{ "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": 0.4962, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8087, "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": 19.999999999999996, "last": 37.08, "vwap": 34.68150305249685, "above_vwap": true, "amount": 3022440726.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.97030209933434, "last": 86.69, "vwap": 87.43608576979517, "above_vwap": false, "amount": 9747969407.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.441767068273089, "last": 38.5, "vwap": 37.42750008945235, "above_vwap": true, "amount": 8379648946.0 }, { "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": 18.5809062798311, "above_vwap": true, "amount": 317274549.0 }, { "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": 41.48813549233726, "above_vwap": true, "amount": 885232347.0 }, { "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": 160.20818188824663, "above_vwap": true, "amount": 1662960928.0 }, { "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": 9.772271534863279, "above_vwap": true, "amount": 778190413.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.188759278897152, "last": 205.93, "vwap": 202.02951795288598, "above_vwap": true, "amount": 7705708859.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.042553191489366, "last": 28.7, "vwap": 28.41108555219043, "above_vwap": true, "amount": 2871488529.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.70865258830127, "last": 58.17, "vwap": 57.3132097553482, "above_vwap": true, "amount": 12237035116.0 }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.581918311151892, "last": 709.8, "vwap": 677.8366445697709, "above_vwap": true, "amount": 3357040887.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.557588805166837, "last": 100.85, "vwap": 100.04003906973831, "above_vwap": true, "amount": 3833144141.0 } ] }, "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": 0.4962, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8087, "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": 19.999999999999996, "last": 37.08, "vwap": 34.68150305249685, "above_vwap": true, "amount": 3022440726.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.97030209933434, "last": 86.69, "vwap": 87.43608576979517, "above_vwap": false, "amount": 9747969407.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.441767068273089, "last": 38.5, "vwap": 37.42750008945235, "above_vwap": true, "amount": 8379648946.0 }, { "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": 18.5809062798311, "above_vwap": true, "amount": 317274549.0 }, { "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": 41.48813549233726, "above_vwap": true, "amount": 885232347.0 }, { "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": 160.20818188824663, "above_vwap": true, "amount": 1662960928.0 }, { "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": 9.772271534863279, "above_vwap": true, "amount": 778190413.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.188759278897152, "last": 205.93, "vwap": 202.02951795288598, "above_vwap": true, "amount": 7705708859.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.042553191489366, "last": 28.7, "vwap": 28.41108555219043, "above_vwap": true, "amount": 2871488529.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.70865258830127, "last": 58.17, "vwap": 57.3132097553482, "above_vwap": true, "amount": 12237035116.0 }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.581918311151892, "last": 709.8, "vwap": 677.8366445697709, "above_vwap": true, "amount": 3357040887.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.557588805166837, "last": 100.85, "vwap": 100.04003906973831, "above_vwap": true, "amount": 3833144141.0 } ] }, "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": 0.4962, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8087, "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": 19.999999999999996, "last": 37.08, "vwap": 34.68150305249685, "above_vwap": true, "amount": 3022440726.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.97030209933434, "last": 86.69, "vwap": 87.43608576979517, "above_vwap": false, "amount": 9747969407.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.441767068273089, "last": 38.5, "vwap": 37.42750008945235, "above_vwap": true, "amount": 8379648946.0 }, { "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": 18.5809062798311, "above_vwap": true, "amount": 317274549.0 }, { "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": 41.48813549233726, "above_vwap": true, "amount": 885232347.0 }, { "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": 160.20818188824663, "above_vwap": true, "amount": 1662960928.0 }, { "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": 9.772271534863279, "above_vwap": true, "amount": 778190413.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.188759278897152, "last": 205.93, "vwap": 202.02951795288598, "above_vwap": true, "amount": 7705708859.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.042553191489366, "last": 28.7, "vwap": 28.41108555219043, "above_vwap": true, "amount": 2871488529.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.70865258830127, "last": 58.17, "vwap": 57.3132097553482, "above_vwap": true, "amount": 12237035116.0 }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.581918311151892, "last": 709.8, "vwap": 677.8366445697709, "above_vwap": true, "amount": 3357040887.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.557588805166837, "last": 100.85, "vwap": 100.04003906973831, "above_vwap": true, "amount": 3833144141.0 } ] }, "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": 0.4962, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8087, "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": 19.999999999999996, "last": 37.08, "vwap": 34.68150305249685, "above_vwap": true, "amount": 3022440726.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.97030209933434, "last": 86.69, "vwap": 87.43608576979517, "above_vwap": false, "amount": 9747969407.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.441767068273089, "last": 38.5, "vwap": 37.42750008945235, "above_vwap": true, "amount": 8379648946.0 }, { "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": 18.5809062798311, "above_vwap": true, "amount": 317274549.0 }, { "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": 41.48813549233726, "above_vwap": true, "amount": 885232347.0 }, { "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": 160.20818188824663, "above_vwap": true, "amount": 1662960928.0 }, { "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": 9.772271534863279, "above_vwap": true, "amount": 778190413.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.188759278897152, "last": 205.93, "vwap": 202.02951795288598, "above_vwap": true, "amount": 7705708859.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.042553191489366, "last": 28.7, "vwap": 28.41108555219043, "above_vwap": true, "amount": 2871488529.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.70865258830127, "last": 58.17, "vwap": 57.3132097553482, "above_vwap": true, "amount": 12237035116.0 }, { "symbol": "SHSE.688627", "name": "精智达", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.581918311151892, "last": 709.8, "vwap": 677.8366445697709, "above_vwap": true, "amount": 3357040887.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.557588805166837, "last": 100.85, "vwap": 100.04003906973831, "above_vwap": true, "amount": 3833144141.0 } ] }, "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": "2026-06-29T13:36:32", "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": "2026-06-29T13:36:32", "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": 0.1299, "prev_amount_yi": 1.1565, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1123, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0527 }, { "time": "13:34", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0438 }, { "time": "13:36", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0334 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.08, "ts": "2026-06-29T13:36:29", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 63418, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH", "symbol": "SZSE.300260", "name": "新莱应材", "side": "BUY", "priority": "P1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.33, "exec_low": 97.33, "exec_high": 100.25, "invalid_price": 94.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 100.04, "price_vs_vwap_pct": 0.8097, "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": 0.2333, "prev_amount_yi": 0.2342, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:33", "open": 100.2, "high": 100.32, "low": 100.2, "close": 100.32, "amount_yi": 0.0449 }, { "time": "13:34", "open": 100.47, "high": 100.51, "low": 100.47, "close": 100.51, "amount_yi": 0.0751 }, { "time": "13:36", "open": 100.48, "high": 100.85, "low": 100.48, "close": 100.85, "amount_yi": 0.1133 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.85, "ts": "2026-06-29T13:36:30", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 100.74, "ask1": 100.85, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:36:32", "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": 27.7576, "price_vs_vwap_pct": -2.3331, "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": 0.0215, "prev_amount_yi": 0.0202, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:33", "open": 27.15, "high": 27.2, "low": 27.15, "close": 27.2, "amount_yi": 0.0058 }, { "time": "13:34", "open": 27.17, "high": 27.19, "low": 27.17, "close": 27.19, "amount_yi": 0.0052 }, { "time": "13:36", "open": 27.18, "high": 27.18, "low": 27.11, "close": 27.11, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.11, "ts": "2026-06-29T13:36:27", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.1, "ask1": 27.12, "bid_qty1": 30, "ask_qty1": 3 }, "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": "2026-06-29T13:36:32", "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": 11.3521, "price_vs_vwap_pct": -3.454, "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": 0.2638, "prev_amount_yi": 0.2855, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:33", "open": 10.94, "high": 10.95, "low": 10.94, "close": 10.95, "amount_yi": 0.0467 }, { "time": "13:34", "open": 10.95, "high": 10.96, "low": 10.95, "close": 10.96, "amount_yi": 0.0652 }, { "time": "13:36", "open": 10.98, "high": 10.98, "low": 10.96, "close": 10.96, "amount_yi": 0.1519 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.96, "ts": "2026-06-29T13:36:30", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 10.95, "ask1": 10.96, "bid_qty1": 240, "ask_qty1": 97 }, "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": "OBSERVE", "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": "2026-06-29T13:36:32", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3958, "prev_amount_yi": 0.2324, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7031, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:33", "open": 204.0, "high": 204.45, "low": 204.0, "close": 204.45, "amount_yi": 0.1439 }, { "time": "13:34", "open": 203.3, "high": 204.0, "low": 203.3, "close": 204.0, "amount_yi": 0.1458 }, { "time": "13:36", "open": 204.71, "high": 204.98, "low": 204.71, "close": 204.98, "amount_yi": 0.1061 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 204.98, "ts": "2026-06-29T13:36:29", "prev_close": 201.99, "open": 195.0, "high": 206.5, "low": 183.0, "bid1": 204.95, "ask1": 204.98, "bid_qty1": 0, "ask_qty1": 32 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T13:36:32", "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": 14.12, "price_vs_vwap_pct": -1.4164, "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": 0.0634, "prev_amount_yi": 0.0892, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 13.96, "high": 13.97, "low": 13.96, "close": 13.97, "amount_yi": 0.0186 }, { "time": "13:34", "open": 13.99, "high": 13.99, "low": 13.97, "close": 13.97, "amount_yi": 0.0145 }, { "time": "13:36", "open": 13.99, "high": 13.99, "low": 13.92, "close": 13.92, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.92, "ts": "2026-06-29T13:36:28", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.92, "ask1": 13.94, "bid_qty1": 317, "ask_qty1": 92 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM", "symbol": "SZSE.002119", "name": "康强电子", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 37.02, "exec_low": 37.02, "exec_high": 38.13, "invalid_price": 35.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 35.5501, "price_vs_vwap_pct": -0.816, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2932, "prev_amount_yi": 0.2119, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 34.91, "high": 35.0, "low": 34.91, "close": 35.0, "amount_yi": 0.0593 }, { "time": "13:34", "open": 35.2, "high": 35.2, "low": 35.13, "close": 35.13, "amount_yi": 0.0806 }, { "time": "13:36", "open": 35.29, "high": 35.29, "low": 35.26, "close": 35.26, "amount_yi": 0.1533 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.26, "ts": "2026-06-29T13:36:30", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.32, "bid1": 35.26, "ask1": 35.28, "bid_qty1": 2, "ask_qty1": 15 }, "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": "2026-06-29T13:36:32", "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": 27.2725, "price_vs_vwap_pct": -6.0959, "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": 0.0264, "prev_amount_yi": 0.0203, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3005, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.003 }, { "time": "13:34", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0025 }, { "time": "13:36", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 55301 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM", "symbol": "SZSE.002559", "name": "亚威股份", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 12.31, "exec_low": 12.31, "exec_high": 12.68, "invalid_price": 11.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 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": 5.0874, "intraday_vwap": 12.4581, "price_vs_vwap_pct": 0.8982, "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": 0.1549, "prev_amount_yi": 0.2222, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 12.67, "high": 12.67, "low": 12.66, "close": 12.66, "amount_yi": 0.0448 }, { "time": "13:34", "open": 12.66, "high": 12.66, "low": 12.64, "close": 12.64, "amount_yi": 0.0442 }, { "time": "13:36", "open": 12.59, "high": 12.59, "low": 12.57, "close": 12.57, "amount_yi": 0.0659 } ] }, "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": 12.57, "ts": "2026-06-29T13:36:30", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.57, "ask1": 12.58, "bid_qty1": 2, "ask_qty1": 334 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 29.6, "exec_low": 29.6, "exec_high": 30.49, "invalid_price": 28.