{ "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": 0.8078, "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": 34.697424284645315, "above_vwap": true, "amount": 3044034560.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.941628264208905, "last": 88.23, "vwap": 87.43913765004572, "above_vwap": true, "amount": 9925688686.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.757314974182442, "last": 38.61, "vwap": 37.44061498489894, "above_vwap": true, "amount": 8491964030.0 }, { "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": 18.581203220140516, "above_vwap": true, "amount": 317366951.0 }, { "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": 41.49206833761782, "above_vwap": true, "amount": 890950885.0 }, { "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": 160.21094185173058, "above_vwap": true, "amount": 1663598378.0 }, { "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": 9.772353446308985, "above_vwap": true, "amount": 779534771.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.960763520678693, "last": 205.5, "vwap": 202.0425709690222, "above_vwap": true, "amount": 7737907200.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.890577507598785, "last": 28.66, "vwap": 28.412310917083914, "above_vwap": true, "amount": 2883787051.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.708288482238945, "last": 100.99, "vwap": 100.0449965122822, "above_vwap": true, "amount": 3858125241.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.501385632061398, "last": 508.98, "vwap": 492.7687162061937, "above_vwap": true, "amount": 2581221582.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.423628102062231, "last": 93.06, "vwap": 92.05439421565818, "above_vwap": true, "amount": 4240872298.0 } ] }, "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": 0.8078, "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": 34.697424284645315, "above_vwap": true, "amount": 3044034560.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.941628264208905, "last": 88.23, "vwap": 87.43913765004572, "above_vwap": true, "amount": 9925688686.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.757314974182442, "last": 38.61, "vwap": 37.44061498489894, "above_vwap": true, "amount": 8491964030.0 }, { "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": 18.581203220140516, "above_vwap": true, "amount": 317366951.0 }, { "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": 41.49206833761782, "above_vwap": true, "amount": 890950885.0 }, { "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": 160.21094185173058, "above_vwap": true, "amount": 1663598378.0 }, { "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": 9.772353446308985, "above_vwap": true, "amount": 779534771.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.960763520678693, "last": 205.5, "vwap": 202.0425709690222, "above_vwap": true, "amount": 7737907200.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.890577507598785, "last": 28.66, "vwap": 28.412310917083914, "above_vwap": true, "amount": 2883787051.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.708288482238945, "last": 100.99, "vwap": 100.0449965122822, "above_vwap": true, "amount": 3858125241.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.501385632061398, "last": 508.98, "vwap": 492.7687162061937, "above_vwap": true, "amount": 2581221582.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.423628102062231, "last": 93.06, "vwap": 92.05439421565818, "above_vwap": true, "amount": 4240872298.0 } ] }, "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": 0.8078, "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": 34.697424284645315, "above_vwap": true, "amount": 3044034560.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.941628264208905, "last": 88.23, "vwap": 87.43913765004572, "above_vwap": true, "amount": 9925688686.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.757314974182442, "last": 38.61, "vwap": 37.44061498489894, "above_vwap": true, "amount": 8491964030.0 }, { "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": 18.581203220140516, "above_vwap": true, "amount": 317366951.0 }, { "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": 41.49206833761782, "above_vwap": true, "amount": 890950885.0 }, { "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": 160.21094185173058, "above_vwap": true, "amount": 1663598378.0 }, { "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": 9.772353446308985, "above_vwap": true, "amount": 779534771.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.960763520678693, "last": 205.5, "vwap": 202.0425709690222, "above_vwap": true, "amount": 7737907200.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.890577507598785, "last": 28.66, "vwap": 28.412310917083914, "above_vwap": true, "amount": 2883787051.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.708288482238945, "last": 100.99, "vwap": 100.0449965122822, "above_vwap": true, "amount": 3858125241.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.501385632061398, "last": 508.98, "vwap": 492.7687162061937, "above_vwap": true, "amount": 2581221582.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.423628102062231, "last": 93.06, "vwap": 92.05439421565818, "above_vwap": true, "amount": 4240872298.0 } ] }, "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": 0.8078, "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": 34.697424284645315, "above_vwap": true, "amount": 3044034560.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.941628264208905, "last": 88.23, "vwap": 87.43913765004572, "above_vwap": true, "amount": 9925688686.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.757314974182442, "last": 38.61, "vwap": 37.44061498489894, "above_vwap": true, "amount": 8491964030.0 }, { "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": 18.581203220140516, "above_vwap": true, "amount": 317366951.0 }, { "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": 41.49206833761782, "above_vwap": true, "amount": 890950885.0 }, { "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": 160.21094185173058, "above_vwap": true, "amount": 1663598378.0 }, { "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": 9.772353446308985, "above_vwap": true, "amount": 779534771.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.960763520678693, "last": 205.5, "vwap": 202.0425709690222, "above_vwap": true, "amount": 7737907200.0 }, { "symbol": "SZSE.300759", "name": "康龙化成", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.890577507598785, "last": 28.66, "vwap": 28.412310917083914, "above_vwap": true, "amount": 2883787051.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.708288482238945, "last": 100.99, "vwap": 100.0449965122822, "above_vwap": true, "amount": 3858125241.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.501385632061398, "last": 508.98, "vwap": 492.7687162061937, "above_vwap": true, "amount": 2581221582.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.423628102062231, "last": 93.06, "vwap": 92.05439421565818, "above_vwap": true, "amount": 4240872298.0 } ] }, "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": "2026-06-29T13:39:45", "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": "2026-06-29T13:39:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 31.83, "max_chase_pct": 3.0, "base_exec_high": 31.83, "dynamic_exec_high": null, "entry_zone_low": 30.44, "entry_zone_high": 31.36, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.216, "prev_amount_yi": 0.1299, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0062 }, { "time": "13:38", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.009 }, { "time": "13:39", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.2008 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:44", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 52229, "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": "2026-06-29T13:39:45", "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": 100.045, "price_vs_vwap_pct": 0.9446, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2498, "prev_amount_yi": 0.2333, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:37", "open": 100.94, "high": 100.94, "low": 100.61, "close": 100.61, "amount_yi": 0.1377 }, { "time": "13:38", "open": 100.59, "high": 100.59, "low": 100.59, "close": 100.59, "amount_yi": 0.0208 }, { "time": "13:39", "open": 100.9, "high": 100.99, "low": 100.9, "close": 100.99, "amount_yi": 0.0913 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.99, "ts": "2026-06-29T13:39:42", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 100.99, "ask1": 101.05, "bid_qty1": 56, "ask_qty1": 23 }, "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": "2026-06-29T13:39:45", "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": 27.7538, "price_vs_vwap_pct": -2.644, "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": 0.0174, "prev_amount_yi": 0.0215, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8093, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:37", "open": 27.1, "high": 27.1, "low": 26.99, "close": 26.99, "amount_yi": 0.0084 }, { "time": "13:38", "open": 26.98, "high": 26.98, "low": 26.98, "close": 26.98, "amount_yi": 0.0013 }, { "time": "13:39", "open": 27.01, "high": 27.02, "low": 27.01, "close": 27.02, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.02, "ts": "2026-06-29T13:39:42", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 26.99, "ask1": 27.02, "bid_qty1": 8, "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": "2026-06-29T13:39:45", "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": 11.3494, "price_vs_vwap_pct": -3.431, "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": 0.2746, "prev_amount_yi": 0.2638, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:37", "open": 10.94, "high": 10.94, "low": 10.89, "close": 10.89, "amount_yi": 0.152 }, { "time": "13:38", "open": 10.9, "high": 10.9, "low": 10.9, "close": 10.9, "amount_yi": 0.0268 }, { "time": "13:39", "open": 10.96, "high": 10.96, "low": 10.96, "close": 10.96, "amount_yi": 0.0958 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 10.95, "ask1": 10.96, "bid_qty1": 31, "ask_qty1": 524 }, "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": "2026-06-29T13:39:45", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.7023, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3746, "prev_amount_yi": 0.3958, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9464, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "13:37", "open": 205.5, "high": 205.5, "low": 204.5, "close": 204.5, "amount_yi": 0.1165 }, { "time": "13:38", "open": 206.0, "high": 206.0, "low": 206.0, "close": 206.0, "amount_yi": 0.0579 }, { "time": "13:39", "open": 206.72, "high": 209.6, "low": 206.72, "close": 209.6, "amount_yi": 0.2002 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64619.82, "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": 209.6, "ts": "2026-06-29T13:39:44", "prev_close": 201.99, "open": 195.0, "high": 209.87, "low": 183.0, "bid1": 209.6, "ask1": 209.87, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-29T13:39:45", "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": 14.119, "price_vs_vwap_pct": -1.4094, "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": 0.0519, "prev_amount_yi": 0.0634, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 13.92, "high": 13.92, "low": 13.86, "close": 13.86, "amount_yi": 0.0191 }, { "time": "13:38", "open": 13.85, "high": 13.85, "low": 13.85, "close": 13.85, "amount_yi": 0.0077 }, { "time": "13:39", "open": 13.89, "high": 13.92, "low": 13.89, "close": 13.92, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:43", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.91, "ask1": 13.92, "bid_qty1": 146, "ask_qty1": 37 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM", "symbol": "SZSE.002119", "name": "康强电子", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 37.02, "exec_low": 37.02, "exec_high": 38.13, "invalid_price": 35.