{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260626", "trade_date": "20260629", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8101, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002559" ], "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": 18.640776699029125, "last": 36.66, "vwap": 34.578640490584114, "above_vwap": true, "amount": 2886458412.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.394265232974886, "last": 86.24, "vwap": 87.45048108551507, "above_vwap": false, "amount": 9584214180.0 }, { "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": 18.579583861056385, "above_vwap": true, "amount": 316863655.0 }, { "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": 41.48641996776058, "above_vwap": true, "amount": 882760490.0 }, { "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": 160.19799614123096, "above_vwap": true, "amount": 1660612428.0 }, { "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": 9.772167018003108, "above_vwap": true, "amount": 776481733.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.669141039236482, "last": 204.95, "vwap": 201.96893953728846, "above_vwap": true, "amount": 7578339140.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.66322432587494, "last": 37.88, "vwap": 37.39055845327749, "above_vwap": true, "amount": 8079627439.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.346281908990028, "last": 48.81, "vwap": 47.075690453199336, "above_vwap": true, "amount": 1603920557.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.290343210402895, "last": 507.99, "vwap": 491.93795923532457, "above_vwap": true, "amount": 2417991167.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.244680851063823, "last": 28.49, "vwap": 28.40707688682238, "above_vwap": true, "amount": 2820763080.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.180839612486546, "last": 100.5, "vwap": 100.0333240721367, "above_vwap": true, "amount": 3776868187.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8101, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002559" ], "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": 18.640776699029125, "last": 36.66, "vwap": 34.578640490584114, "above_vwap": true, "amount": 2886458412.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.394265232974886, "last": 86.24, "vwap": 87.45048108551507, "above_vwap": false, "amount": 9584214180.0 }, { "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": 18.579583861056385, "above_vwap": true, "amount": 316863655.0 }, { "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": 41.48641996776058, "above_vwap": true, "amount": 882760490.0 }, { "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": 160.19799614123096, "above_vwap": true, "amount": 1660612428.0 }, { "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": 9.772167018003108, "above_vwap": true, "amount": 776481733.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.669141039236482, "last": 204.95, "vwap": 201.96893953728846, "above_vwap": true, "amount": 7578339140.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.66322432587494, "last": 37.88, "vwap": 37.39055845327749, "above_vwap": true, "amount": 8079627439.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.346281908990028, "last": 48.81, "vwap": 47.075690453199336, "above_vwap": true, "amount": 1603920557.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.290343210402895, "last": 507.99, "vwap": 491.93795923532457, "above_vwap": true, "amount": 2417991167.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.244680851063823, "last": 28.49, "vwap": 28.40707688682238, "above_vwap": true, "amount": 2820763080.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.180839612486546, "last": 100.5, "vwap": 100.0333240721367, "above_vwap": true, "amount": 3776868187.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8101, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002559" ], "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": 18.640776699029125, "last": 36.66, "vwap": 34.578640490584114, "above_vwap": true, "amount": 2886458412.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.394265232974886, "last": 86.24, "vwap": 87.45048108551507, "above_vwap": false, "amount": 9584214180.0 }, { "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": 18.579583861056385, "above_vwap": true, "amount": 316863655.0 }, { "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": 41.48641996776058, "above_vwap": true, "amount": 882760490.0 }, { "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": 160.19799614123096, "above_vwap": true, "amount": 1660612428.0 }, { "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": 9.772167018003108, "above_vwap": true, "amount": 776481733.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.669141039236482, "last": 204.95, "vwap": 201.96893953728846, "above_vwap": true, "amount": 7578339140.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.66322432587494, "last": 37.88, "vwap": 37.39055845327749, "above_vwap": true, "amount": 8079627439.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.346281908990028, "last": 48.81, "vwap": 47.075690453199336, "above_vwap": true, "amount": 1603920557.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.290343210402895, "last": 507.99, "vwap": 491.93795923532457, "above_vwap": true, "amount": 2417991167.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.244680851063823, "last": 28.49, "vwap": 28.40707688682238, "above_vwap": true, "amount": 2820763080.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.180839612486546, "last": 100.5, "vwap": 100.0333240721367, "above_vwap": true, "amount": 3776868187.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.4812, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8101, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.688432", "SZSE.300260", "SZSE.002559" ], "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": 18.640776699029125, "last": 36.66, "vwap": 34.578640490584114, "above_vwap": true, "amount": 2886458412.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.394265232974886, "last": 86.24, "vwap": 87.45048108551507, "above_vwap": false, "amount": 9584214180.0 }, { "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": 18.579583861056385, "above_vwap": true, "amount": 316863655.0 }, { "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": 41.48641996776058, "above_vwap": true, "amount": 882760490.0 }, { "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": 160.19799614123096, "above_vwap": true, "amount": 1660612428.0 }, { "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": 9.772167018003108, "above_vwap": true, "amount": 776481733.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.669141039236482, "last": 204.95, "vwap": 201.96893953728846, "above_vwap": true, "amount": 7578339140.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.66322432587494, "last": 37.88, "vwap": 37.39055845327749, "above_vwap": true, "amount": 8079627439.0 }, { "symbol": "SZSE.300347", "name": "泰格医药", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.346281908990028, "last": 48.81, "vwap": 47.075690453199336, "above_vwap": true, "amount": 1603920557.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.290343210402895, "last": 507.99, "vwap": 491.93795923532457, "above_vwap": true, "amount": 2417991167.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.244680851063823, "last": 28.49, "vwap": 28.40707688682238, "above_vwap": true, "amount": 2820763080.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.180839612486546, "last": 100.5, "vwap": 100.0333240721367, "above_vwap": true, "amount": 3776868187.0 } ] }, "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": "2026-06-29T13:28:08", "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": "2026-06-29T13:28:08", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0942, "prev_amount_yi": 0.2124, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 36.59, "high": 36.59, "low": 36.59, "close": 36.59, "amount_yi": 0.0224 }, { "time": "13:27", "open": 36.56, "high": 36.6, "low": 36.56, "close": 36.6, "amount_yi": 0.0423 }, { "time": "13:28", "open": 36.66, "high": 36.66, "low": 36.66, "close": 36.66, "amount_yi": 0.0295 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.66, "ts": "2026-06-29T13:28:05", "prev_close": 30.9, "open": 32.5, "high": 36.69, "low": 31.53, "bid1": 36.65, "ask1": 36.66, "bid_qty1": 92, "ask_qty1": 264 }, "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": "2026-06-29T13:28:08", "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": 100.0333, "price_vs_vwap_pct": 0.4665, "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": 0.1177, "prev_amount_yi": 0.2472, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:26", "open": 100.58, "high": 100.58, "low": 100.58, "close": 100.58, "amount_yi": 0.0341 }, { "time": "13:27", "open": 100.4, "high": 100.4, "low": 100.27, "close": 100.27, "amount_yi": 0.0647 }, { "time": "13:28", "open": 100.5, "high": 100.5, "low": 100.5, "close": 100.5, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.5, "ts": "2026-06-29T13:28:03", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 100.5, "ask1": 100.56, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-29T13:28:08", "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": 27.7665, "price_vs_vwap_pct": -2.4724, "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": 0.018, "prev_amount_yi": 0.0161, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:26", "open": 27.04, "high": 27.04, "low": 27.04, "close": 27.04, "amount_yi": 0.0031 }, { "time": "13:27", "open": 27.03, "high": 27.03, "low": 27.02, "close": 27.02, "amount_yi": 0.0065 }, { "time": "13:28", "open": 27.08, "high": 27.08, "low": 27.08, "close": 27.08, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.08, "ts": "2026-06-29T13:28:03", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.05, "ask1": 27.08, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:28:08", "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": 11.358, "price_vs_vwap_pct": -3.3281, "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": 0.1391, "prev_amount_yi": 0.2265, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6141, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:26", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0516 }, { "time": "13:27", "open": 10.96, "high": 10.97, "low": 10.96, "close": 10.97, "amount_yi": 0.0676 }, { "time": "13:28", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.98, "ts": "2026-06-29T13:28:03", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 10.97, "ask1": 10.98, "bid_qty1": 222, "ask_qty1": 52 }, "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": "2026-06-29T13:28:08", "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_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1256, "prev_amount_yi": 0.101, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:26", "open": 198.4, "high": 198.4, "low": 198.4, "close": 198.4, "amount_yi": 0.0317 }, { "time": "13:27", "open": 198.69, "high": 199.36, "low": 198.69, "close": 199.36, "amount_yi": 0.0651 }, { "time": "13:28", "open": 199.01, "high": 199.01, "low": 199.01, "close": 199.01, "amount_yi": 0.0288 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 199.01, "ts": "2026-06-29T13:28:05", "prev_close": 201.99, "open": 195.0, "high": 206.5, "low": 183.0, "bid1": 198.12, "ask1": 199.01, "bid_qty1": 13, "ask_qty1": 83 }, "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": "2026-06-29T13:28:08", "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": 14.1224, "price_vs_vwap_pct": -1.858, "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": 0.0439, "prev_amount_yi": 0.0443, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 13.9, "high": 13.9, "low": 13.9, "close": 13.9, "amount_yi": 0.0028 }, { "time": "13:27", "open": 13.86, "high": 13.87, "low": 13.86, "close": 13.87, "amount_yi": 0.0383 }, { "time": "13:28", "open": 13.86, "high": 13.86, "low": 13.86, "close": 13.86, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.86, "ts": "2026-06-29T13:28:04", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.86, "ask1": 13.87, "bid_qty1": 99, "ask_qty1": 34 }, "previous_state": "CANCELLED", "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": "2026-06-29T13:28:08", "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": 35.5592, "price_vs_vwap_pct": -1.2914, "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": 0.1396, "prev_amount_yi": 0.3778, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 35.05, "high": 35.05, "low": 35.05, "close": 35.05, "amount_yi": 0.0465 }, { "time": "13:27", "open": 35.06, "high": 35.15, "low": 35.06, "close": 35.15, "amount_yi": 0.0546 }, { "time": "13:28", "open": 35.1, "high": 35.1, "low": 35.1, "close": 35.1, "amount_yi": 0.0385 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.1, "ts": "2026-06-29T13:28:06", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.32, "bid1": 35.05, "ask1": 35.1, "bid_qty1": 9, "ask_qty1": 66 }, "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": "2026-06-29T13:28:08", "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": 27.2755, "price_vs_vwap_pct": -6.1062, "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": 0.0108, "prev_amount_yi": 0.0086, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0024 }, { "time": "13:27", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0076 }, { "time": "13:28", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:06", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 57220 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM", "symbol": "SZSE.002559", "name": "亚威股份", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 12.31, "exec_low": 12.31, "exec_high": 12.68, "invalid_price": 11.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 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": 12.4511, "price_vs_vwap_pct": 3.2037, "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": 0.3808, "prev_amount_yi": 0.3906, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9749, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0971 }, { "time": "13:27", "open": 12.59, "high": 12.76, "low": 12.59, "close": 12.76, "amount_yi": 0.1273 }, { "time": "13:28", "open": 12.85, "high": 12.85, "low": 12.85, "close": 12.85, "amount_yi": 0.1564 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.85, "ts": "2026-06-29T13:28:06", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.8, "ask1": 12.85, "bid_qty1": 34, "ask_qty1": 399 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 29.6, "exec_low": 29.6, "exec_high": 30.49, "invalid_price": 28.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 30.49, "max_chase_pct": 3.0, "base_exec_high": 30.49, "dynamic_exec_high": null, "entry_zone_low": 29.16, "entry_zone_high": 30.04, "entry_risk_pct": 5.7762, "intraday_vwap": 31.0408, "price_vs_vwap_pct": -1.8389, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1899, "prev_amount_yi": 0.295, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6437, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 30.32, "high": 30.32, "low": 30.32, "close": 30.32, "amount_yi": 0.0743 }, { "time": "13:27", "open": 30.26, "high": 30.41, "low": 30.26, "close": 30.41, "amount_yi": 0.0614 }, { "time": "13:28", "open": 30.47, "high": 30.47, "low": 30.47, "close": 30.47, "amount_yi": 0.0542 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.47, "ts": "2026-06-29T13:28:04", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 30.45, "ask1": 30.47, "bid_qty1": 7, "ask_qty1": 84 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "P10", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 221.4639, "price_vs_vwap_pct": -1.528, "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": 0.1287, "prev_amount_yi": 0.2408, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 218.54, "high": 218.54, "low": 218.54, "close": 218.54, "amount_yi": 0.0288 }, { "time": "13:27", "open": 218.04, "high": 218.11, "low": 218.04, "close": 218.11, "amount_yi": 0.0707 }, { "time": "13:28", "open": 218.08, "high": 218.08, "low": 218.08, "close": 218.08, "amount_yi": 0.0292 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.08, "ts": "2026-06-29T13:28:06", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 218.28, "ask1": 218.48, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": null, "intraday_vwap": 59.2663, "price_vs_vwap_pct": -4.0264, "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": 0.1037, "prev_amount_yi": 0.1369, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 56.77, "high": 56.77, "low": 56.77, "close": 56.77, "amount_yi": 0.0166 }, { "time": "13:27", "open": 56.72, "high": 56.73, "low": 56.72, "close": 56.73, "amount_yi": 0.0724 }, { "time": "13:28", "open": 56.88, "high": 56.88, "low": 56.88, "close": 56.88, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.88, "ts": "2026-06-29T13:28:03", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.88, "ask1": 56.89, "bid_qty1": 24, "ask_qty1": 2 }, "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": "2026-06-29T13:28:08", "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": 92.0415, "price_vs_vwap_pct": -0.0994, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2442, "prev_amount_yi": 0.2209, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1055, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:26", "open": 91.9, "high": 91.9, "low": 91.9, "close": 91.9, "amount_yi": 0.0559 }, { "time": "13:27", "open": 91.63, "high": 91.87, "low": 91.63, "close": 91.87, "amount_yi": 0.1519 }, { "time": "13:28", "open": 91.95, "high": 91.95, "low": 91.95, "close": 91.95, "amount_yi": 0.0364 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128863.