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 5.497, "intraday_vwap": 31.0342, "price_vs_vwap_pct": -2.1402, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2623, "prev_amount_yi": 0.2308, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1365, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 30.32, "high": 30.34, "low": 30.32, "close": 30.34, "amount_yi": 0.0544 }, { "time": "13:34", "open": 30.39, "high": 30.47, "low": 30.39, "close": 30.47, "amount_yi": 0.0603 }, { "time": "13:36", "open": 30.39, "high": 30.39, "low": 30.37, "close": 30.37, "amount_yi": 0.1476 } ] }, "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": 30.37, "ts": "2026-06-29T13:36:28", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 30.37, "ask1": 30.38, "bid_qty1": 25, "ask_qty1": 39 }, "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": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 227.51, "max_chase_pct": 3.0, "base_exec_high": 227.51, "dynamic_exec_high": null, "entry_zone_low": 217.57, "entry_zone_high": 224.19, "entry_risk_pct": null, "intraday_vwap": 221.4216, "price_vs_vwap_pct": -0.6736, "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": 0.2496, "prev_amount_yi": 0.2674, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 219.12, "high": 219.12, "low": 219.1, "close": 219.1, "amount_yi": 0.0622 }, { "time": "13:34", "open": 219.99, "high": 219.99, "low": 219.59, "close": 219.59, "amount_yi": 0.0657 }, { "time": "13:36", "open": 219.8, "high": 219.93, "low": 219.8, "close": 219.93, "amount_yi": 0.1217 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 219.93, "ts": "2026-06-29T13:36:30", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 219.93, "ask1": 219.99, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 59.238, "price_vs_vwap_pct": -3.9637, "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": 0.0981, "prev_amount_yi": 0.1931, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.508, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 56.6, "high": 56.66, "low": 56.6, "close": 56.66, "amount_yi": 0.034 }, { "time": "13:34", "open": 56.67, "high": 56.75, "low": 56.67, "close": 56.75, "amount_yi": 0.0236 }, { "time": "13:36", "open": 56.82, "high": 56.89, "low": 56.82, "close": 56.89, "amount_yi": 0.0405 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.89, "ts": "2026-06-29T13:36:30", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.88, "ask1": 56.9, "bid_qty1": 52, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 92.0451, "price_vs_vwap_pct": 0.3856, "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": 0.2415, "prev_amount_yi": 0.3279, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7365, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:33", "open": 92.1, "high": 92.1, "low": 92.07, "close": 92.07, "amount_yi": 0.0989 }, { "time": "13:34", "open": 92.18, "high": 92.28, "low": 92.18, "close": 92.28, "amount_yi": 0.0431 }, { "time": "13:36", "open": 92.35, "high": 92.4, "low": 92.35, "close": 92.4, "amount_yi": 0.0995 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129171.96, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.4, "ts": "2026-06-29T13:36:28", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 92.38, "ask1": 92.39, "bid_qty1": 11, "ask_qty1": 8 }, "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": "2026-06-29T13:36:32", "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": 41.4881, "price_vs_vwap_pct": 1.499, "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": 0.0236, "prev_amount_yi": 0.007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:30", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0009 }, { "time": "13:31", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.001 }, { "time": "13:32", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0187 }, { "time": "13:33", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0014 }, { "time": "13:36", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:27", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 34711, "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": "2026-06-29T13:36:32", "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": 41.2874, "price_vs_vwap_pct": -2.1978, "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": 0.1087, "prev_amount_yi": 0.1745, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:31", "open": 40.2, "high": 40.2, "low": 40.2, "close": 40.2, "amount_yi": 0.0052 }, { "time": "13:32", "open": 40.14, "high": 40.27, "low": 40.14, "close": 40.27, "amount_yi": 0.0356 }, { "time": "13:33", "open": 40.23, "high": 40.31, "low": 40.23, "close": 40.31, "amount_yi": 0.0108 }, { "time": "13:34", "open": 40.35, "high": 40.36, "low": 40.35, "close": 40.36, "amount_yi": 0.0227 }, { "time": "13:36", "open": 40.41, "high": 40.41, "low": 40.38, "close": 40.38, "amount_yi": 0.0344 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.38, "ts": "2026-06-29T13:36:29", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.34, "ask1": 40.38, "bid_qty1": 3, "ask_qty1": 40 }, "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": "2026-06-29T13:36:32", "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": 29.5274, "price_vs_vwap_pct": 3.3278, "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": 0.0517, "prev_amount_yi": 0.0259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:31", "open": 30.13, "high": 30.13, "low": 30.13, "close": 30.13, "amount_yi": 0.0028 }, { "time": "13:32", "open": 30.15, "high": 30.25, "low": 30.15, "close": 30.25, "amount_yi": 0.0059 }, { "time": "13:33", "open": 30.38, "high": 30.4, "low": 30.38, "close": 30.4, "amount_yi": 0.0047 }, { "time": "13:34", "open": 30.4, "high": 30.49, "low": 30.4, "close": 30.49, "amount_yi": 0.0111 }, { "time": "13:36", "open": 30.57, "high": 30.57, "low": 30.51, "close": 30.51, "amount_yi": 0.0272 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.51, "ts": "2026-06-29T13:36:30", "prev_close": 28.83, "open": 29.99, "high": 31.68, "low": 27.33, "bid1": 30.49, "ask1": 30.51, "bid_qty1": 47, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603155:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603155:WATCH_CONFIRM", "symbol": "SHSE.603155", "name": "新亚强", "side": "BUY", "priority": "W3", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 25.34, "exec_low": 25.34, "exec_high": 25.72, "invalid_price": 24.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 26.785, "price_vs_vwap_pct": 0.1307, "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": 0.13, "prev_amount_yi": 0.0544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:31", "open": 27.11, "high": 27.11, "low": 27.11, "close": 27.11, "amount_yi": 0.0019 }, { "time": "13:32", "open": 27.01, "high": 27.01, "low": 26.98, "close": 26.98, "amount_yi": 0.0305 }, { "time": "13:33", "open": 27.04, "high": 27.04, "low": 26.98, "close": 26.98, "amount_yi": 0.0258 }, { "time": "13:34", "open": 26.95, "high": 26.95, "low": 26.93, "close": 26.93, "amount_yi": 0.0265 }, { "time": "13:36", "open": 26.91, "high": 26.91, "low": 26.82, "close": 26.82, "amount_yi": 0.0453 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.82, "ts": "2026-06-29T13:36:28", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 26.8, "ask1": 26.82, "bid_qty1": 130, "ask_qty1": 44 }, "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": "2026-06-29T13:36:32", "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": 3.2675, "price_vs_vwap_pct": -2.6779, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5585, "prev_amount_yi": 0.2428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:31", "open": 3.16, "high": 3.16, "low": 3.16, "close": 3.16, "amount_yi": 0.0706 }, { "time": "13:32", "open": 3.16, "high": 3.16, "low": 3.16, "close": 3.16, "amount_yi": 0.0846 }, { "time": "13:33", "open": 3.17, "high": 3.17, "low": 3.16, "close": 3.16, "amount_yi": 0.0362 }, { "time": "13:34", "open": 3.17, "high": 3.18, "low": 3.17, "close": 3.18, "amount_yi": 0.0969 }, { "time": "13:36", "open": 3.2, "high": 3.2, "low": 3.18, "close": 3.18, "amount_yi": 0.2702 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.18, "ts": "2026-06-29T13:36:30", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.17, "ask1": 3.18, "bid_qty1": 4224, "ask_qty1": 5821 }, "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": "2026-06-29T13:36:32", "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": 9.2698, "price_vs_vwap_pct": -2.1554, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.314, "prev_amount_yi": 0.2342, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3407, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:31", "open": 9.08, "high": 9.08, "low": 9.08, "close": 9.08, "amount_yi": 0.0311 }, { "time": "13:32", "open": 9.07, "high": 9.08, "low": 9.07, "close": 9.08, "amount_yi": 0.127 }, { "time": "13:33", "open": 9.05, "high": 9.06, "low": 9.05, "close": 9.06, "amount_yi": 0.0337 }, { "time": "13:34", "open": 9.06, "high": 9.06, "low": 9.06, "close": 9.06, "amount_yi": 0.0554 }, { "time": "13:36", "open": 9.07, "high": 9.07, "low": 9.07, "close": 9.07, "amount_yi": 0.0668 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.07, "ts": "2026-06-29T13:36:30", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.06, "ask1": 9.07, "bid_qty1": 3623, "ask_qty1": 235 }, "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": "2026-06-29T13:36:32", "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": 5.4666, "price_vs_vwap_pct": -4.511, "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": 0.0561, "prev_amount_yi": 0.04, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:31", "open": 5.25, "high": 5.25, "low": 5.25, "close": 5.25, "amount_yi": 0.0048 }, { "time": "13:32", "open": 5.22, "high": 5.22, "low": 5.21, "close": 5.21, "amount_yi": 0.0264 }, { "time": "13:33", "open": 5.22, "high": 5.22, "low": 5.22, "close": 5.22, "amount_yi": 0.0047 }, { "time": "13:34", "open": 5.22, "high": 5.22, "low": 5.22, "close": 5.22, "amount_yi": 0.0086 }, { "time": "13:36", "open": 5.21, "high": 5.22, "low": 5.21, "close": 5.22, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.22, "ts": "2026-06-29T13:36:30", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.21, "ask1": 5.22, "bid_qty1": 2218, "ask_qty1": 206 }, "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": "2026-06-29T13:36:32", "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": 0.1792, "prev_amount_yi": 0.1752, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 191.65, "high": 191.65, "low": 191.65, "close": 191.65, "amount_yi": 0.0515 }, { "time": "13:32", "open": 191.59, "high": 191.59, "low": 190.66, "close": 190.66, "amount_yi": 0.0184 }, { "time": "13:33", "open": 190.5, "high": 191.0, "low": 190.5, "close": 191.0, "amount_yi": 0.0123 }, { "time": "13:34", "open": 191.0, "high": 191.5, "low": 191.0, "close": 191.5, "amount_yi": 0.0281 }, { "time": "13:36", "open": 191.01, "high": 191.41, "low": 191.01, "close": 191.41, "amount_yi": 0.0689 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 191.41, "ts": "2026-06-29T13:36:29", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 190.84, "ask1": 191.43, "bid_qty1": 2, "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": "2026-06-29T13:36:32", "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": 48.2998, "price_vs_vwap_pct": -2.0493, "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": 1.2374, "prev_amount_yi": 1.4468, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 47.0, "high": 47.0, "low": 47.0, "close": 47.0, "amount_yi": 0.0803 }, { "time": "13:32", "open": 47.0, "high": 47.0, "low": 46.94, "close": 46.94, "amount_yi": 0.2348 }, { "time": "13:33", "open": 47.07, "high": 47.14, "low": 47.07, "close": 47.14, "amount_yi": 0.1375 }, { "time": "13:34", "open": 47.18, "high": 47.23, "low": 47.18, "close": 47.23, "amount_yi": 0.2534 }, { "time": "13:36", "open": 47.37, "high": 47.37, "low": 47.31, "close": 47.31, "amount_yi": 0.5314 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.31, "ts": "2026-06-29T13:36:27", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.31, "ask1": 47.33, "bid_qty1": 74, "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": "2026-06-29T13:36:32", "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": 75.2645, "price_vs_vwap_pct": -3.3542, "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": 0.3504, "prev_amount_yi": 0.3603, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 72.34, "high": 72.34, "low": 72.34, "close": 72.34, "amount_yi": 0.0333 }, { "time": "13:32", "open": 72.17, "high": 72.19, "low": 72.17, "close": 72.19, "amount_yi": 0.0705 }, { "time": "13:33", "open": 72.3, "high": 72.45, "low": 72.3, "close": 72.45, "amount_yi": 0.0636 }, { "time": "13:34", "open": 72.72, "high": 73.13, "low": 72.72, "close": 73.13, "amount_yi": 0.0902 }, { "time": "13:36", "open": 72.73, "high": 72.74, "low": 72.73, "close": 72.74, "amount_yi": 0.0928 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.74, "ts": "2026-06-29T13:36:30", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 72.74, "ask1": 72.77, "bid_qty1": 41, "ask_qty1": 7 }, "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": "2026-06-29T13:36:32", "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": 20.467, "price_vs_vwap_pct": -3.8941, "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": 0.0051, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0004 }, { "time": "13:32", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0012 }, { "time": "13:33", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0007 }, { "time": "13:34", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0003 }, { "time": "13:36", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 41014 }, "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": "2026-06-29T13:36:32", "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": 61.4094, "price_vs_vwap_pct": 3.3392, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9386, "prev_amount_yi": 0.6037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5547, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 63.73, "high": 63.73, "low": 63.73, "close": 63.73, "amount_yi": 0.0656 }, { "time": "13:32", "open": 63.87, "high": 63.87, "low": 63.64, "close": 63.64, "amount_yi": 0.4189 }, { "time": "13:33", "open": 63.46, "high": 63.46, "low": 63.32, "close": 63.32, "amount_yi": 0.1755 }, { "time": "13:34", "open": 63.25, "high": 63.25, "low": 63.18, "close": 63.18, "amount_yi": 0.144 }, { "time": "13:36", "open": 63.34, "high": 63.46, "low": 63.34, "close": 63.46, "amount_yi": 0.1346 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.46, "ts": "2026-06-29T13:36:27", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 63.46, "ask1": 63.47, "bid_qty1": 19, "ask_qty1": 38 }, "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": "2026-06-29T13:36:32", "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": 59.6699, "price_vs_vwap_pct": -0.5696, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.014, "prev_amount_yi": 0.3825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 58.6, "high": 58.6, "low": 58.6, "close": 58.6, "amount_yi": 0.0489 }, { "time": "13:32", "open": 58.86, "high": 59.0, "low": 58.86, "close": 59.0, "amount_yi": 0.3188 }, { "time": "13:33", "open": 59.05, "high": 59.05, "low": 58.9, "close": 58.9, "amount_yi": 0.2504 }, { "time": "13:34", "open": 58.99, "high": 58.99, "low": 58.86, "close": 58.86, "amount_yi": 0.1585 }, { "time": "13:36", "open": 59.02, "high": 59.33, "low": 59.02, "close": 59.33, "amount_yi": 0.2374 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.33, "ts": "2026-06-29T13:36:30", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 59.31, "ask1": 59.33, "bid_qty1": 86, "ask_qty1": 43 }, "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": "2026-06-29T13:36:32", "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": 20.4673, "price_vs_vwap_pct": -1.0617, "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": 0.0136, "prev_amount_yi": 0.0124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 20.24, "high": 20.24, "low": 20.24, "close": 20.24, "amount_yi": 0.0005 }, { "time": "13:32", "open": 20.17, "high": 20.2, "low": 20.17, "close": 20.2, "amount_yi": 0.0009 }, { "time": "13:33", "open": 20.25, "high": 20.25, "low": 20.25, "close": 20.25, "amount_yi": 0.0025 }, { "time": "13:34", "open": 20.23, "high": 20.27, "low": 20.23, "close": 20.27, "amount_yi": 0.0021 }, { "time": "13:36", "open": 20.29, "high": 20.29, "low": 20.25, "close": 20.25, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.25, "ts": "2026-06-29T13:36:27", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.25, "ask1": 20.26, "bid_qty1": 9, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688519:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688519:BREAK_PREV_HIGH", "symbol": "SHSE.688519", "name": "南亚新材", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 439.82, "exec_low": 439.82, "exec_high": 446.42, "invalid_price": 426.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.375, "prev_amount_yi": 0.295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 371.94, "high": 371.94, "low": 371.94, "close": 371.94, "amount_yi": 0.0355 }, { "time": "13:32", "open": 374.0, "high": 374.0, "low": 373.99, "close": 373.99, "amount_yi": 0.0819 }, { "time": "13:33", "open": 372.01, "high": 372.01, "low": 372.0, "close": 372.0, "amount_yi": 0.0527 }, { "time": "13:34", "open": 373.19, "high": 373.19, "low": 372.0, "close": 372.0, "amount_yi": 0.049 }, { "time": "13:36", "open": 373.93, "high": 377.0, "low": 373.93, "close": 377.0, "amount_yi": 0.1559 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 377.0, "ts": "2026-06-29T13:36:30", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 377.0, "ask1": 377.06, "bid_qty1": 29, "ask_qty1": 5 }, "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": "TOUCHED", "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": "2026-06-29T13:36:32", "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": 377.65, "max_chase_pct": 1.5, "base_exec_high": 372.15, "dynamic_exec_high": null, "entry_zone_low": 361.15, "entry_zone_high": 372.15, "entry_risk_pct": null, "intraday_vwap": 365.946, "price_vs_vwap_pct": 2.5561, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0635, "prev_amount_yi": 0.8693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 372.79, "high": 372.79, "low": 372.79, "close": 372.79, "amount_yi": 0.0671 }, { "time": "13:32", "open": 371.2, "high": 371.2, "low": 370.0, "close": 370.0, "amount_yi": 0.3041 }, { "time": "13:33", "open": 369.71, "high": 371.35, "low": 369.71, "close": 371.35, "amount_yi": 0.3056 }, { "time": "13:34", "open": 371.21, "high": 372.21, "low": 371.21, "close": 372.21, "amount_yi": 0.1234 }, { "time": "13:36", "open": 374.12, "high": 375.3, "low": 374.12, "close": 375.3, "amount_yi": 0.2633 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 375.3, "ts": "2026-06-29T13:36:27", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 375.39, "ask1": 375.47, "bid_qty1": 4, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T13:36:32", "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": 67.8321, "price_vs_vwap_pct": -7.4185, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5257, "prev_amount_yi": 0.2341, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 63.67, "high": 63.67, "low": 63.67, "close": 63.67, "amount_yi": 0.0181 }, { "time": "13:32", "open": 63.22, "high": 63.25, "low": 63.22, "close": 63.25, "amount_yi": 0.0969 }, { "time": "13:33", "open": 63.27, "high": 63.44, "low": 63.27, "close": 63.44, "amount_yi": 0.0576 }, { "time": "13:34", "open": 63.5, "high": 63.5, "low": 63.5, "close": 63.5, "amount_yi": 0.0625 }, { "time": "13:36", "open": 63.27, "high": 63.27, "low": 62.8, "close": 62.8, "amount_yi": 0.2906 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.8, "ts": "2026-06-29T13:36:27", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.8, "bid1": 62.7, "ask1": 62.78, "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.