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "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": 35.5482, "price_vs_vwap_pct": -0.2481, "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": 0.1847, "prev_amount_yi": 0.2932, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6299, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 35.17, "high": 35.17, "low": 35.16, "close": 35.16, "amount_yi": 0.0719 }, { "time": "13:38", "open": 35.03, "high": 35.03, "low": 35.03, "close": 35.03, "amount_yi": 0.0346 }, { "time": "13:39", "open": 35.26, "high": 35.46, "low": 35.26, "close": 35.46, "amount_yi": 0.0782 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.46, "ts": "2026-06-29T13:39:42", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.32, "bid1": 35.46, "ask1": 35.49, "bid_qty1": 6, "ask_qty1": 18 }, "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": "2026-06-29T13:39:45", "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": 27.2706, "price_vs_vwap_pct": -6.0893, "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": 0.0326, "prev_amount_yi": 0.0264, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2348, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0261 }, { "time": "13:38", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0018 }, { "time": "13:39", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 54417 }, "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": "2026-06-29T13:39:45", "sim_reason": "minute_energy_amount_too_low", "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": 4.7087, "intraday_vwap": 12.4585, "price_vs_vwap_pct": 0.4134, "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": 0.089, "prev_amount_yi": 0.1549, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 12.57, "high": 12.57, "low": 12.52, "close": 12.52, "amount_yi": 0.0288 }, { "time": "13:38", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0081 }, { "time": "13:39", "open": 12.57, "high": 12.57, "low": 12.51, "close": 12.51, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64619.82, "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": 12.51, "ts": "2026-06-29T13:39:42", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.51, "ask1": 12.53, "bid_qty1": 244, "ask_qty1": 1 }, "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": "2026-06-29T13:39:45", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 4.9338, "intraday_vwap": 31.0258, "price_vs_vwap_pct": -2.6617, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6075, "prev_amount_yi": 0.2623, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3161, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 30.29, "high": 30.29, "low": 30.16, "close": 30.16, "amount_yi": 0.2164 }, { "time": "13:38", "open": 30.15, "high": 30.15, "low": 30.15, "close": 30.15, "amount_yi": 0.092 }, { "time": "13:39", "open": 30.2, "high": 30.2, "low": 30.2, "close": 30.2, "amount_yi": 0.2991 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64619.82, "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": 30.2, "ts": "2026-06-29T13:39:43", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 30.18, "ask1": 30.2, "bid_qty1": 1, "ask_qty1": 167 }, "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": "2026-06-29T13:39:45", "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": 221.4069, "price_vs_vwap_pct": -0.369, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2867, "prev_amount_yi": 0.2496, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1486, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 219.94, "high": 219.94, "low": 219.17, "close": 219.17, "amount_yi": 0.0836 }, { "time": "13:38", "open": 219.23, "high": 219.23, "low": 219.23, "close": 219.23, "amount_yi": 0.0499 }, { "time": "13:39", "open": 220.4, "high": 220.59, "low": 220.4, "close": 220.59, "amount_yi": 0.1532 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 220.59, "ts": "2026-06-29T13:39:42", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 219.56, "ask1": 220.6, "bid_qty1": 11, "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": "CANCELLED", "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": "2026-06-29T13:39:45", "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": 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": 59.229, "price_vs_vwap_pct": -4.6244, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1302, "prev_amount_yi": 0.0981, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 56.94, "high": 56.94, "low": 56.75, "close": 56.75, "amount_yi": 0.0588 }, { "time": "13:38", "open": 56.7, "high": 56.7, "low": 56.7, "close": 56.7, "amount_yi": 0.0224 }, { "time": "13:39", "open": 56.64, "high": 56.64, "low": 56.49, "close": 56.49, "amount_yi": 0.049 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.49, "ts": "2026-06-29T13:39:42", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.49, "ask1": 56.5, "bid_qty1": 27, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-06-29T13:39:45", "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": 92.0544, "price_vs_vwap_pct": 1.0924, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5324, "prev_amount_yi": 0.2415, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2046, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "13:37", "open": 92.42, "high": 92.51, "low": 92.42, "close": 92.51, "amount_yi": 0.1074 }, { "time": "13:38", "open": 92.85, "high": 92.85, "low": 92.85, "close": 92.85, "amount_yi": 0.1082 }, { "time": "13:39", "open": 93.0, "high": 93.06, "low": 93.0, "close": 93.06, "amount_yi": 0.3168 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129239.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.06, "ts": "2026-06-29T13:39:43", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 93.06, "ask1": 93.07, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-29T13:39:45", "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": 41.4921, "price_vs_vwap_pct": 1.4892, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0602, "prev_amount_yi": 0.0223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6996, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0556 }, { "time": "13:38", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0011 }, { "time": "13:39", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 33354, "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": "2026-06-29T13:39:45", "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": 41.2825, "price_vs_vwap_pct": -2.4042, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1228, "prev_amount_yi": 0.1708, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 40.4, "high": 40.4, "low": 40.19, "close": 40.19, "amount_yi": 0.0404 }, { "time": "13:38", "open": 40.26, "high": 40.26, "low": 40.26, "close": 40.26, "amount_yi": 0.0153 }, { "time": "13:39", "open": 40.33, "high": 40.33, "low": 40.29, "close": 40.29, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.29, "ts": "2026-06-29T13:39:41", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.28, "ask1": 40.29, "bid_qty1": 12, "ask_qty1": 2 }, "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": "2026-06-29T13:39:45", "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": 29.5289, "price_vs_vwap_pct": 3.458, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0638, "prev_amount_yi": 0.0274, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3285, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 30.52, "high": 30.52, "low": 30.51, "close": 30.51, "amount_yi": 0.0071 }, { "time": "13:38", "open": 30.5, "high": 30.5, "low": 30.5, "close": 30.5, "amount_yi": 0.0031 }, { "time": "13:39", "open": 30.55, "high": 30.55, "low": 30.55, "close": 30.55, "amount_yi": 0.0153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.55, "ts": "2026-06-29T13:39:42", "prev_close": 28.83, "open": 29.99, "high": 31.68, "low": 27.33, "bid1": 30.54, "ask1": 30.55, "bid_qty1": 37, "ask_qty1": 64 }, "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": "2026-06-29T13:39:45", "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": 26.7864, "price_vs_vwap_pct": 1.2454, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1593, "prev_amount_yi": 0.0813, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 26.84, "high": 26.84, "low": 26.83, "close": 26.83, "amount_yi": 0.0373 }, { "time": "13:38", "open": 26.98, "high": 26.98, "low": 26.98, "close": 26.98, "amount_yi": 0.0256 }, { "time": "13:39", "open": 27.07, "high": 27.12, "low": 27.07, "close": 27.12, "amount_yi": 0.0246 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.12, "ts": "2026-06-29T13:39:43", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.11, "ask1": 27.12, "bid_qty1": 2, "ask_qty1": 27 }, "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": "2026-06-29T13:39:45", "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": 3.2671, "price_vs_vwap_pct": -2.666, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4464, "prev_amount_yi": 0.3701, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 3.18, "high": 3.18, "low": 3.17, "close": 3.17, "amount_yi": 0.0336 }, { "time": "13:38", "open": 3.17, "high": 3.17, "low": 3.17, "close": 3.17, "amount_yi": 0.0148 }, { "time": "13:39", "open": 3.18, "high": 3.18, "low": 3.18, "close": 3.18, "amount_yi": 0.0309 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.17, "ask1": 3.18, "bid_qty1": 3505, "ask_qty1": 6696 }, "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": "2026-06-29T13:39:45", "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": 9.2686, "price_vs_vwap_pct": -2.1427, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4029, "prev_amount_yi": 0.283, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 9.07, "high": 9.07, "low": 9.03, "close": 9.03, "amount_yi": 0.0907 }, { "time": "13:38", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0135 }, { "time": "13:39", "open": 9.08, "high": 9.08, "low": 9.07, "close": 9.07, "amount_yi": 0.1765 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.06, "ask1": 9.07, "bid_qty1": 8, "ask_qty1": 372 }, "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": "2026-06-29T13:39:45", "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": 5.4647, "price_vs_vwap_pct": -5.0268, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0869, "prev_amount_yi": 0.0471, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "13:37", "open": 5.22, "high": 5.22, "low": 5.2, "close": 5.2, "amount_yi": 0.0363 }, { "time": "13:38", "open": 5.19, "high": 5.19, "low": 5.19, "close": 5.19, "amount_yi": 0.0127 }, { "time": "13:39", "open": 5.19, "high": 5.19, "low": 5.19, "close": 5.19, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.19, "ts": "2026-06-29T13:39:42", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.19, "ask1": 5.2, "bid_qty1": 357, "ask_qty1": 227 }, "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": "2026-06-29T13:39:45", "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": 0.137, "prev_amount_yi": 0.1589, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 191.41, "high": 191.41, "low": 190.51, "close": 190.51, "amount_yi": 0.0078 }, { "time": "13:38", "open": 190.5, "high": 190.5, "low": 190.5, "close": 190.5, "amount_yi": 0.0065 }, { "time": "13:39", "open": 190.67, "high": 190.79, "low": 190.67, "close": 190.79, "amount_yi": 0.0257 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 190.79, "ts": "2026-06-29T13:39:44", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 190.79, "ask1": 191.32, "bid_qty1": 7, "ask_qty1": 2 }, "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": "2026-06-29T13:39:45", "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": 48.2948, "price_vs_vwap_pct": -1.9149, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2333, "prev_amount_yi": 1.0983, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 47.36, "high": 47.36, "low": 47.29, "close": 47.29, "amount_yi": 0.18 }, { "time": "13:38", "open": 47.35, "high": 47.35, "low": 47.35, "close": 47.35, "amount_yi": 0.0645 }, { "time": "13:39", "open": 47.3, "high": 47.37, "low": 47.3, "close": 47.37, "amount_yi": 0.204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.37, "ts": "2026-06-29T13:39:42", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.37, "ask1": 47.38, "bid_qty1": 4, "ask_qty1": 12 }, "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": "2026-06-29T13:39:45", "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": 75.2462, "price_vs_vwap_pct": -3.4104, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.392, "prev_amount_yi": 0.3204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 72.51, "high": 72.71, "low": 72.51, "close": 72.71, "amount_yi": 0.1166 }, { "time": "13:38", "open": 72.72, "high": 72.72, "low": 72.72, "close": 72.72, "amount_yi": 0.0367 }, { "time": "13:39", "open": 72.79, "high": 72.79, "low": 72.68, "close": 72.68, "amount_yi": 0.0557 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.68, "ts": "2026-06-29T13:39:42", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 72.66, "ask1": 72.68, "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.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": "2026-06-29T13:39:45", "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": 20.4666, "price_vs_vwap_pct": -3.8922, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0067, "prev_amount_yi": 0.0043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0005 }, { "time": "13:38", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0013 }, { "time": "13:39", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 41192 }, "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": "2026-06-29T13:39:45", "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": 61.422, "price_vs_vwap_pct": 3.546, "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": 0.7395, "prev_amount_yi": 0.9776, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 63.71, "high": 63.78, "low": 63.71, "close": 63.78, "amount_yi": 0.1869 }, { "time": "13:38", "open": 63.46, "high": 63.46, "low": 63.46, "close": 63.46, "amount_yi": 0.0776 }, { "time": "13:39", "open": 63.5, "high": 63.6, "low": 63.5, "close": 63.6, "amount_yi": 0.1964 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.6, "ts": "2026-06-29T13:39:42", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 63.58, "ask1": 63.6, "bid_qty1": 13, "ask_qty1": 18 }, "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": "2026-06-29T13:39:45", "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": 59.6644, "price_vs_vwap_pct": -0.7784, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9242, "prev_amount_yi": 0.7934, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1649, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 58.99, "high": 58.99, "low": 58.84, "close": 58.84, "amount_yi": 0.2204 }, { "time": "13:38", "open": 58.7, "high": 58.7, "low": 58.7, "close": 58.7, "amount_yi": 0.0356 }, { "time": "13:39", "open": 59.04, "high": 59.2, "low": 59.04, "close": 59.2, "amount_yi": 0.2723 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.2, "ts": "2026-06-29T13:39:42", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 59.08, "ask1": 59.19, "bid_qty1": 25, "ask_qty1": 5 }, "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": "2026-06-29T13:39:45", "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": 20.4661, "price_vs_vwap_pct": -0.7627, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0218, "prev_amount_yi": 