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 91.95, "ts": "2026-06-29T13:28:04", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 91.94, "ask1": 91.96, "bid_qty1": 7, "ask_qty1": 60 }, "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": "2026-06-29T13:28:08", "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": 41.4864, "price_vs_vwap_pct": 1.5031, "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": 0.0062, "prev_amount_yi": 0.0062, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0003 }, { "time": "13:25", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0039 }, { "time": "13:26", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0004 }, { "time": "13:27", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.001 }, { "time": "13:28", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:03", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 35465, "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": "2026-06-29T13:28:08", "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": 41.3061, "price_vs_vwap_pct": -2.2905, "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": 0.1006, "prev_amount_yi": 0.2122, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 40.36, "high": 40.36, "low": 40.36, "close": 40.36, "amount_yi": 0.0315 }, { "time": "13:25", "open": 40.28, "high": 40.38, "low": 40.28, "close": 40.38, "amount_yi": 0.0202 }, { "time": "13:26", "open": 40.4, "high": 40.4, "low": 40.4, "close": 40.4, "amount_yi": 0.0166 }, { "time": "13:27", "open": 40.25, "high": 40.3, "low": 40.25, "close": 40.3, "amount_yi": 0.0191 }, { "time": "13:28", "open": 40.36, "high": 40.36, "low": 40.36, "close": 40.36, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.36, "ts": "2026-06-29T13:28:05", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.32, "ask1": 40.36, "bid_qty1": 10, "ask_qty1": 96 }, "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": "2026-06-29T13:28:08", "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": 29.5237, "price_vs_vwap_pct": 2.6294, "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": 0.0184, "prev_amount_yi": 0.0847, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 30.28, "high": 30.3, "low": 30.28, "close": 30.3, "amount_yi": 0.0055 }, { "time": "13:25", "open": 30.28, "high": 30.28, "low": 30.08, "close": 30.08, "amount_yi": 0.0045 }, { "time": "13:26", "open": 30.05, "high": 30.05, "low": 30.05, "close": 30.05, "amount_yi": 0.0021 }, { "time": "13:27", "open": 30.07, "high": 30.15, "low": 30.07, "close": 30.15, "amount_yi": 0.0026 }, { "time": "13:28", "open": 30.3, "high": 30.3, "low": 30.3, "close": 30.3, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.3, "ts": "2026-06-29T13:28:06", "prev_close": 28.83, "open": 29.99, "high": 31.68, "low": 27.33, "bid1": 30.3, "ask1": 30.33, "bid_qty1": 42, "ask_qty1": 50 }, "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": "2026-06-29T13:28:08", "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": 26.7807, "price_vs_vwap_pct": 1.1923, "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": 0.0469, "prev_amount_yi": 0.0689, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6807, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 27.09, "high": 27.13, "low": 27.09, "close": 27.13, "amount_yi": 0.0085 }, { "time": "13:25", "open": 27.18, "high": 27.2, "low": 27.18, "close": 27.2, "amount_yi": 0.0126 }, { "time": "13:26", "open": 27.18, "high": 27.18, "low": 27.18, "close": 27.18, "amount_yi": 0.009 }, { "time": "13:27", "open": 27.14, "high": 27.14, "low": 27.11, "close": 27.11, "amount_yi": 0.0127 }, { "time": "13:28", "open": 27.1, "high": 27.1, "low": 27.1, "close": 27.1, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:04", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.09, "ask1": 27.1, "bid_qty1": 5, "ask_qty1": 74 }, "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": "2026-06-29T13:28:08", "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": 3.2718, "price_vs_vwap_pct": -4.6396, "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": 0.11, "prev_amount_yi": 0.4269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 3.12, "high": 3.12, "low": 3.12, "close": 3.12, "amount_yi": 0.0205 }, { "time": "13:25", "open": 3.13, "high": 3.13, "low": 3.13, "close": 3.13, "amount_yi": 0.0386 }, { "time": "13:26", "open": 3.14, "high": 3.14, "low": 3.14, "close": 3.14, "amount_yi": 0.0242 }, { "time": "13:27", "open": 3.12, "high": 3.13, "low": 3.12, "close": 3.13, "amount_yi": 0.0186 }, { "time": "13:28", "open": 3.12, "high": 3.12, "low": 3.12, "close": 3.12, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.12, "ts": "2026-06-29T13:28:06", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.12, "ask1": 3.13, "bid_qty1": 5313, "ask_qty1": 3463 }, "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": "2026-06-29T13:28:08", "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": 9.2716, "price_vs_vwap_pct": -1.8508, "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": 0.3221, "prev_amount_yi": 0.3475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 9.08, "high": 9.1, "low": 9.08, "close": 9.1, "amount_yi": 0.0996 }, { "time": "13:25", "open": 9.07, "high": 9.08, "low": 9.07, "close": 9.08, "amount_yi": 0.1031 }, { "time": "13:26", "open": 9.09, "high": 9.09, "low": 9.09, "close": 9.09, "amount_yi": 0.0339 }, { "time": "13:27", "open": 9.07, "high": 9.07, "low": 9.07, "close": 9.07, "amount_yi": 0.0568 }, { "time": "13:28", "open": 9.1, "high": 9.1, "low": 9.1, "close": 9.1, "amount_yi": 0.0287 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.1, "ts": "2026-06-29T13:28:06", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.09, "ask1": 9.1, "bid_qty1": 458, "ask_qty1": 872 }, "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": "2026-06-29T13:28:08", "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": 5.4684, "price_vs_vwap_pct": -4.1767, "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": 0.0565, "prev_amount_yi": 0.0436, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:24", "open": 5.24, "high": 5.25, "low": 5.24, "close": 5.25, "amount_yi": 0.0058 }, { "time": "13:25", "open": 5.25, "high": 5.25, "low": 5.24, "close": 5.24, "amount_yi": 0.0234 }, { "time": "13:26", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0061 }, { "time": "13:27", "open": 5.25, "high": 5.25, "low": 5.24, "close": 5.24, "amount_yi": 0.0193 }, { "time": "13:28", "open": 5.24, "high": 5.24, "low": 5.24, "close": 5.24, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.24, "ts": "2026-06-29T13:28:06", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.23, "ask1": 5.24, "bid_qty1": 2070, "ask_qty1": 94 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH", "symbol": "SHSE.688359", "name": "三孚新科", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 195.88, "exec_low": 195.88, "exec_high": 198.82, "invalid_price": 190.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 201.76, "max_chase_pct": 1.5, "base_exec_high": 198.82, "dynamic_exec_high": null, "entry_zone_low": 192.94, "entry_zone_high": 198.82, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1653, "prev_amount_yi": 0.3369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 192.27, "high": 192.54, "low": 192.27, "close": 192.54, "amount_yi": 0.0509 }, { "time": "13:25", "open": 192.71, "high": 192.71, "low": 192.15, "close": 192.15, "amount_yi": 0.0409 }, { "time": "13:26", "open": 192.6, "high": 192.6, "low": 192.6, "close": 192.6, "amount_yi": 0.0133 }, { "time": "13:27", "open": 190.18, "high": 191.8, "low": 190.18, "close": 191.8, "amount_yi": 0.0455 }, { "time": "13:28", "open": 192.0, "high": 192.0, "low": 192.0, "close": 192.0, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 192.0, "ts": "2026-06-29T13:28:05", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 192.0, "ask1": 192.58, "bid_qty1": 53, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301526:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301526:BREAK_PREV_HIGH", "symbol": "SZSE.301526", "name": "国际复材", "side": "BUY", "priority": "W8", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 54.1, "exec_low": 54.1, "exec_high": 54.91, "invalid_price": 52.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 48.3277, "price_vs_vwap_pct": -2.1886, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.977, "prev_amount_yi": 0.7274, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3431, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 46.72, "high": 46.78, "low": 46.72, "close": 46.78, "amount_yi": 0.1634 }, { "time": "13:25", "open": 46.83, "high": 46.87, "low": 46.83, "close": 46.87, "amount_yi": 0.2732 }, { "time": "13:26", "open": 46.88, "high": 46.88, "low": 46.88, "close": 46.88, "amount_yi": 0.1208 }, { "time": "13:27", "open": 47.08, "high": 47.15, "low": 47.08, "close": 47.15, "amount_yi": 0.3198 }, { "time": "13:28", "open": 47.27, "high": 47.27, "low": 47.27, "close": 47.27, "amount_yi": 0.0998 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.27, "ts": "2026-06-29T13:28:03", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.27, "ask1": 47.28, "bid_qty1": 127, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603938:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603938:BREAK_PREV_HIGH", "symbol": "SHSE.603938", "name": "三孚股份", "side": "BUY", "priority": "W9", "status": "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": "2026-06-29T13:28:08", "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": 75.3192, "price_vs_vwap_pct": -3.3713, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3472, "prev_amount_yi": 0.2585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3431, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 72.1, "high": 72.28, "low": 72.1, "close": 72.28, "amount_yi": 0.0742 }, { "time": "13:25", "open": 72.49, "high": 72.49, "low": 72.42, "close": 72.42, "amount_yi": 0.1418 }, { "time": "13:26", "open": 72.52, "high": 72.52, "low": 72.52, "close": 72.52, "amount_yi": 0.0196 }, { "time": "13:27", "open": 72.22, "high": 72.3, "low": 72.22, "close": 72.3, "amount_yi": 0.0791 }, { "time": "13:28", "open": 72.78, "high": 72.78, "low": 72.78, "close": 72.78, "amount_yi": 0.0325 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.78, "ts": "2026-06-29T13:28:03", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 72.77, "ask1": 72.78, "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.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": "2026-06-29T13:28:08", "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": 20.4677, "price_vs_vwap_pct": -3.8974, "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": 0.0129, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0024 }, { "time": "13:25", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0005 }, { "time": "13:26", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0007 }, { "time": "13:27", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0084 }, { "time": "13:28", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:03", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 40744 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "W11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.63, "exec_low": 61.63, "exec_high": 62.55, "invalid_price": 59.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 63.48, "max_chase_pct": 1.5, "base_exec_high": 62.55, "dynamic_exec_high": null, "entry_zone_low": 60.71, "entry_zone_high": 62.55, "entry_risk_pct": null, "intraday_vwap": 61.3738, "price_vs_vwap_pct": 2.9918, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4049, "prev_amount_yi": 0.3822, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 62.91, "high": 62.95, "low": 62.91, "close": 62.95, "amount_yi": 0.0739 }, { "time": "13:25", "open": 62.99, "high": 62.99, "low": 62.99, "close": 62.99, "amount_yi": 0.0981 }, { "time": "13:26", "open": 62.99, "high": 62.99, "low": 62.99, "close": 62.99, "amount_yi": 0.0656 }, { "time": "13:27", "open": 63.0, "high": 63.03, "low": 63.0, "close": 63.03, "amount_yi": 0.1018 }, { "time": "13:28", "open": 63.21, "high": 63.21, "low": 63.21, "close": 63.21, "amount_yi": 0.0655 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.21, "ts": "2026-06-29T13:28:03", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 63.2, "ask1": 63.21, "bid_qty1": 325, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH", "symbol": "SZSE.300398", "name": "飞凯材料", "side": "BUY", "priority": "W12", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 63.95, "exec_low": 63.95, "exec_high": 64.91, "invalid_price": 62.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 59.6875, "price_vs_vwap_pct": -2.6262, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4614, "prev_amount_yi": 0.3572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 58.02, "high": 58.03, "low": 58.02, "close": 58.03, "amount_yi": 0.1674 }, { "time": "13:25", "open": 58.1, "high": 58.15, "low": 58.1, "close": 58.15, "amount_yi": 0.1104 }, { "time": "13:26", "open": 58.48, "high": 58.48, "low": 58.48, "close": 58.48, "amount_yi": 0.0433 }, { "time": "13:27", "open": 58.4, "high": 58.4, "low": 58.12, "close": 58.12, "amount_yi": 0.1221 }, { "time": "13:28", "open": 58.12, "high": 58.12, "low": 58.12, "close": 58.12, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.12, "ts": "2026-06-29T13:28:03", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 58.16, "ask1": 58.17, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T13:28:08", "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": 20.4696, "price_vs_vwap_pct": -1.024, "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": 0.0104, "prev_amount_yi": 0.0241, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4315, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 20.28, "high": 20.35, "low": 20.28, "close": 20.35, "amount_yi": 0.0034 }, { "time": "13:25", "open": 20.35, "high": 20.35, "low": 20.29, "close": 20.29, "amount_yi": 0.0015 }, { "time": "13:26", "open": 20.29, "high": 20.29, "low": 20.29, "close": 20.29, "amount_yi": 0.0005 }, { "time": "13:27", "open": 20.3, "high": 20.3, "low": 20.3, "close": 20.3, "amount_yi": 0.0028 }, { "time": "13:28", "open": 20.26, "high": 20.26, "low": 20.26, "close": 20.26, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.26, "ts": "2026-06-29T13:28:03", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.19, "ask1": 20.26, "bid_qty1": 20, "ask_qty1": 8 }, "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": "2026-06-29T13:28:08", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1929, "prev_amount_yi": 0.2469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 371.94, "high": 371.94, "low": 369.0, "close": 369.0, "amount_yi": 0.0463 }, { "time": "13:25", "open": 369.07, "high": 369.66, "low": 369.07, "close": 369.66, "amount_yi": 0.0389 }, { "time": "13:26", "open": 369.11, "high": 369.11, "low": 369.11, "close": 369.11, "amount_yi": 0.0336 }, { "time": "13:27", "open": 368.5, "high": 369.65, "low": 368.5, "close": 369.65, "amount_yi": 0.0464 }, { "time": "13:28", "open": 370.2, "high": 370.2, "low": 370.2, "close": 370.2, "amount_yi": 0.0277 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 370.2, "ts": "2026-06-29T13:28:03", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 370.2, "ask1": 371.86, "bid_qty1": 26, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 366.65, "exec_low": 366.65, "exec_high": 372.15, "invalid_price": 355.