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": "2026-06-29T13:36:32", "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": 15.2961, "price_vs_vwap_pct": -1.9358, "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": 0.0136, "prev_amount_yi": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1587, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0012 }, { "time": "13:32", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0011 }, { "time": "13:33", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0031 }, { "time": "13:34", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0053 }, { "time": "13:36", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 123538 }, "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": "2026-06-29T13:36:32", "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": 271.7684, "price_vs_vwap_pct": -1.6442, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1428, "prev_amount_yi": 0.0991, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.441, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0094 }, { "time": "13:32", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.096 }, { "time": "13:33", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0083 }, { "time": "13:34", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0104 }, { "time": "13:36", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0187 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:28", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 3981 }, "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": "2026-06-29T13:36:32", "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": 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": 3.7434, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2786, "prev_amount_yi": 0.4684, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5948, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 102.53, "high": 102.53, "low": 102.53, "close": 102.53, "amount_yi": 0.0373 }, { "time": "13:32", "open": 102.49, "high": 102.49, "low": 102.43, "close": 102.43, "amount_yi": 0.1216 }, { "time": "13:33", "open": 101.55, "high": 101.55, "low": 101.18, "close": 101.18, "amount_yi": 0.0505 }, { "time": "13:34", "open": 101.22, "high": 101.27, "low": 101.22, "close": 101.27, "amount_yi": 0.0206 }, { "time": "13:36", "open": 101.99, "high": 101.99, "low": 101.82, "close": 101.82, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 101.82, "ts": "2026-06-29T13:36:30", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 93.0, "bid1": 101.61, "ask1": 101.78, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH", "symbol": "SHSE.600619", "name": "海立股份", "side": "BUY", "priority": "W20", "status": "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": "2026-06-29T13:36:32", "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": 4.0179, "intraday_vwap": 15.3241, "price_vs_vwap_pct": 2.2572, "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": 0.1264, "prev_amount_yi": 0.0557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 15.75, "high": 15.75, "low": 15.75, "close": 15.75, "amount_yi": 0.0061 }, { "time": "13:32", "open": 15.75, "high": 15.75, "low": 15.73, "close": 15.73, "amount_yi": 0.029 }, { "time": "13:33", "open": 15.69, "high": 15.69, "low": 15.64, "close": 15.64, "amount_yi": 0.0595 }, { "time": "13:34", "open": 15.66, "high": 15.68, "low": 15.66, "close": 15.68, "amount_yi": 0.012 }, { "time": "13:36", "open": 15.7, "high": 15.7, "low": 15.67, "close": 15.67, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 15.67, "ts": "2026-06-29T13:36:28", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.67, "ask1": 15.68, "bid_qty1": 53, "ask_qty1": 217 }, "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": "2026-06-29T13:36:32", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 3.8445, "intraday_vwap": 275.8204, "price_vs_vwap_pct": -0.7325, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5173, "prev_amount_yi": 0.3884, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 272.9, "high": 272.9, "low": 272.9, "close": 272.9, "amount_yi": 0.0418 }, { "time": "13:32", "open": 272.98, "high": 272.98, "low": 272.96, "close": 272.96, "amount_yi": 0.0954 }, { "time": "13:33", "open": 272.34, "high": 272.92, "low": 272.34, "close": 272.92, "amount_yi": 0.0668 }, { "time": "13:34", "open": 272.5, "high": 272.57, "low": 272.5, "close": 272.57, "amount_yi": 0.1109 }, { "time": "13:36", "open": 273.25, "high": 273.8, "low": 273.25, "close": 273.8, "amount_yi": 0.2024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 273.8, "ts": "2026-06-29T13:36:29", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 273.66, "ask1": 273.9, "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": "2026-06-29T13:36:32", "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": 21.3788, "price_vs_vwap_pct": -4.0638, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6905, "prev_amount_yi": 0.1059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.5203, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0132 }, { "time": "13:32", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0308 }, { "time": "13:33", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.076 }, { "time": "13:34", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.2205 }, { "time": "13:36", "open": 20.51, "high": 20.51, "low": 20.51, "close": 20.51, "amount_yi": 0.35 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.51, "ts": "2026-06-29T13:36:30", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 20.5, "ask1": 20.51, "bid_qty1": 38, "ask_qty1": 483 }, "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": "2026-06-29T13:36:32", "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": 9.7723, "price_vs_vwap_pct": 0.4881, "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": 0.0075, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0008 }, { "time": "13:32", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0016 }, { "time": "13:33", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0025 }, { "time": "13:34", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.001 }, { "time": "13:36", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:28", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 395821, "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": "NEAR_TRIGGER", "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": "2026-06-29T13:36:32", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.8, "max_chase_pct": 1.5, "base_exec_high": 77.65, "dynamic_exec_high": null, "entry_zone_low": 75.35, "entry_zone_high": 77.65, "entry_risk_pct": null, "intraday_vwap": 75.2194, "price_vs_vwap_pct": 1.0112, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.574, "prev_amount_yi": 0.6873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 74.54, "high": 74.54, "low": 74.54, "close": 74.54, "amount_yi": 0.2205 }, { "time": "13:32", "open": 74.54, "high": 74.54, "low": 74.29, "close": 74.29, "amount_yi": 0.382 }, { "time": "13:33", "open": 74.39, "high": 74.55, "low": 74.39, "close": 74.55, "amount_yi": 0.1385 }, { "time": "13:34", "open": 74.84, "high": 75.06, "low": 74.84, "close": 75.06, "amount_yi": 0.2612 }, { "time": "13:36", "open": 75.74, "high": 75.98, "low": 75.74, "close": 75.98, "amount_yi": 0.5718 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.98, "ts": "2026-06-29T13:36:27", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 75.96, "ask1": 75.98, "bid_qty1": 155, "ask_qty1": 17 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T13:36:32", "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": 52.6047, "price_vs_vwap_pct": 2.0821, "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": 0.1199, "prev_amount_yi": 0.0946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2674, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 53.76, "high": 53.76, "low": 53.76, "close": 53.76, "amount_yi": 0.0088 }, { "time": "13:32", "open": 53.66, "high": 53.66, "low": 53.54, "close": 53.54, "amount_yi": 0.0458 }, { "time": "13:33", "open": 53.46, "high": 53.58, "low": 53.46, "close": 53.58, "amount_yi": 0.0128 }, { "time": "13:34", "open": 53.6, "high": 53.66, "low": 53.6, "close": 53.66, "amount_yi": 0.009 }, { "time": "13:36", "open": 53.65, "high": 53.7, "low": 53.65, "close": 53.7, "amount_yi": 0.0435 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.7, "ts": "2026-06-29T13:36:29", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.67, "ask1": 53.7, "bid_qty1": 6, "ask_qty1": 11 }, "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": "2026-06-29T13:36:32", "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": 30.3546, "price_vs_vwap_pct": -1.6624, "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": 0.0106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 29.58, "high": 29.58, "low": 29.58, "close": 29.58, "amount_yi": 0.0025 }, { "time": "13:32", "open": 29.62, "high": 29.63, "low": 29.62, "close": 29.63, "amount_yi": 0.0034 }, { "time": "13:33", "open": 29.66, "high": 29.66, "low": 29.63, "close": 29.63, "amount_yi": 0.0019 }, { "time": "13:34", "open": 29.59, "high": 29.77, "low": 29.59, "close": 29.77, "amount_yi": 0.0051 }, { "time": "13:36", "open": 29.81, "high": 29.85, "low": 29.81, "close": 29.85, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.85, "ts": "2026-06-29T13:36:27", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.82, "ask1": 29.85, "bid_qty1": 7, "ask_qty1": 10 }, "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": "2026-06-29T13:36:32", "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": 931.6279, "price_vs_vwap_pct": 0.7913, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3806, "prev_amount_yi": 1.0026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 932.99, "high": 932.99, "low": 932.99, "close": 932.99, "amount_yi": 0.096 }, { "time": "13:32", "open": 934.15, "high": 934.15, "low": 931.22, "close": 931.22, "amount_yi": 0.2849 }, { "time": "13:33", "open": 930.0, "high": 930.0, "low": 929.85, "close": 929.85, "amount_yi": 0.2707 }, { "time": "13:34", "open": 935.18, "high": 937.0, "low": 935.18, "close": 937.0, "amount_yi": 0.2633 }, { "time": "13:36", "open": 939.99, "high": 939.99, "low": 939.0, "close": 939.0, "amount_yi": 0.4657 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 939.0, "ts": "2026-06-29T13:36:30", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 938.86, "ask1": 938.88, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH", "symbol": "SHSE.600667", "name": "太极实业", "side": "BUY", "priority": "W28", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.84, "exec_low": 27.84, "exec_high": 28.26, "invalid_price": 27.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 28.68, "max_chase_pct": 1.5, "base_exec_high": 28.26, "dynamic_exec_high": null, "entry_zone_low": 27.42, "entry_zone_high": 28.26, "entry_risk_pct": null, "intraday_vwap": 27.5611, "price_vs_vwap_pct": 0.758, "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": 1.0508, "prev_amount_yi": 1.2871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 27.82, "high": 27.82, "low": 27.82, "close": 27.82, "amount_yi": 0.1488 }, { "time": "13:32", "open": 27.73, "high": 27.79, "low": 27.73, "close": 27.79, "amount_yi": 0.1899 }, { "time": "13:33", "open": 27.76, "high": 27.76, "low": 27.75, "close": 27.75, "amount_yi": 0.1522 }, { "time": "13:34", "open": 27.82, "high": 27.92, "low": 27.82, "close": 27.92, "amount_yi": 0.1692 }, { "time": "13:36", "open": 27.8, "high": 27.8, "low": 27.77, "close": 27.77, "amount_yi": 0.3907 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.77, "ts": "2026-06-29T13:36:30", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 25.98, "bid1": 27.77, "ask1": 27.79, "bid_qty1": 192, "ask_qty1": 293 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W29", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 42.0, "exec_low": 42.0, "exec_high": 42.63, "invalid_price": 40.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 41.4321, "price_vs_vwap_pct": -3.0462, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1886, "prev_amount_yi": 0.1163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 40.08, "high": 40.08, "low": 40.08, "close": 40.08, "amount_yi": 0.0041 }, { "time": "13:32", "open": 40.11, "high": 40.14, "low": 40.11, "close": 40.14, "amount_yi": 0.0358 }, { "time": "13:33", "open": 40.06, "high": 40.1, "low": 40.06, "close": 40.1, "amount_yi": 0.0322 }, { "time": "13:34", "open": 40.22, "high": 40.23, "low": 40.22, "close": 40.23, "amount_yi": 0.0419 }, { "time": "13:36", "open": 40.22, "high": 40.22, "low": 40.17, "close": 40.17, "amount_yi": 0.0746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.17, "ts": "2026-06-29T13:36:29", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 40.17, "ask1": 40.18, "bid_qty1": 40, "ask_qty1": 9 }, "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": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 98.0, "exec_low": 98.0, "exec_high": 99.47, "invalid_price": 95.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.94, "max_chase_pct": 1.5, "base_exec_high": 99.47, "dynamic_exec_high": null, "entry_zone_low": 96.53, "entry_zone_high": 99.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1727, "prev_amount_yi": 0.0727, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 94.7, "high": 94.7, "low": 94.7, "close": 94.7, "amount_yi": 0.0061 }, { "time": "13:32", "open": 94.7, "high": 95.14, "low": 94.7, "close": 95.14, "amount_yi": 0.0775 }, { "time": "13:33", "open": 95.27, "high": 95.28, "low": 95.27, "close": 95.28, "amount_yi": 0.0244 }, { "time": "13:34", "open": 95.5, "high": 95.66, "low": 95.5, "close": 95.66, "amount_yi": 0.0316 }, { "time": "13:36", "open": 96.17, "high": 96.17, "low": 96.05, "close": 96.05, "amount_yi": 0.0331 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.05, "ts": "2026-06-29T13:36:30", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 95.63, "ask1": 96.01, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 83.44, "max_chase_pct": 1.5, "base_exec_high": 82.23, "dynamic_exec_high": null, "entry_zone_low": 79.79, "entry_zone_high": 82.23, "entry_risk_pct": null, "intraday_vwap": 80.54, "price_vs_vwap_pct": -3.1661, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4472, "prev_amount_yi": 0.224, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9964, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 78.3, "high": 78.3, "low": 78.3, "close": 78.3, "amount_yi": 0.0242 }, { "time": "13:32", "open": 78.27, "high": 78.27, "low": 78.23, "close": 78.23, "amount_yi": 0.0744 }, { "time": "13:33", "open": 78.38, "high": 78.38, "low": 78.33, "close": 78.33, "amount_yi": 0.0274 }, { "time": "13:34", "open": 78.45, "high": 78.45, "low": 78.21, "close": 78.21, "amount_yi": 0.1087 }, { "time": "13:36", "open": 78.17, "high": 78.17, "low": 77.99, "close": 77.99, "amount_yi": 0.2125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.99, "ts": "2026-06-29T13:36:29", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 77.97, "ask1": 77.99, "bid_qty1": 2, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W32", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.95, "exec_low": 25.95, "exec_high": 26.34, "invalid_price": 25.