0.0099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 20.25, "high": 20.25, "low": 20.24, "close": 20.24, "amount_yi": 0.0027 }, { "time": "13:38", "open": 20.25, "high": 20.25, "low": 20.25, "close": 20.25, "amount_yi": 0.004 }, { "time": "13:39", "open": 20.32, "high": 20.32, "low": 20.31, "close": 20.31, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.31, "ts": "2026-06-29T13:39:42", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.24, "ask1": 20.31, "bid_qty1": 42, "ask_qty1": 18 }, "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": "2026-06-29T13:39:45", "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": 0.457, "prev_amount_yi": 0.2799, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 378.07, "high": 378.14, "low": 378.07, "close": 378.14, "amount_yi": 0.1301 }, { "time": "13:38", "open": 378.14, "high": 378.14, "low": 378.14, "close": 378.14, "amount_yi": 0.0359 }, { "time": "13:39", "open": 377.15, "high": 377.82, "low": 377.15, "close": 377.82, "amount_yi": 0.0861 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 377.82, "ts": "2026-06-29T13:39:42", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 377.82, "ask1": 377.89, "bid_qty1": 3, "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": "2026-06-29T13:39:45", "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": 366.013, "price_vs_vwap_pct": 2.2095, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1371, "prev_amount_yi": 1.0774, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0554, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 376.1, "high": 376.1, "low": 375.47, "close": 375.47, "amount_yi": 0.3483 }, { "time": "13:38", "open": 373.88, "high": 373.88, "low": 373.88, "close": 373.88, "amount_yi": 0.1331 }, { "time": "13:39", "open": 372.79, "high": 374.1, "low": 372.79, "close": 374.1, "amount_yi": 0.269 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 374.1, "ts": "2026-06-29T13:39:42", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 374.1, "ask1": 374.18, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-29T13:39:45", "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": 67.7257, "price_vs_vwap_pct": -6.6824, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6405, "prev_amount_yi": 0.2195, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 62.6, "high": 62.6, "low": 62.26, "close": 62.26, "amount_yi": 0.1117 }, { "time": "13:38", "open": 62.44, "high": 62.44, "low": 62.44, "close": 62.44, "amount_yi": 0.0622 }, { "time": "13:39", "open": 63.08, "high": 63.2, "low": 63.08, "close": 63.2, "amount_yi": 0.1135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.2, "ts": "2026-06-29T13:39:42", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 63.09, "ask1": 63.2, "bid_qty1": 3, "ask_qty1": 18 }, "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": "2026-06-29T13:39:45", "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": 15.2958, "price_vs_vwap_pct": -1.9339, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0184, "prev_amount_yi": 0.0076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0041 }, { "time": "13:38", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0001 }, { "time": "13:39", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 123871 }, "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": "2026-06-29T13:39:45", "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": 271.7622, "price_vs_vwap_pct": -1.642, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0709, "prev_amount_yi": 0.1575, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0102 }, { "time": "13:38", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0102 }, { "time": "13:39", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0214 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:43", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 3904 }, "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": "2026-06-29T13:39:45", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 3.951, "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": 0.215, "prev_amount_yi": 0.4228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 101.79, "high": 101.79, "low": 101.38, "close": 101.38, "amount_yi": 0.0334 }, { "time": "13:38", "open": 101.41, "high": 101.41, "low": 101.41, "close": 101.41, "amount_yi": 0.023 }, { "time": "13:39", "open": 101.41, "high": 102.01, "low": 101.41, "close": 102.01, "amount_yi": 0.0894 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 102.01, "ts": "2026-06-29T13:39:42", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 93.0, "bid1": 101.99, "ask1": 102.0, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-06-29T13:39:45", "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": 3.8339, "intraday_vwap": 15.3255, "price_vs_vwap_pct": 2.0521, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0663, "prev_amount_yi": 0.1262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0161 }, { "time": "13:38", "open": 15.64, "high": 15.64, "low": 15.64, "close": 15.64, "amount_yi": 0.0078 }, { "time": "13:39", "open": 15.64, "high": 15.64, "low": 15.64, "close": 15.64, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 15.64, "ts": "2026-06-29T13:39:43", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.64, "ask1": 15.65, "bid_qty1": 268, "ask_qty1": 526 }, "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": "2026-06-29T13:39:45", "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": 4.2256, "intraday_vwap": 275.8079, "price_vs_vwap_pct": -0.2965, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6071, "prev_amount_yi": 0.3198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8984, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 273.48, "high": 273.82, "low": 273.48, "close": 273.82, "amount_yi": 0.1075 }, { "time": "13:38", "open": 273.97, "high": 273.97, "low": 273.97, "close": 273.97, "amount_yi": 0.0293 }, { "time": "13:39", "open": 274.99, "high": 274.99, "low": 274.99, "close": 274.99, "amount_yi": 0.157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 274.99, "ts": "2026-06-29T13:39:44", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 274.86, "ask1": 274.99, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:39:45", "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": 21.3624, "price_vs_vwap_pct": -3.1008, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0279, "prev_amount_yi": 0.1641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.2639, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 20.54, "high": 20.56, "low": 20.54, "close": 20.56, "amount_yi": 0.1899 }, { "time": "13:38", "open": 20.57, "high": 20.57, "low": 20.57, "close": 20.57, "amount_yi": 0.042 }, { "time": "13:39", "open": 20.62, "high": 20.7, "low": 20.62, "close": 20.7, "amount_yi": 0.2255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.7, "ts": "2026-06-29T13:39:42", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 20.63, "ask1": 20.7, "bid_qty1": 67, "ask_qty1": 128 }, "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": "2026-06-29T13:39:45", "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": 9.7724, "price_vs_vwap_pct": 0.4871, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0161, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0107 }, { "time": "13:38", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0005 }, { "time": "13:39", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:43", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 394354, "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": "2026-06-29T13:39:45", "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": 75.2269, "price_vs_vwap_pct": 0.9346, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1356, "prev_amount_yi": 0.9234, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3128, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 75.48, "high": 75.48, "low": 75.05, "close": 75.05, "amount_yi": 0.7367 }, { "time": "13:38", "open": 75.31, "high": 75.31, "low": 75.31, "close": 75.31, "amount_yi": 0.1157 }, { "time": "13:39", "open": 75.7, "high": 75.93, "low": 75.7, "close": 75.93, "amount_yi": 0.4502 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.93, "ts": "2026-06-29T13:39:42", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 75.94, "ask1": 75.95, "bid_qty1": 10, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-29T13:39:45", "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": 52.6152, "price_vs_vwap_pct": 1.8527, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1147, "prev_amount_yi": 0.1313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8736, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 53.78, "high": 53.78, "low": 53.67, "close": 53.67, "amount_yi": 0.0206 }, { "time": "13:38", "open": 53.46, "high": 53.46, "low": 53.46, "close": 53.46, "amount_yi": 0.0251 }, { "time": "13:39", "open": 53.67, "high": 53.67, "low": 53.59, "close": 53.59, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.59, "ts": "2026-06-29T13:39:44", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.5, "ask1": 53.59, "bid_qty1": 10, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH", "symbol": "SZSE.301138", "name": "华研精机", "side": "BUY", "priority": "W26", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.86, "exec_low": 33.86, "exec_high": 34.37, "invalid_price": 32.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "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": 30.3518, "price_vs_vwap_pct": -2.1804, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0167, "prev_amount_yi": 0.0098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 29.82, "high": 29.82, "low": 29.73, "close": 29.73, "amount_yi": 0.0038 }, { "time": "13:38", "open": 29.69, "high": 29.69, "low": 29.69, "close": 29.69, "amount_yi": 0.0004 }, { "time": "13:39", "open": 29.69, "high": 29.69, "low": 29.69, "close": 29.69, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.69, "ts": "2026-06-29T13:39:42", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.69, "ask1": 29.7, "bid_qty1": 73, "ask_qty1": 5 }, "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": "2026-06-29T13:39:45", "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": 931.6508, "price_vs_vwap_pct": 0.7051, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4764, "prev_amount_yi": 1.0908, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 936.7, "high": 936.7, "low": 935.98, "close": 935.98, "amount_yi": 0.2483 }, { "time": "13:38", "open": 933.6, "high": 933.6, "low": 933.6, "close": 933.6, "amount_yi": 0.0514 }, { "time": "13:39", "open": 937.98, "high": 938.22, "low": 937.98, "close": 938.22, "amount_yi": 0.4477 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 938.22, "ts": "2026-06-29T13:39:42", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 938.22, "ask1": 938.5, "bid_qty1": 15, "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": "2026-06-29T13:39:45", "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": 27.5617, "price_vs_vwap_pct": 0.9372, "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": 0.9529, "prev_amount_yi": 1.0245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 27.79, "high": 27.79, "low": 27.7, "close": 27.7, "amount_yi": 0.2289 }, { "time": "13:38", "open": 27.72, "high": 27.72, "low": 27.72, "close": 27.72, "amount_yi": 0.0589 }, { "time": "13:39", "open": 27.77, "high": 27.82, "low": 27.77, "close": 27.82, "amount_yi": 0.1052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.82, "ts": "2026-06-29T13:39:42", "prev_close": 26.88, "open": 27.84, "high": 29.01, "low": 25.98, "bid1": 27.81, "ask1": 27.82, "bid_qty1": 28, "ask_qty1": 101 }, "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": "2026-06-29T13:39:45", "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": 41.4266, "price_vs_vwap_pct": -2.7678, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1916, "prev_amount_yi": 0.109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 40.2, "high": 40.2, "low": 40.15, "close": 40.15, "amount_yi": 0.0206 }, { "time": "13:38", "open": 40.12, "high": 40.12, "low": 40.12, "close": 40.12, "amount_yi": 0.0083 }, { "time": "13:39", "open": 40.21, "high": 40.28, "low": 40.21, "close": 40.28, "amount_yi": 0.0462 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.28, "ts": "2026-06-29T13:39:44", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 40.28, "ask1": 40.31, "bid_qty1": 1, "ask_qty1": 22 }, "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": "2026-06-29T13:39:45", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1091, "prev_amount_yi": 0.1468, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 96.02, "high": 96.02, "low": 96.02, "close": 96.02, "amount_yi": 0.0144 }, { "time": "13:38", "open": 95.5, "high": 95.5, "low": 95.5, "close": 95.5, "amount_yi": 0.0009 }, { "time": "13:39", "open": 96.0, "high": 96.05, "low": 96.0, "close": 96.05, "amount_yi": 0.0291 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 96.01, "ask1": 96.05, "bid_qty1": 3, "ask_qty1": 6 }, "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": "2026-06-29T13:39:45", "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": 80.5272, "price_vs_vwap_pct": -3.1756, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4501, "prev_amount_yi": 0.2527, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7812, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 77.91, "high": 77.91, "low": 77.72, "close": 77.72, "amount_yi": 0.0662 }, { "time": "13:38", "open": 77.81, "high": 77.81, "low": 77.81, "close": 77.81, "amount_yi": 0.0138 }, { "time": "13:39", "open": 78.09, "high": 78.09, "low": 77.97, "close": 77.97, "amount_yi": 0.0489 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.97, "ts": "2026-06-29T13:39:43", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 