{ "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": 0.5338, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8084, "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": 34.844109606858595, "above_vwap": true, "amount": 3257567793.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.005632360471076, "last": 88.28, "vwap": 87.53511657307645, "above_vwap": true, "amount": 10642178086.0 }, { "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": 18.590272107658723, "above_vwap": true, "amount": 320213719.0 }, { "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": 41.49334628415275, "above_vwap": true, "amount": 892824780.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 202.39047817984726, "above_vwap": true, "amount": 8308432715.0 }, { "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": 160.25556151319884, "above_vwap": true, "amount": 1673725110.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.42294389999494, "above_vwap": true, "amount": 13374733886.0 }, { "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": 9.7732072430991, "above_vwap": true, "amount": 793827781.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.95490808185917, "last": 31.7, "vwap": 29.63004537501715, "above_vwap": true, "amount": 1749396398.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.63532564371432, "last": 94.1, "vwap": 92.27793505549177, "above_vwap": true, "amount": 4822444886.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.71905274488698, "last": 101.0, "vwap": 100.20486141293988, "above_vwap": true, "amount": 4205237296.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.691910499139421, "last": 37.89, "vwap": 37.49185223521103, "above_vwap": true, "amount": 9011057321.0 } ] }, "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": 0.5338, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8084, "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": 34.844109606858595, "above_vwap": true, "amount": 3257567793.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.005632360471076, "last": 88.28, "vwap": 87.53511657307645, "above_vwap": true, "amount": 10642178086.0 }, { "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": 18.590272107658723, "above_vwap": true, "amount": 320213719.0 }, { "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": 41.49334628415275, "above_vwap": true, "amount": 892824780.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 202.39047817984726, "above_vwap": true, "amount": 8308432715.0 }, { "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": 160.25556151319884, "above_vwap": true, "amount": 1673725110.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.42294389999494, "above_vwap": true, "amount": 13374733886.0 }, { "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": 9.7732072430991, "above_vwap": true, "amount": 793827781.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.95490808185917, "last": 31.7, "vwap": 29.63004537501715, "above_vwap": true, "amount": 1749396398.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.63532564371432, "last": 94.1, "vwap": 92.27793505549177, "above_vwap": true, "amount": 4822444886.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.71905274488698, "last": 101.0, "vwap": 100.20486141293988, "above_vwap": true, "amount": 4205237296.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.691910499139421, "last": 37.89, "vwap": 37.49185223521103, "above_vwap": true, "amount": 9011057321.0 } ] }, "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": 0.5338, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8084, "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": 34.844109606858595, "above_vwap": true, "amount": 3257567793.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.005632360471076, "last": 88.28, "vwap": 87.53511657307645, "above_vwap": true, "amount": 10642178086.0 }, { "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": 18.590272107658723, "above_vwap": true, "amount": 320213719.0 }, { "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": 41.49334628415275, "above_vwap": true, "amount": 892824780.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 202.39047817984726, "above_vwap": true, "amount": 8308432715.0 }, { "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": 160.25556151319884, "above_vwap": true, "amount": 1673725110.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.42294389999494, "above_vwap": true, "amount": 13374733886.0 }, { "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": 9.7732072430991, "above_vwap": true, "amount": 793827781.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.95490808185917, "last": 31.7, "vwap": 29.63004537501715, "above_vwap": true, "amount": 1749396398.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.63532564371432, "last": 94.1, "vwap": 92.27793505549177, "above_vwap": true, "amount": 4822444886.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.71905274488698, "last": 101.0, "vwap": 100.20486141293988, "above_vwap": true, "amount": 4205237296.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.691910499139421, "last": 37.89, "vwap": 37.49185223521103, "above_vwap": true, "amount": 9011057321.0 } ] }, "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": 0.5338, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8084, "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": 34.844109606858595, "above_vwap": true, "amount": 3257567793.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.005632360471076, "last": 88.28, "vwap": 87.53511657307645, "above_vwap": true, "amount": 10642178086.0 }, { "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": 18.590272107658723, "above_vwap": true, "amount": 320213719.0 }, { "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": 41.49334628415275, "above_vwap": true, "amount": 892824780.0 }, { "symbol": "SZSE.002409", "name": "雅克科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.000000000000009, "last": 207.46, "vwap": 202.39047817984726, "above_vwap": true, "amount": 8308432715.0 }, { "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": 160.25556151319884, "above_vwap": true, "amount": 1673725110.0 }, { "symbol": "SZSE.000021", "name": "深科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.998131190431693, "last": 58.86, "vwap": 57.42294389999494, "above_vwap": true, "amount": 13374733886.0 }, { "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": 9.7732072430991, "above_vwap": true, "amount": 793827781.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.95490808185917, "last": 31.7, "vwap": 29.63004537501715, "above_vwap": true, "amount": 1749396398.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.63532564371432, "last": 94.1, "vwap": 92.27793505549177, "above_vwap": true, "amount": 4822444886.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 8.71905274488698, "last": 101.0, "vwap": 100.20486141293988, "above_vwap": true, "amount": 4205237296.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 8.691910499139421, "last": 37.89, "vwap": 37.49185223521103, "above_vwap": true, "amount": 9011057321.0 } ] }, "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": "2026-06-29T14:07:52", "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": "2026-06-29T14:07:52", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 31.83, "max_chase_pct": 3.0, "base_exec_high": 31.83, "dynamic_exec_high": null, "entry_zone_low": 30.44, "entry_zone_high": 31.36, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0466, "prev_amount_yi": 0.9216, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.0506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0167 }, { "time": "14:06", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0021 }, { "time": "14:07", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:50", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 48305, "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": "2026-06-29T14:07:52", "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": 100.2049, "price_vs_vwap_pct": 0.7935, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.5719, "prev_amount_yi": 0.2305, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 101.82, "high": 101.82, "low": 101.57, "close": 101.57, "amount_yi": 0.3419 }, { "time": "14:06", "open": 101.25, "high": 101.25, "low": 101.13, "close": 101.13, "amount_yi": 0.0824 }, { "time": "14:07", "open": 100.96, "high": 101.0, "low": 100.96, "close": 101.0, "amount_yi": 0.1476 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.0, "ts": "2026-06-29T14:07:48", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 100.95, "ask1": 101.0, "bid_qty1": 68, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH", "symbol": "SZSE.300749", "name": "顶固集创", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 28.42, "exec_low": 28.42, "exec_high": 29.27, "invalid_price": 27.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 27.6967, "price_vs_vwap_pct": -2.9487, "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": 0.026, "prev_amount_yi": 0.0287, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 26.97, "high": 26.97, "low": 26.96, "close": 26.96, "amount_yi": 0.019 }, { "time": "14:06", "open": 26.92, "high": 26.92, "low": 26.91, "close": 26.91, "amount_yi": 0.0046 }, { "time": "14:07", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.88, "ts": "2026-06-29T14:07:48", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 26.88, "ask1": 26.91, "bid_qty1": 42, "ask_qty1": 1 }, "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": "2026-06-29T14:07:52", "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": 11.3314, "price_vs_vwap_pct": -3.0129, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3502, "prev_amount_yi": 0.3207, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 11.04, "high": 11.04, "low": 11.03, "close": 11.03, "amount_yi": 0.1732 }, { "time": "14:06", "open": 11.01, "high": 11.01, "low": 11.0, "close": 11.0, "amount_yi": 0.1115 }, { "time": "14:07", "open": 11.0, "high": 11.0, "low": 10.99, "close": 10.99, "amount_yi": 0.0655 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.99, "ts": "2026-06-29T14:07:48", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 10.98, "ask1": 10.99, "bid_qty1": 1241, "ask_qty1": 29 }, "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": "2026-06-29T14:07:52", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.2819, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1453, "prev_amount_yi": 0.0696, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0876, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:05", "open": 213.08, "high": 213.45, "low": 213.08, "close": 213.45, "amount_yi": 0.079 }, { "time": "14:06", "open": 212.93, "high": 212.93, "low": 212.88, "close": 212.88, "amount_yi": 0.0321 }, { "time": "14:07", "open": 212.96, "high": 213.08, "low": 212.96, "close": 213.08, "amount_yi": 0.0342 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 213.08, "ts": "2026-06-29T14:07:50", "prev_close": 201.99, "open": 195.0, "high": 215.66, "low": 183.0, "bid1": 213.08, "ask1": 213.37, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 14.38, "exec_low": 14.38, "exec_high": 14.81, "invalid_price": 13.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 14.111, "price_vs_vwap_pct": -1.9914, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1074, "prev_amount_yi": 0.0563, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 13.88, "high": 13.88, "low": 13.88, "close": 13.88, "amount_yi": 0.044 }, { "time": "14:06", "open": 13.85, "high": 13.86, "low": 13.85, "close": 13.86, "amount_yi": 0.0215 }, { "time": "14:07", "open": 13.82, "high": 13.83, "low": 13.82, "close": 13.83, "amount_yi": 0.0419 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.83, "ts": "2026-06-29T14:07:49", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.82, "ask1": 13.83, "bid_qty1": 107, "ask_qty1": 82 }, "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": "OBSERVE", "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": "2026-06-29T14:07:52", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 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": 35.5711, "price_vs_vwap_pct": 1.2901, "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": 0.2685, "prev_amount_yi": 0.408, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 36.21, "high": 36.24, "low": 36.21, "close": 36.24, "amount_yi": 0.1237 }, { "time": "14:06", "open": 36.0, "high": 36.03, "low": 36.0, "close": 36.03, "amount_yi": 0.0947 }, { "time": "14:07", "open": 36.1, "high": 36.1, "low": 36.03, "close": 36.03, "amount_yi": 0.0501 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.03, "ts": "2026-06-29T14:07:48", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.32, "bid1": 36.03, "ask1": 36.04, "bid_qty1": 3, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:07:52", "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": 26.9839, "price_vs_vwap_pct": -5.0916, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.0074, "prev_amount_yi": 0.8003, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2588, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.672 }, { "time": "14:06", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0806 }, { "time": "14:07", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.2548 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:48", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 25.61, "ask1": 25.62, "bid_qty1": 51, "ask_qty1": 39 }, "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": "2026-06-29T14:07:52", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.68, "max_chase_pct": 3.0, "base_exec_high": 12.68, "dynamic_exec_high": null, "entry_zone_low": 12.13, "entry_zone_high": 12.49, "entry_risk_pct": 4.8606, "intraday_vwap": 12.4707, "price_vs_vwap_pct": 0.5557, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1138, "prev_amount_yi": 0.0838, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 12.62, "high": 12.62, "low": 12.59, "close": 12.59, "amount_yi": 0.056 }, { "time": "14:06", "open": 12.59, "high": 12.6, "low": 12.59, "close": 12.6, "amount_yi": 0.0218 }, { "time": "14:07", "open": 12.55, "high": 12.55, "low": 12.54, "close": 12.54, "amount_yi": 0.036 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64812.