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 22.9757, "price_vs_vwap_pct": -2.2881, "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": 0.0121, "prev_amount_yi": 0.0102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1863, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0008 }, { "time": "13:32", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0061 }, { "time": "13:33", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0013 }, { "time": "13:34", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.002 }, { "time": "13:36", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:27", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 162183 }, "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": "2026-06-29T13:36:32", "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": 25.0705, "price_vs_vwap_pct": -2.6745, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2345, "prev_amount_yi": 0.1644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 24.2, "high": 24.2, "low": 24.2, "close": 24.2, "amount_yi": 0.0138 }, { "time": "13:32", "open": 24.17, "high": 24.2, "low": 24.17, "close": 24.2, "amount_yi": 0.0399 }, { "time": "13:33", "open": 24.15, "high": 24.19, "low": 24.15, "close": 24.19, "amount_yi": 0.0328 }, { "time": "13:34", "open": 24.4, "high": 24.44, "low": 24.4, "close": 24.44, "amount_yi": 0.078 }, { "time": "13:36", "open": 24.35, "high": 24.4, "low": 24.35, "close": 24.4, "amount_yi": 0.07 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.4, "ts": "2026-06-29T13:36:29", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.39, "ask1": 24.4, "bid_qty1": 6, "ask_qty1": 24 }, "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": "2026-06-29T13:36:32", "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": 43.2715, "price_vs_vwap_pct": -0.6043, "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": 0.1104, "prev_amount_yi": 0.1049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0524, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 42.89, "high": 42.89, "low": 42.89, "close": 42.89, "amount_yi": 0.0097 }, { "time": "13:32", "open": 42.89, "high": 42.92, "low": 42.89, "close": 42.92, "amount_yi": 0.0265 }, { "time": "13:33", "open": 42.93, "high": 43.01, "low": 42.93, "close": 43.01, "amount_yi": 0.0157 }, { "time": "13:34", "open": 43.06, "high": 43.14, "low": 43.06, "close": 43.14, "amount_yi": 0.0304 }, { "time": "13:36", "open": 43.1, "high": 43.1, "low": 43.01, "close": 43.01, "amount_yi": 0.0281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.01, "ts": "2026-06-29T13:36:30", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 43.01, "ask1": 43.02, "bid_qty1": 4, "ask_qty1": 52 }, "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": "2026-06-29T13:36:32", "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": 92.1818, "price_vs_vwap_pct": -2.1499, "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": 1.0028, "prev_amount_yi": 1.0292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9743, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 90.02, "high": 90.02, "low": 90.02, "close": 90.02, "amount_yi": 0.2308 }, { "time": "13:32", "open": 90.04, "high": 90.04, "low": 89.96, "close": 89.96, "amount_yi": 0.2193 }, { "time": "13:33", "open": 89.94, "high": 90.11, "low": 89.94, "close": 90.11, "amount_yi": 0.0996 }, { "time": "13:34", "open": 90.32, "high": 90.32, "low": 90.1, "close": 90.1, "amount_yi": 0.1327 }, { "time": "13:36", "open": 90.06, "high": 90.2, "low": 90.06, "close": 90.2, "amount_yi": 0.3204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.2, "ts": "2026-06-29T13:36:30", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.19, "ask1": 90.2, "bid_qty1": 23, "ask_qty1": 14 }, "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": "2026-06-29T13:36:32", "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": 18.9965, "price_vs_vwap_pct": 1.1765, "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": 0.0128, "prev_amount_yi": 0.0037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:31", "open": 19.16, "high": 19.16, "low": 19.16, "close": 19.16, "amount_yi": 0.0004 }, { "time": "13:32", "open": 19.17, "high": 19.22, "low": 19.17, "close": 19.22, "amount_yi": 0.0066 }, { "time": "13:33", "open": 19.2, "high": 19.2, "low": 19.19, "close": 19.19, "amount_yi": 0.0033 }, { "time": "13:34", "open": 19.2, "high": 19.22, "low": 19.2, "close": 19.22, "amount_yi": 0.0008 }, { "time": "13:36", "open": 19.23, "high": 19.23, "low": 19.22, "close": 19.22, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.22, "ts": "2026-06-29T13:36:28", "prev_close": 18.96, "open": 18.93, "high": 19.35, "low": 18.54, "bid1": 19.21, "ask1": 19.23, "bid_qty1": 63, "ask_qty1": 100 }, "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": "2026-06-29T13:36:32", "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": 69.9346, "price_vs_vwap_pct": 0.4367, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.5807, "prev_amount_yi": 3.8483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 70.1, "high": 70.1, "low": 70.1, "close": 70.1, "amount_yi": 0.2483 }, { "time": "13:32", "open": 70.41, "high": 70.41, "low": 70.27, "close": 70.27, "amount_yi": 0.6427 }, { "time": "13:33", "open": 70.33, "high": 70.55, "low": 70.33, "close": 70.55, "amount_yi": 0.3665 }, { "time": "13:34", "open": 70.33, "high": 70.33, "low": 70.12, "close": 70.12, "amount_yi": 0.6043 }, { "time": "13:36", "open": 69.81, "high": 70.24, "low": 69.81, "close": 70.24, "amount_yi": 0.7189 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.24, "ts": "2026-06-29T13:36:30", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.21, "ask1": 70.24, "bid_qty1": 34, "ask_qty1": 16 }, "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": "2026-06-29T13:36:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.4891, "prev_amount_yi": 0.8556, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 38.15, "high": 38.15, "low": 38.15, "close": 38.15, "amount_yi": 0.1859 }, { "time": "13:32", "open": 38.28, "high": 38.36, "low": 38.28, "close": 38.36, "amount_yi": 0.5216 }, { "time": "13:33", "open": 38.47, "high": 38.53, "low": 38.47, "close": 38.53, "amount_yi": 0.4126 }, { "time": "13:34", "open": 38.63, "high": 38.73, "low": 38.63, "close": 38.73, "amount_yi": 0.4639 }, { "time": "13:36", "open": 38.84, "high": 38.84, "low": 38.5, "close": 38.5, "amount_yi": 0.9051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.5, "ts": "2026-06-29T13:36:29", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.5, "ask1": 38.52, "bid_qty1": 289, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603005:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603005:VWAP_RECLAIM", "symbol": "SHSE.603005", "name": "晶方科技", "side": "BUY", "priority": "W39", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 52.77, "exec_low": 53.56, "exec_high": 53.56, "invalid_price": 51.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 50.7408, "price_vs_vwap_pct": -4.4162, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8537, "prev_amount_yi": 0.7083, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 48.8, "high": 48.8, "low": 48.8, "close": 48.8, "amount_yi": 0.0761 }, { "time": "13:32", "open": 48.45, "high": 48.45, "low": 48.4, "close": 48.4, "amount_yi": 0.3415 }, { "time": "13:33", "open": 48.44, "high": 48.5, "low": 48.44, "close": 48.5, "amount_yi": 0.0764 }, { "time": "13:34", "open": 48.59, "high": 48.6, "low": 48.59, "close": 48.6, "amount_yi": 0.1568 }, { "time": "13:36", "open": 48.59, "high": 48.59, "low": 48.5, "close": 48.5, "amount_yi": 0.2029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.5, "ts": "2026-06-29T13:36:28", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.49, "ask1": 48.5, "bid_qty1": 3, "ask_qty1": 192 }, "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": "2026-06-29T13:36:32", "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": 87.4361, "price_vs_vwap_pct": -0.8533, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2379, "prev_amount_yi": 0.8498, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 86.46, "high": 86.46, "low": 86.46, "close": 86.46, "amount_yi": 0.1254 }, { "time": "13:32", "open": 86.66, "high": 86.72, "low": 86.66, "close": 86.72, "amount_yi": 0.3802 }, { "time": "13:33", "open": 86.73, "high": 86.74, "low": 86.73, "close": 86.74, "amount_yi": 0.213 }, { "time": "13:34", "open": 86.85, "high": 86.88, "low": 86.85, "close": 86.88, "amount_yi": 0.2292 }, { "time": "13:36", "open": 86.88, "high": 86.88, "low": 86.69, "close": 86.69, "amount_yi": 0.2901 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.69, "ts": "2026-06-29T13:36:30", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 86.61, "ask1": 86.62, "bid_qty1": 8, "ask_qty1": 2 }, "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": "2026-06-29T13:36:32", "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": 46.7459, "price_vs_vwap_pct": -7.0507, "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": 0.3751, "prev_amount_yi": 0.4678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 43.17, "high": 43.17, "low": 43.17, "close": 43.17, "amount_yi": 0.0438 }, { "time": "13:32", "open": 43.19, "high": 43.19, "low": 43.17, "close": 43.17, "amount_yi": 0.0878 }, { "time": "13:33", "open": 43.18, "high": 43.18, "low": 43.18, "close": 43.18, "amount_yi": 0.0355 }, { "time": "13:34", "open": 43.2, "high": 43.28, "low": 43.2, "close": 43.28, "amount_yi": 0.0807 }, { "time": "13:36", "open": 43.37, "high": 43.45, "low": 43.37, "close": 43.45, "amount_yi": 0.1273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.45, "ts": "2026-06-29T13:36:29", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 43.44, "ask1": 43.45, "bid_qty1": 1, "ask_qty1": 51 }, "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": "2026-06-29T13:36:32", "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": 107.1891, "price_vs_vwap_pct": 1.8854, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4016, "prev_amount_yi": 1.0399, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 108.36, "high": 108.36, "low": 108.36, "close": 108.36, "amount_yi": 0.1312 }, { "time": "13:32", "open": 108.35, "high": 108.94, "low": 108.35, "close": 108.94, "amount_yi": 0.3628 }, { "time": "13:33", "open": 109.09, "high": 109.09, "low": 108.91, "close": 108.91, "amount_yi": 0.2199 }, { "time": "13:34", "open": 108.83, "high": 109.17, "low": 108.83, "close": 109.17, "amount_yi": 0.2529 }, { "time": "13:36", "open": 109.51, "high": 109.51, "low": 109.21, "close": 109.21, "amount_yi": 0.4348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 109.21, "ts": "2026-06-29T13:36:30", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 109.19, "ask1": 109.21, "bid_qty1": 2, "ask_qty1": 6 }, "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": "TOUCHED", "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": "2026-06-29T13:36:32", "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": 58.42, "max_chase_pct": 1.5, "base_exec_high": 57.57, "dynamic_exec_high": null, "entry_zone_low": 55.87, "entry_zone_high": 57.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8802, "prev_amount_yi": 0.1295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.7969, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 55.99, "high": 55.99, "low": 55.99, "close": 55.99, "amount_yi": 0.0057 }, { "time": "13:32", "open": 56.19, "high": 56.36, "low": 56.19, "close": 56.36, "amount_yi": 0.0622 }, { "time": "13:33", "open": 56.47, "high": 56.98, "low": 56.47, "close": 56.98, "amount_yi": 0.1957 }, { "time": "13:34", "open": 57.27, "high": 57.69, "low": 57.27, "close": 57.69, "amount_yi": 0.2156 }, { "time": "13:36", "open": 58.06, "high": 58.3, "low": 58.06, "close": 58.3, "amount_yi": 0.401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.3, "ts": "2026-06-29T13:36:28", "prev_close": 53.86, "open": 55.0, "high": 58.85, "low": 51.51, "bid1": 58.3, "ask1": 58.36, "bid_qty1": 16, "ask_qty1": 37 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T13:36:32", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 532.51, "max_chase_pct": 1.5, "base_exec_high": 524.75, "dynamic_exec_high": null, "entry_zone_low": 509.25, "entry_zone_high": 524.75, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1925, "prev_amount_yi": 2.1189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0347, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 495.7, "high": 495.7, "low": 495.7, "close": 495.7, "amount_yi": 0.1349 }, { "time": "13:32", "open": 495.0, "high": 495.0, "low": 494.0, "close": 494.0, "amount_yi": 0.3291 }, { "time": "13:33", "open": 495.26, "high": 497.0, "low": 495.26, "close": 497.0, "amount_yi": 0.384 }, { "time": "13:34", "open": 498.5, "high": 499.88, "low": 498.5, "close": 499.88, "amount_yi": 0.501 }, { "time": "13:36", "open": 499.3, "high": 499.3, "low": 498.8, "close": 498.8, "amount_yi": 0.8435 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 498.8, "ts": "2026-06-29T13:36:29", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 498.13, "ask1": 498.8, "bid_qty1": 5, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:36:32", "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": 202.0295, "price_vs_vwap_pct": 1.9307, "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": 0.7502, "prev_amount_yi": 0.8439, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 206.5, "high": 206.5, "low": 206.5, "close": 206.5, "amount_yi": 0.1714 }, { "time": "13:32", "open": 205.57, "high": 205.57, "low": 205.1, "close": 205.1, "amount_yi": 0.2288 }, { "time": "13:33", "open": 204.9, "high": 205.11, "low": 204.9, "close": 205.11, "amount_yi": 0.0599 }, { "time": "13:34", "open": 205.53, "high": 205.98, "low": 205.53, "close": 205.98, "amount_yi": 0.1589 }, { "time": "13:36", "open": 205.91, "high": 205.93, "low": 205.91, "close": 205.93, "amount_yi": 0.1312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 205.93, "ts": "2026-06-29T13:36:30", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 205.92, "ask1": 205.93, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603800:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603800:VWAP_RECLAIM", "symbol": "SHSE.603800", "name": "洪田股份", "side": "BUY", "priority": "W46", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 92.23, "exec_low": 93.61, "exec_high": 93.61, "invalid_price": 89.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 83.076, "price_vs_vwap_pct": -3.1128, "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": 0.0831, "prev_amount_yi": 0.0938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8859, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 80.65, "high": 80.65, "low": 80.65, "close": 80.65, "amount_yi": 0.017 }, { "time": "13:32", "open": 80.46, "high": 80.46, "low": 80.35, "close": 80.35, "amount_yi": 0.0364 }, { "time": "13:33", "open": 80.49, "high": 80.49, "low": 80.36, "close": 80.36, "amount_yi": 0.0128 }, { "time": "13:34", "open": 80.65, "high": 80.65, "low": 80.53, "close": 80.53, "amount_yi": 0.0051 }, { "time": "13:36", "open": 80.39, "high": 80.49, "low": 80.39, "close": 80.49, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.49, "ts": "2026-06-29T13:36:28", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.41, "ask1": 80.47, "bid_qty1": 2, "ask_qty1": 7 }, "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": "2026-06-29T13:36:32", "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": 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": 3.4518, "intraday_vwap": 75.8111, "price_vs_vwap_pct": 2.3597, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4942, "prev_amount_yi": 0.1895, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6079, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 75.0, "high": 75.0, "low": 75.0, "close": 75.0, "amount_yi": 0.0163 }, { "time": "13:32", "open": 75.2, "high": 75.49, "low": 75.2, "close": 75.49, "amount_yi": 0.0416 }, { "time": "13:33", "open": 76.03, "high": 76.49, "low": 76.03, "close": 76.49, "amount_yi": 0.0922 }, { "time": "13:34", "open": 77.5, "high": 77.97, "low": 77.5, "close": 77.97, "amount_yi": 0.1558 }, { "time": "13:36", "open": 76.45, "high": 77.6, "low": 76.45, "close": 77.6, "amount_yi": 0.1883 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.6, "ts": "2026-06-29T13:36:30", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 77.6, "ask1": 77.64, "bid_qty1": 74, "ask_qty1": 21 }, "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": "2026-06-29T13:36:32", "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": 34.3779, "price_vs_vwap_pct": 1.1987, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1952, "prev_amount_yi": 0.0951, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0526, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 34.7, "high": 34.7, "low": 34.7, "close": 34.7, "amount_yi": 0.0248 }, { "time": "13:32", "open": 34.74, "high": 34.78, "low": 34.74, "close": 34.78, "amount_yi": 0.0562 }, { "time": "13:33", "open": 34.82, "high": 34.87, "low": 34.82, "close": 34.87, "amount_yi": 0.0313 }, { "time": "13:34", "open": 34.85, "high": 34.9, "low": 34.85, "close": 34.9, "amount_yi": 0.0387 }, { "time": "13:36", "open": 34.8, "high": 34.8, "low": 34.79, "close": 34.79, "amount_yi": 0.0442 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.79, "ts": "2026-06-29T13:36:28", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.79, "ask1": 34.8, "bid_qty1": 37, "ask_qty1": 18 }, "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": "2026-06-29T13:36:32", "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": 17.0357, "price_vs_vwap_pct": -5.9622, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6398, "prev_amount_yi": 0.118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.2231 }, { "time": "13:32", "open": 16.03, "high": 16.03, "low": 16.03, "close": 16.03, "amount_yi": 0.1593 }, { "time": "13:33", "open": 16.03, "high": 16.03, "low": 16.03, "close": 16.03, "amount_yi": 0.0811 }, { "time": "13:34", "open": 16.03, "high": 16.03, "low": 16.03, "close": 16.03, "amount_yi": 0.0678 }, { "time": "13:36", "open": 16.03, "high": 16.03, "low": 16.02, "close": 16.02, "amount_yi": 0.1085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:28", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 16.02, "ask1": 16.03, "bid_qty1": 2490, "ask_qty1": 17 }, "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": "2026-06-29T13:36:32", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.88, "max_chase_pct": 1.5, "base_exec_high": 12.69, "dynamic_exec_high": null, "entry_zone_low": 12.31, "entry_zone_high": 12.69, "entry_risk_pct": 3.2721, "intraday_vwap": 12.4627, "price_vs_vwap_pct": 0.4598, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1433, "prev_amount_yi": 0.111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 12.52, "high": 12.52, "low": 12.52, "close": 12.52, "amount_yi": 0.0097 }, { "time": "13:32", "open": 12.51, "high": 12.52, "low": 12.51, "close": 12.52, "amount_yi": 0.0452 }, { "time": "13:33", "open": 12.52, "high": 12.52, "low": 12.51, "close": 12.51, "amount_yi": 0.0214 }, { "time": "13:34", "open": 12.51, "high": 12.52, "low": 12.51, "close": 12.52, "amount_yi": 0.0375 }, { "time": "13:36", "open": 12.52, "high": 12.52, "low": 12.52, "close": 12.52, "amount_yi": 0.0295 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 12.52, "ts": "2026-06-29T13:36:30", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.52, "ask1": 12.53, "bid_qty1": 117, "ask_qty1": 419 }, "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": "2026-06-29T13:36:32", "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": 28.4111, "price_vs_vwap_pct": 1.0169, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3348, "prev_amount_yi": 0.2988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 28.7, "high": 28.7, "low": 28.7, "close": 28.7, "amount_yi": 0.0549 }, { "time": "13:32", "open": 28.63, "high": 28.63, "low": 28.63, "close": 28.63, "amount_yi": 0.1106 }, { "time": "13:33", "open": 28.63, "high": 28.63, "low": 28.6, "close": 28.6, "amount_yi": 0.0435 }, { "time": "13:34", "open": 28.62, "high": 28.66, "low": 28.62, "close": 28.66, "amount_yi": 0.0187 }, { "time": "13:36", "open": 28.75, "high": 28.75, "low": 28.7, "close": 28.7, "amount_yi": 0.1071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.7, "ts": "2026-06-29T13:36:27", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.7, "ask1": 28.71, "bid_qty1": 67, "ask_qty1": 6 }, "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": "2026-06-29T13:36:32", "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": 84.8363, "price_vs_vwap_pct": -2.1999, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.351, "prev_amount_yi": 0.2245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5635, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 82.87, "high": 82.87, "low": 82.87, "close": 82.87, "amount_yi": 0.0119 }, { "time": "13:32", "open": 82.76, "high": 82.76, "low": 82.73, "close": 82.73, "amount_yi": 0.1701 }, { "time": "13:33", "open": 82.83, "high": 82.88, "low": 82.83, "close": 82.88, "amount_yi": 0.063 }, { "time": "13:34", "open": 82.93, "high": 82.96, "low": 82.93, "close": 82.96, "amount_yi": 0.0221 }, { "time": "13:36", "open": 82.99, "high": 82.99, "low": 82.97, "close": 82.97, "amount_yi": 0.0839 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 82.97, "ts": "2026-06-29T13:36:30", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 82.97, "ask1": 82.98, "bid_qty1": 124, "ask_qty1": 6 }, "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": "2026-06-29T13:36:32", "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": 7.8321, "price_vs_vwap_pct": -2.5804, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.0706, "prev_amount_yi": 2.2319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3758, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 7.64, "high": 7.64, "low": 7.64, "close": 7.64, "amount_yi": 0.2137 }, { "time": "13:32", "open": 7.62, "high": 7.62, "low": 7.61, "close": 7.61, "amount_yi": 0.7729 }, { "time": "13:33", "open": 7.6, "high": 7.6, "low": 7.59, "close": 7.59, "amount_yi": 0.6563 }, { "time": "13:34", "open": 7.61, "high": 7.63, "low": 7.61, "close": 7.63, "amount_yi": 0.5758 }, { "time": "13:36", "open": 7.63, "high": 7.63, "low": 7.63, "close": 7.63, "amount_yi": 0.8519 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.63, "ts": "2026-06-29T13:36:30", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.62, "ask1": 7.63, "bid_qty1": 1857, "ask_qty1": 3645 }, "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": "2026-06-29T13:36:32", "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": 171.9234, "price_vs_vwap_pct": -5.7255, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6052, "prev_amount_yi": 0.3952, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 164.01, "high": 164.01, "low": 164.01, "close": 164.01, "amount_yi": 0.039 }, { "time": "13:32", "open": 163.95, "high": 163.95, "low": 163.89, "close": 163.89, "amount_yi": 0.1112 }, { "time": "13:33", "open": 163.69, "high": 163.69, "low": 163.45, "close": 163.45, "amount_yi": 0.0458 }, { "time": "13:34", "open": 163.18, "high": 163.18, "low": 162.96, "close": 162.96, "amount_yi": 0.1822 }, { "time": "13:36", "open": 162.31, "high": 162.31, "low": 162.08, "close": 162.08, "amount_yi": 0.227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 162.08, "ts": "2026-06-29T13:36:29", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 162.02, "ask1": 162.08, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:36:32", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.36, "max_chase_pct": 1.5, "base_exec_high": 17.1, "dynamic_exec_high": null, "entry_zone_low": 16.6, "entry_zone_high": 17.1, "entry_risk_pct": 3.9953, "intraday_vwap": 16.6872, "price_vs_vwap_pct": 1.9943, "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": 0.0225, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 17.03, "high": 17.03, "low": 17.03, "close": 17.03, "amount_yi": 0.0035 }, { "time": "13:32", "open": 17.01, "high": 17.01, "low": 17.01, "close": 17.01, "amount_yi": 0.0061 }, { "time": "13:33", "open": 17.01, "high": 17.02, "low": 17.01, "close": 17.02, "amount_yi": 0.0008 }, { "time": "13:34", "open": 17.04, "high": 17.05, "low": 17.04, "close": 17.05, "amount_yi": 0.0069 }, { "time": "13:36", "open": 17.03, "high": 17.03, "low": 17.02, "close": 17.02, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": "2026-06-29T13:36:27", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.01, "ask1": 17.02, "bid_qty1": 26, "ask_qty1": 9 }, "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": "2026-06-29T13:36:32", "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": 20.2811, "price_vs_vwap_pct": -1.0902, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1379, "prev_amount_yi": 0.0413, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.339, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 19.85, "high": 19.85, "low": 19.85, "close": 19.85, "amount_yi": 0.0085 }, { "time": "13:32", "open": 20.01, "high": 20.01, "low": 20.0, "close": 20.0, "amount_yi": 0.0778 }, { "time": "13:33", "open": 20.07, "high": 20.13, "low": 20.07, "close": 20.13, "amount_yi": 0.0216 }, { "time": "13:34", "open": 20.05, "high": 20.05, "low": 20.01, "close": 20.01, "amount_yi": 0.0095 }, { "time": "13:36", "open": 20.11, "high": 20.11, "low": 20.06, "close": 20.06, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.06, "ts": "2026-06-29T13:36:27", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 20.06, "ask1": 20.09, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688200:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688200:VWAP_RECLAIM", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W57", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 475.0, "exec_low": 482.12, "exec_high": 482.12, "invalid_price": 460.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7101, "prev_amount_yi": 0.555, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 503.85, "high": 503.85, "low": 503.85, "close": 503.85, "amount_yi": 0.0555 }, { "time": "13:32", "open": 506.29, "high": 506.29, "low": 501.4, "close": 501.4, "amount_yi": 0.2576 }, { "time": "13:33", "open": 501.31, "high": 504.55, "low": 501.31, "close": 504.55, "amount_yi": 0.212 }, { "time": "13:34", "open": 505.78, "high": 505.96, "low": 505.78, "close": 505.96, "amount_yi": 0.0719 }, { "time": "13:36", "open": 506.01, "high": 506.01, "low": 503.41, "close": 503.41, "amount_yi": 0.1131 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 503.41, "ts": "2026-06-29T13:36:29", "prev_close": 469.1, "open": 470.5, "high": 508.0, "low": 470.5, "bid1": 503.41, "ask1": 506.14, "bid_qty1": 9, "ask_qty1": 7 }, "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": "2026-06-29T13:36:32", "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": 18.5809, "price_vs_vwap_pct": 5.8076, "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": 0.0039, "prev_amount_yi": 0.0023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6957, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:29", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.001 }, { "time": "13:30", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0002 }, { "time": "13:32", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0023 }, { "time": "13:34", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0003 }, { "time": "13:36", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:29", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 39821, "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": "2026-06-29T13:36:32", "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": 9.7149, "price_vs_vwap_pct": -0.8739, "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": 0.0388, "prev_amount_yi": 0.0269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.0021 }, { "time": "13:32", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0104 }, { "time": "13:33", "open": 9.64, "high": 9.64, "low": 9.63, "close": 9.63, "amount_yi": 0.0081 }, { "time": "13:34", "open": 9.64, "high": 9.65, "low": 9.64, "close": 9.65, "amount_yi": 0.0072 }, { "time": "13:36", "open": 9.64, "high": 9.64, "low": 9.63, "close": 9.63, "amount_yi": 0.011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.63, "ts": "2026-06-29T13:36:27", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.63, "ask1": 9.64, "bid_qty1": 124, "ask_qty1": 28 }, "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": "2026-06-29T13:36:32", "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": 47.9782, "price_vs_vwap_pct": -3.3936, "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": 0.3905, "prev_amount_yi": 0.4296, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 46.45, "high": 46.45, "low": 46.45, "close": 46.45, "amount_yi": 0.0345 }, { "time": "13:32", "open": 46.48, "high": 46.49, "low": 46.48, "close": 46.49, "amount_yi": 0.113 }, { "time": "13:33", "open": 46.24, "high": 46.24, "low": 46.24, "close": 46.24, "amount_yi": 0.0746 }, { "time": "13:34", "open": 46.35, "high": 46.45, "low": 46.35, "close": 46.45, "amount_yi": 0.0523 }, { "time": "13:36", "open": 46.45, "high": 46.45, "low": 46.35, "close": 46.35, "amount_yi": 0.1161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.35, "ts": "2026-06-29T13:36:28", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 46.34, "ask1": 46.35, "bid_qty1": 15, "ask_qty1": 33 }, "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": "2026-06-29T13:36:32", "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": 47.1054, "price_vs_vwap_pct": 3.5125, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1923, "prev_amount_yi": 0.143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 48.4, "high": 48.4, "low": 48.4, "close": 48.4, "amount_yi": 0.018 }, { "time": "13:32", "open": 48.75, "high": 48.97, "low": 48.75, "close": 48.97, "amount_yi": 0.0595 }, { "time": "13:33", "open": 49.01, "high": 49.01, "low": 48.92, "close": 48.92, "amount_yi": 0.0479 }, { "time": "13:34", "open": 48.87, "high": 48.87, "low": 48.85, "close": 48.85, "amount_yi": 0.0256 }, { "time": "13:36", "open": 48.75, "high": 48.76, "low": 48.75, "close": 48.76, "amount_yi": 0.0413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.76, "ts": "2026-06-29T13:36:30", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.76, "ask1": 48.77, "bid_qty1": 3, "ask_qty1": 34 }, "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": "2026-06-29T13:36:32", "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": 50.7975, "price_vs_vwap_pct": -2.3377, "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": 0.014, "prev_amount_yi": 0.005, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0101 }, { "time": "13:32", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0003 }, { "time": "13:33", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0004 }, { "time": "13:34", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0017 }, { "time": "13:36", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 13958 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM", "symbol": "SHSE.688147", "name": "微导纳米", "side": "BUY", "priority": "W63", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 132.87, "exec_low": 134.86, "exec_high": 134.86, "invalid_price": 128.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 136.86, "max_chase_pct": 1.5, "base_exec_high": 134.86, "dynamic_exec_high": null, "entry_zone_low": 130.88, "entry_zone_high": 134.86, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4409, "prev_amount_yi": 0.331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 135.42, "high": 135.42, "low": 135.42, "close": 135.42, "amount_yi": 0.0183 }, { "time": "13:32", "open": 135.11, "high": 135.7, "low": 135.11, "close": 135.7, "amount_yi": 0.1086 }, { "time": "13:33", "open": 135.75, "high": 135.83, "low": 135.75, "close": 135.83, "amount_yi": 0.0665 }, { "time": "13:34", "open": 135.94, "high": 135.96, "low": 135.94, "close": 135.96, "amount_yi": 0.0338 }, { "time": "13:36", "open": 137.18, "high": 137.18, "low": 137.05, "close": 137.05, "amount_yi": 0.2137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.05, "ts": "2026-06-29T13:36:28", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 136.53, "ask1": 137.05, "bid_qty1": 6, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM", "symbol": "SHSE.601066", "name": "中信建投", "side": "BUY", "priority": "W64", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 31.4, "exec_low": 31.87, "exec_high": 31.87, "invalid_price": 30.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 29.8305, "price_vs_vwap_pct": -1.7113, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4783, "prev_amount_yi": 0.248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 29.25, "high": 29.25, "low": 29.25, "close": 29.25, "amount_yi": 0.0257 }, { "time": "13:32", "open": 29.21, "high": 29.23, "low": 29.21, "close": 29.23, "amount_yi": 0.1213 }, { "time": "13:33", "open": 29.21, "high": 29.21, "low": 29.21, "close": 29.21, "amount_yi": 0.1316 }, { "time": "13:34", "open": 29.24, "high": 29.25, "low": 29.24, "close": 29.25, "amount_yi": 0.1333 }, { "time": "13:36", "open": 29.3, "high": 29.32, "low": 29.3, "close": 29.32, "amount_yi": 0.0664 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.32, "ts": "2026-06-29T13:36:28", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.31, "ask1": 29.32, "bid_qty1": 111, "ask_qty1": 133 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM", "symbol": "SHSE.688627", "name": "精智达", "side": "BUY", "priority": "W65", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 676.0, "exec_low": 686.14, "exec_high": 686.14, "invalid_price": 655.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 696.28, "max_chase_pct": 1.5, "base_exec_high": 686.14, "dynamic_exec_high": null, "entry_zone_low": 665.86, "entry_zone_high": 686.14, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4739, "prev_amount_yi": 0.5727, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5736, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 688.31, "high": 688.31, "low": 688.31, "close": 688.31, "amount_yi": 0.0577 }, { "time": "13:32", "open": 690.52, "high": 692.01, "low": 690.52, "close": 692.01, "amount_yi": 0.1869 }, { "time": "13:33", "open": 693.06, "high": 699.0, "low": 693.06, "close": 699.0, "amount_yi": 0.1858 }, { "time": "13:34", "open": 703.85, "high": 704.98, "low": 703.85, "close": 704.98, "amount_yi": 0.4639 }, { "time": "13:36", "open": 708.0, "high": 709.8, "low": 708.0, "close": 709.8, "amount_yi": 0.5796 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 709.8, "ts": "2026-06-29T13:36:29", "prev_close": 653.7, "open": 660.0, "high": 709.87, "low": 642.03, "bid1": 705.35, "ask1": 709.06, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM", "symbol": "SHSE.603156", "name": "养元饮品", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 48.49, "exec_low": 49.22, "exec_high": 49.22, "invalid_price": 47.