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 377.65, "max_chase_pct": 1.5, "base_exec_high": 372.15, "dynamic_exec_high": null, "entry_zone_low": 361.15, "entry_zone_high": 372.15, "entry_risk_pct": 4.39, "intraday_vwap": 365.8444, "price_vs_vwap_pct": 1.6771, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.918, "prev_amount_yi": 0.8358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0983, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 368.91, "high": 369.55, "low": 368.91, "close": 369.55, "amount_yi": 0.2767 }, { "time": "13:25", "open": 370.0, "high": 370.0, "low": 369.3, "close": 369.3, "amount_yi": 0.2381 }, { "time": "13:26", "open": 369.2, "high": 369.2, "low": 369.2, "close": 369.2, "amount_yi": 0.0849 }, { "time": "13:27", "open": 369.15, "high": 370.0, "low": 369.15, "close": 370.0, "amount_yi": 0.2046 }, { "time": "13:28", "open": 371.98, "high": 371.98, "low": 371.98, "close": 371.98, "amount_yi": 0.1137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 371.98, "ts": "2026-06-29T13:28:03", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 370.99, "ask1": 371.98, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH", "symbol": "SZSE.301188", "name": "力诺药包", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 77.44, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 68.0325, "price_vs_vwap_pct": -6.0596, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2261, "prev_amount_yi": 0.171, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3222, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 63.83, "high": 63.83, "low": 63.76, "close": 63.76, "amount_yi": 0.0313 }, { "time": "13:25", "open": 63.75, "high": 63.75, "low": 63.71, "close": 63.71, "amount_yi": 0.0357 }, { "time": "13:26", "open": 63.72, "high": 63.72, "low": 63.72, "close": 63.72, "amount_yi": 0.0334 }, { "time": "13:27", "open": 63.35, "high": 63.65, "low": 63.35, "close": 63.65, "amount_yi": 0.0921 }, { "time": "13:28", "open": 63.91, "high": 63.91, "low": 63.91, "close": 63.91, "amount_yi": 0.0336 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.91, "ts": "2026-06-29T13:28:03", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 63.35, "bid1": 63.8, "ask1": 63.91, "bid_qty1": 7, "ask_qty1": 9 }, "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": "2026-06-29T13:28:08", "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": 15.2965, "price_vs_vwap_pct": -1.9384, "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": 0.0224, "prev_amount_yi": 0.0343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0182 }, { "time": "13:25", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0005 }, { "time": "13:26", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0004 }, { "time": "13:27", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0022 }, { "time": "13:28", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:06", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 123628 }, "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": "2026-06-29T13:28:08", "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": 271.7976, "price_vs_vwap_pct": -1.6548, "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": 0.0631, "prev_amount_yi": 0.0271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3284, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0088 }, { "time": "13:25", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0086 }, { "time": "13:26", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0021 }, { "time": "13:27", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0401 }, { "time": "13:28", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:04", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 4805 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH", "symbol": "SHSE.688605", "name": "先锋精科", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 101.0, "exec_low": 101.0, "exec_high": 102.51, "invalid_price": 97.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": 3.3826, "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": 0.3979, "prev_amount_yi": 0.1448, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 99.58, "high": 100.3, "low": 99.58, "close": 100.3, "amount_yi": 0.0693 }, { "time": "13:25", "open": 100.65, "high": 101.46, "low": 100.65, "close": 101.46, "amount_yi": 0.1048 }, { "time": "13:26", "open": 101.36, "high": 101.36, "low": 101.36, "close": 101.36, "amount_yi": 0.0562 }, { "time": "13:27", "open": 100.78, "high": 101.3, "low": 100.78, "close": 101.3, "amount_yi": 0.0878 }, { "time": "13:28", "open": 101.4, "high": 101.4, "low": 101.4, "close": 101.4, "amount_yi": 0.0798 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 101.4, "ts": "2026-06-29T13:28:06", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 93.0, "bid1": 101.2, "ask1": 101.4, "bid_qty1": 3, "ask_qty1": 44 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH", "symbol": "SHSE.600619", "name": "海立股份", "side": "BUY", "priority": "W20", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 15.52, "exec_low": 15.52, "exec_high": 15.75, "invalid_price": 15.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 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": 4.2621, "intraday_vwap": 15.3164, "price_vs_vwap_pct": 2.5698, "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": 0.055, "prev_amount_yi": 0.0959, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 15.74, "high": 15.79, "low": 15.74, "close": 15.79, "amount_yi": 0.0173 }, { "time": "13:25", "open": 15.75, "high": 15.75, "low": 15.74, "close": 15.74, "amount_yi": 0.0203 }, { "time": "13:26", "open": 15.72, "high": 15.72, "low": 15.72, "close": 15.72, "amount_yi": 0.0037 }, { "time": "13:27", "open": 15.71, "high": 15.72, "low": 15.71, "close": 15.72, "amount_yi": 0.01 }, { "time": "13:28", "open": 15.71, "high": 15.71, "low": 15.71, "close": 15.71, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 15.71, "ts": "2026-06-29T13:28:04", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.71, "ask1": 15.72, "bid_qty1": 235, "ask_qty1": 424 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH", "symbol": "SHSE.605376", "name": "博迁新材", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 271.52, "exec_high": 275.59, "invalid_price": 263.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 3.869, "intraday_vwap": 275.8736, "price_vs_vwap_pct": -0.6828, "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": 0.2802, "prev_amount_yi": 0.5503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 272.97, "high": 272.97, "low": 272.63, "close": 272.63, "amount_yi": 0.0508 }, { "time": "13:25", "open": 272.7, "high": 273.3, "low": 272.7, "close": 273.3, "amount_yi": 0.0852 }, { "time": "13:26", "open": 273.93, "high": 273.93, "low": 273.93, "close": 273.93, "amount_yi": 0.0492 }, { "time": "13:27", "open": 273.15, "high": 273.99, "low": 273.15, "close": 273.99, "amount_yi": 0.0602 }, { "time": "13:28", "open": 273.99, "high": 273.99, "low": 273.99, "close": 273.99, "amount_yi": 0.0348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 273.99, "ts": "2026-06-29T13:28:05", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 273.33, "ask1": 273.97, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W22", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.4, "exec_low": 23.4, "exec_high": 23.75, "invalid_price": 22.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 21.4096, "price_vs_vwap_pct": -4.2486, "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": 0.0635, "prev_amount_yi": 0.0169, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7574, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0013 }, { "time": "13:25", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.012 }, { "time": "13:26", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0035 }, { "time": "13:27", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0244 }, { "time": "13:28", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:06", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 25428 }, "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": "2026-06-29T13:28:08", "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": 9.7722, "price_vs_vwap_pct": 0.4891, "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": 0.0152, "prev_amount_yi": 0.0162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0044 }, { "time": "13:25", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0027 }, { "time": "13:26", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0016 }, { "time": "13:27", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0023 }, { "time": "13:28", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:04", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 397728, "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": "2026-06-29T13:28:08", "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": 75.2294, "price_vs_vwap_pct": -1.6874, "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": 0.5996, "prev_amount_yi": 0.5871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0213, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 73.62, "high": 73.88, "low": 73.62, "close": 73.88, "amount_yi": 0.0793 }, { "time": "13:25", "open": 74.05, "high": 74.22, "low": 74.05, "close": 74.22, "amount_yi": 0.1122 }, { "time": "13:26", "open": 74.3, "high": 74.3, "low": 74.3, "close": 74.3, "amount_yi": 0.1917 }, { "time": "13:27", "open": 74.27, "high": 74.27, "low": 74.1, "close": 74.1, "amount_yi": 0.1803 }, { "time": "13:28", "open": 73.96, "high": 73.96, "low": 73.96, "close": 73.96, "amount_yi": 0.0361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.96, "ts": "2026-06-29T13:28:03", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 73.95, "ask1": 73.96, "bid_qty1": 47, "ask_qty1": 6 }, "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": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.15, "exec_low": 52.15, "exec_high": 52.93, "invalid_price": 50.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 53.71, "max_chase_pct": 1.5, "base_exec_high": 52.93, "dynamic_exec_high": null, "entry_zone_low": 51.37, "entry_zone_high": 52.93, "entry_risk_pct": null, "intraday_vwap": 52.5745, "price_vs_vwap_pct": 0.8283, "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": 0.0492, "prev_amount_yi": 0.0477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 53.09, "high": 53.09, "low": 52.96, "close": 52.96, "amount_yi": 0.0159 }, { "time": "13:25", "open": 52.97, "high": 52.98, "low": 52.97, "close": 52.98, "amount_yi": 0.0117 }, { "time": "13:26", "open": 53.05, "high": 53.05, "low": 53.05, "close": 53.05, "amount_yi": 0.0045 }, { "time": "13:27", "open": 52.96, "high": 52.98, "low": 52.96, "close": 52.98, "amount_yi": 0.015 }, { "time": "13:28", "open": 53.01, "high": 53.01, "low": 53.01, "close": 53.01, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.01, "ts": "2026-06-29T13:28:05", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 52.99, "ask1": 53.01, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH", "symbol": "SZSE.301138", "name": "华研精机", "side": "BUY", "priority": "W26", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.86, "exec_low": 33.86, "exec_high": 34.37, "invalid_price": 32.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 30.3687, "price_vs_vwap_pct": -3.1239, "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": 0.019, "prev_amount_yi": 0.0087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:23", "open": 29.48, "high": 29.51, "low": 29.48, "close": 29.51, "amount_yi": 0.0007 }, { "time": "13:24", "open": 29.57, "high": 29.57, "low": 29.46, "close": 29.46, "amount_yi": 0.0103 }, { "time": "13:25", "open": 29.38, "high": 29.4, "low": 29.38, "close": 29.4, "amount_yi": 0.0055 }, { "time": "13:27", "open": 29.4, "high": 29.44, "low": 29.4, "close": 29.44, "amount_yi": 0.0023 }, { "time": "13:28", "open": 29.42, "high": 29.42, "low": 29.42, "close": 29.42, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.42, "ts": "2026-06-29T13:27:54", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.42, "ask1": 29.43, "bid_qty1": 28, "ask_qty1": 16 }, "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": "2026-06-29T13:28:08", "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": 931.5873, "price_vs_vwap_pct": 0.4522, "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": 1.2079, "prev_amount_yi": 1.1805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 930.13, "high": 930.13, "low": 929.01, "close": 929.01, "amount_yi": 0.3715 }, { "time": "13:25", "open": 930.1, "high": 931.76, "low": 930.1, "close": 931.76, "amount_yi": 0.3413 }, { "time": "13:26", "open": 931.7, "high": 931.7, "low": 931.7, "close": 931.7, "amount_yi": 0.1165 }, { "time": "13:27", "open": 934.7, "high": 935.88, "low": 934.7, "close": 935.88, "amount_yi": 0.1802 }, { "time": "13:28", "open": 935.8, "high": 935.8, "low": 935.8, "close": 935.8, "amount_yi": 0.1984 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 935.8, "ts": "2026-06-29T13:28:06", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 935.01, "ask1": 935.8, "bid_qty1": 35, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH", "symbol": "SHSE.600667", "name": "太极实业", "side": "BUY", "priority": "W28", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.84, "exec_low": 27.84, "exec_high": 28.26, "invalid_price": 27.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 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": 3.537, "intraday_vwap": 27.5561, "price_vs_vwap_pct": 1.5383, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.419, "prev_amount_yi": 0.7011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4503, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 27.92, "high": 28.08, "low": 27.92, "close": 28.08, "amount_yi": 1.2309 }, { "time": "13:25", "open": 27.9, "high": 27.94, "low": 27.9, "close": 27.94, "amount_yi": 0.6034 }, { "time": "13:26", "open": 27.98, "high": 27.98, "low": 27.98, "close": 27.98, "amount_yi": 0.1554 }, { "time": "13:27", "open": 27.89, "high": 27.89, "low": 27.89, "close": 27.89, "amount_yi": 0.3259 }, { "time": "13:28", "open": 27.98, "high": 27.98, "low": 27.98, "close": 27.98, "amount_yi": 0.1034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 27.98, "ts": "2026-06-29T13:28:03", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 25.98, "bid1": 27.98, "ask1": 27.99, "bid_qty1": 2153, "ask_qty1": 1017 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W29", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 42.0, "exec_low": 42.0, "exec_high": 42.63, "invalid_price": 40.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 41.45, "price_vs_vwap_pct": -3.4982, "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": 0.1735, "prev_amount_yi": 0.1943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 39.97, "high": 40.1, "low": 39.97, "close": 40.1, "amount_yi": 0.0565 }, { "time": "13:25", "open": 40.13, "high": 40.13, "low": 40.13, "close": 40.13, "amount_yi": 0.041 }, { "time": "13:26", "open": 40.08, "high": 40.08, "low": 40.08, "close": 40.08, "amount_yi": 0.0132 }, { "time": "13:27", "open": 39.99, "high": 39.99, "low": 39.97, "close": 39.97, "amount_yi": 0.0477 }, { "time": "13:28", "open": 40.0, "high": 40.0, "low": 40.0, "close": 40.0, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.0, "ts": "2026-06-29T13:28:05", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 39.97, "ask1": 40.0, "bid_qty1": 3, "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": "2026-06-29T13:28:08", "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": 0.0246, "prev_amount_yi": 0.0196, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 93.7, "high": 93.98, "low": 93.7, "close": 93.98, "amount_yi": 0.0073 }, { "time": "13:25", "open": 93.97, "high": 94.08, "low": 93.97, "close": 94.08, "amount_yi": 0.0043 }, { "time": "13:26", "open": 94.0, "high": 94.0, "low": 94.0, "close": 94.0, "amount_yi": 0.0025 }, { "time": "13:27", "open": 94.0, "high": 94.0, "low": 93.93, "close": 93.93, "amount_yi": 0.007 }, { "time": "13:28", "open": 93.8, "high": 93.8, "low": 93.8, "close": 93.8, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.8, "ts": "2026-06-29T13:28:03", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 93.8, "ask1": 93.93, "bid_qty1": 23, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 83.44, "max_chase_pct": 1.5, "base_exec_high": 82.23, "dynamic_exec_high": null, "entry_zone_low": 79.79, "entry_zone_high": 82.23, "entry_risk_pct": null, "intraday_vwap": 80.5912, "price_vs_vwap_pct": -2.3963, "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": 0.1411, "prev_amount_yi": 0.207, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6816, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 78.56, "high": 78.56, "low": 78.47, "close": 78.47, "amount_yi": 0.0422 }, { "time": "13:25", "open": 78.32, "high": 78.49, "low": 78.32, "close": 78.49, "amount_yi": 0.0219 }, { "time": "13:26", "open": 78.53, "high": 78.53, "low": 78.53, "close": 78.53, "amount_yi": 0.0189 }, { "time": "13:27", "open": 78.38, "high": 78.59, "low": 78.38, "close": 78.59, "amount_yi": 0.0442 }, { "time": "13:28", "open": 78.66, "high": 78.66, "low": 78.66, "close": 78.66, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.66, "ts": "2026-06-29T13:28:05", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 78.69, "ask1": 78.7, "bid_qty1": 1, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W32", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.95, "exec_low": 25.95, "exec_high": 26.34, "invalid_price": 25.