77.96, "ask1": 77.97, "bid_qty1": 53, "ask_qty1": 21 }, "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": "2026-06-29T13:39:45", "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": 22.9751, "price_vs_vwap_pct": -2.2855, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0081, "prev_amount_yi": 0.0117, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0013 }, { "time": "13:38", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0007 }, { "time": "13:39", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 161522 }, "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": "2026-06-29T13:39:45", "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": 25.0681, "price_vs_vwap_pct": -2.5455, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2359, "prev_amount_yi": 0.1598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 24.4, "high": 24.4, "low": 24.2, "close": 24.2, "amount_yi": 0.033 }, { "time": "13:38", "open": 24.33, "high": 24.33, "low": 24.33, "close": 24.33, "amount_yi": 0.0196 }, { "time": "13:39", "open": 24.42, "high": 24.43, "low": 24.42, "close": 24.43, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.43, "ts": "2026-06-29T13:39:44", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.43, "ask1": 24.44, "bid_qty1": 3, "ask_qty1": 126 }, "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": "2026-06-29T13:39:45", "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": 43.27, "price_vs_vwap_pct": -0.6009, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1098, "prev_amount_yi": 0.0938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 43.04, "high": 43.04, "low": 42.93, "close": 42.93, "amount_yi": 0.0155 }, { "time": "13:38", "open": 42.93, "high": 42.93, "low": 42.93, "close": 42.93, "amount_yi": 0.0088 }, { "time": "13:39", "open": 43.06, "high": 43.06, "low": 43.01, "close": 43.01, "amount_yi": 0.027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 43.0, "ask1": 43.01, "bid_qty1": 20, "ask_qty1": 54 }, "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": "2026-06-29T13:39:45", "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": 92.1666, "price_vs_vwap_pct": -1.6997, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0245, "prev_amount_yi": 0.8734, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 90.23, "high": 90.31, "low": 90.23, "close": 90.31, "amount_yi": 0.2322 }, { "time": "13:38", "open": 90.27, "high": 90.27, "low": 90.27, "close": 90.27, "amount_yi": 0.1286 }, { "time": "13:39", "open": 90.35, "high": 90.6, "low": 90.35, "close": 90.6, "amount_yi": 0.2106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.6, "ts": "2026-06-29T13:39:42", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.59, "ask1": 90.6, "bid_qty1": 2, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:39:45", "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": 18.9978, "price_vs_vwap_pct": 1.0117, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0055, "prev_amount_yi": 0.0126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4365, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "13:37", "open": 19.22, "high": 19.22, "low": 19.22, "close": 19.22, "amount_yi": 0.0013 }, { "time": "13:38", "open": 19.21, "high": 19.21, "low": 19.21, "close": 19.21, "amount_yi": 0.0007 }, { "time": "13:39", "open": 19.19, "high": 19.19, "low": 19.19, "close": 19.19, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.19, "ts": "2026-06-29T13:39:31", "prev_close": 18.96, "open": 18.93, "high": 19.35, "low": 18.54, "bid1": 19.17, "ask1": 19.19, "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.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": "2026-06-29T13:39:45", "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": 69.9362, "price_vs_vwap_pct": 0.3915, "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": 2.2086, "prev_amount_yi": 3.0499, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 70.12, "high": 70.26, "low": 70.12, "close": 70.26, "amount_yi": 0.2765 }, { "time": "13:38", "open": 70.27, "high": 70.27, "low": 70.27, "close": 70.27, "amount_yi": 0.1547 }, { "time": "13:39", "open": 70.23, "high": 70.23, "low": 70.21, "close": 70.21, "amount_yi": 0.4542 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.21, "ts": "2026-06-29T13:39:42", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.2, "ask1": 70.21, "bid_qty1": 33, "ask_qty1": 109 }, "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": "2026-06-29T13:39:45", "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": 2.4922, "prev_amount_yi": 1.5849, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 38.31, "high": 38.48, "low": 38.31, "close": 38.48, "amount_yi": 0.4202 }, { "time": "13:38", "open": 38.41, "high": 38.41, "low": 38.41, "close": 38.41, "amount_yi": 0.133 }, { "time": "13:39", "open": 38.43, "high": 38.61, "low": 38.43, "close": 38.61, "amount_yi": 0.57 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.61, "ts": "2026-06-29T13:39:44", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.6, "ask1": 38.61, "bid_qty1": 15, "ask_qty1": 72 }, "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": "2026-06-29T13:39:45", "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": 50.7318, "price_vs_vwap_pct": -4.2415, "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": 0.5829, "prev_amount_yi": 0.9004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6474, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 48.28, "high": 48.28, "low": 48.21, "close": 48.21, "amount_yi": 0.0943 }, { "time": "13:38", "open": 48.14, "high": 48.14, "low": 48.14, "close": 48.14, "amount_yi": 0.0346 }, { "time": "13:39", "open": 48.39, "high": 48.58, "low": 48.39, "close": 48.58, "amount_yi": 0.0943 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.58, "ts": "2026-06-29T13:39:43", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.58, "ask1": 48.59, "bid_qty1": 24, "ask_qty1": 348 }, "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": "2026-06-29T13:39:45", "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": 87.4391, "price_vs_vwap_pct": 0.9045, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2966, "prev_amount_yi": 1.0572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 86.53, "high": 87.1, "low": 86.53, "close": 87.1, "amount_yi": 0.3429 }, { "time": "13:38", "open": 87.3, "high": 87.3, "low": 87.3, "close": 87.3, "amount_yi": 0.3159 }, { "time": "13:39", "open": 88.24, "high": 88.24, "low": 88.23, "close": 88.23, "amount_yi": 1.1185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.23, "ts": "2026-06-29T13:39:42", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 88.22, "ask1": 88.23, "bid_qty1": 9, "ask_qty1": 66 }, "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": "2026-06-29T13:39:45", "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": 46.6849, "price_vs_vwap_pct": -5.4298, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7495, "prev_amount_yi": 0.4051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 43.48, "high": 43.58, "low": 43.48, "close": 43.58, "amount_yi": 0.1225 }, { "time": "13:38", "open": 43.8, "high": 43.8, "low": 43.8, "close": 43.8, "amount_yi": 0.0401 }, { "time": "13:39", "open": 44.18, "high": 44.18, "low": 44.15, "close": 44.15, "amount_yi": 0.3789 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.15, "ts": "2026-06-29T13:39:44", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.15, "ask1": 44.21, "bid_qty1": 9, "ask_qty1": 7 }, "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": "2026-06-29T13:39:45", "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": 107.1965, "price_vs_vwap_pct": 0.8895, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3505, "prev_amount_yi": 1.158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 109.12, "high": 109.12, "low": 108.53, "close": 108.53, "amount_yi": 0.3077 }, { "time": "13:38", "open": 108.12, "high": 108.12, "low": 108.12, "close": 108.12, "amount_yi": 0.0606 }, { "time": "13:39", "open": 108.09, "high": 108.15, "low": 108.09, "close": 108.15, "amount_yi": 0.2945 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 108.15, "ts": "2026-06-29T13:39:42", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 108.16, "ask1": 108.17, "bid_qty1": 21, "ask_qty1": 52 }, "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": "2026-06-29T13:39:45", "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": 1.5036, "prev_amount_yi": 0.3247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.6307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 58.91, "high": 58.91, "low": 58.6, "close": 58.6, "amount_yi": 0.6006 }, { "time": "13:38", "open": 57.88, "high": 57.88, "low": 57.88, "close": 57.88, "amount_yi": 0.0621 }, { "time": "13:39", "open": 58.0, "high": 58.0, "low": 57.74, "close": 57.74, "amount_yi": 0.2243 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.74, "ts": "2026-06-29T13:39:43", "prev_close": 53.86, "open": 55.0, "high": 59.0, "low": 51.51, "bid1": 57.74, "ask1": 57.75, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-29T13:39:45", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 532.51, "max_chase_pct": 1.5, "base_exec_high": 524.75, "dynamic_exec_high": null, "entry_zone_low": 509.25, "entry_zone_high": 524.75, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2691, "prev_amount_yi": 1.6522, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 498.0, "high": 498.0, "low": 497.94, "close": 497.94, "amount_yi": 0.2882 }, { "time": "13:38", "open": 496.0, "high": 496.0, "low": 496.0, "close": 496.0, "amount_yi": 0.1106 }, { "time": "13:39", "open": 498.0, "high": 498.0, "low": 498.0, "close": 498.0, "amount_yi": 0.5258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 498.0, "ts": "2026-06-29T13:39:44", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 497.99, "ask1": 498.0, "bid_qty1": 2, "ask_qty1": 17 }, "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": "2026-06-29T13:39:45", "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": 202.0426, "price_vs_vwap_pct": 1.7112, "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": 0.612, "prev_amount_yi": 0.9208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6646, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 205.92, "high": 205.92, "low": 205.65, "close": 205.65, "amount_yi": 0.0848 }, { "time": "13:38", "open": 205.39, "high": 205.39, "low": 205.39, "close": 205.39, "amount_yi": 0.0238 }, { "time": "13:39", "open": 205.01, "high": 205.5, "low": 205.01, "close": 205.5, "amount_yi": 0.2133 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 205.5, "ts": "2026-06-29T13:39:42", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 205.46, "ask1": 205.5, "bid_qty1": 6, "ask_qty1": 7 }, "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": "2026-06-29T13:39:45", "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": 83.0563, "price_vs_vwap_pct": -3.3668, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0735, "prev_amount_yi": 0.1275, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 80.59, "high": 80.59, "low": 80.4, "close": 80.4, "amount_yi": 0.0214 }, { "time": "13:38", "open": 80.05, "high": 80.05, "low": 80.05, "close": 80.05, "amount_yi": 0.0238 }, { "time": "13:39", "open": 80.35, "high": 80.35, "low": 80.26, "close": 80.26, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.26, "ts": "2026-06-29T13:39:40", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.26, "ask1": 80.31, "bid_qty1": 3, "ask_qty1": 1 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T13:39:45", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.6, "max_chase_pct": 1.5, "base_exec_high": 78.44, "dynamic_exec_high": null, "entry_zone_low": 76.12, "entry_zone_high": 78.44, "entry_risk_pct": null, "intraday_vwap": 75.834, "price_vs_vwap_pct": 1.1024, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5407, "prev_amount_yi": 0.2519, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 77.67, "high": 77.67, "low": 77.2, "close": 77.2, "amount_yi": 0.1066 }, { "time": "13:38", "open": 77.0, "high": 77.0, "low": 77.0, "close": 77.0, "amount_yi": 0.0285 }, { "time": "13:39", "open": 76.78, "high": 76.78, "low": 76.67, "close": 76.67, "amount_yi": 0.0615 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.67, "ts": "2026-06-29T13:39:42", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 76.51, "ask1": 76.66, "bid_qty1": 11, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T13:39:45", "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": 34.3797, "price_vs_vwap_pct": 1.2225, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1651, "prev_amount_yi": 0.1598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 34.77, "high": 34.77, "low": 34.74, "close": 34.74, "amount_yi": 0.0554 }, { "time": "13:38", "open": 34.74, "high": 34.74, "low": 34.74, "close": 34.74, "amount_yi": 0.0097 }, { "time": "13:39", "open": 34.76, "high": 34.8, "low": 34.76, "close": 34.8, "amount_yi": 0.0171 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.8, "ts": "2026-06-29T13:39:43", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.78, "ask1": 34.8, "bid_qty1": 30, "ask_qty1": 32 }, "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": "2026-06-29T13:39:45", "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": 17.0273, "price_vs_vwap_pct": -5.9158, "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": 0.3229, "prev_amount_yi": 0.5401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5979, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 16.03, "high": 16.03, "low": 16.03, "close": 16.03, "amount_yi": 0.0545 }, { "time": "13:38", "open": 16.03, "high": 16.03, "low": 16.03, "close": 