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 47.3227, "price_vs_vwap_pct": 0.3324, "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": 0.1328, "prev_amount_yi": 0.0689, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 47.48, "high": 47.48, "low": 47.48, "close": 47.48, "amount_yi": 0.013 }, { "time": "13:32", "open": 47.58, "high": 47.58, "low": 47.57, "close": 47.57, "amount_yi": 0.0318 }, { "time": "13:33", "open": 47.57, "high": 47.57, "low": 47.57, "close": 47.57, "amount_yi": 0.0217 }, { "time": "13:34", "open": 47.76, "high": 47.76, "low": 47.75, "close": 47.75, "amount_yi": 0.0221 }, { "time": "13:36", "open": 47.6, "high": 47.6, "low": 47.48, "close": 47.48, "amount_yi": 0.0442 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:29", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.48, "ask1": 47.52, "bid_qty1": 40, "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": "2026-06-29T13:36:32", "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": 22.4735, "price_vs_vwap_pct": -1.7065, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1821, "prev_amount_yi": 0.1309, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3911, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 22.18, "high": 22.18, "low": 22.18, "close": 22.18, "amount_yi": 0.0101 }, { "time": "13:32", "open": 22.17, "high": 22.17, "low": 22.16, "close": 22.16, "amount_yi": 0.0513 }, { "time": "13:33", "open": 22.17, "high": 22.17, "low": 22.17, "close": 22.17, "amount_yi": 0.0196 }, { "time": "13:34", "open": 22.17, "high": 22.17, "low": 22.15, "close": 22.15, "amount_yi": 0.042 }, { "time": "13:36", "open": 22.11, "high": 22.11, "low": 22.09, "close": 22.09, "amount_yi": 0.0591 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.09, "ts": "2026-06-29T13:36:30", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.09, "ask1": 22.11, "bid_qty1": 231, "ask_qty1": 23 }, "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": "2026-06-29T13:36:32", "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": 12.8409, "price_vs_vwap_pct": -3.4336, "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": 0.4591, "prev_amount_yi": 0.4626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 12.36, "high": 12.36, "low": 12.36, "close": 12.36, "amount_yi": 0.0331 }, { "time": "13:32", "open": 12.37, "high": 12.39, "low": 12.37, "close": 12.39, "amount_yi": 0.1384 }, { "time": "13:33", "open": 12.37, "high": 12.37, "low": 12.37, "close": 12.37, "amount_yi": 0.069 }, { "time": "13:34", "open": 12.38, "high": 12.4, "low": 12.38, "close": 12.4, "amount_yi": 0.0688 }, { "time": "13:36", "open": 12.41, "high": 12.41, "low": 12.4, "close": 12.4, "amount_yi": 0.1498 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.4, "ts": "2026-06-29T13:36:29", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.39, "ask1": 12.4, "bid_qty1": 408, "ask_qty1": 70 }, "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": "2026-06-29T13:36:32", "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": 160.2082, "price_vs_vwap_pct": 4.7075, "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": 0.0148, "prev_amount_yi": 0.0164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0015 }, { "time": "13:32", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0037 }, { "time": "13:33", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0013 }, { "time": "13:34", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0013 }, { "time": "13:36", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 20669, "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": "2026-06-29T13:36:32", "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": 18.9749, "price_vs_vwap_pct": -3.2406, "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": 0.3326, "prev_amount_yi": 0.5478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 18.51, "high": 18.51, "low": 18.51, "close": 18.51, "amount_yi": 0.0578 }, { "time": "13:32", "open": 18.52, "high": 18.52, "low": 18.47, "close": 18.47, "amount_yi": 0.109 }, { "time": "13:33", "open": 18.45, "high": 18.45, "low": 18.41, "close": 18.41, "amount_yi": 0.0393 }, { "time": "13:34", "open": 18.4, "high": 18.4, "low": 18.39, "close": 18.39, "amount_yi": 0.0443 }, { "time": "13:36", "open": 18.37, "high": 18.37, "low": 18.36, "close": 18.36, "amount_yi": 0.0822 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.36, "ts": "2026-06-29T13:36:29", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.37, "ask1": 18.38, "bid_qty1": 9, "ask_qty1": 1 }, "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": "2026-06-29T13:36:32", "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": 129.413, "price_vs_vwap_pct": -1.4782, "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": 0.1023, "prev_amount_yi": 0.0627, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 126.68, "high": 126.68, "low": 126.68, "close": 126.68, "amount_yi": 0.018 }, { "time": "13:32", "open": 126.43, "high": 126.46, "low": 126.43, "close": 126.46, "amount_yi": 0.0027 }, { "time": "13:33", "open": 126.35, "high": 126.55, "low": 126.35, "close": 126.55, "amount_yi": 0.0032 }, { "time": "13:34", "open": 127.15, "high": 127.21, "low": 127.15, "close": 127.21, "amount_yi": 0.058 }, { "time": "13:36", "open": 127.65, "high": 127.65, "low": 127.5, "close": 127.5, "amount_yi": 0.0204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 127.5, "ts": "2026-06-29T13:36:27", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 127.26, "ask1": 127.44, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:36:32", "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": 0.1688, "prev_amount_yi": 0.1504, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1223, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 104.89, "high": 104.89, "low": 104.89, "close": 104.89, "amount_yi": 0.0128 }, { "time": "13:32", "open": 104.4, "high": 104.8, "low": 104.4, "close": 104.8, "amount_yi": 0.0449 }, { "time": "13:33", "open": 105.02, "high": 105.19, "low": 105.02, "close": 105.19, "amount_yi": 0.0354 }, { "time": "13:34", "open": 105.33, "high": 105.39, "low": 105.33, "close": 105.39, "amount_yi": 0.0424 }, { "time": "13:36", "open": 105.44, "high": 105.44, "low": 105.1, "close": 105.1, "amount_yi": 0.0333 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.1, "ts": "2026-06-29T13:36:28", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.93, "ask1": 105.1, "bid_qty1": 43, "ask_qty1": 1 }, "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": "2026-06-29T13:36:32", "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": 53.1699, "price_vs_vwap_pct": -1.2411, "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": 1.2542, "prev_amount_yi": 1.3459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 52.68, "high": 52.68, "low": 52.68, "close": 52.68, "amount_yi": 0.1331 }, { "time": "13:32", "open": 52.66, "high": 52.66, "low": 52.57, "close": 52.57, "amount_yi": 0.3563 }, { "time": "13:33", "open": 52.62, "high": 52.64, "low": 52.62, "close": 52.64, "amount_yi": 0.166 }, { "time": "13:34", "open": 52.68, "high": 52.68, "low": 52.64, "close": 52.64, "amount_yi": 0.3409 }, { "time": "13:36", "open": 52.62, "high": 52.62, "low": 52.51, "close": 52.51, "amount_yi": 0.2579 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.51, "ts": "2026-06-29T13:36:28", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.51, "ask1": 52.52, "bid_qty1": 59, "ask_qty1": 17 }, "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": "2026-06-29T13:36:32", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.29, "max_chase_pct": 1.5, "base_exec_high": 11.12, "dynamic_exec_high": null, "entry_zone_low": 10.8, "entry_zone_high": 11.12, "entry_risk_pct": 3.3636, "intraday_vwap": 10.7945, "price_vs_vwap_pct": 1.8111, "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": 0.0436, "prev_amount_yi": 0.041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.0025 }, { "time": "13:32", "open": 11.01, "high": 11.01, "low": 11.01, "close": 11.01, "amount_yi": 0.0117 }, { "time": "13:33", "open": 11.0, "high": 11.0, "low": 10.99, "close": 10.99, "amount_yi": 0.0106 }, { "time": "13:34", "open": 11.0, "high": 11.01, "low": 11.0, "close": 11.01, "amount_yi": 0.0062 }, { "time": "13:36", "open": 11.0, "high": 11.0, "low": 10.99, "close": 10.99, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 10.99, "ts": "2026-06-29T13:36:28", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.99, "ask1": 11.0, "bid_qty1": 30, "ask_qty1": 251 }, "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": "2026-06-29T13:36:32", "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": 4.3364, "intraday_vwap": 7.4652, "price_vs_vwap_pct": 1.8057, "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": 0.0736, "prev_amount_yi": 0.025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0001 }, { "time": "13:32", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0062 }, { "time": "13:33", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0017 }, { "time": "13:34", "open": 7.57, "high": 7.58, "low": 7.57, "close": 7.58, "amount_yi": 0.0119 }, { "time": "13:36", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0537 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 7.6, "ts": "2026-06-29T13:36:29", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.6, "ask1": 7.61, "bid_qty1": 672, "ask_qty1": 486 }, "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": "2026-06-29T13:36:32", "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": 123.1721, "price_vs_vwap_pct": 1.6058, "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": 1.246, "prev_amount_yi": 1.2604, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9886, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 124.8, "high": 124.8, "low": 124.8, "close": 124.8, "amount_yi": 0.0855 }, { "time": "13:32", "open": 124.8, "high": 124.8, "low": 124.77, "close": 124.77, "amount_yi": 0.357 }, { "time": "13:33", "open": 124.83, "high": 124.83, "low": 124.71, "close": 124.71, "amount_yi": 0.1782 }, { "time": "13:34", "open": 124.74, "high": 125.0, "low": 124.74, "close": 125.0, "amount_yi": 0.303 }, { "time": "13:36", "open": 125.27, "high": 125.27, "low": 125.15, "close": 125.15, "amount_yi": 0.3223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.15, "ts": "2026-06-29T13:36:28", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.13, "ask1": 125.15, "bid_qty1": 2, "ask_qty1": 12 }, "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": "2026-06-29T13:36:32", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 156.55, "max_chase_pct": 1.5, "base_exec_high": 154.27, "dynamic_exec_high": null, "entry_zone_low": 149.71, "entry_zone_high": 154.27, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3278, "prev_amount_yi": 0.207, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 134.57, "high": 134.57, "low": 134.57, "close": 134.57, "amount_yi": 0.016 }, { "time": "13:32", "open": 134.56, "high": 134.56, "low": 134.34, "close": 134.34, "amount_yi": 0.0705 }, { "time": "13:33", "open": 134.5, "high": 135.08, "low": 134.5, "close": 135.08, "amount_yi": 0.0489 }, { "time": "13:34", "open": 135.84, "high": 135.84, "low": 135.65, "close": 135.65, "amount_yi": 0.0556 }, { "time": "13:36", "open": 135.65, "high": 135.65, "low": 135.37, "close": 135.37, "amount_yi": 0.1368 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.37, "ts": "2026-06-29T13:36:30", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 135.37, "ask1": 135.42, "bid_qty1": 2, "ask_qty1": 0 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600909:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600909:VWAP_RECLAIM", "symbol": "SHSE.600909", "name": "华安证券", "side": "BUY", "priority": "W78", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.91, "exec_low": 13.1, "exec_high": 13.1, "invalid_price": 12.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 11.8853, "price_vs_vwap_pct": -3.8308, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8472, "prev_amount_yi": 0.3528, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0532 }, { "time": "13:32", "open": 11.34, "high": 11.34, "low": 11.34, "close": 11.34, "amount_yi": 0.164 }, { "time": "13:33", "open": 11.32, "high": 11.35, "low": 11.32, "close": 11.35, "amount_yi": 0.0797 }, { "time": "13:34", "open": 11.4, "high": 11.43, "low": 11.4, "close": 11.43, "amount_yi": 0.259 }, { "time": "13:36", "open": 11.44, "high": 11.44, "low": 11.43, "close": 11.43, "amount_yi": 0.2913 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.43, "ts": "2026-06-29T13:36:28", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.43, "ask1": 11.44, "bid_qty1": 201, "ask_qty1": 519 }, "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": "2026-06-29T13:36:32", "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": 21.9557, "price_vs_vwap_pct": -2.6221, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.567, "prev_amount_yi": 0.9549, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.641, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 21.18, "high": 21.18, "low": 21.18, "close": 21.18, "amount_yi": 0.227 }, { "time": "13:32", "open": 21.26, "high": 21.29, "low": 21.26, "close": 21.29, "amount_yi": 0.3649 }, { "time": "13:33", "open": 21.24, "high": 21.26, "low": 21.24, "close": 21.26, "amount_yi": 0.1614 }, { "time": "13:34", "open": 21.35, "high": 21.38, "low": 21.35, "close": 21.38, "amount_yi": 0.358 }, { "time": "13:36", "open": 21.39, "high": 21.39, "low": 21.38, "close": 21.38, "amount_yi": 0.4557 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.38, "ts": "2026-06-29T13:36:30", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.36, "ask1": 21.37, "bid_qty1": 181, "ask_qty1": 2 }, "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": "2026-06-29T13:36:32", "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": 0.0193, "prev_amount_yi": 0.0566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 61.82, "high": 61.82, "low": 61.82, "close": 61.82, "amount_yi": 0.0011 }, { "time": "13:32", "open": 61.84, "high": 61.84, "low": 61.09, "close": 61.09, "amount_yi": 0.0075 }, { "time": "13:33", "open": 61.85, "high": 61.85, "low": 61.85, "close": 61.85, "amount_yi": 0.005 }, { "time": "13:34", "open": 61.67, "high": 61.85, "low": 61.67, "close": 61.85, "amount_yi": 0.0041 }, { "time": "13:36", "open": 61.67, "high": 61.67, "low": 61.6, "close": 61.6, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.6, "ts": "2026-06-29T13:36:29", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 61.6, "ask1": 61.61, "bid_qty1": 23, "ask_qty1": 10 }, "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": "OBSERVE", "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": "2026-06-29T13:36:32", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.36, "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": 3.9024, "intraday_vwap": 57.3132, "price_vs_vwap_pct": 1.4949, "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": 0.9306, "prev_amount_yi": 1.3013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7151, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 58.08, "high": 58.08, "low": 58.08, "close": 58.08, "amount_yi": 0.101 }, { "time": "13:32", "open": 57.7, "high": 57.75, "low": 57.7, "close": 57.75, "amount_yi": 0.2714 }, { "time": "13:33", "open": 57.7, "high": 57.71, "low": 57.7, "close": 57.71, "amount_yi": 0.1457 }, { "time": "13:34", "open": 57.8, "high": 57.92, "low": 57.8, "close": 57.92, "amount_yi": 0.1032 }, { "time": "13:36", "open": 58.11, "high": 58.17, "low": 58.11, "close": 58.17, "amount_yi": 0.3093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 58.17, "ts": "2026-06-29T13:36:30", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.16, "ask1": 58.17, "bid_qty1": 7, "ask_qty1": 223 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T13:36:32", "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": 26.625, "price_vs_vwap_pct": 0.77, "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": 0.1105, "prev_amount_yi": 0.0428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5818, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 26.73, "high": 26.73, "low": 26.73, "close": 26.73, "amount_yi": 0.0023 }, { "time": "13:32", "open": 26.89, "high": 26.89, "low": 26.87, "close": 26.87, "amount_yi": 0.0715 }, { "time": "13:33", "open": 26.85, "high": 26.85, "low": 26.83, "close": 26.83, "amount_yi": 0.0045 }, { "time": "13:34", "open": 26.84, "high": 26.86, "low": 26.84, "close": 26.86, "amount_yi": 0.0105 }, { "time": "13:36", "open": 26.86, "high": 26.86, "low": 26.83, "close": 26.83, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.83, "ts": "2026-06-29T13:36:30", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.83, "ask1": 26.85, "bid_qty1": 3, "ask_qty1": 25 }, "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": "2026-06-29T13:36:32", "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": 73.5155, "price_vs_vwap_pct": -1.0685, "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": 0.0358, "prev_amount_yi": 0.0383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9347, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 72.99, "high": 72.99, "low": 72.99, "close": 72.99, "amount_yi": 0.0016 }, { "time": "13:32", "open": 72.91, "high": 72.91, "low": 72.86, "close": 72.86, "amount_yi": 0.0105 }, { "time": "13:33", "open": 72.77, "high": 72.77, "low": 72.75, "close": 72.75, "amount_yi": 0.0094 }, { "time": "13:34", "open": 72.75, "high": 72.79, "low": 72.75, "close": 72.79, "amount_yi": 0.0058 }, { "time": "13:36", "open": 72.71, "high": 72.73, "low": 72.71, "close": 72.73, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.73, "ts": "2026-06-29T13:36:25", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.7, "ask1": 72.72, "bid_qty1": 1, "ask_qty1": 1 }, "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": "TOUCHED", "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": "2026-06-29T13:36:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.02, "max_chase_pct": 1.5, "base_exec_high": 58.16, "dynamic_exec_high": null, "entry_zone_low": 56.44, "entry_zone_high": 58.16, "entry_risk_pct": null, "intraday_vwap": 57.0472, "price_vs_vwap_pct": 2.1435, "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": 0.0288, "prev_amount_yi": 0.0471, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 58.36, "high": 58.36, "low": 58.36, "close": 58.36, "amount_yi": 0.0015 }, { "time": "13:32", "open": 