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 22.9788, "price_vs_vwap_pct": -2.3013, "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": 0.0097, "prev_amount_yi": 0.0067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0029 }, { "time": "13:25", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0037 }, { "time": "13:26", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0006 }, { "time": "13:27", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0021 }, { "time": "13:28", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:03", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 164341 }, "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": "2026-06-29T13:28:08", "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": 25.0807, "price_vs_vwap_pct": -3.7108, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1619, "prev_amount_yi": 0.1026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 24.09, "high": 24.09, "low": 24.03, "close": 24.03, "amount_yi": 0.0373 }, { "time": "13:25", "open": 23.99, "high": 23.99, "low": 23.98, "close": 23.98, "amount_yi": 0.0552 }, { "time": "13:26", "open": 24.0, "high": 24.0, "low": 24.0, "close": 24.0, "amount_yi": 0.0371 }, { "time": "13:27", "open": 24.1, "high": 24.19, "low": 24.1, "close": 24.19, "amount_yi": 0.0185 }, { "time": "13:28", "open": 24.15, "high": 24.15, "low": 24.15, "close": 24.15, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.15, "ts": "2026-06-29T13:28:05", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.15, "ask1": 24.16, "bid_qty1": 11, "ask_qty1": 2 }, "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": "2026-06-29T13:28:08", "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": 43.2763, "price_vs_vwap_pct": -0.6847, "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": 0.091, "prev_amount_yi": 0.103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8835, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 42.88, "high": 42.92, "low": 42.88, "close": 42.92, "amount_yi": 0.0135 }, { "time": "13:25", "open": 42.92, "high": 42.92, "low": 42.88, "close": 42.88, "amount_yi": 0.0272 }, { "time": "13:26", "open": 42.95, "high": 42.95, "low": 42.95, "close": 42.95, "amount_yi": 0.0281 }, { "time": "13:27", "open": 42.89, "high": 42.93, "low": 42.89, "close": 42.93, "amount_yi": 0.0199 }, { "time": "13:28", "open": 42.98, "high": 42.98, "low": 42.98, "close": 42.98, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.98, "ts": "2026-06-29T13:28:03", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.93, "ask1": 42.98, "bid_qty1": 30, "ask_qty1": 7 }, "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": "2026-06-29T13:28:08", "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": 92.2261, "price_vs_vwap_pct": -2.2945, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8339, "prev_amount_yi": 0.7484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 89.02, "high": 89.1, "low": 89.02, "close": 89.1, "amount_yi": 0.1372 }, { "time": "13:25", "open": 89.39, "high": 89.69, "low": 89.39, "close": 89.69, "amount_yi": 0.1119 }, { "time": "13:26", "open": 89.81, "high": 89.81, "low": 89.81, "close": 89.81, "amount_yi": 0.0697 }, { "time": "13:27", "open": 89.91, "high": 90.03, "low": 89.91, "close": 90.03, "amount_yi": 0.4286 }, { "time": "13:28", "open": 90.11, "high": 90.11, "low": 90.11, "close": 90.11, "amount_yi": 0.0865 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.11, "ts": "2026-06-29T13:28:06", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.11, "ask1": 90.19, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T13:28:08", "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": 18.9903, "price_vs_vwap_pct": 0.8936, "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": 0.003, "prev_amount_yi": 0.0079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:24", "open": 19.14, "high": 19.16, "low": 19.14, "close": 19.16, "amount_yi": 0.001 }, { "time": "13:25", "open": 19.16, "high": 19.16, "low": 19.16, "close": 19.16, "amount_yi": 0.0007 }, { "time": "13:26", "open": 19.16, "high": 19.16, "low": 19.16, "close": 19.16, "amount_yi": 0.0006 }, { "time": "13:27", "open": 19.16, "high": 19.16, "low": 19.16, "close": 19.16, "amount_yi": 0.0005 }, { "time": "13:28", "open": 19.16, "high": 19.16, "low": 19.16, "close": 19.16, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.16, "ts": "2026-06-29T13:28:04", "prev_close": 18.96, "open": 18.93, "high": 19.35, "low": 18.54, "bid1": 19.16, "ask1": 19.17, "bid_qty1": 20, "ask_qty1": 9 }, "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": "2026-06-29T13:28:08", "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": 69.92, "price_vs_vwap_pct": -0.0143, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2149, "prev_amount_yi": 1.4351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5434, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 69.24, "high": 69.29, "low": 69.24, "close": 69.29, "amount_yi": 0.3768 }, { "time": "13:25", "open": 69.63, "high": 69.63, "low": 69.63, "close": 69.63, "amount_yi": 0.603 }, { "time": "13:26", "open": 69.8, "high": 69.8, "low": 69.8, "close": 69.8, "amount_yi": 0.3323 }, { "time": "13:27", "open": 69.76, "high": 69.81, "low": 69.76, "close": 69.81, "amount_yi": 0.448 }, { "time": "13:28", "open": 69.91, "high": 69.91, "low": 69.91, "close": 69.91, "amount_yi": 0.4548 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.91, "ts": "2026-06-29T13:28:06", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 69.91, "ask1": 69.99, "bid_qty1": 82, "ask_qty1": 530 }, "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": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2401, "prev_amount_yi": 0.9719, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 37.97, "high": 38.06, "low": 37.97, "close": 38.06, "amount_yi": 0.4943 }, { "time": "13:25", "open": 38.06, "high": 38.06, "low": 37.97, "close": 37.97, "amount_yi": 0.4014 }, { "time": "13:26", "open": 37.9, "high": 37.9, "low": 37.9, "close": 37.9, "amount_yi": 0.0878 }, { "time": "13:27", "open": 37.8, "high": 37.9, "low": 37.8, "close": 37.9, "amount_yi": 0.1584 }, { "time": "13:28", "open": 37.88, "high": 37.88, "low": 37.88, "close": 37.88, "amount_yi": 0.0982 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.88, "ts": "2026-06-29T13:28:05", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 37.8, "ask1": 37.88, "bid_qty1": 9, "ask_qty1": 36 }, "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": "2026-06-29T13:28:08", "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": 50.7896, "price_vs_vwap_pct": -5.0002, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4603, "prev_amount_yi": 0.3222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 48.12, "high": 48.12, "low": 48.03, "close": 48.03, "amount_yi": 0.1207 }, { "time": "13:25", "open": 48.19, "high": 48.33, "low": 48.19, "close": 48.33, "amount_yi": 0.0822 }, { "time": "13:26", "open": 48.25, "high": 48.25, "low": 48.25, "close": 48.25, "amount_yi": 0.1162 }, { "time": "13:27", "open": 48.0, "high": 48.29, "low": 48.0, "close": 48.29, "amount_yi": 0.0867 }, { "time": "13:28", "open": 48.25, "high": 48.25, "low": 48.25, "close": 48.25, "amount_yi": 0.0545 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.25, "ts": "2026-06-29T13:28:04", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.16, "ask1": 48.25, "bid_qty1": 12, "ask_qty1": 33 }, "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": "2026-06-29T13:28:08", "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": 87.4505, "price_vs_vwap_pct": -1.3842, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8573, "prev_amount_yi": 0.7125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2032, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 86.24, "high": 86.32, "low": 86.24, "close": 86.32, "amount_yi": 0.2101 }, { "time": "13:25", "open": 86.32, "high": 86.42, "low": 86.32, "close": 86.42, "amount_yi": 0.197 }, { "time": "13:26", "open": 86.46, "high": 86.46, "low": 86.46, "close": 86.46, "amount_yi": 0.1809 }, { "time": "13:27", "open": 86.28, "high": 86.28, "low": 86.24, "close": 86.24, "amount_yi": 0.2069 }, { "time": "13:28", "open": 86.24, "high": 86.24, "low": 86.24, "close": 86.24, "amount_yi": 0.0624 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.24, "ts": "2026-06-29T13:28:03", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 86.23, "ask1": 86.24, "bid_qty1": 18, "ask_qty1": 89 }, "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": "2026-06-29T13:28:08", "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": 46.8527, "price_vs_vwap_pct": -7.8815, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1641, "prev_amount_yi": 0.0333, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.9279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0136 }, { "time": "13:25", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0125 }, { "time": "13:26", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0345 }, { "time": "13:27", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.0495 }, { "time": "13:28", "open": 43.16, "high": 43.16, "low": 43.16, "close": 43.16, "amount_yi": 0.054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:05", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 0.0, "ask1": 43.16, "bid_qty1": 0, "ask_qty1": 1153 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": null, "intraday_vwap": 107.1614, "price_vs_vwap_pct": 1.4264, "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": 0.8926, "prev_amount_yi": 1.2334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 108.5, "high": 108.5, "low": 108.4, "close": 108.4, "amount_yi": 0.164 }, { "time": "13:25", "open": 108.55, "high": 108.55, "low": 108.44, "close": 108.44, "amount_yi": 0.1896 }, { "time": "13:26", "open": 108.73, "high": 108.73, "low": 108.73, "close": 108.73, "amount_yi": 0.0587 }, { "time": "13:27", "open": 108.5, "high": 108.88, "low": 108.5, "close": 108.88, "amount_yi": 0.4203 }, { "time": "13:28", "open": 108.69, "high": 108.69, "low": 108.69, "close": 108.69, "amount_yi": 0.06 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.69, "ts": "2026-06-29T13:28:03", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 108.71, "ask1": 108.79, "bid_qty1": 46, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.42, "max_chase_pct": 1.5, "base_exec_high": 57.57, "dynamic_exec_high": null, "entry_zone_low": 55.87, "entry_zone_high": 57.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1545, "prev_amount_yi": 0.0792, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9508, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 56.03, "high": 56.15, "low": 56.03, "close": 56.15, "amount_yi": 0.061 }, { "time": "13:25", "open": 56.16, "high": 56.18, "low": 56.16, "close": 56.18, "amount_yi": 0.0369 }, { "time": "13:26", "open": 56.16, "high": 56.16, "low": 56.16, "close": 56.16, "amount_yi": 0.0174 }, { "time": "13:27", "open": 56.18, "high": 56.18, "low": 56.11, "close": 56.11, "amount_yi": 0.0317 }, { "time": "13:28", "open": 56.13, "high": 56.13, "low": 56.13, "close": 56.13, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.13, "ts": "2026-06-29T13:28:04", "prev_close": 53.86, "open": 55.0, "high": 58.85, "low": 51.51, "bid1": 56.13, "ask1": 56.15, "bid_qty1": 40, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM", "symbol": "SHSE.688525", "name": "佰维存储", "side": "BUY", "priority": "W44", "status": "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": "2026-06-29T13:28:08", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6511, "prev_amount_yi": 1.2328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3393, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 492.09, "high": 492.48, "low": 492.09, "close": 492.48, "amount_yi": 0.292 }, { "time": "13:25", "open": 493.71, "high": 494.73, "low": 493.71, "close": 494.73, "amount_yi": 0.2441 }, { "time": "13:26", "open": 496.36, "high": 496.36, "low": 496.36, "close": 496.36, "amount_yi": 0.2326 }, { "time": "13:27", "open": 496.58, "high": 496.58, "low": 496.11, "close": 496.11, "amount_yi": 0.6719 }, { "time": "13:28", "open": 495.0, "high": 495.0, "low": 495.0, "close": 495.0, "amount_yi": 0.2105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 495.0, "ts": "2026-06-29T13:28:05", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 494.88, "ask1": 495.0, "bid_qty1": 71, "ask_qty1": 9 }, "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": "2026-06-29T13:28:08", "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": 201.9689, "price_vs_vwap_pct": 1.476, "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": 0.5458, "prev_amount_yi": 0.5691, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 205.17, "high": 205.17, "low": 204.75, "close": 204.75, "amount_yi": 0.1639 }, { "time": "13:25", "open": 204.8, "high": 204.8, "low": 204.76, "close": 204.76, "amount_yi": 0.0617 }, { "time": "13:26", "open": 205.0, "high": 205.0, "low": 205.0, "close": 205.0, "amount_yi": 0.0768 }, { "time": "13:27", "open": 204.97, "high": 204.97, "low": 204.97, "close": 204.97, "amount_yi": 0.1225 }, { "time": "13:28", "open": 204.95, "high": 204.95, "low": 204.95, "close": 204.95, "amount_yi": 0.1209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 204.95, "ts": "2026-06-29T13:28:06", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 204.94, "ask1": 204.95, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-06-29T13:28:08", "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": 83.1276, "price_vs_vwap_pct": -3.7744, "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": 0.0645, "prev_amount_yi": 0.0508, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2697, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 79.83, "high": 79.88, "low": 79.83, "close": 79.88, "amount_yi": 0.0093 }, { "time": "13:25", "open": 79.85, "high": 79.85, "low": 79.83, "close": 79.83, "amount_yi": 0.0243 }, { "time": "13:26", "open": 79.88, "high": 79.88, "low": 79.88, "close": 79.88, "amount_yi": 0.0021 }, { "time": "13:27", "open": 79.93, "high": 80.04, "low": 79.93, "close": 80.04, "amount_yi": 0.0183 }, { "time": "13:28", "open": 79.99, "high": 79.99, "low": 79.99, "close": 79.99, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.99, "ts": "2026-06-29T13:28:04", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 79.92, "ask1": 79.99, "bid_qty1": 2, "ask_qty1": 31 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 77.28, "exec_low": 78.44, "exec_high": 78.44, "invalid_price": 74.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.6, "max_chase_pct": 1.5, "base_exec_high": 78.44, "dynamic_exec_high": null, "entry_zone_low": 76.12, "entry_zone_high": 78.44, "entry_risk_pct": null, "intraday_vwap": 75.7721, "price_vs_vwap_pct": -0.5571, "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": 0.1077, "prev_amount_yi": 0.1003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 74.32, "high": 74.32, "low": 74.27, "close": 74.27, "amount_yi": 0.0173 }, { "time": "13:25", "open": 74.1, "high": 74.32, "low": 74.1, "close": 74.32, "amount_yi": 0.0215 }, { "time": "13:26", "open": 74.48, "high": 74.48, "low": 74.48, "close": 74.48, "amount_yi": 0.0078 }, { "time": "13:27", "open": 74.84, "high": 75.03, "low": 74.84, "close": 75.03, "amount_yi": 0.0462 }, { "time": "13:28", "open": 75.35, "high": 75.35, "low": 75.35, "close": 75.35, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.35, "ts": "2026-06-29T13:28:03", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 75.35, "ask1": 75.36, "bid_qty1": 39, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.98, "exec_low": 36.52, "exec_high": 36.52, "invalid_price": 34.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 34.3726, "price_vs_vwap_pct": 0.9234, "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": 0.1183, "prev_amount_yi": 0.2337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 34.69, "high": 34.72, "low": 34.69, "close": 34.72, "amount_yi": 0.0321 }, { "time": "13:25", "open": 34.73, "high": 34.73, "low": 34.68, "close": 34.68, "amount_yi": 0.0454 }, { "time": "13:26", "open": 34.66, "high": 34.66, "low": 34.66, "close": 34.66, "amount_yi": 0.0145 }, { "time": "13:27", "open": 34.64, "high": 34.66, "low": 34.64, "close": 34.66, "amount_yi": 0.0154 }, { "time": "13:28", "open": 34.69, "high": 34.69, "low": 34.69, "close": 34.69, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.69, "ts": "2026-06-29T13:28:04", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.69, "ask1": 34.7, "bid_qty1": 4, "ask_qty1": 36 }, "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": "2026-06-29T13:28:08", "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": 17.0794, "price_vs_vwap_pct": -6.2028, "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": 0.051, "prev_amount_yi": 0.0626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0026 }, { "time": "13:25", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0146 }, { "time": "13:26", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0126 }, { "time": "13:27", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0151 }, { "time": "13:28", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:04", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 12309 }, "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": "2026-06-29T13:28:08", "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": 12.88, "max_chase_pct": 1.5, "base_exec_high": 12.69, "dynamic_exec_high": null, "entry_zone_low": 12.31, "entry_zone_high": 12.69, "entry_risk_pct": 3.4263, "intraday_vwap": 12.4616, "price_vs_vwap_pct": 0.6291, "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": 0.102, "prev_amount_yi": 0.1146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 12.55, "high": 12.55, "low": 12.54, "close": 12.54, "amount_yi": 0.0253 }, { "time": "13:25", "open": 12.54, "high": 12.54, "low": 12.53, "close": 12.53, "amount_yi": 0.0277 }, { "time": "13:26", "open": 12.57, "high": 12.57, "low": 12.57, "close": 12.57, "amount_yi": 0.0128 }, { "time": "13:27", "open": 12.56, "high": 12.56, "low": 12.53, "close": 12.53, "amount_yi": 0.0301 }, { "time": "13:28", "open": 12.54, "high": 12.54, "low": 12.54, "close": 12.54, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 12.54, "ts": "2026-06-29T13:28:03", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.54, "ask1": 12.55, "bid_qty1": 72, "ask_qty1": 135 }, "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": "2026-06-29T13:28:08", "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": 28.4071, "price_vs_vwap_pct": 0.2918, "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": 0.2662, "prev_amount_yi": 0.5201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 28.46, "high": 28.48, "low": 28.46, "close": 28.48, "amount_yi": 0.07 }, { "time": "13:25", "open": 28.48, "high": 28.5, "low": 28.48, "close": 28.5, "amount_yi": 0.0699 }, { "time": "13:26", "open": 28.5, "high": 28.5, "low": 28.5, "close": 28.5, "amount_yi": 0.0357 }, { "time": "13:27", "open": 28.49, "high": 28.5, "low": 28.49, "close": 28.5, "amount_yi": 0.07 }, { "time": "13:28", "open": 28.49, "high": 28.49, "low": 28.49, "close": 28.49, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.49, "ts": "2026-06-29T13:28:03", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.48, "ask1": 28.49, "bid_qty1": 80, "ask_qty1": 12 }, "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": "2026-06-29T13:28:08", "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": 84.8733, "price_vs_vwap_pct": -2.6196, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2001, "prev_amount_yi": 0.1245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 82.0, "high": 82.05, "low": 82.0, "close": 82.05, "amount_yi": 0.0456 }, { "time": "13:25", "open": 82.18, "high": 82.18, "low": 82.16, "close": 82.16, "amount_yi": 0.0289 }, { "time": "13:26", "open": 82.47, "high": 82.47, "low": 82.47, "close": 82.47, "amount_yi": 0.0445 }, { "time": "13:27", "open": 82.49, "high": 82.55, "low": 82.49, "close": 82.55, "amount_yi": 0.028 }, { "time": "13:28", "open": 82.65, "high": 82.65, "low": 82.65, "close": 82.65, "amount_yi": 0.0531 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 82.65, "ts": "2026-06-29T13:28:03", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 82.64, "ask1": 82.65, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:28:08", "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": 7.8357, "price_vs_vwap_pct": -2.3699, "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": 1.9638, "prev_amount_yi": 2.412, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 7.61, "high": 7.62, "low": 7.61, "close": 7.62, "amount_yi": 0.4529 }, { "time": "13:25", "open": 7.63, "high": 7.65, "low": 7.63, "close": 7.65, "amount_yi": 0.5264 }, { "time": "13:26", "open": 7.65, "high": 7.65, "low": 7.65, "close": 7.65, "amount_yi": 0.2412 }, { "time": "13:27", "open": 7.64, "high": 7.65, "low": 7.64, "close": 7.65, "amount_yi": 0.544 }, { "time": "13:28", "open": 7.65, "high": 7.65, "low": 7.65, "close": 7.65, "amount_yi": 0.1993 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.65, "ts": "2026-06-29T13:28:06", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.64, "ask1": 7.65, "bid_qty1": 16242, "ask_qty1": 8622 }, "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": "2026-06-29T13:28:08", "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": 172.1138, "price_vs_vwap_pct": -4.7084, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2799, "prev_amount_yi": 0.1663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 164.28, "high": 164.28, "low": 164.11, "close": 164.11, "amount_yi": 0.034 }, { "time": "13:25", "open": 164.0, "high": 164.5, "low": 164.0, "close": 164.5, "amount_yi": 0.0927 }, { "time": "13:26", "open": 164.33, "high": 164.33, "low": 164.33, "close": 164.33, "amount_yi": 0.0368 }, { "time": "13:27", "open": 164.14, "high": 164.14, "low": 164.11, "close": 164.11, "amount_yi": 0.0683 }, { "time": "13:28", "open": 164.01, "high": 164.01, "low": 164.01, "close": 164.01, "amount_yi": 0.0481 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.01, "ts": "2026-06-29T13:28:05", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 164.01, "ask1": 164.03, "bid_qty1": 13, "ask_qty1": 222 }, "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": "2026-06-29T13:28:08", "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": 4.0517, "intraday_vwap": 16.6828, "price_vs_vwap_pct": 2.0212, "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": 0.0151, "prev_amount_yi": 0.0167, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 17.01, "high": 17.03, "low": 17.01, "close": 17.03, "amount_yi": 0.0037 }, { "time": "13:25", "open": 17.03, "high": 17.03, "low": 17.01, "close": 17.01, "amount_yi": 0.0036 }, { "time": "13:26", "open": 17.03, "high": 17.03, "low": 17.03, "close": 17.03, "amount_yi": 0.0019 }, { "time": "13:27", "open": 17.03, "high": 17.03, "low": 17.02, "close": 17.02, "amount_yi": 0.0031 }, { "time": "13:28", "open": 17.02, "high": 17.02, "low": 17.02, "close": 17.02, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 17.02, "ts": "2026-06-29T13:28:03", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.02, "ask1": 17.03, "bid_qty1": 17, "ask_qty1": 79 }, "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": "2026-06-29T13:28:08", "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": 20.2923, "price_vs_vwap_pct": -3.6088, "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": 0.0213, "prev_amount_yi": 0.0351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6068, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 19.6, "high": 19.6, "low": 19.6, "close": 19.6, "amount_yi": 0.0076 }, { "time": "13:25", "open": 19.61, "high": 19.61, "low": 19.57, "close": 19.57, "amount_yi": 0.0036 }, { "time": "13:26", "open": 19.59, "high": 19.59, "low": 19.59, "close": 19.59, "amount_yi": 0.0024 }, { "time": "13:27", "open": 19.54, "high": 19.57, "low": 19.54, "close": 19.57, "amount_yi": 0.0074 }, { "time": "13:28", "open": 19.56, "high": 19.56, "low": 19.56, "close": 19.56, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.56, "ts": "2026-06-29T13:28:04", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.56, "ask1": 19.57, "bid_qty1": 2, "ask_qty1": 15 }, "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": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5041, "prev_amount_yi": 0.998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 507.95, "high": 507.95, "low": 505.22, "close": 505.22, "amount_yi": 0.1235 }, { "time": "13:25", "open": 504.04, "high": 506.0, "low": 504.04, "close": 506.0, "amount_yi": 0.0888 }, { "time": "13:26", "open": 506.9, "high": 506.9, "low": 506.9, "close": 506.9, "amount_yi": 0.0222 }, { "time": "13:27", "open": 503.85, "high": 506.87, "low": 503.85, "close": 506.87, "amount_yi": 0.0693 }, { "time": "13:28", "open": 507.99, "high": 507.99, "low": 507.99, "close": 507.99, "amount_yi": 0.2003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 507.99, "ts": "2026-06-29T13:28:05", "prev_close": 469.1, "open": 470.5, "high": 508.0, "low": 470.5, "bid1": 505.31, "ask1": 507.99, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-06-29T13:28:08", "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": 18.5796, "price_vs_vwap_pct": 5.815, "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": 0.0021, "prev_amount_yi": 0.0292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.0719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:23", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0008 }, { "time": "13:24", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0002 }, { "time": "13:25", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0002 }, { "time": "13:27", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0007 }, { "time": "13:28", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:27:59", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 39846, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM", "symbol": "SHSE.600630", "name": "龙头股份", "side": "BUY", "priority": "W59", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.91, "exec_low": 10.06, "exec_high": 10.06, "invalid_price": 9.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.21, "max_chase_pct": 1.5, "base_exec_high": 10.06, "dynamic_exec_high": null, "entry_zone_low": 9.76, "entry_zone_high": 10.06, "entry_risk_pct": null, "intraday_vwap": 9.7161, "price_vs_vwap_pct": -0.7832, "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": 0.0256, "prev_amount_yi": 0.0329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 9.64, "high": 9.65, "low": 9.64, "close": 9.65, "amount_yi": 0.0084 }, { "time": "13:25", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0034 }, { "time": "13:26", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.0024 }, { "time": "13:27", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0066 }, { "time": "13:28", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.64, "ts": "2026-06-29T13:28:03", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.63, "ask1": 9.64, "bid_qty1": 279, "ask_qty1": 43 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600141:VWAP_RECLAIM", "symbol": "SHSE.600141", "name": "兴发集团", "side": "BUY", "priority": "W60", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 51.44, "exec_low": 52.21, "exec_high": 52.21, "invalid_price": 49.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 48.0009, "price_vs_vwap_pct": -3.5226, "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": 0.4295, "prev_amount_yi": 0.5606, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 45.9, "high": 45.9, "low": 45.85, "close": 45.85, "amount_yi": 0.0831 }, { "time": "13:25", "open": 45.87, "high": 45.97, "low": 45.87, "close": 45.97, "amount_yi": 0.1418 }, { "time": "13:26", "open": 46.17, "high": 46.17, "low": 46.17, "close": 46.17, "amount_yi": 0.0494 }, { "time": "13:27", "open": 46.17, "high": 46.25, "low": 46.17, "close": 46.25, "amount_yi": 0.1294 }, { "time": "13:28", "open": 46.31, "high": 46.31, "low": 46.31, "close": 46.31, "amount_yi": 0.0258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.31, "ts": "2026-06-29T13:28:04", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 46.31, "ask1": 46.34, "bid_qty1": 31, "ask_qty1": 30 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W61", "status": "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": "2026-06-29T13:28:08", "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": 47.0757, "price_vs_vwap_pct": 3.6841, "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": 0.0588, "prev_amount_yi": 0.0845, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 49.1, "high": 49.1, "low": 49.09, "close": 49.09, "amount_yi": 0.0155 }, { "time": "13:25", "open": 49.06, "high": 49.06, "low": 49.0, "close": 49.0, "amount_yi": 0.0161 }, { "time": "13:26", "open": 48.96, "high": 48.96, "low": 48.96, "close": 48.96, "amount_yi": 0.0065 }, { "time": "13:27", "open": 48.89, "high": 48.89, "low": 48.85, "close": 48.85, "amount_yi": 0.0133 }, { "time": "13:28", "open": 48.81, "high": 48.81, "low": 48.81, "close": 48.81, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.81, "ts": "2026-06-29T13:28:03", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.81, "ask1": 48.82, "bid_qty1": 17, "ask_qty1": 29 }, "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": "2026-06-29T13:28:08", "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": 50.8006, "price_vs_vwap_pct": -2.3437, "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": 0.0061, "prev_amount_yi": 0.0066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0009 }, { "time": "13:25", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0035 }, { "time": "13:26", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0001 }, { "time": "13:27", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0012 }, { "time": "13:28", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:06", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 11665 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM", "symbol": "SHSE.688147", "name": "微导纳米", "side": "BUY", "priority": "W63", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 132.87, "exec_low": 134.86, "exec_high": 134.86, "invalid_price": 128.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 136.86, "max_chase_pct": 1.5, "base_exec_high": 134.86, "dynamic_exec_high": null, "entry_zone_low": 130.88, "entry_zone_high": 134.86, "entry_risk_pct": 3.8065, "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": 0.1048, "prev_amount_yi": 0.1038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 133.6, "high": 133.65, "low": 133.6, "close": 133.65, "amount_yi": 0.0241 }, { "time": "13:25", "open": 133.4, "high": 133.4, "low": 133.39, "close": 133.39, "amount_yi": 0.0212 }, { "time": "13:26", "open": 133.11, "high": 133.11, "low": 133.11, "close": 133.11, "amount_yi": 0.0272 }, { "time": "13:27", "open": 133.1, "high": 133.89, "low": 133.1, "close": 133.89, "amount_yi": 0.0238 }, { "time": "13:28", "open": 133.94, "high": 133.94, "low": 133.94, "close": 133.94, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 133.94, "ts": "2026-06-29T13:28:04", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 133.9, "ask1": 133.98, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM", "symbol": "SHSE.601066", "name": "中信建投", "side": "BUY", "priority": "W64", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 31.4, "exec_low": 31.87, "exec_high": 31.87, "invalid_price": 30.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 29.8445, "price_vs_vwap_pct": -1.8915, "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": 0.2603, "prev_amount_yi": 0.3134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 29.36, "high": 29.36, "low": 29.3, "close": 29.3, "amount_yi": 0.0966 }, { "time": "13:25", "open": 29.28, "high": 29.29, "low": 29.28, "close": 29.29, "amount_yi": 0.0271 }, { "time": "13:26", "open": 29.28, "high": 29.28, "low": 29.28, "close": 29.28, "amount_yi": 0.0265 }, { "time": "13:27", "open": 29.27, "high": 29.27, "low": 29.27, "close": 29.27, "amount_yi": 0.0838 }, { "time": "13:28", "open": 29.28, "high": 29.28, "low": 29.28, "close": 29.28, "amount_yi": 0.0263 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:04", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.27, "ask1": 29.28, "bid_qty1": 150, "ask_qty1": 214 }, "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": "2026-06-29T13:28:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 696.28, "max_chase_pct": 1.5, "base_exec_high": 686.14, "dynamic_exec_high": null, "entry_zone_low": 665.86, "entry_zone_high": 686.14, "entry_risk_pct": 3.9927, "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": 0.6347, "prev_amount_yi": 0.5244, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2103, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 686.92, "high": 686.92, "low": 686.0, "close": 686.0, "amount_yi": 0.1932 }, { "time": "13:25", "open": 687.9, "high": 687.9, "low": 684.99, "close": 684.99, "amount_yi": 0.2059 }, { "time": "13:26", "open": 681.06, "high": 681.06, "low": 681.06, "close": 681.06, "amount_yi": 0.027 }, { "time": "13:27", "open": 679.69, "high": 681.05, "low": 679.69, "close": 681.05, "amount_yi": 0.163 }, { "time": "13:28", "open": 681.07, "high": 681.07, "low": 681.07, "close": 681.07, "amount_yi": 0.0456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 681.07, "ts": "2026-06-29T13:28:05", "prev_close": 653.7, "open": 660.0, "high": 704.0, "low": 642.03, "bid1": 682.0, "ask1": 682.99, "bid_qty1": 4, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM", "symbol": "SHSE.603156", "name": "养元饮品", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 48.49, "exec_low": 49.22, "exec_high": 49.22, "invalid_price": 47.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 49.94, "max_chase_pct": 1.5, "base_exec_high": 49.22, "dynamic_exec_high": null, "entry_zone_low": 47.76, "entry_zone_high": 49.22, "entry_risk_pct": null, "intraday_vwap": 47.3141, "price_vs_vwap_pct": 0.3506, "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": 0.0858, "prev_amount_yi": 0.0658, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 47.53, "high": 47.56, "low": 47.53, "close": 47.56, "amount_yi": 0.0286 }, { "time": "13:25", "open": 47.43, "high": 47.5, "low": 47.43, "close": 47.5, "amount_yi": 0.0202 }, { "time": "13:26", "open": 47.5, "high": 47.5, "low": 47.5, "close": 47.5, "amount_yi": 0.0055 }, { "time": "13:27", "open": 47.44, "high": 47.44, "low": 47.39, "close": 47.39, "amount_yi": 0.0124 }, { "time": "13:28", "open": 47.48, "high": 47.48, "low": 47.48, "close": 47.48, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.48, "ts": "2026-06-29T13:28:05", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.44, "ask1": 47.48, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM", "symbol": "SZSE.300005", "name": "探路者", "side": "BUY", "priority": "W67", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.5, "exec_low": 24.87, "exec_high": 24.87, "invalid_price": 23.