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.54, "ts": "2026-06-29T14:07:48", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.54, "ask1": 12.55, "bid_qty1": 162, "ask_qty1": 644 }, "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": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 29.6, "exec_low": 29.6, "exec_high": 30.49, "invalid_price": 28.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 30.49, "max_chase_pct": 3.0, "base_exec_high": 30.49, "dynamic_exec_high": null, "entry_zone_low": 29.16, "entry_zone_high": 30.04, "entry_risk_pct": null, "intraday_vwap": 31.0107, "price_vs_vwap_pct": -0.3892, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.8497, "prev_amount_yi": 0.311, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7322, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 31.1, "high": 31.1, "low": 31.1, "close": 31.1, "amount_yi": 0.5901 }, { "time": "14:06", "open": 31.0, "high": 31.0, "low": 30.96, "close": 30.96, "amount_yi": 0.1524 }, { "time": "14:07", "open": 30.8, "high": 30.89, "low": 30.8, "close": 30.89, "amount_yi": 0.1072 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.89, "ts": "2026-06-29T14:07:49", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 30.89, "ask1": 30.9, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "P10", "status": "NEAR_TRIGGER", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 221.3615, "price_vs_vwap_pct": -0.8319, "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": 0.2034, "prev_amount_yi": 0.2112, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9631, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 220.06, "high": 220.06, "low": 219.43, "close": 219.43, "amount_yi": 0.0983 }, { "time": "14:06", "open": 219.04, "high": 219.06, "low": 219.04, "close": 219.06, "amount_yi": 0.0498 }, { "time": "14:07", "open": 219.47, "high": 219.52, "low": 219.47, "close": 219.52, "amount_yi": 0.0553 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 219.52, "ts": "2026-06-29T14:07:48", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 219.5, "ask1": 219.52, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": null, "intraday_vwap": 59.1231, "price_vs_vwap_pct": -4.369, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2644, "prev_amount_yi": 0.1868, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4154, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 56.95, "high": 56.95, "low": 56.78, "close": 56.78, "amount_yi": 0.1098 }, { "time": "14:06", "open": 56.61, "high": 56.61, "low": 56.46, "close": 56.46, "amount_yi": 0.0898 }, { "time": "14:07", "open": 56.5, "high": 56.54, "low": 56.5, "close": 56.54, "amount_yi": 0.0648 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.54, "ts": "2026-06-29T14:07:51", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.54, "ask1": 56.56, "bid_qty1": 28, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 92.2779, "price_vs_vwap_pct": 1.9746, "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": 1.1057, "prev_amount_yi": 1.3537, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8168, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:05", "open": 94.37, "high": 94.37, "low": 94.37, "close": 94.37, "amount_yi": 0.8346 }, { "time": "14:06", "open": 94.39, "high": 94.39, "low": 94.16, "close": 94.16, "amount_yi": 0.167 }, { "time": "14:07", "open": 94.19, "high": 94.19, "low": 94.1, "close": 94.1, "amount_yi": 0.1041 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129624.12, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.1, "ts": "2026-06-29T14:07:49", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.1, "ask1": 94.12, "bid_qty1": 3, "ask_qty1": 13 }, "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": "2026-06-29T14:07:52", "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": 41.4933, "price_vs_vwap_pct": 1.4863, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0065, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0022 }, { "time": "14:03", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0004 }, { "time": "14:05", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0016 }, { "time": "14:06", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0009 }, { "time": "14:07", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:45", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 32284, "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": "2026-06-29T14:07:52", "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": 41.2354, "price_vs_vwap_pct": -2.8505, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2015, "prev_amount_yi": 0.1268, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 40.25, "high": 40.25, "low": 40.16, "close": 40.16, "amount_yi": 0.0256 }, { "time": "14:03", "open": 40.19, "high": 40.19, "low": 40.1, "close": 40.1, "amount_yi": 0.0192 }, { "time": "14:05", "open": 40.14, "high": 40.15, "low": 40.14, "close": 40.15, "amount_yi": 0.0682 }, { "time": "14:06", "open": 40.1, "high": 40.1, "low": 40.03, "close": 40.03, "amount_yi": 0.0663 }, { "time": "14:07", "open": 40.05, "high": 40.06, "low": 40.05, "close": 40.06, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.06, "ts": "2026-06-29T14:07:50", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.06, "ask1": 40.07, "bid_qty1": 2, "ask_qty1": 35 }, "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": "2026-06-29T14:07:52", "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": 29.63, "price_vs_vwap_pct": 6.9862, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3495, "prev_amount_yi": 0.164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 31.68, "high": 31.68, "low": 31.67, "close": 31.67, "amount_yi": 0.0276 }, { "time": "14:03", "open": 31.68, "high": 31.68, "low": 31.67, "close": 31.67, "amount_yi": 0.0956 }, { "time": "14:05", "open": 31.67, "high": 31.69, "low": 31.67, "close": 31.69, "amount_yi": 0.0973 }, { "time": "14:06", "open": 31.7, "high": 31.7, "low": 31.7, "close": 31.7, "amount_yi": 0.0767 }, { "time": "14:07", "open": 31.71, "high": 31.71, "low": 31.7, "close": 31.7, "amount_yi": 0.0523 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.7, "ts": "2026-06-29T14:07:48", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.7, "ask1": 31.71, "bid_qty1": 126, "ask_qty1": 3535 }, "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": "2026-06-29T14:07:52", "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": 26.8019, "price_vs_vwap_pct": 0.7018, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0884, "prev_amount_yi": 0.0405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 27.14, "high": 27.14, "low": 27.06, "close": 27.06, "amount_yi": 0.0221 }, { "time": "14:03", "open": 27.01, "high": 27.04, "low": 27.01, "close": 27.04, "amount_yi": 0.0107 }, { "time": "14:05", "open": 27.0, "high": 27.01, "low": 27.0, "close": 27.01, "amount_yi": 0.0255 }, { "time": "14:06", "open": 26.99, "high": 26.99, "low": 26.98, "close": 26.98, "amount_yi": 0.0223 }, { "time": "14:07", "open": 26.99, "high": 26.99, "low": 26.99, "close": 26.99, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.99, "ts": "2026-06-29T14:07:49", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 26.99, "ask1": 27.0, "bid_qty1": 27, "ask_qty1": 43 }, "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": "2026-06-29T14:07:52", "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": 3.2632, "price_vs_vwap_pct": -2.5496, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1686, "prev_amount_yi": 0.1662, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0144, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0377 }, { "time": "14:03", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0117 }, { "time": "14:05", "open": 3.18, "high": 3.18, "low": 3.17, "close": 3.17, "amount_yi": 0.0514 }, { "time": "14:06", "open": 3.17, "high": 3.17, "low": 3.17, "close": 3.17, "amount_yi": 0.0256 }, { "time": "14:07", "open": 3.17, "high": 3.18, "low": 3.17, "close": 3.18, "amount_yi": 0.0422 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:48", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.17, "ask1": 3.18, "bid_qty1": 5905, "ask_qty1": 6411 }, "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": "2026-06-29T14:07:52", "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": 9.2611, "price_vs_vwap_pct": -2.0635, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.354, "prev_amount_yi": 0.3297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0737, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 9.09, "high": 9.09, "low": 9.06, "close": 9.06, "amount_yi": 0.0457 }, { "time": "14:03", "open": 9.07, "high": 9.07, "low": 9.07, "close": 9.07, "amount_yi": 0.0796 }, { "time": "14:05", "open": 9.08, "high": 9.08, "low": 9.08, "close": 9.08, "amount_yi": 0.0991 }, { "time": "14:06", "open": 9.08, "high": 9.1, "low": 9.08, "close": 9.1, "amount_yi": 0.0548 }, { "time": "14:07", "open": 9.09, "high": 9.09, "low": 9.07, "close": 9.07, "amount_yi": 0.0748 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:48", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.07, "ask1": 9.08, "bid_qty1": 618, "ask_qty1": 338 }, "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": "2026-06-29T14:07:52", "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": 5.4538, "price_vs_vwap_pct": -4.6536, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1197, "prev_amount_yi": 0.0725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:02", "open": 5.26, "high": 5.26, "low": 5.25, "close": 5.25, "amount_yi": 0.0263 }, { "time": "14:03", "open": 5.25, "high": 5.25, "low": 5.25, "close": 5.25, "amount_yi": 0.0082 }, { "time": "14:05", "open": 5.23, "high": 5.23, "low": 5.22, "close": 5.22, "amount_yi": 0.0394 }, { "time": "14:06", "open": 5.2, "high": 5.21, "low": 5.2, "close": 5.21, "amount_yi": 0.0275 }, { "time": "14:07", "open": 5.21, "high": 5.21, "low": 5.2, "close": 5.2, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.2, "ts": "2026-06-29T14:07:48", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.2, "ask1": 5.21, "bid_qty1": 79, "ask_qty1": 640 }, "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": "2026-06-29T14:07:52", "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": 0.1151, "prev_amount_yi": 0.3313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3474, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 193.76, "high": 193.76, "low": 193.69, "close": 193.69, "amount_yi": 0.0091 }, { "time": "14:03", "open": 193.21, "high": 193.21, "low": 193.18, "close": 193.18, "amount_yi": 0.0314 }, { "time": "14:05", "open": 192.3, "high": 192.3, "low": 192.01, "close": 192.01, "amount_yi": 0.0508 }, { "time": "14:06", "open": 192.24, "high": 192.24, "low": 192.01, "close": 192.01, "amount_yi": 0.0159 }, { "time": "14:07", "open": 192.2, "high": 192.2, "low": 192.2, "close": 192.2, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 192.2, "ts": "2026-06-29T14:07:50", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 192.01, "ask1": 192.2, "bid_qty1": 42, "ask_qty1": 9 }, "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": "2026-06-29T14:07:52", "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": 48.263, "price_vs_vwap_pct": -1.3737, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2327, "prev_amount_yi": 1.056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1673, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 48.0, "high": 48.0, "low": 47.91, "close": 47.91, "amount_yi": 0.2264 }, { "time": "14:03", "open": 47.98, "high": 47.98, "low": 47.92, "close": 47.92, "amount_yi": 0.1498 }, { "time": "14:05", "open": 48.08, "high": 48.08, "low": 47.95, "close": 47.95, "amount_yi": 0.3626 }, { "time": "14:06", "open": 47.74, "high": 47.74, "low": 47.63, "close": 47.63, "amount_yi": 0.2512 }, { "time": "14:07", "open": 47.59, "high": 47.6, "low": 47.59, "close": 47.6, "amount_yi": 0.2427 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.6, "ts": "2026-06-29T14:07:48", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.58, "ask1": 47.6, "bid_qty1": 154, "ask_qty1": 44 }, "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": "2026-06-29T14:07:52", "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": 75.1373, "price_vs_vwap_pct": -2.1791, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5012, "prev_amount_yi": 0.399, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 74.22, "high": 74.22, "low": 74.13, "close": 74.13, "amount_yi": 0.1319 }, { "time": "14:03", "open": 74.12, "high": 74.12, "low": 73.88, "close": 73.88, "amount_yi": 0.1135 }, { "time": "14:05", "open": 73.53, "high": 73.69, "low": 73.53, "close": 73.69, "amount_yi": 0.1351 }, { "time": "14:06", "open": 73.67, "high": 73.67, "low": 73.63, "close": 73.63, "amount_yi": 0.0366 }, { "time": "14:07", "open": 73.64, "high": 73.64, "low": 73.5, "close": 73.5, "amount_yi": 0.0841 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.5, "ts": "2026-06-29T14:07:51", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 73.49, "ask1": 73.5, "bid_qty1": 1, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH", "symbol": "SHSE.603065", "name": "宿迁联盛", "side": "BUY", "priority": "W10", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.11, "exec_low": 22.11, "exec_high": 22.44, "invalid_price": 21.