16.03, "amount_yi": 0.028 }, { "time": "13:39", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0641 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:43", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 1970 }, "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": "2026-06-29T13:39:45", "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": 3.1175, "intraday_vwap": 12.4631, "price_vs_vwap_pct": 0.2961, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1827, "prev_amount_yi": 0.1322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 12.53, "high": 12.53, "low": 12.51, "close": 12.51, "amount_yi": 0.0333 }, { "time": "13:38", "open": 12.49, "high": 12.49, "low": 12.49, "close": 12.49, "amount_yi": 0.0611 }, { "time": "13:39", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 12.5, "ts": "2026-06-29T13:39:42", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.5, "ask1": 12.51, "bid_qty1": 903, "ask_qty1": 1350 }, "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": "2026-06-29T13:39:45", "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": 28.4123, "price_vs_vwap_pct": 0.8718, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2488, "prev_amount_yi": 0.3709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 28.73, "high": 28.73, "low": 28.71, "close": 28.71, "amount_yi": 0.0512 }, { "time": "13:38", "open": 28.7, "high": 28.7, "low": 28.7, "close": 28.7, "amount_yi": 0.0104 }, { "time": "13:39", "open": 28.73, "high": 28.73, "low": 28.66, "close": 28.66, "amount_yi": 0.0614 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.66, "ts": "2026-06-29T13:39:42", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.65, "ask1": 28.66, "bid_qty1": 73, "ask_qty1": 94 }, "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": "2026-06-29T13:39:45", "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": 84.824, "price_vs_vwap_pct": -2.4215, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2603, "prev_amount_yi": 0.326, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 82.98, "high": 82.98, "low": 82.94, "close": 82.94, "amount_yi": 0.0528 }, { "time": "13:38", "open": 82.82, "high": 82.82, "low": 82.82, "close": 82.82, "amount_yi": 0.03 }, { "time": "13:39", "open": 82.74, "high": 82.77, "low": 82.74, "close": 82.77, "amount_yi": 0.0715 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 82.77, "ts": "2026-06-29T13:39:42", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 82.73, "ask1": 82.79, "bid_qty1": 7, "ask_qty1": 13 }, "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": "2026-06-29T13:39:45", "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": 7.831, "price_vs_vwap_pct": -2.0559, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.79, "prev_amount_yi": 2.5805, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0812, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 7.62, "high": 7.62, "low": 7.62, "close": 7.62, "amount_yi": 0.3393 }, { "time": "13:38", "open": 7.62, "high": 7.62, "low": 7.62, "close": 7.62, "amount_yi": 0.1835 }, { "time": "13:39", "open": 7.67, "high": 7.67, "low": 7.67, "close": 7.67, "amount_yi": 0.8395 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.67, "ts": "2026-06-29T13:39:42", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.67, "ask1": 7.68, "bid_qty1": 5619, "ask_qty1": 19083 }, "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": "2026-06-29T13:39:45", "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": 171.6745, "price_vs_vwap_pct": -6.4683, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3189, "prev_amount_yi": 0.3492, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 161.8, "high": 161.8, "low": 161.35, "close": 161.35, "amount_yi": 0.2468 }, { "time": "13:38", "open": 161.0, "high": 161.0, "low": 161.0, "close": 161.0, "amount_yi": 0.1067 }, { "time": "13:39", "open": 160.68, "high": 160.68, "low": 160.57, "close": 160.57, "amount_yi": 0.5562 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 160.57, "ts": "2026-06-29T13:39:41", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 160.57, "ask1": 160.6, "bid_qty1": 1, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:39:45", "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": 3.7124, "intraday_vwap": 16.6911, "price_vs_vwap_pct": 1.671, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0399, "prev_amount_yi": 0.0132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 17.03, "high": 17.03, "low": 17.01, "close": 17.01, "amount_yi": 0.0043 }, { "time": "13:38", "open": 16.96, "high": 16.96, "low": 16.96, "close": 16.96, "amount_yi": 0.0211 }, { "time": "13:39", "open": 16.96, "high": 16.97, "low": 16.96, "close": 16.97, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.97, "ts": "2026-06-29T13:39:42", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 16.96, "ask1": 16.97, "bid_qty1": 584, "ask_qty1": 22 }, "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": "2026-06-29T13:39:45", "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": 20.2795, "price_vs_vwap_pct": -1.0331, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0654, "prev_amount_yi": 0.1328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 20.05, "high": 20.05, "low": 19.98, "close": 19.98, "amount_yi": 0.0112 }, { "time": "13:38", "open": 19.92, "high": 19.92, "low": 19.92, "close": 19.92, "amount_yi": 0.0068 }, { "time": "13:39", "open": 20.1, "high": 20.1, "low": 20.07, "close": 20.07, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.07, "ts": "2026-06-29T13:39:43", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 20.07, "ask1": 20.08, "bid_qty1": 1, "ask_qty1": 7 }, "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": "2026-06-29T13:39:45", "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": 0.844, "prev_amount_yi": 0.6709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 505.63, "high": 505.63, "low": 503.72, "close": 503.72, "amount_yi": 0.0631 }, { "time": "13:38", "open": 505.61, "high": 505.61, "low": 505.61, "close": 505.61, "amount_yi": 0.0416 }, { "time": "13:39", "open": 505.61, "high": 508.98, "low": 505.61, "close": 508.98, "amount_yi": 0.5543 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 508.98, "ts": "2026-06-29T13:39:44", "prev_close": 469.1, "open": 470.5, "high": 508.98, "low": 470.5, "bid1": 508.62, "ask1": 508.98, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:39:45", "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": 18.5812, "price_vs_vwap_pct": 5.8059, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0013, "prev_amount_yi": 0.0046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2826, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0007 }, { "time": "13:38", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "13:39", "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": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:41", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 39450, "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": "2026-06-29T13:39:45", "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": 9.7142, "price_vs_vwap_pct": -0.9697, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0407, "prev_amount_yi": 0.0316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 9.63, "high": 9.63, "low": 9.62, "close": 9.62, "amount_yi": 0.0143 }, { "time": "13:38", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0022 }, { "time": "13:39", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.62, "ts": "2026-06-29T13:39:42", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.61, "ask1": 9.62, "bid_qty1": 250, "ask_qty1": 71 }, "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": "2026-06-29T13:39:45", "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": 47.9708, "price_vs_vwap_pct": -3.1703, "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": 0.3824, "prev_amount_yi": 0.4011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9534, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 46.33, "high": 46.39, "low": 46.33, "close": 46.39, "amount_yi": 0.0725 }, { "time": "13:38", "open": 46.48, "high": 46.48, "low": 46.48, "close": 46.48, "amount_yi": 0.027 }, { "time": "13:39", "open": 46.47, "high": 46.47, "low": 46.45, "close": 46.45, "amount_yi": 0.1145 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.45, "ts": "2026-06-29T13:39:43", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 46.44, "ask1": 46.45, "bid_qty1": 22, "ask_qty1": 80 }, "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": "2026-06-29T13:39:45", "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": 47.1151, "price_vs_vwap_pct": 3.5974, "energy_floor_hint_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": 0.2172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 48.69, "high": 48.76, "low": 48.69, "close": 48.76, "amount_yi": 0.0448 }, { "time": "13:38", "open": 48.8, "high": 48.8, "low": 48.8, "close": 48.8, "amount_yi": 0.0222 }, { "time": "13:39", "open": 48.78, "high": 48.81, "low": 48.78, "close": 48.81, "amount_yi": 0.0349 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.81, "ts": "2026-06-29T13:39:42", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.8, "ask1": 48.81, "bid_qty1": 22, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603823:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603823:VWAP_RECLAIM", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W62", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.04, "exec_low": 57.9, "exec_high": 57.9, "invalid_price": 55.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "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": 50.7968, "price_vs_vwap_pct": -2.3364, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0066, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0006 }, { "time": "13:38", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0003 }, { "time": "13:39", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 14178 }, "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": "2026-06-29T13:39:45", "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": 0.4781, "prev_amount_yi": 0.4295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1132, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 136.98, "high": 136.98, "low": 136.9, "close": 136.9, "amount_yi": 0.0648 }, { "time": "13:38", "open": 136.58, "high": 136.58, "low": 136.58, "close": 136.58, "amount_yi": 0.0137 }, { "time": "13:39", "open": 136.4, "high": 136.49, "low": 136.4, "close": 136.49, "amount_yi": 0.1521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.49, "ts": "2026-06-29T13:39:43", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 136.02, "ask1": 136.4, "bid_qty1": 14, "ask_qty1": 10 }, "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": "2026-06-29T13:39:45", "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": 29.8265, "price_vs_vwap_pct": -1.6311, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4097, "prev_amount_yi": 0.3746, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 29.32, "high": 29.35, "low": 29.32, "close": 29.35, "amount_yi": 0.0981 }, { "time": "13:38", "open": 29.39, "high": 29.39, "low": 29.39, "close": 29.39, "amount_yi": 0.0287 }, { "time": "13:39", "open": 29.35, "high": 29.35, "low": 29.34, "close": 29.34, "amount_yi": 0.0832 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.34, "ts": "2026-06-29T13:39:43", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.33, "ask1": 29.34, "bid_qty1": 73, "ask_qty1": 17 }, "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": "2026-06-29T13:39:45", "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": 2.02, "prev_amount_yi": 0.7558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 698.45, "high": 698.45, "low": 697.47, "close": 697.47, "amount_yi": 0.4902 }, { "time": "13:38", "open": 695.0, "high": 695.0, "low": 695.0, "close": 695.0, "amount_yi": 0.1421 }, { "time": "13:39", "open": 696.59, "high": 697.0, "low": 696.59, "close": 697.0, "amount_yi": 0.3442 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 697.0, "ts": "2026-06-29T13:39:41", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 696.5, "ask1": 698.0, "bid_qty1": 8, "ask_qty1": 2 }, "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": "2026-06-29T13:39:45", "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": 47.3233, "price_vs_vwap_pct": 0.3311, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.093, "prev_amount_yi": 0.0916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0153, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 47.5, "high": 47.5, "low": 47.44, "close": 47.44, "amount_yi": 0.0064 }, { "time": "13:38", "open": 47.41, "high": 47.41, "low": 47.41, "close": 47.41, "amount_yi": 0.0119 }, { "time": "13:39", "open": 47.45, "high": 47.48, "low": 47.45, "close": 47.48, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:41", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.48, "ask1": 47.49, "bid_qty1": 12, "ask_qty1": 18 }, "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": "2026-06-29T13:39:45", "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": 22.466, "price_vs_vwap_pct": -1.7182, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3115, "prev_amount_yi": 0.1547, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 22.12, "high": 22.14, "low": 22.12, "close": 22.14, "amount_yi": 0.0491 }, { "time": "13:38", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0719 }, { "time": "13:39", "open": 22.08, "high": 22.08, "low": 22.08, "close": 22.08, "amount_yi": 0.0894 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.08, "ts": "2026-06-29T13:39:42", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.07, "ask1": 22.08, "bid_qty1": 28, "ask_qty1": 