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 22.4813, "price_vs_vwap_pct": -1.1178, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.093, "prev_amount_yi": 0.1877, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 22.26, "high": 22.26, "low": 22.26, "close": 22.26, "amount_yi": 0.0238 }, { "time": "13:25", "open": 22.21, "high": 22.21, "low": 22.2, "close": 22.2, "amount_yi": 0.0239 }, { "time": "13:26", "open": 22.18, "high": 22.18, "low": 22.18, "close": 22.18, "amount_yi": 0.0116 }, { "time": "13:27", "open": 22.18, "high": 22.22, "low": 22.18, "close": 22.22, "amount_yi": 0.0309 }, { "time": "13:28", "open": 22.23, "high": 22.23, "low": 22.23, "close": 22.23, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.23, "ts": "2026-06-29T13:28:03", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.21, "ask1": 22.23, "bid_qty1": 205, "ask_qty1": 355 }, "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": "2026-06-29T13:28:08", "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": 12.8476, "price_vs_vwap_pct": -3.5618, "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": 0.4741, "prev_amount_yi": 0.7154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 12.36, "high": 12.36, "low": 12.36, "close": 12.36, "amount_yi": 0.1556 }, { "time": "13:25", "open": 12.34, "high": 12.35, "low": 12.34, "close": 12.35, "amount_yi": 0.0994 }, { "time": "13:26", "open": 12.38, "high": 12.38, "low": 12.38, "close": 12.38, "amount_yi": 0.0358 }, { "time": "13:27", "open": 12.38, "high": 12.39, "low": 12.38, "close": 12.39, "amount_yi": 0.1404 }, { "time": "13:28", "open": 12.39, "high": 12.39, "low": 12.39, "close": 12.39, "amount_yi": 0.0429 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.39, "ts": "2026-06-29T13:28:05", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.38, "ask1": 12.39, "bid_qty1": 240, "ask_qty1": 149 }, "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": "2026-06-29T13:28:08", "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": 160.198, "price_vs_vwap_pct": 4.7142, "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": 0.0192, "prev_amount_yi": 0.0596, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3221, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0097 }, { "time": "13:25", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0017 }, { "time": "13:26", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.003 }, { "time": "13:27", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0032 }, { "time": "13:28", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:03", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 21977, "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": "2026-06-29T13:28:08", "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": 18.9841, "price_vs_vwap_pct": -2.234, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7261, "prev_amount_yi": 0.285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5477, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 18.21, "high": 18.37, "low": 18.21, "close": 18.37, "amount_yi": 0.1831 }, { "time": "13:25", "open": 18.43, "high": 18.51, "low": 18.43, "close": 18.51, "amount_yi": 0.2308 }, { "time": "13:26", "open": 18.41, "high": 18.41, "low": 18.41, "close": 18.41, "amount_yi": 0.0731 }, { "time": "13:27", "open": 18.42, "high": 18.49, "low": 18.42, "close": 18.49, "amount_yi": 0.1112 }, { "time": "13:28", "open": 18.56, "high": 18.56, "low": 18.56, "close": 18.56, "amount_yi": 0.1279 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.56, "ts": "2026-06-29T13:28:05", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.55, "ask1": 18.56, "bid_qty1": 58, "ask_qty1": 25 }, "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": "2026-06-29T13:28:08", "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": 129.4639, "price_vs_vwap_pct": -2.552, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0959, "prev_amount_yi": 0.2948, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3253, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 126.0, "high": 126.71, "low": 126.0, "close": 126.71, "amount_yi": 0.0545 }, { "time": "13:25", "open": 126.84, "high": 126.84, "low": 126.67, "close": 126.67, "amount_yi": 0.0134 }, { "time": "13:26", "open": 126.67, "high": 126.67, "low": 126.67, "close": 126.67, "amount_yi": 0.0058 }, { "time": "13:27", "open": 126.14, "high": 126.15, "low": 126.14, "close": 126.15, "amount_yi": 0.0159 }, { "time": "13:28", "open": 126.16, "high": 126.16, "low": 126.16, "close": 126.16, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.16, "ts": "2026-06-29T13:28:03", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 126.16, "ask1": 126.38, "bid_qty1": 13, "ask_qty1": 15 }, "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": "2026-06-29T13:28:08", "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": 0.1298, "prev_amount_yi": 0.1395, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9305, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 103.9, "high": 104.43, "low": 103.9, "close": 104.43, "amount_yi": 0.0358 }, { "time": "13:25", "open": 104.63, "high": 104.63, "low": 104.49, "close": 104.49, "amount_yi": 0.0299 }, { "time": "13:26", "open": 104.68, "high": 104.68, "low": 104.68, "close": 104.68, "amount_yi": 0.0219 }, { "time": "13:27", "open": 104.65, "high": 105.04, "low": 104.65, "close": 105.04, "amount_yi": 0.0236 }, { "time": "13:28", "open": 105.06, "high": 105.06, "low": 105.06, "close": 105.06, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.06, "ts": "2026-06-29T13:28:04", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 105.05, "ask1": 105.17, "bid_qty1": 3, "ask_qty1": 30 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.41, "max_chase_pct": 1.5, "base_exec_high": 54.61, "dynamic_exec_high": null, "entry_zone_low": 52.99, "entry_zone_high": 54.61, "entry_risk_pct": null, "intraday_vwap": 53.18, "price_vs_vwap_pct": -1.1847, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1531, "prev_amount_yi": 1.0753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 52.17, "high": 52.17, "low": 52.16, "close": 52.16, "amount_yi": 0.3609 }, { "time": "13:25", "open": 52.11, "high": 52.27, "low": 52.11, "close": 52.27, "amount_yi": 0.2872 }, { "time": "13:26", "open": 52.3, "high": 52.3, "low": 52.3, "close": 52.3, "amount_yi": 0.1224 }, { "time": "13:27", "open": 52.22, "high": 52.34, "low": 52.22, "close": 52.34, "amount_yi": 0.2846 }, { "time": "13:28", "open": 52.55, "high": 52.55, "low": 52.55, "close": 52.55, "amount_yi": 0.098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.55, "ts": "2026-06-29T13:28:04", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.55, "ask1": 52.58, "bid_qty1": 4, "ask_qty1": 26 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM", "symbol": "SHSE.600598", "name": "北大荒", "side": "BUY", "priority": "W74", "status": "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": "2026-06-29T13:28:08", "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": 3.0994, "intraday_vwap": 10.7907, "price_vs_vwap_pct": 1.5689, "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": 0.0323, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 10.96, "high": 10.98, "low": 10.96, "close": 10.98, "amount_yi": 0.0074 }, { "time": "13:25", "open": 10.98, "high": 10.98, "low": 10.97, "close": 10.97, "amount_yi": 0.0094 }, { "time": "13:26", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0059 }, { "time": "13:27", "open": 10.98, "high": 10.98, "low": 10.97, "close": 10.97, "amount_yi": 0.0075 }, { "time": "13:28", "open": 10.96, "high": 10.96, "low": 10.96, "close": 10.96, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 10.96, "ts": "2026-06-29T13:28:04", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.96, "ask1": 10.97, "bid_qty1": 155, "ask_qty1": 145 }, "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": "2026-06-29T13:28:08", "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": 3.9578, "intraday_vwap": 7.4586, "price_vs_vwap_pct": 1.4936, "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": 0.0336, "prev_amount_yi": 0.0461, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 7.58, "high": 7.59, "low": 7.58, "close": 7.59, "amount_yi": 0.0118 }, { "time": "13:25", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0063 }, { "time": "13:26", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0061 }, { "time": "13:27", "open": 7.57, "high": 7.58, "low": 7.57, "close": 7.58, "amount_yi": 0.0069 }, { "time": "13:28", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 7.57, "ts": "2026-06-29T13:28:05", "prev_close": 7.51, "open": 7.48, "high": 7.6, "low": 7.29, "bid1": 7.57, "ask1": 7.58, "bid_qty1": 257, "ask_qty1": 384 }, "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": "2026-06-29T13:28:08", "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": 123.1394, "price_vs_vwap_pct": 1.5028, "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": 1.1115, "prev_amount_yi": 1.6461, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 124.93, "high": 124.93, "low": 124.8, "close": 124.8, "amount_yi": 0.3033 }, { "time": "13:25", "open": 124.83, "high": 124.86, "low": 124.83, "close": 124.86, "amount_yi": 0.253 }, { "time": "13:26", "open": 124.91, "high": 124.91, "low": 124.91, "close": 124.91, "amount_yi": 0.0781 }, { "time": "13:27", "open": 125.07, "high": 125.07, "low": 124.9, "close": 124.9, "amount_yi": 0.3482 }, { "time": "13:28", "open": 124.99, "high": 124.99, "low": 124.99, "close": 124.99, "amount_yi": 0.1289 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 124.99, "ts": "2026-06-29T13:28:04", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 124.95, "ask1": 124.99, "bid_qty1": 33, "ask_qty1": 32 }, "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": "2026-06-29T13:28:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 156.55, "max_chase_pct": 1.5, "base_exec_high": 154.27, "dynamic_exec_high": null, "entry_zone_low": 149.71, "entry_zone_high": 154.27, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1166, "prev_amount_yi": 0.1411, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 133.15, "high": 133.15, "low": 133.09, "close": 133.09, "amount_yi": 0.0312 }, { "time": "13:25", "open": 133.28, "high": 133.51, "low": 133.28, "close": 133.51, "amount_yi": 0.0415 }, { "time": "13:26", "open": 133.58, "high": 133.58, "low": 133.58, "close": 133.58, "amount_yi": 0.0066 }, { "time": "13:27", "open": 133.44, "high": 133.75, "low": 133.44, "close": 133.75, "amount_yi": 0.0293 }, { "time": "13:28", "open": 133.99, "high": 133.99, "low": 133.99, "close": 133.99, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 133.99, "ts": "2026-06-29T13:28:03", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 133.88, "ask1": 133.98, "bid_qty1": 3, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM", "symbol": "SHSE.600909", "name": "华安证券", "side": "BUY", "priority": "W78", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.91, "exec_low": 13.1, "exec_high": 13.1, "invalid_price": 12.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 11.8959, "price_vs_vwap_pct": -4.589, "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": 0.395, "prev_amount_yi": 0.6145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6428, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 11.34, "high": 11.34, "low": 11.33, "close": 11.33, "amount_yi": 0.0845 }, { "time": "13:25", "open": 11.35, "high": 11.36, "low": 11.35, "close": 11.36, "amount_yi": 0.1066 }, { "time": "13:26", "open": 11.37, "high": 11.37, "low": 11.37, "close": 11.37, "amount_yi": 0.0783 }, { "time": "13:27", "open": 11.36, "high": 11.36, "low": 11.34, "close": 11.34, "amount_yi": 0.0715 }, { "time": "13:28", "open": 11.35, "high": 11.35, "low": 11.35, "close": 11.35, "amount_yi": 0.0541 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.35, "ts": "2026-06-29T13:28:04", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.35, "ask1": 11.36, "bid_qty1": 25, "ask_qty1": 706 }, "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": "2026-06-29T13:28:08", "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": 21.9702, "price_vs_vwap_pct": -3.9153, "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": 0.7102, "prev_amount_yi": 0.7267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 21.07, "high": 21.09, "low": 21.07, "close": 21.09, "amount_yi": 0.2165 }, { "time": "13:25", "open": 21.05, "high": 21.07, "low": 21.05, "close": 21.07, "amount_yi": 0.1359 }, { "time": "13:26", "open": 21.1, "high": 21.1, "low": 21.1, "close": 21.1, "amount_yi": 0.1091 }, { "time": "13:27", "open": 21.07, "high": 21.08, "low": 21.07, "close": 21.08, "amount_yi": 0.125 }, { "time": "13:28", "open": 21.11, "high": 21.11, "low": 21.11, "close": 21.11, "amount_yi": 0.1237 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.11, "ts": "2026-06-29T13:28:06", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.1, "ask1": 21.11, "bid_qty1": 976, "ask_qty1": 83 }, "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": "2026-06-29T13:28:08", "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": 0.0401, "prev_amount_yi": 0.0442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 60.95, "high": 60.99, "low": 60.95, "close": 60.99, "amount_yi": 0.007 }, { "time": "13:25", "open": 61.0, "high": 61.0, "low": 61.0, "close": 61.0, "amount_yi": 0.016 }, { "time": "13:26", "open": 60.99, "high": 60.99, "low": 60.99, "close": 60.99, "amount_yi": 0.004 }, { "time": "13:27", "open": 60.99, "high": 60.99, "low": 60.99, "close": 60.99, "amount_yi": 0.0076 }, { "time": "13:28", "open": 61.0, "high": 61.0, "low": 61.0, "close": 61.0, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.0, "ts": "2026-06-29T13:28:05", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 60.99, "ask1": 61.0, "bid_qty1": 30, "ask_qty1": 571 }, "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": "2026-06-29T13:28:08", "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": 57.3032, "price_vs_vwap_pct": 0.483, "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": 0.6646, "prev_amount_yi": 0.6337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 57.45, "high": 57.5, "low": 57.45, "close": 57.5, "amount_yi": 0.1618 }, { "time": "13:25", "open": 57.45, "high": 57.45, "low": 57.42, "close": 57.42, "amount_yi": 0.1723 }, { "time": "13:26", "open": 57.42, "high": 57.42, "low": 57.42, "close": 57.42, "amount_yi": 0.0745 }, { "time": "13:27", "open": 57.45, "high": 57.47, "low": 57.45, "close": 57.47, "amount_yi": 0.108 }, { "time": "13:28", "open": 57.58, "high": 57.58, "low": 57.58, "close": 57.58, "amount_yi": 0.148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.58, "ts": "2026-06-29T13:28:06", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 57.57, "ask1": 57.58, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM", "symbol": "SHSE.600060", "name": "海信视像", "side": "BUY", "priority": "W82", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 25.98, "exec_low": 26.37, "exec_high": 26.37, "invalid_price": 25.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.76, "max_chase_pct": 1.5, "base_exec_high": 26.37, "dynamic_exec_high": null, "entry_zone_low": 25.59, "entry_zone_high": 26.37, "entry_risk_pct": null, "intraday_vwap": 26.6194, "price_vs_vwap_pct": 0.8663, "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": 0.0435, "prev_amount_yi": 0.0528, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 26.72, "high": 26.73, "low": 26.72, "close": 26.73, "amount_yi": 0.005 }, { "time": "13:25", "open": 26.81, "high": 26.82, "low": 26.81, "close": 26.82, "amount_yi": 0.0129 }, { "time": "13:26", "open": 26.81, "high": 26.81, "low": 26.81, "close": 26.81, "amount_yi": 0.0012 }, { "time": "13:27", "open": 26.82, "high": 26.82, "low": 26.82, "close": 26.82, "amount_yi": 0.0063 }, { "time": "13:28", "open": 26.85, "high": 26.85, "low": 26.85, "close": 26.85, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.85, "ts": "2026-06-29T13:28:06", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.84, "ask1": 26.85, "bid_qty1": 17, "ask_qty1": 71 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM", "symbol": "SHSE.603713", "name": "密尔克卫", "side": "BUY", "priority": "W83", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.87, "exec_low": 79.04, "exec_high": 79.04, "invalid_price": 75.