58.21, "high": 58.21, "low": 58.21, "close": 58.21, "amount_yi": 0.0075 }, { "time": "13:33", "open": 58.21, "high": 58.21, "low": 58.2, "close": 58.2, "amount_yi": 0.0039 }, { "time": "13:34", "open": 58.17, "high": 58.29, "low": 58.17, "close": 58.29, "amount_yi": 0.0094 }, { "time": "13:36", "open": 58.28, "high": 58.28, "low": 58.27, "close": 58.27, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.27, "ts": "2026-06-29T13:36:29", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 58.27, "ask1": 58.28, "bid_qty1": 7, "ask_qty1": 20 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T13:36:32", "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": 3.6217, "intraday_vwap": 4.906, "price_vs_vwap_pct": 1.3045, "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": 0.1367, "prev_amount_yi": 0.1015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3468, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0044 }, { "time": "13:32", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0376 }, { "time": "13:33", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0105 }, { "time": "13:34", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.074 }, { "time": "13:36", "open": 4.96, "high": 4.97, "low": 4.96, "close": 4.97, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": "2026-06-29T13:36:28", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 13038, "ask_qty1": 16364 }, "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": "2026-06-29T13:36:32", "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": 15.9811, "price_vs_vwap_pct": -0.8203, "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": 0.0537, "prev_amount_yi": 0.0515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 15.85, "high": 15.85, "low": 15.85, "close": 15.85, "amount_yi": 0.0042 }, { "time": "13:32", "open": 15.86, "high": 15.86, "low": 15.85, "close": 15.85, "amount_yi": 0.0096 }, { "time": "13:33", "open": 15.83, "high": 15.83, "low": 15.83, "close": 15.83, "amount_yi": 0.0092 }, { "time": "13:34", "open": 15.85, "high": 15.86, "low": 15.85, "close": 15.86, "amount_yi": 0.0118 }, { "time": "13:36", "open": 15.85, "high": 15.85, "low": 15.85, "close": 15.85, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.85, "ts": "2026-06-29T13:36:29", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.84, "ask1": 15.85, "bid_qty1": 221, "ask_qty1": 7 }, "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": "2026-06-29T13:36:32", "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": 2.9356, "price_vs_vwap_pct": 0.1499, "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": 0.1332, "prev_amount_yi": 0.0846, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5745, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 2.93, "high": 2.93, "low": 2.93, "close": 2.93, "amount_yi": 0.0009 }, { "time": "13:32", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0821 }, { "time": "13:33", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.006 }, { "time": "13:34", "open": 2.92, "high": 2.93, "low": 2.92, "close": 2.93, "amount_yi": 0.016 }, { "time": "13:36", "open": 2.93, "high": 2.94, "low": 2.93, "close": 2.94, "amount_yi": 0.0282 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.94, "ts": "2026-06-29T13:36:28", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.93, "ask1": 2.94, "bid_qty1": 5259, "ask_qty1": 12011 }, "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": "2026-06-29T13:36:32", "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": 192.7866, "price_vs_vwap_pct": -2.3117, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1391, "prev_amount_yi": 0.1122, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2398, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 187.68, "high": 187.68, "low": 187.68, "close": 187.68, "amount_yi": 0.0047 }, { "time": "13:32", "open": 188.29, "high": 188.29, "low": 188.0, "close": 188.0, "amount_yi": 0.0496 }, { "time": "13:33", "open": 187.89, "high": 187.89, "low": 187.54, "close": 187.54, "amount_yi": 0.0246 }, { "time": "13:34", "open": 188.0, "high": 188.04, "low": 188.0, "close": 188.04, "amount_yi": 0.0205 }, { "time": "13:36", "open": 188.99, "high": 188.99, "low": 188.33, "close": 188.33, "amount_yi": 0.0397 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 188.33, "ts": "2026-06-29T13:36:27", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 188.22, "ask1": 188.62, "bid_qty1": 8, "ask_qty1": 10 }, "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": "2026-06-29T13:36:32", "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": 21.4094, "price_vs_vwap_pct": -3.3602, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8965, "prev_amount_yi": 0.8531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 20.58, "high": 20.58, "low": 20.58, "close": 20.58, "amount_yi": 0.0948 }, { "time": "13:32", "open": 20.62, "high": 20.66, "low": 20.62, "close": 20.66, "amount_yi": 0.2294 }, { "time": "13:33", "open": 20.66, "high": 20.68, "low": 20.66, "close": 20.68, "amount_yi": 0.1325 }, { "time": "13:34", "open": 20.72, "high": 20.73, "low": 20.72, "close": 20.73, "amount_yi": 0.2312 }, { "time": "13:36", "open": 20.7, "high": 20.7, "low": 20.69, "close": 20.69, "amount_yi": 0.2086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.69, "ts": "2026-06-29T13:36:28", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.68, "ask1": 20.69, "bid_qty1": 9, "ask_qty1": 171 }, "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": "2026-06-29T13:36:32", "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": 0.9364, "prev_amount_yi": 0.3179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9456, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 436.2, "high": 436.2, "low": 436.2, "close": 436.2, "amount_yi": 0.048 }, { "time": "13:32", "open": 439.35, "high": 439.35, "low": 438.01, "close": 438.01, "amount_yi": 0.2294 }, { "time": "13:33", "open": 437.86, "high": 437.99, "low": 437.86, "close": 437.99, "amount_yi": 0.1141 }, { "time": "13:34", "open": 438.0, "high": 438.0, "low": 438.0, "close": 438.0, "amount_yi": 0.1308 }, { "time": "13:36", "open": 442.0, "high": 442.0, "low": 442.0, "close": 442.0, "amount_yi": 0.4141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 442.0, "ts": "2026-06-29T13:36:29", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 441.52, "ask1": 442.0, "bid_qty1": 2, "ask_qty1": 546 }, "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": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 18.07, "exec_low": 18.34, "exec_high": 18.34, "invalid_price": 17.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.61, "max_chase_pct": 1.5, "base_exec_high": 18.34, "dynamic_exec_high": null, "entry_zone_low": 17.8, "entry_zone_high": 18.34, "entry_risk_pct": null, "intraday_vwap": 17.8859, "price_vs_vwap_pct": 0.9175, "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": 0.0545, "prev_amount_yi": 0.0395, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 18.07, "high": 18.07, "low": 18.07, "close": 18.07, "amount_yi": 0.0067 }, { "time": "13:32", "open": 18.07, "high": 18.07, "low": 18.06, "close": 18.06, "amount_yi": 0.007 }, { "time": "13:33", "open": 18.06, "high": 18.06, "low": 18.04, "close": 18.04, "amount_yi": 0.0165 }, { "time": "13:34", "open": 18.03, "high": 18.06, "low": 18.03, "close": 18.06, "amount_yi": 0.0161 }, { "time": "13:36", "open": 18.05, "high": 18.05, "low": 18.05, "close": 18.05, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.05, "ts": "2026-06-29T13:36:27", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.05, "ask1": 18.06, "bid_qty1": 15, "ask_qty1": 195 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601128:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601128:VWAP_RECLAIM", "symbol": "SHSE.601128", "name": "常熟银行", "side": "BUY", "priority": "W92", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.94, "exec_low": 6.03, "exec_high": 6.03, "invalid_price": 5.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 5.8762, "price_vs_vwap_pct": 0.7454, "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": 0.0851, "prev_amount_yi": 0.0361, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0031 }, { "time": "13:32", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0365 }, { "time": "13:33", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0094 }, { "time": "13:34", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0272 }, { "time": "13:36", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:27", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.92, "ask1": 5.93, "bid_qty1": 383, "ask_qty1": 2326 }, "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": "2026-06-29T13:36:32", "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": 8.7456, "price_vs_vwap_pct": 0.8507, "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": 0.0474, "prev_amount_yi": 0.0459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0027 }, { "time": "13:32", "open": 8.84, "high": 8.84, "low": 8.84, "close": 8.84, "amount_yi": 0.006 }, { "time": "13:33", "open": 8.83, "high": 8.83, "low": 8.82, "close": 8.82, "amount_yi": 0.0139 }, { "time": "13:34", "open": 8.82, "high": 8.82, "low": 8.82, "close": 8.82, "amount_yi": 0.0159 }, { "time": "13:36", "open": 8.82, "high": 8.82, "low": 8.82, "close": 8.82, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.82, "ts": "2026-06-29T13:36:28", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.82, "ask1": 8.83, "bid_qty1": 67, "ask_qty1": 2956 }, "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": "2026-06-29T13:36:32", "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": 7.7954, "price_vs_vwap_pct": 0.3156, "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": 0.0384, "prev_amount_yi": 0.0323, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0008 }, { "time": "13:32", "open": 7.81, "high": 7.83, "low": 7.81, "close": 7.83, "amount_yi": 0.0185 }, { "time": "13:33", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0048 }, { "time": "13:34", "open": 7.81, "high": 7.82, "low": 7.81, "close": 7.82, "amount_yi": 0.0069 }, { "time": "13:36", "open": 7.83, "high": 7.83, "low": 7.82, "close": 7.82, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.82, "ts": "2026-06-29T13:36:27", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.82, "ask1": 7.83, "bid_qty1": 684, "ask_qty1": 605 }, "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": "2026-06-29T13:36:32", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 158.61, "max_chase_pct": 1.5, "base_exec_high": 156.3, "dynamic_exec_high": null, "entry_zone_low": 151.68, "entry_zone_high": 156.3, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1992, "prev_amount_yi": 0.1185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.681, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 140.08, "high": 140.08, "low": 140.08, "close": 140.08, "amount_yi": 0.022 }, { "time": "13:32", "open": 140.13, "high": 140.13, "low": 140.06, "close": 140.06, "amount_yi": 0.0356 }, { "time": "13:33", "open": 140.04, "high": 140.36, "low": 140.04, "close": 140.36, "amount_yi": 0.0212 }, { "time": "13:34", "open": 140.76, "high": 140.76, "low": 140.54, "close": 140.54, "amount_yi": 0.0369 }, { "time": "13:36", "open": 141.45, "high": 141.45, "low": 141.45, "close": 141.45, "amount_yi": 0.0835 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 141.45, "ts": "2026-06-29T13:36:29", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 141.46, "ask1": 141.51, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W96", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.48, "exec_low": 58.34, "exec_high": 58.34, "invalid_price": 55.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 53.004, "price_vs_vwap_pct": -3.0073, "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": 0.7248, "prev_amount_yi": 0.9665, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7499, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 51.46, "high": 51.46, "low": 51.46, "close": 51.46, "amount_yi": 0.0508 }, { "time": "13:32", "open": 51.35, "high": 51.46, "low": 51.35, "close": 51.46, "amount_yi": 0.2251 }, { "time": "13:33", "open": 51.45, "high": 51.45, "low": 51.45, "close": 51.45, "amount_yi": 0.1226 }, { "time": "13:34", "open": 51.46, "high": 51.46, "low": 51.44, "close": 51.44, "amount_yi": 0.0963 }, { "time": "13:36", "open": 51.42, "high": 51.42, "low": 51.41, "close": 51.41, "amount_yi": 0.23 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.41, "ts": "2026-06-29T13:36:30", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.4, "ask1": 51.41, "bid_qty1": 159, "ask_qty1": 20 }, "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": "2026-06-29T13:36:32", "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": 9.7375, "price_vs_vwap_pct": 0.4365, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1738, "prev_amount_yi": 0.0949, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.0009 }, { "time": "13:32", "open": 9.8, "high": 9.8, "low": 9.79, "close": 9.79, "amount_yi": 0.0222 }, { "time": "13:33", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.041 }, { "time": "13:34", "open": 9.79, "high": 9.79, "low": 9.78, "close": 9.78, "amount_yi": 0.0963 }, { "time": "13:36", "open": 9.79, "high": 9.79, "low": 9.78, "close": 9.78, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.78, "ts": "2026-06-29T13:36:30", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.78, "ask1": 9.79, "bid_qty1": 3386, "ask_qty1": 1558 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:36:32", "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": 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": 3.1846, "intraday_vwap": 42.0188, "price_vs_vwap_pct": 2.3827, "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": 0.0209, "prev_amount_yi": 0.0104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 42.8, "high": 42.8, "low": 42.8, "close": 42.8, "amount_yi": 0.0006 }, { "time": "13:32", "open": 42.79, "high": 42.81, "low": 42.79, "close": 42.81, "amount_yi": 0.0018 }, { "time": "13:33", "open": 42.88, "high": 42.96, "low": 42.88, "close": 42.96, "amount_yi": 0.0072 }, { "time": "13:34", "open": 42.97, "high": 43.02, "low": 42.97, "close": 43.02, "amount_yi": 0.0054 }, { "time": "13:36", "open": 43.11, "high": 43.11, "low": 43.02, "close": 43.02, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 43.02, "ts": "2026-06-29T13:36:30", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.01, "ask1": 43.02, "bid_qty1": 13, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T13:36:32", "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": 4.6861, "price_vs_vwap_pct": 0.9368, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1581, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0324 }, { "time": "13:32", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0362 }, { "time": "13:33", "open": 4.74, "high": 4.74, "low": 4.73, "close": 4.73, "amount_yi": 0.0532 }, { "time": "13:34", "open": 4.73, "high": 4.75, "low": 4.73, "close": 4.75, "amount_yi": 0.0144 }, { "time": "13:36", "open": 4.74, "high": 4.74, "low": 4.73, "close": 4.73, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.73, "ask1": 4.74, "bid_qty1": 2420, "ask_qty1": 4152 }, "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": "2026-06-29T13:36:32", "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": 10.9982, "price_vs_vwap_pct": 0.6528, "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": 0.1812, "prev_amount_yi": 0.2244, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.0343 }, { "time": "13:32", "open": 11.08, "high": 11.08, "low": 11.07, "close": 11.07, "amount_yi": 0.0218 }, { "time": "13:33", "open": 11.08, "high": 11.08, "low": 11.06, "close": 11.06, "amount_yi": 0.0419 }, { "time": "13:34", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0529 }, { "time": "13:36", "open": 11.06, "high": 11.07, "low": 11.06, "close": 11.07, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.07, "ts": "2026-06-29T13:36:30", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.06, "ask1": 11.07, "bid_qty1": 1604, "ask_qty1": 6476 }, "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": "2026-06-29T13:36:32", "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": 43.4571, "price_vs_vwap_pct": 0.9041, "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": 0.0964, "prev_amount_yi": 0.072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3389, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 43.88, "high": 43.88, "low": 43.88, "close": 43.88, "amount_yi": 0.0103 }, { "time": "13:32", "open": 43.8, "high": 43.8, "low": 43.77, "close": 43.77, "amount_yi": 0.0218 }, { "time": "13:33", "open": 43.85, "high": 43.85, "low": 43.77, "close": 43.77, "amount_yi": 0.0251 }, { "time": "13:34", "open": 43.74, "high": 43.79, "low": 43.74, "close": 43.79, "amount_yi": 0.0154 }, { "time": "13:36", "open": 43.84, "high": 43.85, "low": 43.84, "close": 43.85, "amount_yi": 0.0238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.85, "ts": "2026-06-29T13:36:27", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.85, "ask1": 43.86, "bid_qty1": 3, "ask_qty1": 14 }, "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": "2026-06-29T13:36:32", "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": 