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 20.4581, "price_vs_vwap_pct": -3.8523, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7027, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.004 }, { "time": "14:03", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0024 }, { "time": "14:05", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0019 }, { "time": "14:06", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0016 }, { "time": "14:07", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 40780 }, "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": "2026-06-29T14:07:52", "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": 61.5333, "price_vs_vwap_pct": 3.4074, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1024, "prev_amount_yi": 0.5032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 63.47, "high": 63.47, "low": 63.36, "close": 63.36, "amount_yi": 0.1504 }, { "time": "14:03", "open": 63.08, "high": 63.08, "low": 62.97, "close": 62.97, "amount_yi": 0.1952 }, { "time": "14:05", "open": 63.91, "high": 63.91, "low": 63.66, "close": 63.66, "amount_yi": 0.5492 }, { "time": "14:06", "open": 63.8, "high": 63.8, "low": 63.65, "close": 63.65, "amount_yi": 0.1219 }, { "time": "14:07", "open": 63.68, "high": 63.68, "low": 63.63, "close": 63.63, "amount_yi": 0.0857 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.63, "ts": "2026-06-29T14:07:48", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 63.6, "ask1": 63.63, "bid_qty1": 266, "ask_qty1": 10 }, "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": "2026-06-29T14:07:52", "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": 59.6505, "price_vs_vwap_pct": -1.4761, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7717, "prev_amount_yi": 0.6921, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 59.5, "high": 59.5, "low": 59.29, "close": 59.29, "amount_yi": 0.127 }, { "time": "14:03", "open": 59.21, "high": 59.21, "low": 59.14, "close": 59.14, "amount_yi": 0.0952 }, { "time": "14:05", "open": 58.91, "high": 58.91, "low": 58.75, "close": 58.75, "amount_yi": 0.252 }, { "time": "14:06", "open": 58.7, "high": 58.7, "low": 58.67, "close": 58.67, "amount_yi": 0.1526 }, { "time": "14:07", "open": 58.79, "high": 58.79, "low": 58.77, "close": 58.77, "amount_yi": 0.1449 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.77, "ts": "2026-06-29T14:07:48", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 58.76, "ask1": 58.77, "bid_qty1": 5, "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": "2026-06-29T14:07:52", "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": 20.4549, "price_vs_vwap_pct": -1.0995, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0175, "prev_amount_yi": 0.0254, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 20.24, "high": 20.26, "low": 20.24, "close": 20.26, "amount_yi": 0.0055 }, { "time": "14:03", "open": 20.23, "high": 20.23, "low": 20.23, "close": 20.23, "amount_yi": 0.0013 }, { "time": "14:05", "open": 20.18, "high": 20.19, "low": 20.18, "close": 20.19, "amount_yi": 0.0046 }, { "time": "14:06", "open": 20.15, "high": 20.16, "low": 20.15, "close": 20.16, "amount_yi": 0.0021 }, { "time": "14:07", "open": 20.19, "high": 20.23, "low": 20.19, "close": 20.23, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.23, "ts": "2026-06-29T14:07:48", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.23, "ask1": 20.25, "bid_qty1": 12, "ask_qty1": 42 }, "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": "2026-06-29T14:07:52", "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": 0.4792, "prev_amount_yi": 0.2402, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.995, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 376.66, "high": 376.66, "low": 376.65, "close": 376.65, "amount_yi": 0.0858 }, { "time": "14:03", "open": 376.31, "high": 376.31, "low": 375.87, "close": 375.87, "amount_yi": 0.0576 }, { "time": "14:05", "open": 370.03, "high": 370.52, "low": 370.03, "close": 370.52, "amount_yi": 0.1735 }, { "time": "14:06", "open": 370.0, "high": 370.0, "low": 368.91, "close": 368.91, "amount_yi": 0.072 }, { "time": "14:07", "open": 368.12, "high": 368.13, "low": 368.12, "close": 368.13, "amount_yi": 0.0903 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 368.13, "ts": "2026-06-29T14:07:51", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 368.13, "ask1": 368.14, "bid_qty1": 0, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W15", "status": "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": "2026-06-29T14:07:52", "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": 366.594, "price_vs_vwap_pct": 2.4785, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5939, "prev_amount_yi": 0.8393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 376.15, "high": 377.78, "low": 376.15, "close": 377.78, "amount_yi": 0.219 }, { "time": "14:03", "open": 378.35, "high": 378.85, "low": 378.35, "close": 378.85, "amount_yi": 0.2581 }, { "time": "14:05", "open": 379.97, "high": 380.0, "low": 379.97, "close": 380.0, "amount_yi": 0.6128 }, { "time": "14:06", "open": 378.08, "high": 378.08, "low": 376.23, "close": 376.23, "amount_yi": 0.2563 }, { "time": "14:07", "open": 375.7, "high": 375.7, "low": 375.68, "close": 375.68, "amount_yi": 0.2477 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 375.68, "ts": "2026-06-29T14:07:48", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 375.68, "ask1": 375.7, "bid_qty1": 3, "ask_qty1": 23 }, "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": "2026-06-29T14:07:52", "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": 67.3128, "price_vs_vwap_pct": -6.3774, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1532, "prev_amount_yi": 0.141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0865, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 63.6, "high": 63.6, "low": 63.51, "close": 63.51, "amount_yi": 0.0263 }, { "time": "14:03", "open": 63.57, "high": 63.58, "low": 63.57, "close": 63.58, "amount_yi": 0.0187 }, { "time": "14:05", "open": 63.3, "high": 63.3, "low": 63.16, "close": 63.16, "amount_yi": 0.0571 }, { "time": "14:06", "open": 63.14, "high": 63.14, "low": 63.07, "close": 63.07, "amount_yi": 0.0289 }, { "time": "14:07", "open": 63.09, "high": 63.09, "low": 63.02, "close": 63.02, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.02, "ts": "2026-06-29T14:07:48", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 63.02, "ask1": 63.1, "bid_qty1": 3, "ask_qty1": 96 }, "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": "2026-06-29T14:07:52", "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": 15.29, "price_vs_vwap_pct": -1.8967, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0911, "prev_amount_yi": 0.0553, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6474, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0152 }, { "time": "14:03", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0054 }, { "time": "14:05", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0091 }, { "time": "14:06", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0584 }, { "time": "14:07", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:45", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 144068 }, "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": "2026-06-29T14:07:52", "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": 271.4847, "price_vs_vwap_pct": -1.3572, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1764, "prev_amount_yi": 1.6105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 270.26, "high": 270.26, "low": 269.3, "close": 269.3, "amount_yi": 0.575 }, { "time": "14:03", "open": 269.8, "high": 270.01, "low": 269.8, "close": 270.01, "amount_yi": 0.1754 }, { "time": "14:05", "open": 275.0, "high": 275.0, "low": 274.58, "close": 274.58, "amount_yi": 0.8045 }, { "time": "14:06", "open": 273.28, "high": 273.28, "low": 269.83, "close": 269.83, "amount_yi": 0.3755 }, { "time": "14:07", "open": 268.78, "high": 268.78, "low": 267.8, "close": 267.8, "amount_yi": 0.246 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.8, "ts": "2026-06-29T14:07:49", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 267.64, "ask1": 267.8, "bid_qty1": 82, "ask_qty1": 3 }, "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": "TOUCHED", "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": "2026-06-29T14:07:52", "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": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2714, "prev_amount_yi": 0.2788, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 102.83, "high": 103.3, "low": 102.83, "close": 103.3, "amount_yi": 0.0691 }, { "time": "14:03", "open": 102.87, "high": 103.11, "low": 102.87, "close": 103.11, "amount_yi": 0.0518 }, { "time": "14:05", "open": 102.03, "high": 102.34, "low": 102.03, "close": 102.34, "amount_yi": 0.0468 }, { "time": "14:06", "open": 103.28, "high": 103.4, "low": 103.28, "close": 103.4, "amount_yi": 0.0777 }, { "time": "14:07", "open": 103.19, "high": 103.19, "low": 102.73, "close": 102.73, "amount_yi": 0.026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.73, "ts": "2026-06-29T14:07:51", "prev_close": 99.0, "open": 100.44, "high": 103.8, "low": 93.0, "bid1": 102.73, "ask1": 102.99, "bid_qty1": 0, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.99, "max_chase_pct": 1.5, "base_exec_high": 15.75, "dynamic_exec_high": null, "entry_zone_low": 15.29, "entry_zone_high": 15.75, "entry_risk_pct": 4.079, "intraday_vwap": 15.3389, "price_vs_vwap_pct": 2.289, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1097, "prev_amount_yi": 0.0473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 15.72, "high": 15.72, "low": 15.68, "close": 15.68, "amount_yi": 0.0119 }, { "time": "14:03", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0123 }, { "time": "14:05", "open": 15.61, "high": 15.62, "low": 15.61, "close": 15.62, "amount_yi": 0.0444 }, { "time": "14:06", "open": 15.63, "high": 15.63, "low": 15.63, "close": 15.63, "amount_yi": 0.0206 }, { "time": "14:07", "open": 15.65, "high": 15.69, "low": 15.65, "close": 15.69, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "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": 15.69, "ts": "2026-06-29T14:07:49", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.68, "ask1": 15.69, "bid_qty1": 18, "ask_qty1": 4 }, "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": 275.84, "exec_high": 277.08, "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": "2026-06-29T14:07:52", "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": 277.08, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 4.5657, "intraday_vwap": 275.8373, "price_vs_vwap_pct": 0.0481, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.673, "prev_amount_yi": 0.5373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2526, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 278.2, "high": 278.2, "low": 277.73, "close": 277.73, "amount_yi": 0.1403 }, { "time": "14:03", "open": 277.77, "high": 277.79, "low": 277.77, "close": 277.79, "amount_yi": 0.0942 }, { "time": "14:05", "open": 275.52, "high": 275.52, "low": 275.33, "close": 275.33, "amount_yi": 0.2129 }, { "time": "14:06", "open": 274.0, "high": 274.4, "low": 274.0, "close": 274.4, "amount_yi": 0.1466 }, { "time": "14:07", "open": 275.0, "high": 275.97, "low": 275.0, "close": 275.97, "amount_yi": 0.079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "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": 275.97, "ts": "2026-06-29T14:07:50", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 275.18, "ask1": 275.97, "bid_qty1": 1, "ask_qty1": 12 }, "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": "2026-06-29T14:07:52", "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": 21.2994, "price_vs_vwap_pct": -3.7532, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1414, "prev_amount_yi": 0.4231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3342, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0337 }, { "time": "14:03", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0394 }, { "time": "14:05", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0467 }, { "time": "14:06", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0141 }, { "time": "14:07", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.5, "ts": "2026-06-29T14:07:48", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 4563 }, "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": "2026-06-29T14:07:52", "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": 9.7732, "price_vs_vwap_pct": 0.4789, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0929, "prev_amount_yi": 0.0108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.6019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0016 }, { "time": "14:03", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0044 }, { "time": "14:05", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0044 }, { "time": "14:06", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0778 }, { "time": "14:07", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:49", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 306243, "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": "2026-06-29T14:07:52", "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": 75.2371, "price_vs_vwap_pct": 0.695, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3795, "prev_amount_yi": 0.8963, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 75.32, "high": 75.8, "low": 75.32, "close": 75.8, "amount_yi": 0.1546 }, { "time": "14:03", "open": 76.0, "high": 76.09, "low": 76.0, "close": 76.09, "amount_yi": 0.3683 }, { "time": "14:05", "open": 76.19, "high": 76.19, "low": 75.9, "close": 75.9, "amount_yi": 0.5689 }, { "time": "14:06", "open": 75.38, "high": 75.38, "low": 75.24, "close": 75.24, "amount_yi": 0.1924 }, { "time": "14:07", "open": 75.45, "high": 75.76, "low": 75.45, "close": 75.76, "amount_yi": 0.0953 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.76, "ts": "2026-06-29T14:07:48", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 75.77, "ask1": 75.79, "bid_qty1": 1, "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": "2026-06-29T14:07:52", "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": 52.7592, "price_vs_vwap_pct": 3.5649, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1939, "prev_amount_yi": 0.1308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 54.65, "high": 54.65, "low": 54.44, "close": 54.44, "amount_yi": 0.0205 }, { "time": "14:03", "open": 54.61, "high": 54.8, "low": 54.61, "close": 54.8, "amount_yi": 0.0188 }, { "time": "14:05", "open": 54.51, "high": 54.6, "low": 54.51, "close": 54.6, "amount_yi": 0.1078 }, { "time": "14:06", "open": 54.65, "high": 54.65, "low": 54.44, "close": 54.44, "amount_yi": 0.0085 }, { "time": "14:07", "open": 54.45, "high": 54.64, "low": 54.45, "close": 54.64, "amount_yi": 0.0383 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.64, "ts": "2026-06-29T14:07:50", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 54.59, "ask1": 54.64, "bid_qty1": 11, "ask_qty1": 1 }, "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": "2026-06-29T14:07:52", "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": 30.3184, "price_vs_vwap_pct": -2.1057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0226, "prev_amount_yi": 0.0261, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 30.01, "high": 30.01, "low": 29.97, "close": 29.97, "amount_yi": 0.0062 }, { "time": "14:03", "open": 29.94, "high": 29.94, "low": 29.77, "close": 29.77, "amount_yi": 0.0047 }, { "time": "14:05", "open": 29.67, "high": 29.71, "low": 29.67, "close": 29.71, "amount_yi": 0.0074 }, { "time": "14:06", "open": 29.69, "high": 29.69, "low": 29.69, "close": 29.69, "amount_yi": 0.0018 }, { "time": "14:07", "open": 29.68, "high": 29.68, "low": 29.68, "close": 29.68, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.68, "ts": "2026-06-29T14:07:39", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.68, "ask1": 29.69, "bid_qty1": 8, "ask_qty1": 7 }, "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": "OBSERVE", "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": "2026-06-29T14:07:52", "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": 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": 933.8289, "price_vs_vwap_pct": 2.4792, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.1632, "prev_amount_yi": 2.2183, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.426, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 968.9, "high": 969.98, "low": 968.9, "close": 969.98, "amount_yi": 0.507 }, { "time": "14:03", "open": 969.99, "high": 969.99, "low": 969.99, "close": 969.99, "amount_yi": 0.9728 }, { "time": "14:05", "open": 965.04, "high": 965.04, "low": 960.0, "close": 960.0, "amount_yi": 0.8661 }, { "time": "14:06", "open": 957.47, "high": 957.47, "low": 952.01, "close": 952.01, "amount_yi": 0.3885 }, { "time": "14:07", "open": 952.01, "high": 956.98, "low": 952.01, "close": 956.98, "amount_yi": 0.4288 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 956.98, "ts": "2026-06-29T14:07:48", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 956.98, "ask1": 957.0, "bid_qty1": 3, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "TOUCHED", "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": "2026-06-29T14:07:52", "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": 28.68, "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": 27.6903, "price_vs_vwap_pct": 4.4409, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6606, "prev_amount_yi": 1.9939, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 29.42, "high": 29.42, "low": 29.24, "close": 29.24, "amount_yi": 1.0207 }, { "time": "14:03", "open": 29.25, "high": 29.25, "low": 29.18, "close": 29.18, "amount_yi": 0.2639 }, { "time": "14:05", "open": 29.02, "high": 29.07, "low": 29.02, "close": 29.07, "amount_yi": 0.6771 }, { "time": "14:06", "open": 28.92, "high": 28.92, "low": 28.76, "close": 28.76, "amount_yi": 0.2787 }, { "time": "14:07", "open": 28.72, "high": 28.92, "low": 28.72, "close": 28.92, "amount_yi": 0.4202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.92, "ts": "2026-06-29T14:07:51", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.92, "ask1": 28.93, "bid_qty1": 21, "ask_qty1": 371 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T14:07:52", "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": 41.3822, "price_vs_vwap_pct": -2.5426, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2188, "prev_amount_yi": 0.1149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9043, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 40.68, "high": 40.68, "low": 40.65, "close": 40.65, "amount_yi": 0.0248 }, { "time": "14:03", "open": 40.58, "high": 40.58, "low": 40.41, "close": 40.41, "amount_yi": 0.0744 }, { "time": "14:05", "open": 40.62, "high": 40.62, "low": 40.62, "close": 40.62, "amount_yi": 0.0643 }, { "time": "14:06", "open": 40.41, "high": 40.41, "low": 40.4, "close": 40.4, "amount_yi": 0.0364 }, { "time": "14:07", "open": 40.39, "high": 40.39, "low": 40.33, "close": 40.33, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.33, "ts": "2026-06-29T14:07:50", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 40.31, "ask1": 40.33, "bid_qty1": 44, "ask_qty1": 20 }, "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": "2026-06-29T14:07:52", "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": 0.0433, "prev_amount_yi": 0.0565, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 96.2, "high": 96.2, "low": 96.1, "close": 96.1, "amount_yi": 0.005 }, { "time": "14:03", "open": 96.41, "high": 96.41, "low": 96.13, "close": 96.13, "amount_yi": 0.0045 }, { "time": "14:05", "open": 95.87, "high": 95.87, "low": 95.15, "close": 95.15, "amount_yi": 0.027 }, { "time": "14:06", "open": 96.08, "high": 96.08, "low": 95.41, "close": 95.41, "amount_yi": 0.0059 }, { "time": "14:07", "open": 95.46, "high": 95.46, "low": 95.41, "close": 95.41, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 95.41, "ts": "2026-06-29T14:07:51", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 95.44, "ask1": 95.93, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 83.44, "max_chase_pct": 1.5, "base_exec_high": 82.23, "dynamic_exec_high": null, "entry_zone_low": 79.79, "entry_zone_high": 82.23, "entry_risk_pct": null, "intraday_vwap": 80.4338, "price_vs_vwap_pct": -1.8447, "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": 0.5842, "prev_amount_yi": 0.6238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9365, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 79.98, "high": 79.98, "low": 79.62, "close": 79.62, "amount_yi": 0.1271 }, { "time": "14:03", "open": 79.56, "high": 79.56, "low": 79.5, "close": 79.5, "amount_yi": 0.0971 }, { "time": "14:05", "open": 79.16, "high": 79.16, "low": 79.1, "close": 79.1, "amount_yi": 0.1908 }, { "time": "14:06", "open": 79.08, "high": 79.09, "low": 79.08, "close": 79.09, "amount_yi": 0.0894 }, { "time": "14:07", "open": 78.88, "high": 78.95, "low": 78.88, "close": 78.95, "amount_yi": 0.0798 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.95, "ts": "2026-06-29T14:07:49", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 78.81, "ask1": 78.95, "bid_qty1": 2, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W32", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.95, "exec_low": 25.95, "exec_high": 26.34, "invalid_price": 25.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 22.9598, "price_vs_vwap_pct": -2.2204, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0214, "prev_amount_yi": 0.0207, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0026 }, { "time": "14:03", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0062 }, { "time": "14:05", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0069 }, { "time": "14:06", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.002 }, { "time": "14:07", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 156962 }, "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": "2026-06-29T14:07:52", "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": 25.0387, "price_vs_vwap_pct": -3.3496, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2945, "prev_amount_yi": 0.205, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 24.45, "high": 24.45, "low": 24.44, "close": 24.44, "amount_yi": 0.0427 }, { "time": "14:03", "open": 24.44, "high": 24.44, "low": 24.4, "close": 24.4, "amount_yi": 0.0311 }, { "time": "14:05", "open": 24.32, "high": 24.32, "low": 24.21, "close": 24.21, "amount_yi": 0.1205 }, { "time": "14:06", "open": 24.18, "high": 24.19, "low": 24.18, "close": 24.19, "amount_yi": 0.0586 }, { "time": "14:07", "open": 24.21, "high": 24.21, "low": 24.2, "close": 24.2, "amount_yi": 0.0416 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.2, "ts": "2026-06-29T14:07:50", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.2, "ask1": 24.22, "bid_qty1": 9, "ask_qty1": 28 }, "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": "2026-06-29T14:07:52", "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": 43.261, "price_vs_vwap_pct": -0.9963, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1183, "prev_amount_yi": 0.1449, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 43.11, "high": 43.11, "low": 43.01, "close": 43.01, "amount_yi": 0.024 }, { "time": "14:03", "open": 43.03, "high": 43.03, "low": 43.01, "close": 43.01, "amount_yi": 0.021 }, { "time": "14:05", "open": 42.92, "high": 42.92, "low": 42.9, "close": 42.9, "amount_yi": 0.0261 }, { "time": "14:06", "open": 42.83, "high": 42.83, "low": 42.81, "close": 42.81, "amount_yi": 0.025 }, { "time": "14:07", "open": 42.85, "high": 42.85, "low": 42.83, "close": 42.83, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.83, "ts": "2026-06-29T14:07:48", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.82, "ask1": 42.84, "bid_qty1": 21, "ask_qty1": 26 }, "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": "2026-06-29T14:07:52", "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": 92.1042, "price_vs_vwap_pct": -1.796, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0241, "prev_amount_yi": 0.7717, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3271, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 91.15, "high": 91.15, "low": 91.11, "close": 91.11, "amount_yi": 0.1725 }, { "time": "14:03", "open": 91.16, "high": 91.16, "low": 91.05, "close": 91.05, "amount_yi": 0.1251 }, { "time": "14:05", "open": 91.38, "high": 91.38, "low": 91.25, "close": 91.25, "amount_yi": 0.4259 }, { "time": "14:06", "open": 90.94, "high": 90.94, "low": 90.81, "close": 90.81, "amount_yi": 0.1331 }, { "time": "14:07", "open": 90.52, "high": 90.52, "low": 90.45, "close": 