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 73.5253, "price_vs_vwap_pct": -1.1769, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0557, "prev_amount_yi": 0.0809, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6885, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 72.59, "high": 72.59, "low": 72.47, "close": 72.47, "amount_yi": 0.0273 }, { "time": "13:25", "open": 72.57, "high": 72.57, "low": 72.49, "close": 72.49, "amount_yi": 0.0128 }, { "time": "13:26", "open": 72.49, "high": 72.49, "low": 72.49, "close": 72.49, "amount_yi": 0.0128 }, { "time": "13:27", "open": 72.53, "high": 72.55, "low": 72.53, "close": 72.55, "amount_yi": 0.002 }, { "time": "13:28", "open": 72.66, "high": 72.66, "low": 72.66, "close": 72.66, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.66, "ts": "2026-06-29T13:28:04", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.67, "ask1": 72.7, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM", "symbol": "SHSE.603605", "name": "珀莱雅", "side": "BUY", "priority": "W84", "status": "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": "2026-06-29T13:28:08", "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": 4.436, "intraday_vwap": 57.0263, "price_vs_vwap_pct": 1.953, "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": 0.0292, "prev_amount_yi": 0.0413, "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": "13:24", "open": 58.22, "high": 58.22, "low": 58.2, "close": 58.2, "amount_yi": 0.0066 }, { "time": "13:25", "open": 58.19, "high": 58.19, "low": 58.17, "close": 58.17, "amount_yi": 0.0045 }, { "time": "13:26", "open": 58.2, "high": 58.2, "low": 58.2, "close": 58.2, "amount_yi": 0.0023 }, { "time": "13:27", "open": 58.2, "high": 58.2, "low": 58.16, "close": 58.16, "amount_yi": 0.0131 }, { "time": "13:28", "open": 58.14, "high": 58.14, "low": 58.14, "close": 58.14, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.14, "ts": "2026-06-29T13:28:05", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 58.12, "ask1": 58.16, "bid_qty1": 11, "ask_qty1": 31 }, "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": "2026-06-29T13:28:08", "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": 3.8153, "intraday_vwap": 4.9047, "price_vs_vwap_pct": 1.3314, "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": 0.1119, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3216, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0101 }, { "time": "13:25", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0129 }, { "time": "13:26", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0443 }, { "time": "13:27", "open": 4.98, "high": 4.98, "low": 4.97, "close": 4.97, "amount_yi": 0.0404 }, { "time": "13:28", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 4.97, "ts": "2026-06-29T13:28:04", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.97, "ask1": 4.98, "bid_qty1": 12522, "ask_qty1": 21282 }, "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": "2026-06-29T13:28:08", "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": 15.9831, "price_vs_vwap_pct": -1.1456, "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": 0.0486, "prev_amount_yi": 0.06, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.81, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 15.71, "high": 15.8, "low": 15.71, "close": 15.8, "amount_yi": 0.0193 }, { "time": "13:25", "open": 15.82, "high": 15.83, "low": 15.82, "close": 15.83, "amount_yi": 0.0112 }, { "time": "13:26", "open": 15.83, "high": 15.83, "low": 15.83, "close": 15.83, "amount_yi": 0.0037 }, { "time": "13:27", "open": 15.79, "high": 15.79, "low": 15.78, "close": 15.78, "amount_yi": 0.008 }, { "time": "13:28", "open": 15.8, "high": 15.8, "low": 15.8, "close": 15.8, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.8, "ts": "2026-06-29T13:28:05", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.8, "ask1": 15.81, "bid_qty1": 6, "ask_qty1": 41 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:28:08", "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": 2.9363, "price_vs_vwap_pct": -0.5551, "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": 0.0722, "prev_amount_yi": 0.0321, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2492, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 2.92, "high": 2.93, "low": 2.92, "close": 2.93, "amount_yi": 0.0095 }, { "time": "13:25", "open": 2.93, "high": 2.94, "low": 2.93, "close": 2.94, "amount_yi": 0.0168 }, { "time": "13:26", "open": 2.93, "high": 2.93, "low": 2.93, "close": 2.93, "amount_yi": 0.0371 }, { "time": "13:27", "open": 2.92, "high": 2.93, "low": 2.92, "close": 2.93, "amount_yi": 0.0059 }, { "time": "13:28", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.92, "ts": "2026-06-29T13:28:04", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.92, "ask1": 2.93, "bid_qty1": 29456, "ask_qty1": 4078 }, "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": "2026-06-29T13:28:08", "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": 192.87, "price_vs_vwap_pct": -2.9917, "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": 0.1196, "prev_amount_yi": 0.0887, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3484, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 186.14, "high": 186.14, "low": 185.42, "close": 185.42, "amount_yi": 0.0249 }, { "time": "13:25", "open": 186.18, "high": 187.07, "low": 186.18, "close": 187.07, "amount_yi": 0.0351 }, { "time": "13:26", "open": 187.1, "high": 187.1, "low": 187.1, "close": 187.1, "amount_yi": 0.0199 }, { "time": "13:27", "open": 187.12, "high": 187.12, "low": 187.1, "close": 187.1, "amount_yi": 0.0337 }, { "time": "13:28", "open": 187.1, "high": 187.1, "low": 187.1, "close": 187.1, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 187.1, "ts": "2026-06-29T13:28:03", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 187.03, "ask1": 187.1, "bid_qty1": 8, "ask_qty1": 7 }, "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": "2026-06-29T13:28:08", "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": 21.4211, "price_vs_vwap_pct": -3.8331, "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": 0.6323, "prev_amount_yi": 0.8204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 20.53, "high": 20.53, "low": 20.51, "close": 20.51, "amount_yi": 0.1478 }, { "time": "13:25", "open": 20.48, "high": 20.5, "low": 20.48, "close": 20.5, "amount_yi": 0.1207 }, { "time": "13:26", "open": 20.51, "high": 20.51, "low": 20.51, "close": 20.51, "amount_yi": 0.0749 }, { "time": "13:27", "open": 20.48, "high": 20.56, "low": 20.48, "close": 20.56, "amount_yi": 0.1549 }, { "time": "13:28", "open": 20.6, "high": 20.6, "low": 20.6, "close": 20.6, "amount_yi": 0.134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.6, "ts": "2026-06-29T13:28:04", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.59, "ask1": 20.6, "bid_qty1": 87, "ask_qty1": 722 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM", "symbol": "SHSE.688082", "name": "盛美上海", "side": "BUY", "priority": "W90", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 427.99, "exec_low": 434.41, "exec_high": 434.41, "invalid_price": 415.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.561, "prev_amount_yi": 0.4281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 439.0, "high": 439.0, "low": 439.0, "close": 439.0, "amount_yi": 0.3563 }, { "time": "13:25", "open": 438.42, "high": 438.42, "low": 438.34, "close": 438.34, "amount_yi": 0.0759 }, { "time": "13:26", "open": 439.0, "high": 439.0, "low": 439.0, "close": 439.0, "amount_yi": 0.0311 }, { "time": "13:27", "open": 439.01, "high": 439.01, "low": 438.0, "close": 438.0, "amount_yi": 0.0792 }, { "time": "13:28", "open": 438.0, "high": 438.0, "low": 438.0, "close": 438.0, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 438.0, "ts": "2026-06-29T13:28:05", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 436.01, "ask1": 438.0, "bid_qty1": 2, "ask_qty1": 29 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 18.07, "exec_low": 18.34, "exec_high": 18.34, "invalid_price": 17.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 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": 3.0956, "intraday_vwap": 17.8809, "price_vs_vwap_pct": 1.1135, "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": 0.0467, "prev_amount_yi": 0.0509, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9175, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 18.11, "high": 18.11, "low": 18.09, "close": 18.09, "amount_yi": 0.0125 }, { "time": "13:25", "open": 18.13, "high": 18.13, "low": 18.13, "close": 18.13, "amount_yi": 0.0153 }, { "time": "13:26", "open": 18.14, "high": 18.14, "low": 18.14, "close": 18.14, "amount_yi": 0.0008 }, { "time": "13:27", "open": 18.12, "high": 18.12, "low": 18.09, "close": 18.09, "amount_yi": 0.0139 }, { "time": "13:28", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 18.08, "ts": "2026-06-29T13:28:03", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.08, "ask1": 18.09, "bid_qty1": 127, "ask_qty1": 162 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601128:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601128:VWAP_RECLAIM", "symbol": "SHSE.601128", "name": "常熟银行", "side": "BUY", "priority": "W92", "status": "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": "2026-06-29T13:28:08", "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": 5.8739, "price_vs_vwap_pct": 0.6146, "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": 0.0245, "prev_amount_yi": 0.0754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3249, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 5.93, "high": 5.93, "low": 5.92, "close": 5.92, "amount_yi": 0.0032 }, { "time": "13:25", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.001 }, { "time": "13:26", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.011 }, { "time": "13:27", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0071 }, { "time": "13:28", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:03", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 2034, "ask_qty1": 1364 }, "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": "2026-06-29T13:28:08", "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": 8.7441, "price_vs_vwap_pct": 1.0967, "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": 0.0488, "prev_amount_yi": 0.0837, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 8.84, "high": 8.84, "low": 8.84, "close": 8.84, "amount_yi": 0.0105 }, { "time": "13:25", "open": 8.85, "high": 8.85, "low": 8.84, "close": 8.84, "amount_yi": 0.0101 }, { "time": "13:26", "open": 8.86, "high": 8.86, "low": 8.86, "close": 8.86, "amount_yi": 0.0095 }, { "time": "13:27", "open": 8.85, "high": 8.85, "low": 8.84, "close": 8.84, "amount_yi": 0.0104 }, { "time": "13:28", "open": 8.84, "high": 8.84, "low": 8.84, "close": 8.84, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.84, "ts": "2026-06-29T13:28:04", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.84, "ask1": 8.85, "bid_qty1": 679, "ask_qty1": 296 }, "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": "2026-06-29T13:28:08", "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": 7.7946, "price_vs_vwap_pct": 0.1976, "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": 0.028, "prev_amount_yi": 0.0276, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 7.83, "high": 7.83, "low": 7.81, "close": 7.81, "amount_yi": 0.0038 }, { "time": "13:25", "open": 7.83, "high": 7.83, "low": 7.83, "close": 7.83, "amount_yi": 0.0092 }, { "time": "13:26", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0044 }, { "time": "13:27", "open": 7.84, "high": 7.84, "low": 7.82, "close": 7.82, "amount_yi": 0.0092 }, { "time": "13:28", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.81, "ts": "2026-06-29T13:28:03", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.81, "ask1": 7.82, "bid_qty1": 1027, "ask_qty1": 77 }, "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": "2026-06-29T13:28:08", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1451, "prev_amount_yi": 0.2747, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5282, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 139.15, "high": 139.18, "low": 139.15, "close": 139.18, "amount_yi": 0.0413 }, { "time": "13:25", "open": 139.53, "high": 139.61, "low": 139.53, "close": 139.61, "amount_yi": 0.0526 }, { "time": "13:26", "open": 139.57, "high": 139.57, "low": 139.57, "close": 139.57, "amount_yi": 0.0089 }, { "time": "13:27", "open": 139.54, "high": 139.8, "low": 139.54, "close": 139.8, "amount_yi": 0.0305 }, { "time": "13:28", "open": 140.0, "high": 140.0, "low": 140.0, "close": 140.0, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 140.0, "ts": "2026-06-29T13:28:05", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 140.0, "ask1": 140.01, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W96", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.48, "exec_low": 58.34, "exec_high": 58.34, "invalid_price": 55.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 53.0305, "price_vs_vwap_pct": -3.2444, "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": 0.7054, "prev_amount_yi": 0.7911, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 50.73, "high": 50.74, "low": 50.73, "close": 50.74, "amount_yi": 0.2509 }, { "time": "13:25", "open": 50.8, "high": 50.97, "low": 50.8, "close": 50.97, "amount_yi": 0.1321 }, { "time": "13:26", "open": 51.01, "high": 51.01, "low": 51.01, "close": 51.01, "amount_yi": 0.1015 }, { "time": "13:27", "open": 51.11, "high": 51.2, "low": 51.11, "close": 51.2, "amount_yi": 0.1593 }, { "time": "13:28", "open": 51.31, "high": 51.31, "low": 51.31, "close": 51.31, "amount_yi": 0.0616 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.31, "ts": "2026-06-29T13:28:03", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.31, "ask1": 51.32, "bid_qty1": 10, "ask_qty1": 24 }, "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": "2026-06-29T13:28:08", "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": 9.7358, "price_vs_vwap_pct": 0.6594, "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": 0.0834, "prev_amount_yi": 0.092, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9065, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0158 }, { "time": "13:25", "open": 9.82, "high": 9.82, "low": 9.81, "close": 9.81, "amount_yi": 0.0316 }, { "time": "13:26", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0151 }, { "time": "13:27", "open": 9.82, "high": 9.82, "low": 9.81, "close": 9.81, "amount_yi": 0.019 }, { "time": "13:28", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.8, "ts": "2026-06-29T13:28:03", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.8, "ask1": 9.81, "bid_qty1": 1579, "ask_qty1": 2004 }, "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": "2026-06-29T13:28:08", "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": 41.9988, "price_vs_vwap_pct": 1.7648, "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": 0.0108, "prev_amount_yi": 0.0075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.44, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 42.68, "high": 42.7, "low": 42.68, "close": 42.7, "amount_yi": 0.0016 }, { "time": "13:25", "open": 42.71, "high": 42.72, "low": 42.71, "close": 42.72, "amount_yi": 0.0015 }, { "time": "13:26", "open": 42.74, "high": 42.74, "low": 42.74, "close": 42.74, "amount_yi": 0.0002 }, { "time": "13:27", "open": 42.78, "high": 42.78, "low": 42.77, "close": 42.77, "amount_yi": 0.006 }, { "time": "13:28", "open": 42.74, "high": 42.74, "low": 42.74, "close": 42.74, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.74, "ts": "2026-06-29T13:28:06", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 42.74, "ask1": 42.75, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-29T13:28:08", "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": 4.685, "price_vs_vwap_pct": 0.9605, "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": 0.0528, "prev_amount_yi": 0.0723, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 4.72, "high": 4.73, "low": 4.72, "close": 4.73, "amount_yi": 0.0073 }, { "time": "13:25", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0058 }, { "time": "13:26", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0008 }, { "time": "13:27", "open": 4.73, "high": 4.74, "low": 4.73, "close": 4.74, "amount_yi": 0.0049 }, { "time": "13:28", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.73, "ts": "2026-06-29T13:28:03", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.73, "ask1": 4.74, "bid_qty1": 626, "ask_qty1": 4914 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM", "symbol": "SHSE.600919", "name": "江苏银行", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.25, "exec_low": 11.42, "exec_high": 11.42, "invalid_price": 10.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "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": 10.9959, "price_vs_vwap_pct": 0.9467, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3772, "prev_amount_yi": 0.2097, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7988, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 11.1, "high": 11.11, "low": 11.1, "close": 11.11, "amount_yi": 0.1457 }, { "time": "13:25", "open": 11.13, "high": 11.13, "low": 11.12, "close": 11.12, "amount_yi": 0.1079 }, { "time": "13:26", "open": 11.12, "high": 11.12, "low": 11.12, "close": 11.12, "amount_yi": 0.0533 }, { "time": "13:27", "open": 11.12, "high": 11.12, "low": 11.09, "close": 11.09, "amount_yi": 0.0615 }, { "time": "13:28", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.1, "ts": "2026-06-29T13:28:03", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.09, "ask1": 11.1, "bid_qty1": 1116, "ask_qty1": 1688 }, "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": "2026-06-29T13:28:08", "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": 43.4442, "price_vs_vwap_pct": 0.819, "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": 0.0765, "prev_amount_yi": 0.1536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 43.86, "high": 43.86, "low": 43.82, "close": 43.82, "amount_yi": 0.018 }, { "time": "13:25", "open": 43.99, "high": 43.99, "low": 43.96, "close": 43.96, "amount_yi": 0.0234 }, { "time": "13:26", "open": 43.93, "high": 43.93, "low": 43.93, "close": 43.93, "amount_yi": 0.0097 }, { "time": "13:27", "open": 43.85, "high": 43.85, "low": 43.83, "close": 43.83, "amount_yi": 0.0202 }, { "time": "13:28", "open": 43.8, "high": 43.8, "low": 43.8, "close": 43.8, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.8, "ts": "2026-06-29T13:28:03", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.8, "ask1": 43.81, "bid_qty1": 140, "ask_qty1": 57 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T13:28:08", "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": 6.58, "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": 6.2788, "price_vs_vwap_pct": 1.134, "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": 0.0611, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 6.36, "high": 6.36, "low": 6.35, "close": 6.35, "amount_yi": 0.0041 }, { "time": "13:25", "open": 6.37, "high": 6.38, "low": 6.37, "close": 6.38, "amount_yi": 0.0229 }, { "time": "13:26", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0038 }, { "time": "13:27", "open": 6.38, "high": 6.38, "low": 6.36, "close": 6.36, "amount_yi": 0.0226 }, { "time": "13:28", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.35, "ts": "2026-06-29T13:28:03", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.35, "ask1": 