6.2806, "price_vs_vwap_pct": 1.2642, "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": 0.0391, "prev_amount_yi": 0.0558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.0012 }, { "time": "13:32", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0164 }, { "time": "13:33", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0121 }, { "time": "13:34", "open": 6.35, "high": 6.36, "low": 6.35, "close": 6.36, "amount_yi": 0.0059 }, { "time": "13:36", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.36, "ts": "2026-06-29T13:36:30", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.35, "ask1": 6.36, "bid_qty1": 2060, "ask_qty1": 714 }, "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": "2026-06-29T13:36:32", "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": 5.8894, "price_vs_vwap_pct": 0.5196, "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": 0.0313, "prev_amount_yi": 0.0164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0061 }, { "time": "13:32", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.0085 }, { "time": "13:33", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0014 }, { "time": "13:34", "open": 5.93, "high": 5.93, "low": 5.92, "close": 5.92, "amount_yi": 0.0114 }, { "time": "13:36", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:30", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.92, "ask1": 5.93, "bid_qty1": 457, "ask_qty1": 1241 }, "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": "2026-06-29T13:36:32", "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": 5.7321, "price_vs_vwap_pct": 1.0101, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2269, "prev_amount_yi": 0.3359, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0139 }, { "time": "13:32", "open": 5.8, "high": 5.8, "low": 5.79, "close": 5.79, "amount_yi": 0.0264 }, { "time": "13:33", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0315 }, { "time": "13:34", "open": 5.79, "high": 5.8, "low": 5.79, "close": 5.8, "amount_yi": 0.087 }, { "time": "13:36", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0681 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:29", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 21659, "ask_qty1": 4450 }, "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": "2026-06-29T13:36:32", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4244, "prev_amount_yi": 0.2965, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 116.11, "high": 116.11, "low": 116.11, "close": 116.11, "amount_yi": 0.0201 }, { "time": "13:32", "open": 116.63, "high": 116.63, "low": 116.63, "close": 116.63, "amount_yi": 0.2397 }, { "time": "13:33", "open": 116.67, "high": 116.78, "low": 116.67, "close": 116.78, "amount_yi": 0.0451 }, { "time": "13:34", "open": 116.98, "high": 116.98, "low": 116.91, "close": 116.91, "amount_yi": 0.0445 }, { "time": "13:36", "open": 117.03, "high": 117.03, "low": 116.65, "close": 116.65, "amount_yi": 0.075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.65, "ts": "2026-06-29T13:36:30", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 116.65, "ask1": 116.82, "bid_qty1": 1, "ask_qty1": 20 }, "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": "2026-06-29T13:36:32", "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": 7.167, "price_vs_vwap_pct": 0.6, "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": 0.2718, "prev_amount_yi": 0.2639, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0299, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0063 }, { "time": "13:32", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0457 }, { "time": "13:33", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.03 }, { "time": "13:34", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.1488 }, { "time": "13:36", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.21, "ts": "2026-06-29T13:36:29", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 10081, "ask_qty1": 9143 }, "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": "2026-06-29T13:36:32", "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": 36.1369, "price_vs_vwap_pct": 0.6174, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5383, "prev_amount_yi": 0.4397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 36.38, "high": 36.38, "low": 36.38, "close": 36.38, "amount_yi": 0.0546 }, { "time": "13:32", "open": 36.38, "high": 36.38, "low": 36.38, "close": 36.38, "amount_yi": 0.0732 }, { "time": "13:33", "open": 36.38, "high": 36.38, "low": 36.34, "close": 36.34, "amount_yi": 0.1429 }, { "time": "13:34", "open": 36.33, "high": 36.35, "low": 36.33, "close": 36.35, "amount_yi": 0.1484 }, { "time": "13:36", "open": 36.35, "high": 36.36, "low": 36.35, "close": 36.36, "amount_yi": 0.1192 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.36, "ts": "2026-06-29T13:36:28", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.35, "ask1": 36.36, "bid_qty1": 179, "ask_qty1": 217 }, "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": "2026-06-29T13:36:32", "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": 0.2202, "prev_amount_yi": 0.2271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 112.67, "high": 112.67, "low": 112.67, "close": 112.67, "amount_yi": 0.0138 }, { "time": "13:32", "open": 112.19, "high": 112.54, "low": 112.19, "close": 112.54, "amount_yi": 0.054 }, { "time": "13:33", "open": 112.67, "high": 112.67, "low": 112.25, "close": 112.25, "amount_yi": 0.0365 }, { "time": "13:34", "open": 112.0, "high": 112.0, "low": 111.6, "close": 111.6, "amount_yi": 0.0466 }, { "time": "13:36", "open": 112.44, "high": 112.62, "low": 112.44, "close": 112.62, "amount_yi": 0.0693 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.62, "ts": "2026-06-29T13:36:29", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.62, "ask1": 112.66, "bid_qty1": 9, "ask_qty1": 10 }, "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": "2026-06-29T13:36:32", "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": 8.4897, "price_vs_vwap_pct": -3.4124, "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": 0.0546, "prev_amount_yi": 0.0169, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.0022 }, { "time": "13:32", "open": 8.16, "high": 8.16, "low": 8.16, "close": 8.16, "amount_yi": 0.0081 }, { "time": "13:33", "open": 8.16, "high": 8.16, "low": 8.15, "close": 8.15, "amount_yi": 0.0283 }, { "time": "13:34", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.0079 }, { "time": "13:36", "open": 8.17, "high": 8.2, "low": 8.17, "close": 8.2, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.2, "ts": "2026-06-29T13:36:30", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.19, "ask1": 8.2, "bid_qty1": 46, "ask_qty1": 51 }, "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": "2026-06-29T13:36:32", "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": 789.3362, "price_vs_vwap_pct": 2.1111, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.625, "prev_amount_yi": 3.4324, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3475, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 800.3, "high": 800.3, "low": 800.3, "close": 800.3, "amount_yi": 0.2514 }, { "time": "13:32", "open": 795.69, "high": 798.09, "low": 795.69, "close": 798.09, "amount_yi": 0.795 }, { "time": "13:33", "open": 798.86, "high": 799.09, "low": 798.86, "close": 799.09, "amount_yi": 0.3011 }, { "time": "13:34", "open": 800.29, "high": 803.06, "low": 800.29, "close": 803.06, "amount_yi": 1.1668 }, { "time": "13:36", "open": 805.65, "high": 806.0, "low": 805.65, "close": 806.0, "amount_yi": 2.1107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 806.0, "ts": "2026-06-29T13:36:29", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 805.78, "ask1": 806.0, "bid_qty1": 9, "ask_qty1": 12 }, "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": "2026-06-29T13:36:32", "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": 20.2677, "price_vs_vwap_pct": 0.7514, "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": 0.163, "prev_amount_yi": 0.1557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0201 }, { "time": "13:32", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0174 }, { "time": "13:33", "open": 20.43, "high": 20.43, "low": 20.43, "close": 20.43, "amount_yi": 0.0351 }, { "time": "13:34", "open": 20.41, "high": 20.42, "low": 20.41, "close": 20.42, "amount_yi": 0.0608 }, { "time": "13:36", "open": 20.43, "high": 20.43, "low": 20.42, "close": 20.42, "amount_yi": 0.0296 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.42, "ts": "2026-06-29T13:36:29", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.42, "ask1": 20.43, "bid_qty1": 553, "ask_qty1": 173 }, "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": "2026-06-29T13:36:32", "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": 48.7713, "price_vs_vwap_pct": 2.3143, "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": 0.0592, "prev_amount_yi": 0.0308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9221, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 49.77, "high": 49.77, "low": 49.77, "close": 49.77, "amount_yi": 0.0145 }, { "time": "13:32", "open": 50.2, "high": 50.2, "low": 50.08, "close": 50.08, "amount_yi": 0.0374 }, { "time": "13:33", "open": 50.19, "high": 50.19, "low": 50.09, "close": 50.09, "amount_yi": 0.0025 }, { "time": "13:34", "open": 50.19, "high": 50.19, "low": 50.17, "close": 50.17, "amount_yi": 0.0004 }, { "time": "13:36", "open": 49.9, "high": 49.9, "low": 49.9, "close": 49.9, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.9, "ts": "2026-06-29T13:36:28", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 49.9, "ask1": 49.96, "bid_qty1": 452, "ask_qty1": 4 }, "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": "2026-06-29T13:36:32", "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": 22.6958, "price_vs_vwap_pct": 1.5606, "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": 0.0136, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2252, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 23.06, "high": 23.06, "low": 23.06, "close": 23.06, "amount_yi": 0.0018 }, { "time": "13:32", "open": 23.02, "high": 23.05, "low": 23.02, "close": 23.05, "amount_yi": 0.0062 }, { "time": "13:33", "open": 23.04, "high": 23.07, "low": 23.04, "close": 23.07, "amount_yi": 0.001 }, { "time": "13:34", "open": 23.06, "high": 23.07, "low": 23.06, "close": 23.07, "amount_yi": 0.0029 }, { "time": "13:36", "open": 23.07, "high": 23.07, "low": 23.05, "close": 23.05, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.57, "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": 23.05, "ts": "2026-06-29T13:36:29", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.05, "ask1": 23.06, "bid_qty1": 4, "ask_qty1": 31 }, "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": "2026-06-29T13:36:32", "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": 33.585, "price_vs_vwap_pct": 1.1166, "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": 0.0136, "prev_amount_yi": 0.0128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 33.98, "high": 33.98, "low": 33.98, "close": 33.98, "amount_yi": 0.0007 }, { "time": "13:32", "open": 33.99, "high": 33.99, "low": 33.96, "close": 33.96, "amount_yi": 0.0018 }, { "time": "13:33", "open": 33.98, "high": 33.98, "low": 33.92, "close": 33.92, "amount_yi": 0.0016 }, { "time": "13:34", "open": 33.94, "high": 33.95, "low": 33.94, "close": 33.95, "amount_yi": 0.0005 }, { "time": "13:36", "open": 33.96, "high": 33.96, "low": 33.96, "close": 33.96, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.96, "ts": "2026-06-29T13:36:28", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 33.94, "ask1": 33.96, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:36:32", "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": 6.1562, "price_vs_vwap_pct": 1.0364, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5338, "prev_amount_yi": 0.2858, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8677, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0108 }, { "time": "13:32", "open": 6.23, "high": 6.23, "low": 6.22, "close": 6.22, "amount_yi": 0.0348 }, { "time": "13:33", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0325 }, { "time": "13:34", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.1195 }, { "time": "13:36", "open": 6.23, "high": 6.23, "low": 6.22, "close": 6.22, "amount_yi": 0.3362 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.22, "ts": "2026-06-29T13:36:30", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.22, "ask1": 6.23, "bid_qty1": 1945, "ask_qty1": 16334 }, "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": "2026-06-29T13:36:32", "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": 20.3506, "price_vs_vwap_pct": 1.3729, "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": 0.0101, "prev_amount_yi": 0.0148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 20.65, "high": 20.65, "low": 20.65, "close": 20.65, "amount_yi": 0.001 }, { "time": "13:32", "open": 20.62, "high": 20.62, "low": 20.62, "close": 20.62, "amount_yi": 0.0026 }, { "time": "13:33", "open": 20.62, "high": 20.62, "low": 20.61, "close": 20.61, "amount_yi": 0.0012 }, { "time": "13:34", "open": 20.61, "high": 20.63, "low": 20.61, "close": 20.63, "amount_yi": 0.0016 }, { "time": "13:36", "open": 20.65, "high": 20.65, "low": 20.63, "close": 20.63, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.63, "ts": "2026-06-29T13:36:28", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.63, "ask1": 20.65, "bid_qty1": 19, "ask_qty1": 6 }, "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": "2026-06-29T13:36:32", "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": 16.6814, "price_vs_vwap_pct": 0.8309, "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": 0.2226, "prev_amount_yi": 0.2014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.0257 }, { "time": "13:32", "open": 16.86, "high": 16.86, "low": 16.86, "close": 16.86, "amount_yi": 0.0958 }, { "time": "13:33", "open": 16.85, "high": 16.85, "low": 16.83, "close": 16.83, "amount_yi": 0.0279 }, { "time": "13:34", "open": 16.82, "high": 16.83, "low": 16.82, "close": 16.83, "amount_yi": 0.0413 }, { "time": "13:36", "open": 16.83, "high": 16.83, "low": 16.82, "close": 16.82, "amount_yi": 0.0319 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.82, "ts": "2026-06-29T13:36:27", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.82, "ask1": 16.83, "bid_qty1": 1227, "ask_qty1": 2739 }, "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": "2026-06-29T13:36:32", "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": 4.9187, "price_vs_vwap_pct": 0.6363, "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": 0.0643, "prev_amount_yi": 0.1177, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0129 }, { "time": "13:32", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0306 }, { "time": "13:33", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0032 }, { "time": "13:34", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0121 }, { "time": "13:36", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:29", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 5853, "ask_qty1": 29038 }, "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": "2026-06-29T13:36:32", "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": 22.7385, "price_vs_vwap_pct": 0.9741, "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": 0.0312, "prev_amount_yi": 0.0249, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.253, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:31", "open": 22.97, "high": 22.97, "low": 22.97, "close": 22.97, "amount_yi": 0.0019 }, { "time": "13:32", "open": 22.97, "high": 22.97, "low": 22.96, "close": 22.96, "amount_yi": 0.0107 }, { "time": "13:33", "open": 22.99, "high": 22.99, "low": 22.98, "close": 22.98, "amount_yi": 0.0043 }, { "time": "13:34", "open": 23.0, "high": 23.0, "low": 23.0, "close": 23.0, "amount_yi": 0.0043 }, { "time": "13:36", "open": 22.99, "high": 22.99, "low": 22.96, "close": 22.96, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.15, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:36:29", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.96, "ask1": 22.97, "bid_qty1": 28, "ask_qty1": 2 }, "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": 530830.0, "total_value": 1075323.0, "unrealized_pnl": 84018.0, "unrealized_pnl_pct_of_initial": 8.4018, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 75323.0, "total_pnl_pct": 7.532300000000003 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 98.14, "market_value": 235536.0, "unrealized_pnl": 42816.00000000001, "unrealized_pnl_pct": 22.21668742216687, "updated_at": "2026-06-29T13:36:32", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 21.903744270326218 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 125.67, "market_value": 226206.0, "unrealized_pnl": 30833.999999999993, "unrealized_pnl_pct": 15.782200110558309, "updated_at": "2026-06-29T13:36:32", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.03609799102223 }, { "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": "2026-06-29T13:36:32", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.424860251291937 } ], "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 } }