90.45, "amount_yi": 0.1675 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.45, "ts": "2026-06-29T14:07:48", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.44, "ask1": 90.45, "bid_qty1": 59, "ask_qty1": 36 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:07:52", "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": 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": 19.0488, "price_vs_vwap_pct": 1.9487, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.07, "prev_amount_yi": 0.0066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 10.6061, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:02", "open": 19.25, "high": 19.26, "low": 19.25, "close": 19.26, "amount_yi": 0.0166 }, { "time": "14:03", "open": 19.24, "high": 19.36, "low": 19.24, "close": 19.36, "amount_yi": 0.0222 }, { "time": "14:05", "open": 19.37, "high": 19.38, "low": 19.37, "close": 19.38, "amount_yi": 0.0144 }, { "time": "14:06", "open": 19.37, "high": 19.4, "low": 19.37, "close": 19.4, "amount_yi": 0.0098 }, { "time": "14:07", "open": 19.37, "high": 19.42, "low": 19.37, "close": 19.42, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.42, "ts": "2026-06-29T14:07:49", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.41, "ask1": 19.43, "bid_qty1": 3, "ask_qty1": 98 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:07:52", "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": 69.9623, "price_vs_vwap_pct": 0.5113, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.8793, "prev_amount_yi": 1.9326, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 70.63, "high": 70.63, "low": 70.5, "close": 70.5, "amount_yi": 0.5236 }, { "time": "14:03", "open": 70.56, "high": 70.59, "low": 70.56, "close": 70.59, "amount_yi": 0.3057 }, { "time": "14:05", "open": 70.94, "high": 70.94, "low": 70.9, "close": 70.9, "amount_yi": 1.0791 }, { "time": "14:06", "open": 70.63, "high": 70.63, "low": 70.52, "close": 70.52, "amount_yi": 0.6603 }, { "time": "14:07", "open": 70.42, "high": 70.42, "low": 70.32, "close": 70.32, "amount_yi": 0.3106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.32, "ts": "2026-06-29T14:07:51", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.3, "ask1": 70.32, "bid_qty1": 271, "ask_qty1": 9 }, "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": "2026-06-29T14:07:52", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.01, "prev_amount_yi": 0.7281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 38.39, "high": 38.39, "low": 38.39, "close": 38.39, "amount_yi": 0.1542 }, { "time": "14:03", "open": 38.47, "high": 38.47, "low": 38.38, "close": 38.38, "amount_yi": 0.15 }, { "time": "14:05", "open": 38.15, "high": 38.2, "low": 38.15, "close": 38.2, "amount_yi": 0.2765 }, { "time": "14:06", "open": 38.16, "high": 38.16, "low": 38.08, "close": 38.08, "amount_yi": 0.1798 }, { "time": "14:07", "open": 38.01, "high": 38.01, "low": 37.89, "close": 37.89, "amount_yi": 0.2495 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.89, "ts": "2026-06-29T14:07:50", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 37.83, "ask1": 37.89, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-29T14:07:52", "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": 50.6628, "price_vs_vwap_pct": -3.5387, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.563, "prev_amount_yi": 0.4298, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 49.06, "high": 49.2, "low": 49.06, "close": 49.2, "amount_yi": 0.1301 }, { "time": "14:03", "open": 49.24, "high": 49.28, "low": 49.24, "close": 49.28, "amount_yi": 0.0637 }, { "time": "14:05", "open": 49.55, "high": 49.55, "low": 49.48, "close": 49.48, "amount_yi": 0.166 }, { "time": "14:06", "open": 49.28, "high": 49.28, "low": 49.17, "close": 49.17, "amount_yi": 0.0848 }, { "time": "14:07", "open": 49.05, "high": 49.05, "low": 48.87, "close": 48.87, "amount_yi": 0.1184 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.87, "ts": "2026-06-29T14:07:49", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.88, "ask1": 48.9, "bid_qty1": 5, "ask_qty1": 1 }, "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": "2026-06-29T14:07:52", "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": 87.5351, "price_vs_vwap_pct": 0.851, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9337, "prev_amount_yi": 0.5876, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 88.65, "high": 88.65, "low": 88.6, "close": 88.6, "amount_yi": 0.1984 }, { "time": "14:03", "open": 88.88, "high": 88.88, "low": 88.68, "close": 88.68, "amount_yi": 0.0989 }, { "time": "14:05", "open": 88.93, "high": 88.93, "low": 88.86, "close": 88.86, "amount_yi": 0.3051 }, { "time": "14:06", "open": 88.66, "high": 88.66, "low": 88.5, "close": 88.5, "amount_yi": 0.202 }, { "time": "14:07", "open": 88.34, "high": 88.34, "low": 88.28, "close": 88.28, "amount_yi": 0.1293 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.28, "ts": "2026-06-29T14:07:48", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 88.27, "ask1": 88.28, "bid_qty1": 84, "ask_qty1": 12 }, "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": "2026-06-29T14:07:52", "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": 46.521, "price_vs_vwap_pct": -4.6237, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3117, "prev_amount_yi": 0.2459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2676, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 43.85, "high": 43.87, "low": 43.85, "close": 43.87, "amount_yi": 0.0503 }, { "time": "14:03", "open": 43.86, "high": 43.86, "low": 43.67, "close": 43.67, "amount_yi": 0.0612 }, { "time": "14:05", "open": 44.16, "high": 44.16, "low": 44.05, "close": 44.05, "amount_yi": 0.1099 }, { "time": "14:06", "open": 43.88, "high": 43.96, "low": 43.88, "close": 43.96, "amount_yi": 0.0492 }, { "time": "14:07", "open": 44.17, "high": 44.37, "low": 44.17, "close": 44.37, "amount_yi": 0.0411 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.37, "ts": "2026-06-29T14:07:50", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.37, "ask1": 44.38, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": 3.9338, "intraday_vwap": 107.2284, "price_vs_vwap_pct": -0.3156, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4648, "prev_amount_yi": 0.8115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 108.46, "high": 108.46, "low": 108.3, "close": 108.3, "amount_yi": 0.2494 }, { "time": "14:03", "open": 108.44, "high": 108.44, "low": 108.29, "close": 108.29, "amount_yi": 0.2303 }, { "time": "14:05", "open": 107.65, "high": 107.65, "low": 107.3, "close": 107.3, "amount_yi": 0.3519 }, { "time": "14:06", "open": 107.03, "high": 107.03, "low": 106.9, "close": 106.9, "amount_yi": 0.2683 }, { "time": "14:07", "open": 107.0, "high": 107.0, "low": 106.89, "close": 106.89, "amount_yi": 0.3649 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.89, "ts": "2026-06-29T14:07:48", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 106.88, "ask1": 107.02, "bid_qty1": 9, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "NEAR_TRIGGER", "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": "2026-06-29T14:07:52", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.42, "max_chase_pct": 1.5, "base_exec_high": 57.57, "dynamic_exec_high": null, "entry_zone_low": 55.87, "entry_zone_high": 57.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2687, "prev_amount_yi": 0.168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5994, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 57.98, "high": 58.0, "low": 57.98, "close": 58.0, "amount_yi": 0.0164 }, { "time": "14:03", "open": 58.0, "high": 58.0, "low": 57.8, "close": 57.8, "amount_yi": 0.0341 }, { "time": "14:05", "open": 57.41, "high": 57.41, "low": 57.4, "close": 57.4, "amount_yi": 0.083 }, { "time": "14:06", "open": 57.4, "high": 57.4, "low": 57.35, "close": 57.35, "amount_yi": 0.0368 }, { "time": "14:07", "open": 56.99, "high": 56.99, "low": 56.6, "close": 56.6, "amount_yi": 0.0984 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.6, "ts": "2026-06-29T14:07:49", "prev_close": 53.86, "open": 55.0, "high": 59.0, "low": 51.51, "bid1": 56.58, "ask1": 56.6, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-29T14:07:52", "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": 532.51, "max_chase_pct": 1.5, "base_exec_high": 524.75, "dynamic_exec_high": null, "entry_zone_low": 509.25, "entry_zone_high": 524.75, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.9899, "prev_amount_yi": 4.3867, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 509.98, "high": 511.0, "low": 509.98, "close": 511.0, "amount_yi": 0.8436 }, { "time": "14:03", "open": 511.55, "high": 511.9, "low": 511.55, "close": 511.9, "amount_yi": 0.9165 }, { "time": "14:05", "open": 505.0, "high": 506.3, "low": 505.0, "close": 506.3, "amount_yi": 1.4007 }, { "time": "14:06", "open": 505.99, "high": 505.99, "low": 505.0, "close": 505.0, "amount_yi": 0.4101 }, { "time": "14:07", "open": 503.2, "high": 503.23, "low": 503.2, "close": 503.23, "amount_yi": 0.419 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 503.23, "ts": "2026-06-29T14:07:50", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 503.27, "ask1": 503.29, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:07:52", "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": 202.3905, "price_vs_vwap_pct": 2.5048, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1977, "prev_amount_yi": 0.1534, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2888, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0371 }, { "time": "14:03", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0245 }, { "time": "14:05", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0421 }, { "time": "14:06", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0228 }, { "time": "14:07", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0712 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 207.46, "ts": "2026-06-29T14:07:48", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 26130, "ask_qty1": 0 }, "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": "2026-06-29T14:07:52", "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": 82.8913, "price_vs_vwap_pct": -3.4881, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1369, "prev_amount_yi": 0.066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 80.46, "high": 80.46, "low": 80.36, "close": 80.36, "amount_yi": 0.0165 }, { "time": "14:03", "open": 80.39, "high": 80.39, "low": 80.3, "close": 80.3, "amount_yi": 0.0239 }, { "time": "14:05", "open": 80.2, "high": 80.2, "low": 80.16, "close": 80.16, "amount_yi": 0.0668 }, { "time": "14:06", "open": 80.1, "high": 80.1, "low": 80.03, "close": 80.03, "amount_yi": 0.0183 }, { "time": "14:07", "open": 80.03, "high": 80.03, "low": 80.0, "close": 80.0, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.0, "ts": "2026-06-29T14:07:49", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.0, "ask1": 80.01, "bid_qty1": 111, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 77.28, "exec_low": 78.44, "exec_high": 78.44, "invalid_price": 74.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 79.6, "max_chase_pct": 1.5, "base_exec_high": 78.44, "dynamic_exec_high": null, "entry_zone_low": 76.12, "entry_zone_high": 78.44, "entry_risk_pct": 3.2774, "intraday_vwap": 76.0376, "price_vs_vwap_pct": 1.9233, "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": 0.2794, "prev_amount_yi": 0.2903, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 77.92, "high": 78.26, "low": 77.92, "close": 78.26, "amount_yi": 0.0362 }, { "time": "14:03", "open": 78.47, "high": 78.58, "low": 78.47, "close": 78.58, "amount_yi": 0.0497 }, { "time": "14:05", "open": 78.88, "high": 78.88, "low": 78.47, "close": 78.47, "amount_yi": 0.1101 }, { "time": "14:06", "open": 77.98, "high": 77.98, "low": 77.85, "close": 77.85, "amount_yi": 0.0429 }, { "time": "14:07", "open": 77.62, "high": 77.62, "low": 77.5, "close": 77.5, "amount_yi": 0.0405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.5, "ts": "2026-06-29T14:07:51", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 77.4, "ask1": 77.5, "bid_qty1": 7, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.98, "exec_low": 36.52, "exec_high": 36.52, "invalid_price": 34.