6.36, "bid_qty1": 1343, "ask_qty1": 91 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T13:28:08", "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": 5.8884, "price_vs_vwap_pct": 0.5366, "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": 0.0077, "prev_amount_yi": 0.0258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2984, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0018 }, { "time": "13:25", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0022 }, { "time": "13:26", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0009 }, { "time": "13:27", "open": 5.94, "high": 5.94, "low": 5.92, "close": 5.92, "amount_yi": 0.0026 }, { "time": "13:28", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:03", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.92, "ask1": 5.93, "bid_qty1": 1004, "ask_qty1": 645 }, "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": "2026-06-29T13:28:08", "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": 5.7303, "price_vs_vwap_pct": 1.0418, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3815, "prev_amount_yi": 0.1353, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.1316 }, { "time": "13:25", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0808 }, { "time": "13:26", "open": 5.81, "high": 5.81, "low": 5.81, "close": 5.81, "amount_yi": 0.1074 }, { "time": "13:27", "open": 5.8, "high": 5.8, "low": 5.79, "close": 5.79, "amount_yi": 0.0459 }, { "time": "13:28", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.79, "ts": "2026-06-29T13:28:05", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.79, "ask1": 5.8, "bid_qty1": 18040, "ask_qty1": 5764 }, "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": "2026-06-29T13:28:08", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2098, "prev_amount_yi": 0.2848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 116.14, "high": 116.14, "low": 116.14, "close": 116.14, "amount_yi": 0.0483 }, { "time": "13:25", "open": 115.9, "high": 115.91, "low": 115.9, "close": 115.91, "amount_yi": 0.0281 }, { "time": "13:26", "open": 116.45, "high": 116.45, "low": 116.45, "close": 116.45, "amount_yi": 0.0587 }, { "time": "13:27", "open": 116.0, "high": 116.17, "low": 116.0, "close": 116.17, "amount_yi": 0.0416 }, { "time": "13:28", "open": 116.17, "high": 116.17, "low": 116.17, "close": 116.17, "amount_yi": 0.0331 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.17, "ts": "2026-06-29T13:28:03", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 116.19, "ask1": 116.3, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:28:08", "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": 7.1664, "price_vs_vwap_pct": 0.7479, "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": 0.2956, "prev_amount_yi": 0.3819, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.774, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 7.21, "high": 7.22, "low": 7.21, "close": 7.22, "amount_yi": 0.0283 }, { "time": "13:25", "open": 7.22, "high": 7.23, "low": 7.22, "close": 7.23, "amount_yi": 0.084 }, { "time": "13:26", "open": 7.23, "high": 7.23, "low": 7.23, "close": 7.23, "amount_yi": 0.1262 }, { "time": "13:27", "open": 7.24, "high": 7.24, "low": 7.22, "close": 7.22, "amount_yi": 0.0518 }, { "time": "13:28", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.22, "ts": "2026-06-29T13:28:05", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.22, "ask1": 7.23, "bid_qty1": 5053, "ask_qty1": 10639 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T13:28:08", "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": 37.56, "max_chase_pct": 1.5, "base_exec_high": 37.02, "dynamic_exec_high": null, "entry_zone_low": 35.92, "entry_zone_high": 37.02, "entry_risk_pct": null, "intraday_vwap": 36.1312, "price_vs_vwap_pct": 0.7993, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5434, "prev_amount_yi": 0.3818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4233, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 36.38, "high": 36.38, "low": 36.37, "close": 36.37, "amount_yi": 0.0905 }, { "time": "13:25", "open": 36.41, "high": 36.44, "low": 36.41, "close": 36.44, "amount_yi": 0.2232 }, { "time": "13:26", "open": 36.45, "high": 36.45, "low": 36.45, "close": 36.45, "amount_yi": 0.0473 }, { "time": "13:27", "open": 36.47, "high": 36.47, "low": 36.44, "close": 36.44, "amount_yi": 0.117 }, { "time": "13:28", "open": 36.42, "high": 36.42, "low": 36.42, "close": 36.42, "amount_yi": 0.0654 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.42, "ts": "2026-06-29T13:28:04", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.41, "ask1": 36.42, "bid_qty1": 352, "ask_qty1": 28 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T13:28:08", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1988, "prev_amount_yi": 0.2252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 112.7, "high": 112.7, "low": 112.5, "close": 112.5, "amount_yi": 0.0324 }, { "time": "13:25", "open": 112.84, "high": 112.91, "low": 112.84, "close": 112.91, "amount_yi": 0.0751 }, { "time": "13:26", "open": 113.05, "high": 113.05, "low": 113.05, "close": 113.05, "amount_yi": 0.0206 }, { "time": "13:27", "open": 113.15, "high": 113.15, "low": 112.77, "close": 112.77, "amount_yi": 0.04 }, { "time": "13:28", "open": 112.42, "high": 112.42, "low": 112.42, "close": 112.42, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.42, "ts": "2026-06-29T13:28:05", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.41, "ask1": 112.5, "bid_qty1": 4, "ask_qty1": 7 }, "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": "2026-06-29T13:28:08", "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": 8.4942, "price_vs_vwap_pct": -3.9344, "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": 0.0146, "prev_amount_yi": 0.0197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.0073 }, { "time": "13:25", "open": 8.16, "high": 8.16, "low": 8.16, "close": 8.16, "amount_yi": 0.0026 }, { "time": "13:26", "open": 8.16, "high": 8.16, "low": 8.16, "close": 8.16, "amount_yi": 0.0012 }, { "time": "13:27", "open": 8.16, "high": 8.16, "low": 8.16, "close": 8.16, "amount_yi": 0.0031 }, { "time": "13:28", "open": 8.16, "high": 8.16, "low": 8.16, "close": 8.16, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.16, "ts": "2026-06-29T13:28:06", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.16, "ask1": 8.17, "bid_qty1": 10, "ask_qty1": 261 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603986:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603986:VWAP_RECLAIM", "symbol": "SHSE.603986", "name": "兆易创新", "side": "BUY", "priority": "W110", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 779.0, "exec_low": 790.68, "exec_high": 790.68, "invalid_price": 755.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:28:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 802.37, "max_chase_pct": 1.5, "base_exec_high": 790.68, "dynamic_exec_high": null, "entry_zone_low": 767.31, "entry_zone_high": 790.68, "entry_risk_pct": null, "intraday_vwap": 789.1015, "price_vs_vwap_pct": 1.7752, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.3831, "prev_amount_yi": 4.7157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9295, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 799.79, "high": 799.79, "low": 798.5, "close": 798.5, "amount_yi": 0.9826 }, { "time": "13:25", "open": 799.49, "high": 801.0, "low": 799.49, "close": 801.0, "amount_yi": 1.4118 }, { "time": "13:26", "open": 800.54, "high": 800.54, "low": 800.54, "close": 800.54, "amount_yi": 0.4589 }, { "time": "13:27", "open": 799.16, "high": 800.4, "low": 799.16, "close": 800.4, "amount_yi": 0.6377 }, { "time": "13:28", "open": 803.11, "high": 803.11, "low": 803.11, "close": 803.11, "amount_yi": 0.8921 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 803.11, "ts": "2026-06-29T13:28:05", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 803.12, "ask1": 803.29, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:28:08", "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": 20.2635, "price_vs_vwap_pct": 0.8217, "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": 0.1413, "prev_amount_yi": 0.1476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0347 }, { "time": "13:25", "open": 20.45, "high": 20.45, "low": 20.42, "close": 20.42, "amount_yi": 0.0451 }, { "time": "13:26", "open": 20.44, "high": 20.44, "low": 20.44, "close": 20.44, "amount_yi": 0.0222 }, { "time": "13:27", "open": 20.46, "high": 20.46, "low": 20.44, "close": 20.44, "amount_yi": 0.0264 }, { "time": "13:28", "open": 20.43, "high": 20.43, "low": 20.43, "close": 20.43, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.43, "ts": "2026-06-29T13:28:05", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.43, "ask1": 20.44, "bid_qty1": 629, "ask_qty1": 68 }, "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": "2026-06-29T13:28:08", "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": 48.7312, "price_vs_vwap_pct": 1.3724, "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": 0.0378, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.25, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 49.22, "high": 49.22, "low": 49.19, "close": 49.19, "amount_yi": 0.0102 }, { "time": "13:25", "open": 49.19, "high": 49.19, "low": 49.19, "close": 49.19, "amount_yi": 0.0021 }, { "time": "13:26", "open": 49.2, "high": 49.2, "low": 49.2, "close": 49.2, "amount_yi": 0.0008 }, { "time": "13:27", "open": 49.2, "high": 49.44, "low": 49.2, "close": 49.44, "amount_yi": 0.0164 }, { "time": "13:28", "open": 49.4, "high": 49.4, "low": 49.4, "close": 49.4, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.4, "ts": "2026-06-29T13:28:04", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 49.4, "ask1": 49.49, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:28:08", "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": 3.4692, "intraday_vwap": 22.6877, "price_vs_vwap_pct": 1.5528, "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": 0.0093, "prev_amount_yi": 0.0115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 23.16, "high": 23.16, "low": 23.13, "close": 23.13, "amount_yi": 0.0014 }, { "time": "13:25", "open": 23.14, "high": 23.14, "low": 23.12, "close": 23.12, "amount_yi": 0.0022 }, { "time": "13:26", "open": 23.13, "high": 23.13, "low": 23.13, "close": 23.13, "amount_yi": 0.0004 }, { "time": "13:27", "open": 23.13, "high": 23.13, "low": 23.09, "close": 23.09, "amount_yi": 0.0048 }, { "time": "13:28", "open": 23.04, "high": 23.04, "low": 23.04, "close": 23.04, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 429.55, "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": 23.04, "ts": "2026-06-29T13:28:05", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.04, "ask1": 23.06, "bid_qty1": 9, "ask_qty1": 13 }, "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": "2026-06-29T13:28:08", "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": 33.5762, "price_vs_vwap_pct": 0.9644, "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": 0.0056, "prev_amount_yi": 0.0079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7089, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 33.85, "high": 33.87, "low": 33.85, "close": 33.87, "amount_yi": 0.0005 }, { "time": "13:25", "open": 33.89, "high": 33.89, "low": 33.89, "close": 33.89, "amount_yi": 0.0008 }, { "time": "13:26", "open": 33.89, "high": 33.89, "low": 33.89, "close": 33.89, "amount_yi": 0.0002 }, { "time": "13:27", "open": 33.9, "high": 33.9, "low": 33.88, "close": 33.88, "amount_yi": 0.0038 }, { "time": "13:28", "open": 33.9, "high": 33.9, "low": 33.9, "close": 33.9, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.9, "ts": "2026-06-29T13:28:04", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 33.9, "ask1": 33.93, "bid_qty1": 4, "ask_qty1": 3 }, "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": "OBSERVE", "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": "2026-06-29T13:28:08", "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": 6.5, "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": 6.1542, "price_vs_vwap_pct": 1.2317, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.235, "prev_amount_yi": 0.1627, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0126 }, { "time": "13:25", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0225 }, { "time": "13:26", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.1334 }, { "time": "13:27", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0618 }, { "time": "13:28", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.23, "ts": "2026-06-29T13:28:03", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 6313, "ask_qty1": 6849 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T13:28:08", "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": 20.3466, "price_vs_vwap_pct": 1.442, "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": 0.0132, "prev_amount_yi": 0.007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 20.63, "high": 20.63, "low": 20.62, "close": 20.62, "amount_yi": 0.0016 }, { "time": "13:25", "open": 20.64, "high": 20.64, "low": 20.63, "close": 20.63, "amount_yi": 0.0004 }, { "time": "13:26", "open": 20.64, "high": 20.64, "low": 20.64, "close": 20.64, "amount_yi": 0.0013 }, { "time": "13:27", "open": 20.64, "high": 20.66, "low": 20.64, "close": 20.66, "amount_yi": 0.0071 }, { "time": "13:28", "open": 20.64, "high": 20.64, "low": 20.64, "close": 20.64, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.64, "ts": "2026-06-29T13:28:04", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.63, "ask1": 20.64, "bid_qty1": 25, "ask_qty1": 78 }, "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": "2026-06-29T13:28:08", "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": 16.6774, "price_vs_vwap_pct": 1.1549, "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": 0.1761, "prev_amount_yi": 0.2057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 16.87, "high": 16.87, "low": 16.86, "close": 16.86, "amount_yi": 0.0299 }, { "time": "13:25", "open": 16.88, "high": 16.88, "low": 16.87, "close": 16.87, "amount_yi": 0.0388 }, { "time": "13:26", "open": 16.9, "high": 16.9, "low": 16.9, "close": 16.9, "amount_yi": 0.0255 }, { "time": "13:27", "open": 16.9, "high": 16.9, "low": 16.87, "close": 16.87, "amount_yi": 0.0717 }, { "time": "13:28", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.87, "ts": "2026-06-29T13:28:03", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.87, "ask1": 16.88, "bid_qty1": 29, "ask_qty1": 650 }, "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": "2026-06-29T13:28:08", "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": 4.9173, "price_vs_vwap_pct": 0.665, "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": 0.0263, "prev_amount_yi": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0081 }, { "time": "13:25", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0021 }, { "time": "13:26", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0012 }, { "time": "13:27", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0097 }, { "time": "13:28", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:28:05", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 10134, "ask_qty1": 27816 }, "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": "OBSERVE", "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": "2026-06-29T13:28:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.97, "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": 22.7332, "price_vs_vwap_pct": 0.9977, "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": 0.026, "prev_amount_yi": 0.046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 22.98, "high": 23.0, "low": 22.98, "close": 23.0, "amount_yi": 0.008 }, { "time": "13:25", "open": 23.01, "high": 23.01, "low": 23.01, "close": 23.01, "amount_yi": 0.008 }, { "time": "13:26", "open": 23.04, "high": 23.04, "low": 23.04, "close": 23.04, "amount_yi": 0.0023 }, { "time": "13:27", "open": 23.02, "high": 23.02, "low": 22.97, "close": 22.97, "amount_yi": 0.0069 }, { "time": "13:28", "open": 22.96, "high": 22.96, "low": 22.96, "close": 22.96, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 859.09, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.96, "ts": "2026-06-29T13:28:05", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.96, "ask1": 22.97, "bid_qty1": 48, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 530698.0, "total_value": 1075191.0, "unrealized_pnl": 83886.0, "unrealized_pnl_pct_of_initial": 8.3886, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 75191.0, "total_pnl_pct": 7.519100000000001 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 97.5, "market_value": 234000.0, "unrealized_pnl": 41280.00000000001, "unrealized_pnl_pct": 21.41967621419676, "updated_at": "2026-06-29T13:28:08", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 21.763575029924915 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.45, "market_value": 227610.0, "unrealized_pnl": 32237.999999999993, "unrealized_pnl_pct": 16.50082918739635, "updated_at": "2026-06-29T13:28:08", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.16926201949235 }, { "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": "2026-06-29T13:28:08", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.425649024219883 } ], "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 } }