122 }, "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": "2026-06-29T13:39:45", "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": 12.8385, "price_vs_vwap_pct": -3.3376, "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": 0.4617, "prev_amount_yi": 0.4442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 12.4, "high": 12.4, "low": 12.36, "close": 12.36, "amount_yi": 0.124 }, { "time": "13:38", "open": 12.36, "high": 12.36, "low": 12.36, "close": 12.36, "amount_yi": 0.0473 }, { "time": "13:39", "open": 12.4, "high": 12.41, "low": 12.4, "close": 12.41, "amount_yi": 0.0718 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.41, "ts": "2026-06-29T13:39:44", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.41, "ask1": 12.42, "bid_qty1": 255, "ask_qty1": 206 }, "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": "2026-06-29T13:39:45", "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": 160.2109, "price_vs_vwap_pct": 4.7057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0147, "prev_amount_yi": 0.011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3364, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0008 }, { "time": "13:38", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0017 }, { "time": "13:39", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:39", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 20367, "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": "2026-06-29T13:39:45", "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": 18.9722, "price_vs_vwap_pct": -3.1214, "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": 0.2634, "prev_amount_yi": 0.3643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 18.35, "high": 18.35, "low": 18.35, "close": 18.35, "amount_yi": 0.0496 }, { "time": "13:38", "open": 18.33, "high": 18.33, "low": 18.33, "close": 18.33, "amount_yi": 0.0142 }, { "time": "13:39", "open": 18.38, "high": 18.38, "low": 18.38, "close": 18.38, "amount_yi": 0.0731 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.38, "ts": "2026-06-29T13:39:44", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.37, "ask1": 18.38, "bid_qty1": 72, "ask_qty1": 52 }, "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": "2026-06-29T13:39:45", "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": 129.4014, "price_vs_vwap_pct": -2.3194, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.108, "prev_amount_yi": 0.0344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 127.26, "high": 127.26, "low": 126.88, "close": 126.88, "amount_yi": 0.003 }, { "time": "13:38", "open": 126.5, "high": 126.5, "low": 126.5, "close": 126.5, "amount_yi": 0.0043 }, { "time": "13:39", "open": 126.66, "high": 126.66, "low": 126.4, "close": 126.4, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.4, "ts": "2026-06-29T13:39:39", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 126.2, "ask1": 126.6, "bid_qty1": 10, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:39:45", "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": 0.1683, "prev_amount_yi": 0.1602, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 105.34, "high": 105.34, "low": 105.33, "close": 105.33, "amount_yi": 0.0391 }, { "time": "13:38", "open": 105.46, "high": 105.46, "low": 105.46, "close": 105.46, "amount_yi": 0.0327 }, { "time": "13:39", "open": 105.67, "high": 105.74, "low": 105.67, "close": 105.74, "amount_yi": 0.0208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.74, "ts": "2026-06-29T13:39:40", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 105.34, "ask1": 105.74, "bid_qty1": 21, "ask_qty1": 26 }, "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": "2026-06-29T13:39:45", "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": 53.1653, "price_vs_vwap_pct": -1.778, "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": 1.1946, "prev_amount_yi": 1.2969, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 52.46, "high": 52.46, "low": 52.33, "close": 52.33, "amount_yi": 0.2656 }, { "time": "13:38", "open": 52.23, "high": 52.23, "low": 52.23, "close": 52.23, "amount_yi": 0.1438 }, { "time": "13:39", "open": 52.25, "high": 52.25, "low": 52.22, "close": 52.22, "amount_yi": 0.1864 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.22, "ts": "2026-06-29T13:39:43", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.21, "ask1": 52.22, "bid_qty1": 96, "ask_qty1": 214 }, "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": "2026-06-29T13:39:45", "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": 3.1876, "intraday_vwap": 10.7952, "price_vs_vwap_pct": 1.7119, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0339, "prev_amount_yi": 0.0491, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6904, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 11.0, "high": 11.0, "low": 10.99, "close": 10.99, "amount_yi": 0.0044 }, { "time": "13:38", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0071 }, { "time": "13:39", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 10.98, "ts": "2026-06-29T13:39:43", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.97, "ask1": 10.98, "bid_qty1": 142, "ask_qty1": 281 }, "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": "2026-06-29T13:39:45", "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": 4.2105, "intraday_vwap": 7.4666, "price_vs_vwap_pct": 1.7866, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0833, "prev_amount_yi": 0.0161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.1739, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.004 }, { "time": "13:38", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.004 }, { "time": "13:39", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": "2026-06-29T13:39:41", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.59, "ask1": 7.6, "bid_qty1": 1340, "ask_qty1": 56 }, "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": "2026-06-29T13:39:45", "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": 123.1858, "price_vs_vwap_pct": 1.8624, "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": 1.3, "prev_amount_yi": 1.2696, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 125.18, "high": 125.27, "low": 125.18, "close": 125.27, "amount_yi": 0.3109 }, { "time": "13:38", "open": 125.44, "high": 125.44, "low": 125.44, "close": 125.44, "amount_yi": 0.0879 }, { "time": "13:39", "open": 125.45, "high": 125.48, "low": 125.45, "close": 125.48, "amount_yi": 0.2759 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.48, "ts": "2026-06-29T13:39:43", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.47, "ask1": 125.48, "bid_qty1": 23, "ask_qty1": 10 }, "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": "2026-06-29T13:39:45", "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": 0.3104, "prev_amount_yi": 0.2746, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 135.52, "high": 135.52, "low": 135.27, "close": 135.27, "amount_yi": 0.0355 }, { "time": "13:38", "open": 136.13, "high": 136.13, "low": 136.13, "close": 136.13, "amount_yi": 0.0247 }, { "time": "13:39", "open": 136.88, "high": 137.04, "low": 136.88, "close": 137.04, "amount_yi": 0.0578 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.04, "ts": "2026-06-29T13:39:42", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 137.03, "ask1": 137.04, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:39:45", "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": 11.883, "price_vs_vwap_pct": -3.5597, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8025, "prev_amount_yi": 0.4107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 11.44, "high": 11.45, "low": 11.44, "close": 11.45, "amount_yi": 0.0949 }, { "time": "13:38", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0472 }, { "time": "13:39", "open": 11.44, "high": 11.46, "low": 11.44, "close": 11.46, "amount_yi": 0.1101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.46, "ts": "2026-06-29T13:39:43", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.46, "ask1": 11.47, "bid_qty1": 58, "ask_qty1": 55 }, "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": "2026-06-29T13:39:45", "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": 21.95, "price_vs_vwap_pct": -2.5057, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8263, "prev_amount_yi": 1.3126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3914, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 21.3, "high": 21.3, "low": 21.29, "close": 21.29, "amount_yi": 0.2824 }, { "time": "13:38", "open": 21.3, "high": 21.3, "low": 21.3, "close": 21.3, "amount_yi": 0.0994 }, { "time": "13:39", "open": 21.4, "high": 21.4, "low": 21.4, "close": 21.4, "amount_yi": 0.6308 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.4, "ts": "2026-06-29T13:39:42", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.39, "ask1": 21.4, "bid_qty1": 534, "ask_qty1": 1338 }, "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": "2026-06-29T13:39:45", "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": 0.049, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 61.85, "high": 61.85, "low": 61.61, "close": 61.61, "amount_yi": 0.0065 }, { "time": "13:38", "open": 61.0, "high": 61.0, "low": 61.0, "close": 61.0, "amount_yi": 0.0213 }, { "time": "13:39", "open": 61.0, "high": 61.0, "low": 60.93, "close": 60.93, "amount_yi": 0.0155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.93, "ts": "2026-06-29T13:39:44", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 60.95, "ask1": 61.0, "bid_qty1": 25, "ask_qty1": 1219 }, "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": "2026-06-29T13:39:45", "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": 3.3541, "intraday_vwap": 57.3167, "price_vs_vwap_pct": 0.8956, "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": 1.0446, "prev_amount_yi": 1.4303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:34", "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 }, { "time": "13:37", "open": 58.2, "high": 58.2, "low": 58.08, "close": 58.08, "amount_yi": 0.3034 }, { "time": "13:38", "open": 57.91, "high": 57.91, "low": 57.91, "close": 57.91, "amount_yi": 0.0842 }, { "time": "13:39", "open": 57.79, "high": 57.83, "low": 57.79, "close": 57.83, "amount_yi": 0.2445 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.83, "ts": "2026-06-29T13:39:42", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 57.83, "ask1": 57.84, "bid_qty1": 5, "ask_qty1": 94 }, "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": "2026-06-29T13:39:45", "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": 26.6256, "price_vs_vwap_pct": 0.6175, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0482, "prev_amount_yi": 0.093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 26.83, "high": 26.83, "low": 26.81, "close": 26.81, "amount_yi": 0.0063 }, { "time": "13:38", "open": 26.78, "high": 26.78, "low": 26.78, "close": 26.78, "amount_yi": 0.0036 }, { "time": "13:39", "open": 26.81, "high": 26.81, "low": 26.79, "close": 26.79, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.79, "ts": "2026-06-29T13:39:42", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.79, "ask1": 26.8, "bid_qty1": 21, "ask_qty1": 28 }, "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": "2026-06-29T13:39:45", "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": 73.5128, "price_vs_vwap_pct": -1.1193, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0278, "prev_amount_yi": 0.0403, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 72.71, "high": 72.71, "low": 72.68, "close": 72.68, "amount_yi": 0.0044 }, { "time": "13:38", "open": 72.63, "high": 72.63, "low": 72.63, "close": 72.63, "amount_yi": 0.0023 }, { "time": "13:39", "open": 72.61, "high": 72.69, "low": 72.61, "close": 72.69, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.69, "ts": "2026-06-29T13:39:43", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.61, "ask1": 72.69, "bid_qty1": 3, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM", "symbol": "SHSE.603605", "name": "珀莱雅", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 57.3, "exec_low": 58.16, "exec_high": 58.16, "invalid_price": 55.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.02, "max_chase_pct": 1.5, "base_exec_high": 58.16, "dynamic_exec_high": null, "entry_zone_low": 56.44, "entry_zone_high": 58.16, "entry_risk_pct": 4.0401, "intraday_vwap": 57.0561, "price_vs_vwap_pct": 1.4265, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0461, "prev_amount_yi": 0.035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 58.2, "high": 58.2, "low": 58.09, "close": 58.09, "amount_yi": 0.0116 }, { "time": "13:38", "open": 58.0, "high": 58.0, "low": 58.0, "close": 58.0, "amount_yi": 0.0104 }, { "time": "13:39", "open": 57.96, "high": 57.96, "low": 57.87, "close": 57.87, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.87, "ts": "2026-06-29T13:39:44", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.87, "ask1": 57.92, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601658:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601658:VWAP_RECLAIM", "symbol": "SHSE.601658", "name": "邮储银行", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.94, "exec_low": 5.01, "exec_high": 5.01, "invalid_price": 4.