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 34.3958, "price_vs_vwap_pct": 0.8553, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1779, "prev_amount_yi": 0.1132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 34.8, "high": 34.8, "low": 34.8, "close": 34.8, "amount_yi": 0.019 }, { "time": "14:03", "open": 34.8, "high": 34.8, "low": 34.8, "close": 34.8, "amount_yi": 0.0182 }, { "time": "14:05", "open": 34.71, "high": 34.71, "low": 34.69, "close": 34.69, "amount_yi": 0.0814 }, { "time": "14:06", "open": 34.64, "high": 34.64, "low": 34.64, "close": 34.64, "amount_yi": 0.0402 }, { "time": "14:07", "open": 34.65, "high": 34.69, "low": 34.65, "close": 34.69, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.69, "ts": "2026-06-29T14:07:49", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.68, "ask1": 34.69, "bid_qty1": 128, "ask_qty1": 13 }, "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": "2026-06-29T14:07:52", "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": 16.933, "price_vs_vwap_pct": -5.3918, "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": 0.5208, "prev_amount_yi": 0.6295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 16.21, "high": 16.21, "low": 16.15, "close": 16.15, "amount_yi": 0.1156 }, { "time": "14:03", "open": 16.12, "high": 16.12, "low": 16.09, "close": 16.09, "amount_yi": 0.0696 }, { "time": "14:05", "open": 16.09, "high": 16.09, "low": 16.08, "close": 16.08, "amount_yi": 0.1487 }, { "time": "14:06", "open": 16.02, "high": 16.04, "low": 16.02, "close": 16.04, "amount_yi": 0.1275 }, { "time": "14:07", "open": 16.03, "high": 16.03, "low": 16.02, "close": 16.02, "amount_yi": 0.0594 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:49", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 4 }, "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": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.88, "max_chase_pct": 1.5, "base_exec_high": 12.69, "dynamic_exec_high": null, "entry_zone_low": 12.31, "entry_zone_high": 12.69, "entry_risk_pct": 3.3493, "intraday_vwap": 12.4662, "price_vs_vwap_pct": 0.5118, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0942, "prev_amount_yi": 0.0586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 12.54, "high": 12.54, "low": 12.53, "close": 12.53, "amount_yi": 0.0212 }, { "time": "14:03", "open": 12.54, "high": 12.54, "low": 12.54, "close": 12.54, "amount_yi": 0.0164 }, { "time": "14:05", "open": 12.52, "high": 12.53, "low": 12.52, "close": 12.53, "amount_yi": 0.0299 }, { "time": "14:06", "open": 12.52, "high": 12.55, "low": 12.52, "close": 12.55, "amount_yi": 0.0111 }, { "time": "14:07", "open": 12.54, "high": 12.54, "low": 12.53, "close": 12.53, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "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": 12.53, "ts": "2026-06-29T14:07:48", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.53, "ask1": 12.54, "bid_qty1": 407, "ask_qty1": 121 }, "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": "2026-06-29T14:07:52", "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": 28.4183, "price_vs_vwap_pct": 0.569, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2301, "prev_amount_yi": 0.1413, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6285, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 28.63, "high": 28.63, "low": 28.59, "close": 28.59, "amount_yi": 0.0539 }, { "time": "14:03", "open": 28.62, "high": 28.62, "low": 28.62, "close": 28.62, "amount_yi": 0.026 }, { "time": "14:05", "open": 28.57, "high": 28.6, "low": 28.57, "close": 28.6, "amount_yi": 0.0847 }, { "time": "14:06", "open": 28.58, "high": 28.58, "low": 28.57, "close": 28.57, "amount_yi": 0.0361 }, { "time": "14:07", "open": 28.58, "high": 28.58, "low": 28.58, "close": 28.58, "amount_yi": 0.0294 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.58, "ts": "2026-06-29T14:07:48", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.57, "ask1": 28.58, "bid_qty1": 215, "ask_qty1": 24 }, "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": "2026-06-29T14:07:52", "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": 84.793, "price_vs_vwap_pct": -0.5342, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3317, "prev_amount_yi": 0.2339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4181, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 83.99, "high": 84.0, "low": 83.99, "close": 84.0, "amount_yi": 0.0833 }, { "time": "14:03", "open": 84.3, "high": 84.35, "low": 84.3, "close": 84.35, "amount_yi": 0.0325 }, { "time": "14:05", "open": 84.99, "high": 84.99, "low": 84.91, "close": 84.91, "amount_yi": 0.1192 }, { "time": "14:06", "open": 84.8, "high": 84.8, "low": 84.51, "close": 84.51, "amount_yi": 0.0385 }, { "time": "14:07", "open": 84.35, "high": 84.35, "low": 84.34, "close": 84.34, "amount_yi": 0.0582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.34, "ts": "2026-06-29T14:07:51", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 84.33, "ask1": 84.34, "bid_qty1": 41, "ask_qty1": 11 }, "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": "2026-06-29T14:07:52", "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": 7.8256, "price_vs_vwap_pct": -1.4772, "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": 2.5647, "prev_amount_yi": 2.8507, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.4934 }, { "time": "14:03", "open": 7.71, "high": 7.72, "low": 7.71, "close": 7.72, "amount_yi": 0.4286 }, { "time": "14:05", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.9109 }, { "time": "14:06", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.3854 }, { "time": "14:07", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.3464 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.71, "ts": "2026-06-29T14:07:48", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.71, "ask1": 7.72, "bid_qty1": 3632, "ask_qty1": 246 }, "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": "2026-06-29T14:07:52", "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": 171.3673, "price_vs_vwap_pct": -3.5872, "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": 0.3144, "prev_amount_yi": 0.3643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.863, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 166.0, "high": 166.0, "low": 165.95, "close": 165.95, "amount_yi": 0.0374 }, { "time": "14:03", "open": 165.88, "high": 165.88, "low": 165.56, "close": 165.56, "amount_yi": 0.0483 }, { "time": "14:05", "open": 165.05, "high": 165.05, "low": 165.05, "close": 165.05, "amount_yi": 0.1077 }, { "time": "14:06", "open": 165.1, "high": 165.1, "low": 165.1, "close": 165.1, "amount_yi": 0.0685 }, { "time": "14:07", "open": 165.22, "high": 165.22, "low": 165.22, "close": 165.22, "amount_yi": 0.0525 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 165.22, "ts": "2026-06-29T14:07:50", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 165.21, "ask1": 165.22, "bid_qty1": 13, "ask_qty1": 32 }, "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": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.36, "max_chase_pct": 1.5, "base_exec_high": 17.1, "dynamic_exec_high": null, "entry_zone_low": 16.6, "entry_zone_high": 17.1, "entry_risk_pct": 4.2204, "intraday_vwap": 16.7057, "price_vs_vwap_pct": 2.061, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0182, "prev_amount_yi": 0.0124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4677, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 17.07, "high": 17.07, "low": 17.05, "close": 17.05, "amount_yi": 0.0028 }, { "time": "14:03", "open": 17.07, "high": 17.07, "low": 17.07, "close": 17.07, "amount_yi": 0.0056 }, { "time": "14:05", "open": 17.06, "high": 17.06, "low": 17.06, "close": 17.06, "amount_yi": 0.0061 }, { "time": "14:06", "open": 17.06, "high": 17.06, "low": 17.06, "close": 17.06, "amount_yi": 0.003 }, { "time": "14:07", "open": 17.06, "high": 17.06, "low": 17.05, "close": 17.05, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.05, "ts": "2026-06-29T14:07:48", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.05, "ask1": 17.06, "bid_qty1": 121, "ask_qty1": 67 }, "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": "2026-06-29T14:07:52", "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": 20.2636, "price_vs_vwap_pct": -2.5346, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0864, "prev_amount_yi": 0.0622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 20.01, "high": 20.01, "low": 19.98, "close": 19.98, "amount_yi": 0.0135 }, { "time": "14:03", "open": 19.97, "high": 19.97, "low": 19.95, "close": 19.95, "amount_yi": 0.0077 }, { "time": "14:05", "open": 19.83, "high": 19.83, "low": 19.8, "close": 19.8, "amount_yi": 0.0449 }, { "time": "14:06", "open": 19.8, "high": 19.8, "low": 19.79, "close": 19.79, "amount_yi": 0.0103 }, { "time": "14:07", "open": 19.78, "high": 19.78, "low": 19.75, "close": 19.75, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.75, "ts": "2026-06-29T14:07:48", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.75, "ask1": 19.77, "bid_qty1": 43, "ask_qty1": 28 }, "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": "2026-06-29T14:07:52", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2511, "prev_amount_yi": 0.2469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 514.48, "high": 514.5, "low": 514.48, "close": 514.5, "amount_yi": 0.0347 }, { "time": "14:03", "open": 514.5, "high": 514.5, "low": 512.37, "close": 512.37, "amount_yi": 0.0318 }, { "time": "14:05", "open": 511.68, "high": 511.68, "low": 509.5, "close": 509.5, "amount_yi": 0.0776 }, { "time": "14:06", "open": 508.83, "high": 508.83, "low": 508.0, "close": 508.0, "amount_yi": 0.0627 }, { "time": "14:07", "open": 508.0, "high": 508.05, "low": 508.0, "close": 508.05, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 508.05, "ts": "2026-06-29T14:07:50", "prev_close": 469.1, "open": 470.5, "high": 515.6, "low": 470.5, "bid1": 508.01, "ask1": 508.05, "bid_qty1": 2, "ask_qty1": 12 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:07:52", "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": 18.5903, "price_vs_vwap_pct": 5.7541, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0026, "prev_amount_yi": 0.012, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2167, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:01", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0006 }, { "time": "14:02", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.001 }, { "time": "14:03", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:05", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0004 }, { "time": "14:06", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:38", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 36696, "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": "2026-06-29T14:07:52", "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": 9.707, "price_vs_vwap_pct": -0.0721, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0678, "prev_amount_yi": 0.0563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2043, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 9.62, "high": 9.62, "low": 9.6, "close": 9.6, "amount_yi": 0.0084 }, { "time": "14:03", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0049 }, { "time": "14:05", "open": 9.68, "high": 9.69, "low": 9.68, "close": 9.69, "amount_yi": 0.0265 }, { "time": "14:06", "open": 9.65, "high": 9.66, "low": 9.65, "close": 9.66, "amount_yi": 0.0216 }, { "time": "14:07", "open": 9.67, "high": 9.7, "low": 9.67, "close": 9.7, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.7, "ts": "2026-06-29T14:07:48", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.7, "ask1": 9.71, "bid_qty1": 94, "ask_qty1": 36 }, "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": "2026-06-29T14:07:52", "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": 47.9237, "price_vs_vwap_pct": -2.0109, "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": 0.6153, "prev_amount_yi": 0.804, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 47.43, "high": 47.56, "low": 47.43, "close": 47.56, "amount_yi": 0.1668 }, { "time": "14:03", "open": 47.5, "high": 47.5, "low": 47.44, "close": 47.44, "amount_yi": 0.1179 }, { "time": "14:05", "open": 46.98, "high": 47.0, "low": 46.98, "close": 47.0, "amount_yi": 0.1785 }, { "time": "14:06", "open": 46.96, "high": 46.96, "low": 46.9, "close": 46.9, "amount_yi": 0.0925 }, { "time": "14:07", "open": 46.91, "high": 46.96, "low": 46.91, "close": 46.96, "amount_yi": 0.0596 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.96, "ts": "2026-06-29T14:07:49", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 46.96, "ask1": 46.97, "bid_qty1": 25, "ask_qty1": 2 }, "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": "2026-06-29T14:07:52", "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": 47.1696, "price_vs_vwap_pct": 2.3117, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1051, "prev_amount_yi": 0.1973, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 48.45, "high": 48.45, "low": 48.38, "close": 48.38, "amount_yi": 0.0202 }, { "time": "14:03", "open": 48.36, "high": 48.37, "low": 48.36, "close": 48.37, "amount_yi": 0.0164 }, { "time": "14:05", "open": 48.36, "high": 48.36, "low": 48.32, "close": 48.32, "amount_yi": 0.0314 }, { "time": "14:06", "open": 48.31, "high": 48.31, "low": 48.3, "close": 48.3, "amount_yi": 0.0236 }, { "time": "14:07", "open": 48.28, "high": 48.28, "low": 48.26, "close": 48.26, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.26, "ts": "2026-06-29T14:07:48", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.25, "ask1": 48.28, "bid_qty1": 61, "ask_qty1": 28 }, "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": "2026-06-29T14:07:52", "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": 50.7846, "price_vs_vwap_pct": -2.3129, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0088, "prev_amount_yi": 0.0304, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0017 }, { "time": "14:03", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0016 }, { "time": "14:05", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0021 }, { "time": "14:06", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0026 }, { "time": "14:07", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 11322 }, "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": "2026-06-29T14:07:52", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3608, "prev_amount_yi": 0.351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 135.92, "high": 136.84, "low": 135.92, "close": 136.84, "amount_yi": 0.0796 }, { "time": "14:03", "open": 136.88, "high": 136.88, "low": 136.23, "close": 136.23, "amount_yi": 0.0686 }, { "time": "14:05", "open": 136.22, "high": 136.22, "low": 135.67, "close": 135.67, "amount_yi": 0.1045 }, { "time": "14:06", "open": 135.41, "high": 135.51, "low": 135.41, "close": 135.51, "amount_yi": 0.0455 }, { "time": "14:07", "open": 135.07, "high": 135.07, "low": 135.07, "close": 135.07, "amount_yi": 0.0626 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.07, "ts": "2026-06-29T14:07:49", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 135.07, "ask1": 135.85, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-29T14:07:52", "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": 29.8003, "price_vs_vwap_pct": -1.6788, "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": 0.3151, "prev_amount_yi": 0.3358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9384, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 29.49, "high": 29.49, "low": 29.44, "close": 29.44, "amount_yi": 0.0494 }, { "time": "14:03", "open": 29.43, "high": 29.43, "low": 29.41, "close": 29.41, "amount_yi": 0.0327 }, { "time": "14:05", "open": 29.34, "high": 29.34, "low": 29.33, "close": 29.33, "amount_yi": 0.1133 }, { "time": "14:06", "open": 29.33, "high": 29.33, "low": 29.33, "close": 29.33, "amount_yi": 0.0468 }, { "time": "14:07", "open": 29.3, "high": 29.3, "low": 29.3, "close": 29.3, "amount_yi": 0.0729 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.3, "ts": "2026-06-29T14:07:49", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.3, "ask1": 29.31, "bid_qty1": 666, "ask_qty1": 49 }, "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": "2026-06-29T14:07:52", "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": 0.574, "prev_amount_yi": 0.2993, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 697.2, "high": 697.2, "low": 697.0, "close": 697.0, "amount_yi": 0.0376 }, { "time": "14:03", "open": 697.0, "high": 697.0, "low": 696.99, "close": 696.99, "amount_yi": 0.0472 }, { "time": "14:05", "open": 695.22, "high": 696.0, "low": 695.22, "close": 696.0, "amount_yi": 0.2536 }, { "time": "14:06", "open": 694.0, "high": 695.54, "low": 694.0, "close": 695.54, "amount_yi": 0.1208 }, { "time": "14:07", "open": 690.12, "high": 690.12, "low": 690.05, "close": 690.05, "amount_yi": 0.1148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 690.05, "ts": "2026-06-29T14:07:50", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 688.53, "ask1": 689.91, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:07:52", "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": 47.3462, "price_vs_vwap_pct": 0.3671, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0526, "prev_amount_yi": 0.0787, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 47.75, "high": 47.75, "low": 47.72, "close": 47.72, "amount_yi": 0.008 }, { "time": "14:03", "open": 47.74, "high": 47.74, "low": 47.73, "close": 47.73, "amount_yi": 0.006 }, { "time": "14:05", "open": 47.66, "high": 47.66, "low": 47.6, "close": 47.6, "amount_yi": 0.0163 }, { "time": "14:06", "open": 47.55, "high": 47.55, "low": 47.53, "close": 47.53, "amount_yi": 0.0101 }, { "time": "14:07", "open": 47.52, "high": 47.52, "low": 47.52, "close": 47.52, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.52, "ts": "2026-06-29T14:07:50", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.51, "ask1": 47.52, "bid_qty1": 4, "ask_qty1": 3 }, "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": "2026-06-29T14:07:52", "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": 22.4428, "price_vs_vwap_pct": -1.7502, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1587, "prev_amount_yi": 0.1902, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 22.16, "high": 22.16, "low": 22.16, "close": 22.16, "amount_yi": 0.0355 }, { "time": "14:03", "open": 22.14, "high": 22.14, "low": 22.12, "close": 22.12, "amount_yi": 0.0158 }, { "time": "14:05", "open": 22.08, "high": 22.09, "low": 22.08, "close": 22.09, "amount_yi": 0.0712 }, { "time": "14:06", "open": 22.06, "high": 22.06, "low": 22.05, "close": 22.05, "amount_yi": 0.0238 }, { "time": "14:07", "open": 22.05, "high": 22.05, "low": 22.05, "close": 22.05, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.05, "ts": "2026-06-29T14:07:48", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.05, "ask1": 22.06, "bid_qty1": 198, "ask_qty1": 5 }, "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": "2026-06-29T14:07:52", "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": 12.8223, "price_vs_vwap_pct": -2.1236, "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": 0.6571, "prev_amount_yi": 0.6885, "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": "14:02", "open": 12.73, "high": 12.74, "low": 12.73, "close": 12.74, "amount_yi": 0.1086 }, { "time": "14:03", "open": 12.72, "high": 12.72, "low": 12.72, "close": 12.72, "amount_yi": 0.0995 }, { "time": "14:05", "open": 12.65, "high": 12.65, "low": 12.6, "close": 12.6, "amount_yi": 0.2882 }, { "time": "14:06", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0871 }, { "time": "14:07", "open": 12.57, "high": 12.57, "low": 12.55, "close": 12.55, "amount_yi": 0.0737 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.55, "ts": "2026-06-29T14:07:50", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.54, "ask1": 12.55, "bid_qty1": 349, "ask_qty1": 78 }, "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": "2026-06-29T14:07:52", "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": 160.2556, "price_vs_vwap_pct": 4.6765, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0415, "prev_amount_yi": 0.0159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0163 }, { "time": "14:03", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0007 }, { "time": "14:05", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0013 }, { "time": "14:06", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0034 }, { "time": "14:07", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:48", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 18800, "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": "2026-06-29T14:07:52", "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": 18.9418, "price_vs_vwap_pct": -3.1243, "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": 0.3885, "prev_amount_yi": 0.383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0144, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 18.49, "high": 18.49, "low": 18.45, "close": 18.45, "amount_yi": 0.0833 }, { "time": "14:03", "open": 18.47, "high": 18.5, "low": 18.47, "close": 18.5, "amount_yi": 0.0538 }, { "time": "14:05", "open": 18.48, "high": 18.48, "low": 18.45, "close": 18.45, "amount_yi": 0.1487 }, { "time": "14:06", "open": 18.41, "high": 18.41, "low": 18.41, "close": 18.41, "amount_yi": 0.0421 }, { "time": "14:07", "open": 18.38, "high": 18.38, "low": 18.35, "close": 18.35, "amount_yi": 0.0606 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.35, "ts": "2026-06-29T14:07:50", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.35, "ask1": 18.36, "bid_qty1": 376, "ask_qty1": 124 }, "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": "2026-06-29T14:07:52", "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": 129.3093, "price_vs_vwap_pct": -3.0232, "energy_floor_hint_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": 0.027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 126.14, "high": 126.14, "low": 125.88, "close": 125.88, "amount_yi": 0.0068 }, { "time": "14:03", "open": 126.01, "high": 126.01, "low": 125.93, "close": 125.93, "amount_yi": 0.014 }, { "time": "14:05", "open": 125.7, "high": 125.7, "low": 125.5, "close": 125.5, "amount_yi": 0.0265 }, { "time": "14:06", "open": 125.24, "high": 125.48, "low": 125.24, "close": 125.48, "amount_yi": 0.0097 }, { "time": "14:07", "open": 125.44, "high": 125.44, "low": 125.4, "close": 125.4, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.4, "ts": "2026-06-29T14:07:42", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 125.4, "ask1": 125.46, "bid_qty1": 20, "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": "2026-06-29T14:07:52", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3051, "prev_amount_yi": 0.156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 105.25, "high": 105.25, "low": 104.86, "close": 104.86, "amount_yi": 0.0231 }, { "time": "14:03", "open": 105.32, "high": 105.32, "low": 104.86, "close": 104.86, "amount_yi": 0.0532 }, { "time": "14:05", "open": 104.99, "high": 105.09, "low": 104.99, "close": 105.09, "amount_yi": 0.0808 }, { "time": "14:06", "open": 105.45, "high": 105.45, "low": 104.86, "close": 104.86, "amount_yi": 0.0766 }, { "time": "14:07", "open": 104.74, "high": 104.74, "low": 104.25, "close": 104.25, "amount_yi": 0.0714 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.25, "ts": "2026-06-29T14:07:49", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.3, "ask1": 104.69, "bid_qty1": 28, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.41, "max_chase_pct": 1.5, "base_exec_high": 54.61, "dynamic_exec_high": null, "entry_zone_low": 52.99, "entry_zone_high": 54.61, "entry_risk_pct": null, "intraday_vwap": 53.1295, "price_vs_vwap_pct": -1.7871, "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": 1.0223, "prev_amount_yi": 1.514, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 52.63, "high": 52.63, "low": 52.6, "close": 52.6, "amount_yi": 0.1743 }, { "time": "14:03", "open": 52.69, "high": 52.69, "low": 52.66, "close": 52.66, "amount_yi": 0.1594 }, { "time": "14:05", "open": 52.32, "high": 52.34, "low": 52.32, "close": 52.34, "amount_yi": 0.4119 }, { "time": "14:06", "open": 52.27, "high": 52.27, "low": 52.2, "close": 52.2, "amount_yi": 0.1681 }, { "time": "14:07", "open": 52.19, "high": 52.19, "low": 52.18, "close": 52.18, "amount_yi": 0.1086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.18, "ts": "2026-06-29T14:07:49", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.18, "ask1": 52.19, "bid_qty1": 11, "ask_qty1": 39 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM", "symbol": "SHSE.600598", "name": "北大荒", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.96, "exec_low": 11.12, "exec_high": 11.12, "invalid_price": 10.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 10.8049, "price_vs_vwap_pct": 1.6206, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0502, "prev_amount_yi": 0.0359, "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": "14:02", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.0076 }, { "time": "14:03", "open": 11.0, "high": 11.01, "low": 11.0, "close": 11.01, "amount_yi": 0.0042 }, { "time": "14:05", "open": 10.99, "high": 10.99, "low": 10.99, "close": 10.99, "amount_yi": 0.0194 }, { "time": "14:06", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0086 }, { "time": "14:07", "open": 10.97, "high": 10.98, "low": 10.97, "close": 10.98, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "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": "2026-06-29T14:07:49", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.97, "ask1": 10.98, "bid_qty1": 75, "ask_qty1": 303 }, "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": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.74, "max_chase_pct": 1.5, "base_exec_high": 7.62, "dynamic_exec_high": null, "entry_zone_low": 7.4, "entry_zone_high": 7.62, "entry_risk_pct": 3.5762, "intraday_vwap": 7.4803, "price_vs_vwap_pct": 0.9318, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0422, "prev_amount_yi": 0.0564, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 7.52, "high": 7.54, "low": 7.52, "close": 7.54, "amount_yi": 0.0135 }, { "time": "14:03", "open": 7.54, "high": 7.54, "low": 7.54, "close": 7.54, "amount_yi": 0.0068 }, { "time": "14:05", "open": 7.53, "high": 7.54, "low": 7.53, "close": 7.54, "amount_yi": 0.0102 }, { "time": "14:06", "open": 7.55, "high": 7.55, "low": 7.55, "close": 7.55, "amount_yi": 0.0057 }, { "time": "14:07", "open": 7.54, "high": 7.55, "low": 7.54, "close": 7.55, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.55, "ts": "2026-06-29T14:07:50", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.54, "ask1": 7.55, "bid_qty1": 18, "ask_qty1": 364 }, "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": "2026-06-29T14:07:52", "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": 123.2852, "price_vs_vwap_pct": 1.5694, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0606, "prev_amount_yi": 