1": 837 }, "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": "2026-06-29T10:44:58", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4358, "prev_amount_yi": 0.2251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.936, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 114.8, "high": 115.03, "low": 114.8, "close": 115.03, "amount_yi": 0.0569 }, { "time": "10:41", "open": 114.99, "high": 114.99, "low": 114.99, "close": 114.99, "amount_yi": 0.0431 }, { "time": "10:42", "open": 115.31, "high": 115.31, "low": 115.19, "close": 115.19, "amount_yi": 0.0617 }, { "time": "10:43", "open": 115.28, "high": 116.49, "low": 115.28, "close": 116.49, "amount_yi": 0.1624 }, { "time": "10:44", "open": 116.57, "high": 116.78, "low": 116.57, "close": 116.78, "amount_yi": 0.1117 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.78, "ts": "2026-06-29T10:44:56", "prev_close": 106.8, "open": 107.0, "high": 116.83, "low": 102.81, "bid1": 116.78, "ask1": 116.8, "bid_qty1": 1, "ask_qty1": 14 }, "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": "2026-06-29T10:44:58", "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": 8.5456, "price_vs_vwap_pct": -4.7463, "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": 0.0738, "prev_amount_yi": 0.1804, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4091, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0175 }, { "time": "10:41", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.005 }, { "time": "10:42", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0055 }, { "time": "10:43", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0109 }, { "time": "10:44", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0349 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.14, "ts": "2026-06-29T10:44:57", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 0.0, "ask1": 8.14, "bid_qty1": 0, "ask_qty1": 4165 }, "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": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 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": 788.6124, "price_vs_vwap_pct": -2.487, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.6177, "prev_amount_yi": 13.276, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 769.01, "high": 769.99, "low": 769.01, "close": 769.99, "amount_yi": 1.3338 }, { "time": "10:41", "open": 772.65, "high": 777.0, "low": 772.65, "close": 777.0, "amount_yi": 0.9793 }, { "time": "10:42", "open": 770.5, "high": 770.5, "low": 769.0, "close": 769.0, "amount_yi": 1.8063 }, { "time": "10:43", "open": 764.0, "high": 764.0, "low": 761.99, "close": 761.99, "amount_yi": 0.9382 }, { "time": "10:44", "open": 765.0, "high": 769.0, "low": 765.0, "close": 769.0, "amount_yi": 1.5601 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 769.0, "ts": "2026-06-29T10:44:56", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 767.15, "ask1": 769.0, "bid_qty1": 2, "ask_qty1": 125 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 20.171, "price_vs_vwap_pct": 1.0361, "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": 0.2582, "prev_amount_yi": 0.3772, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 20.43, "high": 20.43, "low": 20.42, "close": 20.42, "amount_yi": 0.0523 }, { "time": "10:41", "open": 20.41, "high": 20.41, "low": 20.39, "close": 20.39, "amount_yi": 0.0536 }, { "time": "10:42", "open": 20.39, "high": 20.4, "low": 20.39, "close": 20.4, "amount_yi": 0.0699 }, { "time": "10:43", "open": 20.39, "high": 20.39, "low": 20.39, "close": 20.39, "amount_yi": 0.0441 }, { "time": "10:44", "open": 20.38, "high": 20.38, "low": 20.38, "close": 20.38, "amount_yi": 0.0383 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.38, "ts": "2026-06-29T10:44:56", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.37, "ask1": 20.38, "bid_qty1": 281, "ask_qty1": 672 }, "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": "2026-06-29T10:44:58", "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": 48.713, "price_vs_vwap_pct": -1.5458, "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": 0.0162, "prev_amount_yi": 0.0529, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 47.72, "high": 47.73, "low": 47.72, "close": 47.73, "amount_yi": 0.0041 }, { "time": "10:41", "open": 47.74, "high": 47.74, "low": 47.74, "close": 47.74, "amount_yi": 0.0024 }, { "time": "10:42", "open": 47.76, "high": 47.86, "low": 47.76, "close": 47.86, "amount_yi": 0.005 }, { "time": "10:43", "open": 47.87, "high": 47.87, "low": 47.84, "close": 47.84, "amount_yi": 0.0006 }, { "time": "10:44", "open": 47.9, "high": 47.96, "low": 47.9, "close": 47.96, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.96, "ts": "2026-06-29T10:44:55", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 47.97, "ask1": 48.07, "bid_qty1": 10, "ask_qty1": 1 }, "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": "2026-06-29T10:44:58", "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": 3.5111, "intraday_vwap": 22.5381, "price_vs_vwap_pct": 2.36, "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": 0.0231, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4262, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 23.04, "high": 23.04, "low": 23.03, "close": 23.03, "amount_yi": 0.0064 }, { "time": "10:41", "open": 23.0, "high": 23.0, "low": 22.97, "close": 22.97, "amount_yi": 0.0055 }, { "time": "10:42", "open": 23.0, "high": 23.01, "low": 23.0, "close": 23.01, "amount_yi": 0.0041 }, { "time": "10:43", "open": 23.01, "high": 23.05, "low": 23.01, "close": 23.05, "amount_yi": 0.005 }, { "time": "10:44", "open": 23.07, "high": 23.07, "low": 23.07, "close": 23.07, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 423.27, "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": 23.07, "ts": "2026-06-29T10:44:56", "prev_close": 22.42, "open": 22.79, "high": 23.13, "low": 21.89, "bid1": 23.05, "ask1": 23.07, "bid_qty1": 45, "ask_qty1": 11 }, "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": "2026-06-29T10:44:58", "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": 33.5006, "price_vs_vwap_pct": 1.6698, "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": 0.016, "prev_amount_yi": 0.0269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5948, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 34.08, "high": 