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "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": 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": 4.9065, "price_vs_vwap_pct": 1.0904, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1459, "prev_amount_yi": 0.0632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0131 }, { "time": "13:38", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0029 }, { "time": "13:39", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0457 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 4.96, "ts": "2026-06-29T13:39:43", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 1008, "ask_qty1": 23391 }, "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": "2026-06-29T13:39:45", "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": 15.9802, "price_vs_vwap_pct": -0.9399, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0675, "prev_amount_yi": 0.0526, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 15.86, "high": 15.86, "low": 15.84, "close": 15.84, "amount_yi": 0.013 }, { "time": "13:38", "open": 15.83, "high": 15.83, "low": 15.83, "close": 15.83, "amount_yi": 0.0043 }, { "time": "13:39", "open": 15.81, "high": 15.83, "low": 15.81, "close": 15.83, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.83, "ts": "2026-06-29T13:39:44", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.82, "ask1": 15.83, "bid_qty1": 4, "ask_qty1": 2 }, "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": "2026-06-29T13:39:45", "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": 2.9355, "price_vs_vwap_pct": -0.1874, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0819, "prev_amount_yi": 0.1178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "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 }, { "time": "13:37", "open": 2.93, "high": 2.93, "low": 2.93, "close": 2.93, "amount_yi": 0.0265 }, { "time": "13:38", "open": 2.93, "high": 2.93, "low": 2.93, "close": 2.93, "amount_yi": 0.0008 }, { "time": "13:39", "open": 2.93, "high": 2.93, "low": 2.93, "close": 2.93, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.93, "ts": "2026-06-29T13:39:43", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.92, "ask1": 2.93, "bid_qty1": 7751, "ask_qty1": 5522 }, "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": "2026-06-29T13:39:45", "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": 192.761, "price_vs_vwap_pct": -2.2157, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1227, "prev_amount_yi": 0.1257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 188.8, "high": 188.8, "low": 187.88, "close": 187.88, "amount_yi": 0.0362 }, { "time": "13:38", "open": 187.82, "high": 187.82, "low": 187.82, "close": 187.82, "amount_yi": 0.0048 }, { "time": "13:39", "open": 188.9, "high": 188.9, "low": 188.49, "close": 188.49, "amount_yi": 0.0215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 188.49, "ts": "2026-06-29T13:39:42", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 188.49, "ask1": 188.88, "bid_qty1": 26, "ask_qty1": 28 }, "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": "2026-06-29T13:39:45", "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": 21.4042, "price_vs_vwap_pct": -3.0564, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1157, "prev_amount_yi": 0.8542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3061, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 20.69, "high": 20.69, "low": 20.62, "close": 20.62, "amount_yi": 0.2272 }, { "time": "13:38", "open": 20.7, "high": 20.7, "low": 20.7, "close": 20.7, "amount_yi": 0.1166 }, { "time": "13:39", "open": 20.75, "high": 20.75, "low": 20.75, "close": 20.75, "amount_yi": 0.3321 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.75, "ts": "2026-06-29T13:39:43", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.74, "ask1": 20.75, "bid_qty1": 7, "ask_qty1": 249 }, "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": "2026-06-29T13:39:45", "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": 1.4574, "prev_amount_yi": 0.5585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 443.89, "high": 443.89, "low": 443.71, "close": 443.71, "amount_yi": 0.5932 }, { "time": "13:38", "open": 441.86, "high": 441.86, "low": 441.86, "close": 441.86, "amount_yi": 0.1312 }, { "time": "13:39", "open": 441.0, "high": 441.0, "low": 439.2, "close": 439.2, "amount_yi": 0.1881 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 439.2, "ts": "2026-06-29T13:39:41", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 438.11, "ask1": 439.2, "bid_qty1": 2, "ask_qty1": 47 }, "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": "2026-06-29T13:39:45", "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": 17.8871, "price_vs_vwap_pct": 0.8548, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0456, "prev_amount_yi": 0.0477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 18.05, "high": 18.05, "low": 18.04, "close": 18.04, "amount_yi": 0.0038 }, { "time": "13:38", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.0053 }, { "time": "13:39", "open": 18.03, "high": 18.04, "low": 18.03, "close": 18.04, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.04, "ts": "2026-06-29T13:39:42", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.03, "ask1": 18.04, "bid_qty1": 111, "ask_qty1": 498 }, "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": "2026-06-29T13:39:45", "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": 5.8765, "price_vs_vwap_pct": 0.5701, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0488, "prev_amount_yi": 0.0617, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0064 }, { "time": "13:38", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0009 }, { "time": "13:39", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.91, "ts": "2026-06-29T13:39:39", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 568, "ask_qty1": 2201 }, "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": "2026-06-29T13:39:45", "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": 8.7462, "price_vs_vwap_pct": 0.6151, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0565, "prev_amount_yi": 0.0371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 8.81, "high": 8.81, "low": 8.81, "close": 8.81, "amount_yi": 0.0087 }, { "time": "13:38", "open": 8.82, "high": 8.82, "low": 8.82, "close": 8.82, "amount_yi": 0.0032 }, { "time": "13:39", "open": 8.8, "high": 8.8, "low": 8.8, "close": 8.8, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.8, "ts": "2026-06-29T13:39:43", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.8, "ask1": 8.81, "bid_qty1": 1539, "ask_qty1": 2035 }, "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": "2026-06-29T13:39:45", "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": 7.7956, "price_vs_vwap_pct": 0.1847, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0341, "prev_amount_yi": 0.0354, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9633, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0075 }, { "time": "13:38", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0031 }, { "time": "13:39", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.81, "ts": "2026-06-29T13:39:42", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.8, "ask1": 7.81, "bid_qty1": 864, "ask_qty1": 454 }, "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": "2026-06-29T13:39:45", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.39, "prev_amount_yi": 0.1305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9885, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 142.18, "high": 142.45, "low": 142.18, "close": 142.45, "amount_yi": 0.0785 }, { "time": "13:38", "open": 142.36, "high": 142.36, "low": 142.36, "close": 142.36, "amount_yi": 0.0592 }, { "time": "13:39", "open": 143.29, "high": 143.29, "low": 142.98, "close": 142.98, "amount_yi": 0.1319 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.98, "ts": "2026-06-29T13:39:41", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.97, "ask1": 142.98, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T13:39:45", "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": 52.9903, "price_vs_vwap_pct": -3.1332, "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": 0.9731, "prev_amount_yi": 0.9483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0262, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 51.31, "high": 51.31, "low": 51.27, "close": 51.27, "amount_yi": 0.2403 }, { "time": "13:38", "open": 51.26, "high": 51.26, "low": 51.26, "close": 51.26, "amount_yi": 0.0577 }, { "time": "13:39", "open": 51.32, "high": 51.33, "low": 51.32, "close": 51.33, "amount_yi": 0.3488 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.33, "ts": "2026-06-29T13:39:42", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.32, "ask1": 51.37, "bid_qty1": 11, "ask_qty1": 28 }, "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": "2026-06-29T13:39:45", "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": 9.7379, "price_vs_vwap_pct": 0.4323, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1808, "prev_amount_yi": 0.1201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.0239 }, { "time": "13:38", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.0298 }, { "time": "13:39", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.78, "ask1": 9.79, "bid_qty1": 665, "ask_qty1": 2565 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002901:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002901:VWAP_RECLAIM", "symbol": "SZSE.002901", "name": "大博医疗", "side": "BUY", "priority": "W98", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.23, "max_chase_pct": 1.5, "base_exec_high": 43.58, "dynamic_exec_high": null, "entry_zone_low": 42.3, "entry_zone_high": 43.58, "entry_risk_pct": null, "intraday_vwap": 42.0261, "price_vs_vwap_pct": 2.0794, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0204, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6585, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 43.01, "high": 43.01, "low": 42.93, "close": 42.93, "amount_yi": 0.0024 }, { "time": "13:38", "open": 42.91, "high": 42.91, "low": 42.91, "close": 42.91, "amount_yi": 0.0013 }, { "time": "13:39", "open": 42.83, "high": 42.9, "low": 42.83, "close": 42.9, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.9, "ts": "2026-06-29T13:39:42", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 42.89, "ask1": 42.94, "bid_qty1": 15, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600048:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600048:VWAP_RECLAIM", "symbol": "SHSE.600048", "name": "保利发展", "side": "BUY", "priority": "W99", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.89, "exec_low": 4.96, "exec_high": 4.96, "invalid_price": 4.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T13:39:45", "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": 4.6863, "price_vs_vwap_pct": 0.7191, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0774, "prev_amount_yi": 0.129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0126 }, { "time": "13:38", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0008 }, { "time": "13:39", "open": 4.73, "high": 4.73, "low": 4.72, "close": 4.72, "amount_yi": 0.0277 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.72, "ts": "2026-06-29T13:39:42", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 2380, "ask_qty1": 5522 }, "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": "2026-06-29T13:39:45", "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": 10.9988, "price_vs_vwap_pct": 0.4655, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1799, "prev_amount_yi": 0.1885, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9544, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 11.06, "high": 11.07, "low": 11.06, "close": 11.07, "amount_yi": 0.0157 }, { "time": "13:38", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.0074 }, { "time": "13:39", "open": 11.05, "high": 11.05, "low": 11.05, "close": 11.05, "amount_yi": 0.0736 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.05, "ts": "2026-06-29T13:39:42", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.05, "ask1": 11.06, "bid_qty1": 2637, "ask_qty1": 3035 }, "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": "2026-06-29T13:39:45", "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": 43.4614, "price_vs_vwap_pct": 0.549, "energy_floor_hint_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": 0.0795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2126, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 43.84, "high": 43.84, "low": 43.8, "close": 43.8, "amount_yi": 0.0138 }, { "time": "13:38", "open": 43.73, "high": 43.73, "low": 43.73, "close": 43.73, "amount_yi": 0.0219 }, { "time": "13:39", "open": 43.72, "high": 43.72, "low": 43.7, "close": 43.7, "amount_yi": 0.0215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.7, "ts": "2026-06-29T13:39:42", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.69, "ask1": 43.7, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T13:39:45", "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": 6.2814, "price_vs_vwap_pct": 0.9329, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0444, "prev_amount_yi": 0.0496, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 6.34, "high": 6.35, "low": 6.34, "close": 6.35, "amount_yi": 0.0167 }, { "time": "13:38", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.002 }, { "time": "13:39", "open": 6.35, "high": 6.35, "low": 6.34, "close": 6.34, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.34, "ts": "2026-06-29T13:39:42", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.34, "ask1": 6.35, "bid_qty1": 1730, "ask_qty1": 1001 }, "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": "2026-06-29T13:39:45", "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": 5.8896, "price_vs_vwap_pct": 0.5162, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0247, "prev_amount_yi": 0.0272, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0038 }, { "time": "13:38", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0017 }, { "time": "13:39", "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": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:42", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 473, "ask_qty1": 1052 }, "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": "2026-06-29T13:39:45", "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": 5.7331, "price_vs_vwap_pct": 0.8181, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4486, "prev_amount_yi": 0.2355, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0114 }, { "time": "13:38", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.006 }, { "time": "13:39", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.2761 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.78, "ts": "2026-06-29T13:39:43", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 524, "ask_qty1": 11870 }, "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": "2026-06-29T13:39:45", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.293, "prev_amount_yi": 0.4308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 116.74, "high": 116.74, "low": 116.11, "close": 116.11, "amount_yi": 0.0329 }, { "time": "13:38", "open": 116.35, "high": 116.35, "low": 116.35, "close": 116.35, "amount_yi": 0.0251 }, { "time": "13:39", "open": 117.06, "high": 117.06, "low": 116.98, "close": 116.98, "amount_yi": 0.1155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.98, "ts": "2026-06-29T13:39:42", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 116.86, "ask1": 116.98, "bid_qty1": 2, "ask_qty1": 11 }, "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": "2026-06-29T13:39:45", "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": 7.1674, "price_vs_vwap_pct": 0.4548, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3926, "prev_amount_yi": 0.1534, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5593, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0377 }, { "time": "13:38", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0144 }, { "time": "13:39", "open": 7.2, "high": 7.2, "low": 7.2, "close": 7.2, "amount_yi": 0.1507 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.2, "ts": "2026-06-29T13:39:44", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.2, "ask1": 7.21, "bid_qty1": 29432, "ask_qty1": 195 }, "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": "2026-06-29T13:39:45", "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": 36.139, "price_vs_vwap_pct": 0.4455, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6172, "prev_amount_yi": 0.4414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3983, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 36.34, "high": 36.35, "low": 36.34, "close": 36.35, "amount_yi": 0.1108 }, { "time": "13:38", "open": 36.33, "high": 36.33, "low": 36.33, "close": 36.33, "amount_yi": 0.0305 }, { "time": "13:39", "open": 36.3, "high": 36.3, "low": 36.3, "close": 36.3, "amount_yi": 0.2083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.3, "ts": "2026-06-29T13:39:43", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.3, "ask1": 36.31, "bid_qty1": 38, "ask_qty1": 246 }, "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": "2026-06-29T13:39:45", "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": 0.2145, "prev_amount_yi": 0.209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0263, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 112.6, "high": 112.6, "low": 112.1, "close": 112.1, "amount_yi": 0.0454 }, { "time": "13:38", "open": 112.51, "high": 112.51, "low": 112.51, "close": 112.51, "amount_yi": 0.0097 }, { "time": "13:39", "open": 112.45, "high": 112.45, "low": 112.0, "close": 112.0, "amount_yi": 0.0435 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.0, "ts": "2026-06-29T13:39:44", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.0, "ask1": 112.18, "bid_qty1": 28, "ask_qty1": 9 }, "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": "2026-06-29T13:39:45", "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": 8.4878, "price_vs_vwap_pct": -3.7442, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0491, "prev_amount_yi": 0.0496, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 8.22, "high": 8.22, "low": 8.19, "close": 8.19, "amount_yi": 0.0191 }, { "time": "13:38", "open": 8.17, "high": 8.17, "low": 8.17, "close": 8.17, "amount_yi": 0.0067 }, { "time": "13:39", "open": 8.17, "high": 8.17, "low": 8.17, "close": 8.17, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.17, "ts": "2026-06-29T13:39:42", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.17, "ask1": 8.18, "bid_qty1": 19, "ask_qty1": 10 }, "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": "2026-06-29T13:39:45", "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": 789.5034, "price_vs_vwap_pct": 2.1731, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.992, "prev_amount_yi": 2.5381, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 805.66, "high": 805.66, "low": 803.56, "close": 803.56, "amount_yi": 1.3076 }, { "time": "13:38", "open": 805.1, "high": 805.1, "low": 805.1, "close": 805.1, "amount_yi": 0.7986 }, { "time": "13:39", "open": 803.01, "high": 806.66, "low": 803.01, "close": 806.66, "amount_yi": 1.6083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 806.66, "ts": "2026-06-29T13:39:44", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 806.0, "ask1": 806.66, "bid_qty1": 5, "ask_qty1": 4 }, "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": "2026-06-29T13:39:45", "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": 20.269, "price_vs_vwap_pct": 0.597, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1833, "prev_amount_yi": 0.159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0128 }, { "time": "13:38", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0298 }, { "time": "13:39", "open": 20.39, "high": 20.39, "low": 20.39, "close": 20.39, "amount_yi": 0.0503 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.39, "ts": "2026-06-29T13:39:44", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.39, "ask1": 20.4, "bid_qty1": 939, "ask_qty1": 915 }, "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": "2026-06-29T13:39:45", "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": 48.7894, "price_vs_vwap_pct": 2.3378, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.033, "prev_amount_yi": 0.0587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 49.9, "high": 49.9, "low": 49.89, "close": 49.89, "amount_yi": 0.0255 }, { "time": "13:38", "open": 49.94, "high": 49.94, "low": 49.94, "close": 49.94, "amount_yi": 0.0004 }, { "time": "13:39", "open": 49.82, "high": 49.93, "low": 49.82, "close": 49.93, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.93, "ts": "2026-06-29T13:39:43", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 49.83, "ask1": 49.93, "bid_qty1": 109, "ask_qty1": 32 }, "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": "2026-06-29T13:39:45", "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": 3.3015, "intraday_vwap": 22.6986, "price_vs_vwap_pct": 1.4159, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0113, "prev_amount_yi": 0.014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 23.06, "high": 23.06, "low": 23.04, "close": 23.04, "amount_yi": 0.005 }, { "time": "13:38", "open": 23.04, "high": 23.04, "low": 23.04, "close": 23.04, "amount_yi": 0.0001 }, { "time": "13:39", "open": 23.03, "high": 23.03, "low": 23.02, "close": 23.02, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 430.8, "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": 23.02, "ts": "2026-06-29T13:39:41", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.01, "ask1": 23.02, "bid_qty1": 4, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603014:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603014:VWAP_RECLAIM", "symbol": "SHSE.603014", "name": "威高血净", "side": "BUY", "priority": "W114", "status": "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": "2026-06-29T13:39:45", "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": 33.5856, "price_vs_vwap_pct": 0.8468, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0112, "prev_amount_yi": 0.0124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9032, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 33.96, "high": 33.96, "low": 33.92, "close": 33.92, "amount_yi": 0.0003 }, { "time": "13:38", "open": 33.91, "high": 33.91, "low": 33.91, "close": 33.91, "amount_yi": 0.0005 }, { "time": "13:39", "open": 33.88, "high": 33.88, "low": 33.87, "close": 33.87, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.87, "ts": "2026-06-29T13:39:43", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 33.86, "ask1": 33.88, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM", "symbol": "SHSE.601288", "name": "农业银行", "side": "BUY", "priority": "W115", "status": "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": "2026-06-29T13:39:45", "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": 6.1565, "price_vs_vwap_pct": 0.869, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5568, "prev_amount_yi": 0.1577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.5308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 6.22, "high": 6.22, "low": 6.21, "close": 6.21, "amount_yi": 0.0583 }, { "time": "13:38", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0178 }, { "time": "13:39", "open": 6.22, "high": 6.22, "low": 6.21, "close": 6.21, "amount_yi": 0.025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.21, "ts": "2026-06-29T13:39:42", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.21, "ask1": 6.22, "bid_qty1": 16060, "ask_qty1": 9615 }, "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": "2026-06-29T13:39:45", "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": 20.3531, "price_vs_vwap_pct": 1.2622, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0145, "prev_amount_yi": 0.0073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9863, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 20.65, "high": 20.65, "low": 20.63, "close": 20.63, "amount_yi": 0.0033 }, { "time": "13:38", "open": 20.59, "high": 20.59, "low": 20.59, "close": 20.59, "amount_yi": 0.0026 }, { "time": "13:39", "open": 20.58, "high": 20.61, "low": 20.58, "close": 20.61, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.61, "ts": "2026-06-29T13:39:43", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.59, "ask1": 20.61, "bid_qty1": 29, "ask_qty1": 3 }, "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": "2026-06-29T13:39:45", "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": 16.6829, "price_vs_vwap_pct": 0.642, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2345, "prev_amount_yi": 0.2351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9974, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 16.83, "high": 16.83, "low": 16.81, "close": 16.81, "amount_yi": 0.0533 }, { "time": "13:38", "open": 16.81, "high": 16.81, "low": 16.81, "close": 16.81, "amount_yi": 0.0286 }, { "time": "13:39", "open": 16.78, "high": 16.79, "low": 16.78, "close": 16.79, "amount_yi": 0.0794 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.79, "ts": "2026-06-29T13:39:42", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.79, "ask1": 16.8, "bid_qty1": 388, "ask_qty1": 737 }, "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": "2026-06-29T13:39:45", "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": 4.9189, "price_vs_vwap_pct": 0.6323, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0475, "prev_amount_yi": 0.1459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3256, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0124 }, { "time": "13:38", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0036 }, { "time": "13:39", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T13:39:44", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 2412, "ask_qty1": 32090 }, "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": "2026-06-29T13:39:45", "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": 22.7398, "price_vs_vwap_pct": 0.8364, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.027, "prev_amount_yi": 0.0296, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9122, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "13:37", "open": 22.99, "high": 22.99, "low": 22.98, "close": 22.98, "amount_yi": 0.0033 }, { "time": "13:38", "open": 22.92, "high": 22.92, "low": 22.92, "close": 22.92, "amount_yi": 0.0063 }, { "time": "13:39", "open": 22.92, "high": 22.93, "low": 22.92, "close": 22.93, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 861.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.93, "ts": "2026-06-29T13:39:41", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.92, "ask1": 22.93, "bid_qty1": 214, "ask_qty1": 9 }, "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": 533134.0, "total_value": 1077627.0, "unrealized_pnl": 86322.0, "unrealized_pnl_pct_of_initial": 8.6322, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 77627.0, "total_pnl_pct": 7.762699999999989 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 98.5, "market_value": 236400.0, "unrealized_pnl": 43680.00000000001, "unrealized_pnl_pct": 22.665006226650064, "updated_at": "2026-06-29T13:39:45", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 21.937089549538015 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.47, "market_value": 227646.0, "unrealized_pnl": 32273.999999999985, "unrealized_pnl_pct": 16.51925557398193, "updated_at": "2026-06-29T13:39:45", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.124749101498015 }, { "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": "2026-06-29T13:39:45", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.411123700501194 } ], "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 } }