34.08, "low": 34.05, "close": 34.05, "amount_yi": 0.0089 }, { "time": "10:41", "open": 34.03, "high": 34.03, "low": 34.03, "close": 34.03, "amount_yi": 0.001 }, { "time": "10:42", "open": 34.04, "high": 34.04, "low": 34.03, "close": 34.03, "amount_yi": 0.0019 }, { "time": "10:43", "open": 34.05, "high": 34.07, "low": 34.05, "close": 34.07, "amount_yi": 0.0026 }, { "time": "10:44", "open": 34.06, "high": 34.06, "low": 34.06, "close": 34.06, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.06, "ts": "2026-06-29T10:44:52", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.05, "ask1": 34.06, "bid_qty1": 153, "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": "2026-06-29T10:44:58", "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": 6.1341, "price_vs_vwap_pct": 1.8894, "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": 0.596, "prev_amount_yi": 0.843, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 6.27, "high": 6.28, "low": 6.27, "close": 6.28, "amount_yi": 0.1352 }, { "time": "10:41", "open": 6.26, "high": 6.27, "low": 6.26, "close": 6.27, "amount_yi": 0.0774 }, { "time": "10:42", "open": 6.27, "high": 6.27, "low": 6.26, "close": 6.26, "amount_yi": 0.0635 }, { "time": "10:43", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.1112 }, { "time": "10:44", "open": 6.24, "high": 6.25, "low": 6.24, "close": 6.25, "amount_yi": 0.2087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:57", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.24, "ask1": 6.25, "bid_qty1": 6654, "ask_qty1": 40 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 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": 20.287, "price_vs_vwap_pct": 0.8035, "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": 0.0359, "prev_amount_yi": 0.0306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1732, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 20.49, "high": 20.5, "low": 20.49, "close": 20.5, "amount_yi": 0.0051 }, { "time": "10:41", "open": 20.49, "high": 20.49, "low": 20.46, "close": 20.46, "amount_yi": 0.0208 }, { "time": "10:42", "open": 20.48, "high": 20.48, "low": 20.47, "close": 20.47, "amount_yi": 0.0048 }, { "time": "10:43", "open": 20.49, "high": 20.49, "low": 20.49, "close": 20.49, "amount_yi": 0.0023 }, { "time": "10:44", "open": 20.47, "high": 20.47, "low": 20.45, "close": 20.45, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.45, "ts": "2026-06-29T10:44:55", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.45, "ask1": 20.46, "bid_qty1": 31, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T10:44:58", "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": 16.6169, "price_vs_vwap_pct": 1.0417, "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": 0.2819, "prev_amount_yi": 0.3954, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 16.84, "high": 16.85, "low": 16.84, "close": 16.85, "amount_yi": 0.095 }, { "time": "10:41", "open": 16.84, "high": 16.84, "low": 16.82, "close": 16.82, "amount_yi": 0.0515 }, { "time": "10:42", "open": 16.82, "high": 16.82, "low": 16.8, "close": 16.8, "amount_yi": 0.0638 }, { "time": "10:43", "open": 16.78, "high": 16.78, "low": 16.77, "close": 16.77, "amount_yi": 0.05 }, { "time": "10:44", "open": 16.77, "high": 16.79, "low": 16.77, "close": 16.79, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.79, "ts": "2026-06-29T10:44:57", "prev_close": 16.77, "open": 16.77, "high": 16.89, "low": 16.44, "bid1": 16.78, "ask1": 16.79, "bid_qty1": 73, "ask_qty1": 180 }, "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": "2026-06-29T10:44:58", "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": 4.9085, "price_vs_vwap_pct": 0.8455, "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": 0.0849, "prev_amount_yi": 0.1884, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0086 }, { "time": "10:41", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0171 }, { "time": "10:42", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0121 }, { "time": "10:43", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0207 }, { "time": "10:44", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T10:44:56", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 2976, "ask_qty1": 25035 }, "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": "2026-06-29T10:44:58", "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": 22.5759, "price_vs_vwap_pct": 2.1886, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0574, "prev_amount_yi": 0.0666, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:40", "open": 23.06, "high": 23.06, "low": 23.05, "close": 23.05, "amount_yi": 0.0127 }, { "time": "10:41", "open": 23.01, "high": 23.01, "low": 23.01, "close": 23.01, "amount_yi": 0.027 }, { "time": "10:42", "open": 23.11, "high": 23.11, "low": 23.07, "close": 23.07, "amount_yi": 0.0081 }, { "time": "10:43", "open": 23.07, "high": 23.07, "low": 23.07, "close": 23.07, "amount_yi": 0.0026 }, { "time": "10:44", "open": 23.08, "high": 23.08, "low": 23.07, "close": 23.07, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 846.54, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.07, "ts": "2026-06-29T10:44:56", "prev_close": 22.49, "open": 22.5, "high": 23.19, "low": 22.03, "bid1": 23.06, "ask1": 23.07, "bid_qty1": 7, "ask_qty1": 2 }, "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": 513904.0, "total_value": 1058397.0, "unrealized_pnl": 67092.0, "unrealized_pnl_pct_of_initial": 6.7092, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 58397.0, "total_pnl_pct": 5.839700000000003 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 95.34, "market_value": 228816.0, "unrealized_pnl": 36096.000000000015, "unrealized_pnl_pct": 18.729763387297638, "updated_at": "2026-06-29T10:44:58", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 21.619108897700954 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 120.0, "market_value": 216000.0, "unrealized_pnl": 20627.99999999999, "unrealized_pnl_pct": 10.55831951354338, "updated_at": "2026-06-29T10:44:58", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 20.408221111737845 }, { "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": "2026-06-29T10:44:58", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.527607315591409 } ], "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 } }