0.8874, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 125.49, "high": 125.49, "low": 125.34, "close": 125.34, "amount_yi": 0.2163 }, { "time": "14:03", "open": 125.32, "high": 125.32, "low": 125.32, "close": 125.32, "amount_yi": 0.1343 }, { "time": "14:05", "open": 125.24, "high": 125.24, "low": 125.22, "close": 125.22, "amount_yi": 0.3652 }, { "time": "14:06", "open": 125.14, "high": 125.3, "low": 125.14, "close": 125.3, "amount_yi": 0.1748 }, { "time": "14:07", "open": 125.21, "high": 125.22, "low": 125.21, "close": 125.22, "amount_yi": 0.17 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.22, "ts": "2026-06-29T14:07:49", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.22, "ask1": 125.27, "bid_qty1": 2, "ask_qty1": 131 }, "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": "2026-06-29T14:07:52", "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": 0.3193, "prev_amount_yi": 0.2669, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 138.48, "high": 138.48, "low": 137.47, "close": 137.47, "amount_yi": 0.0643 }, { "time": "14:03", "open": 137.73, "high": 137.73, "low": 137.65, "close": 137.65, "amount_yi": 0.0661 }, { "time": "14:05", "open": 136.61, "high": 136.7, "low": 136.61, "close": 136.7, "amount_yi": 0.0763 }, { "time": "14:06", "open": 136.5, "high": 136.5, "low": 136.4, "close": 136.4, "amount_yi": 0.0718 }, { "time": "14:07", "open": 136.71, "high": 136.71, "low": 135.91, "close": 135.91, "amount_yi": 0.0408 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.91, "ts": "2026-06-29T14:07:51", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 135.9, "ask1": 136.63, "bid_qty1": 2, "ask_qty1": 6 }, "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": "2026-06-29T14:07:52", "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": 11.8659, "price_vs_vwap_pct": -3.3365, "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": 0.4359, "prev_amount_yi": 0.5549, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 11.62, "high": 11.62, "low": 11.56, "close": 11.56, "amount_yi": 0.1449 }, { "time": "14:03", "open": 11.58, "high": 11.58, "low": 11.56, "close": 11.56, "amount_yi": 0.049 }, { "time": "14:05", "open": 11.49, "high": 11.49, "low": 11.48, "close": 11.48, "amount_yi": 0.1587 }, { "time": "14:06", "open": 11.47, "high": 11.48, "low": 11.47, "close": 11.48, "amount_yi": 0.0335 }, { "time": "14:07", "open": 11.49, "high": 11.49, "low": 11.47, "close": 11.47, "amount_yi": 0.0498 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.47, "ts": "2026-06-29T14:07:49", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.47, "ask1": 11.48, "bid_qty1": 355, "ask_qty1": 631 }, "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": "2026-06-29T14:07:52", "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": 21.9362, "price_vs_vwap_pct": -1.5782, "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": 1.7743, "prev_amount_yi": 2.618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6777, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 21.82, "high": 21.82, "low": 21.77, "close": 21.77, "amount_yi": 0.4525 }, { "time": "14:03", "open": 21.83, "high": 21.83, "low": 21.83, "close": 21.83, "amount_yi": 0.2967 }, { "time": "14:05", "open": 21.66, "high": 21.66, "low": 21.6, "close": 21.6, "amount_yi": 0.6027 }, { "time": "14:06", "open": 21.55, "high": 21.55, "low": 21.52, "close": 21.52, "amount_yi": 0.1828 }, { "time": "14:07", "open": 21.55, "high": 21.59, "low": 21.55, "close": 21.59, "amount_yi": 0.2396 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.59, "ts": "2026-06-29T14:07:48", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.58, "ask1": 21.59, "bid_qty1": 905, "ask_qty1": 324 }, "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": "2026-06-29T14:07:52", "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": 0.0295, "prev_amount_yi": 0.044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6705, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 63.78, "high": 63.96, "low": 63.78, "close": 63.96, "amount_yi": 0.0073 }, { "time": "14:03", "open": 63.95, "high": 63.95, "low": 63.91, "close": 63.91, "amount_yi": 0.0025 }, { "time": "14:05", "open": 63.6, "high": 63.6, "low": 63.6, "close": 63.6, "amount_yi": 0.007 }, { "time": "14:06", "open": 63.5, "high": 63.5, "low": 63.39, "close": 63.39, "amount_yi": 0.0118 }, { "time": "14:07", "open": 63.15, "high": 63.15, "low": 63.0, "close": 63.0, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.0, "ts": "2026-06-29T14:07:50", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 63.0, "ask1": 63.1, "bid_qty1": 3, "ask_qty1": 2 }, "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": "TOUCHED", "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": "2026-06-29T14:07:52", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.36, "max_chase_pct": 1.5, "base_exec_high": 58.49, "dynamic_exec_high": null, "entry_zone_low": 56.77, "entry_zone_high": 58.49, "entry_risk_pct": null, "intraday_vwap": 57.4229, "price_vs_vwap_pct": 2.5027, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5859, "prev_amount_yi": 0.5278, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0861 }, { "time": "14:03", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0553 }, { "time": "14:05", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1451 }, { "time": "14:06", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.137 }, { "time": "14:07", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1624 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.86, "ts": "2026-06-29T14:07:48", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 271180, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T14:07:52", "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": 26.6561, "price_vs_vwap_pct": 0.9525, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1533, "prev_amount_yi": 0.0884, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7342, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 27.02, "high": 27.03, "low": 27.02, "close": 27.03, "amount_yi": 0.0115 }, { "time": "14:03", "open": 27.04, "high": 27.04, "low": 27.04, "close": 27.04, "amount_yi": 0.0086 }, { "time": "14:05", "open": 27.01, "high": 27.01, "low": 26.98, "close": 26.98, "amount_yi": 0.0823 }, { "time": "14:06", "open": 26.96, "high": 26.96, "low": 26.89, "close": 26.89, "amount_yi": 0.0363 }, { "time": "14:07", "open": 26.95, "high": 26.95, "low": 26.91, "close": 26.91, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.91, "ts": "2026-06-29T14:07:51", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.91, "ask1": 26.95, "bid_qty1": 16, "ask_qty1": 5 }, "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": "2026-06-29T14:07:52", "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": 73.4912, "price_vs_vwap_pct": -0.2738, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.113, "prev_amount_yi": 0.0428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6402, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 72.95, "high": 72.98, "low": 72.95, "close": 72.98, "amount_yi": 0.0122 }, { "time": "14:03", "open": 73.36, "high": 73.63, "low": 73.36, "close": 73.63, "amount_yi": 0.0384 }, { "time": "14:05", "open": 73.6, "high": 73.6, "low": 73.54, "close": 73.54, "amount_yi": 0.034 }, { "time": "14:06", "open": 73.4, "high": 73.4, "low": 73.38, "close": 73.38, "amount_yi": 0.0208 }, { "time": "14:07", "open": 73.33, "high": 73.33, "low": 73.29, "close": 73.29, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.29, "ts": "2026-06-29T14:07:49", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 73.3, "ask1": 73.33, "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.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": "2026-06-29T14:07:52", "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": 4.0069, "intraday_vwap": 57.0961, "price_vs_vwap_pct": 1.3379, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0261, "prev_amount_yi": 0.0454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5749, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 58.16, "high": 58.16, "low": 58.14, "close": 58.14, "amount_yi": 0.0052 }, { "time": "14:03", "open": 58.1, "high": 58.1, "low": 58.04, "close": 58.04, "amount_yi": 0.0121 }, { "time": "14:05", "open": 58.0, "high": 58.01, "low": 58.0, "close": 58.01, "amount_yi": 0.0055 }, { "time": "14:06", "open": 58.0, "high": 58.0, "low": 57.95, "close": 57.95, "amount_yi": 0.0015 }, { "time": "14:07", "open": 57.9, "high": 57.9, "low": 57.86, "close": 57.86, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "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": 57.86, "ts": "2026-06-29T14:07:47", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.86, "ask1": 57.9, "bid_qty1": 3, "ask_qty1": 13 }, "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": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.09, "max_chase_pct": 1.5, "base_exec_high": 5.01, "dynamic_exec_high": null, "entry_zone_low": 4.87, "entry_zone_high": 5.01, "entry_risk_pct": 3.4274, "intraday_vwap": 4.9086, "price_vs_vwap_pct": 0.8434, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0532, "prev_amount_yi": 0.0349, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0146 }, { "time": "14:03", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0096 }, { "time": "14:05", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0139 }, { "time": "14:06", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.005 }, { "time": "14:07", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.95, "ts": "2026-06-29T14:07:49", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 19272, "ask_qty1": 26502 }, "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": "2026-06-29T14:07:52", "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": 15.9755, "price_vs_vwap_pct": -1.036, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0897, "prev_amount_yi": 0.0604, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4851, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 15.95, "high": 15.95, "low": 15.92, "close": 15.92, "amount_yi": 0.0109 }, { "time": "14:03", "open": 15.93, "high": 15.93, "low": 15.9, "close": 15.9, "amount_yi": 0.01 }, { "time": "14:05", "open": 15.87, "high": 15.87, "low": 15.86, "close": 15.86, "amount_yi": 0.031 }, { "time": "14:06", "open": 15.85, "high": 15.85, "low": 15.85, "close": 15.85, "amount_yi": 0.0096 }, { "time": "14:07", "open": 15.83, "high": 15.83, "low": 15.81, "close": 15.81, "amount_yi": 0.0282 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.81, "ts": "2026-06-29T14:07:50", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.81, "ask1": 15.82, "bid_qty1": 39, "ask_qty1": 8 }, "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": "2026-06-29T14:07:52", "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": 2.9346, "price_vs_vwap_pct": -0.4975, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0812, "prev_amount_yi": 0.0379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1425, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 2.92, "high": 2.93, "low": 2.92, "close": 2.93, "amount_yi": 0.0046 }, { "time": "14:03", "open": 2.93, "high": 2.93, "low": 2.92, "close": 2.92, "amount_yi": 0.0084 }, { "time": "14:05", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0444 }, { "time": "14:06", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0156 }, { "time": "14:07", "open": 2.91, "high": 2.92, "low": 2.91, "close": 2.92, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.92, "ts": "2026-06-29T14:07:49", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 30435, "ask_qty1": 5613 }, "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": "2026-06-29T14:07:52", "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": 192.6458, "price_vs_vwap_pct": -0.5377, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1779, "prev_amount_yi": 0.1075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 190.98, "high": 191.03, "low": 190.98, "close": 191.03, "amount_yi": 0.0105 }, { "time": "14:03", "open": 191.48, "high": 191.78, "low": 191.48, "close": 191.78, "amount_yi": 0.0245 }, { "time": "14:05", "open": 193.08, "high": 193.22, "low": 193.08, "close": 193.22, "amount_yi": 0.0993 }, { "time": "14:06", "open": 192.0, "high": 192.12, "low": 192.0, "close": 192.12, "amount_yi": 0.0208 }, { "time": "14:07", "open": 191.8, "high": 191.8, "low": 191.61, "close": 191.61, "amount_yi": 0.0228 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 191.61, "ts": "2026-06-29T14:07:48", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 191.61, "ask1": 191.7, "bid_qty1": 9, "ask_qty1": 1 }, "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": "2026-06-29T14:07:52", "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": 21.3748, "price_vs_vwap_pct": -2.3617, "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": 0.9678, "prev_amount_yi": 1.1821, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 21.07, "high": 21.07, "low": 21.02, "close": 21.02, "amount_yi": 0.1566 }, { "time": "14:03", "open": 21.07, "high": 21.07, "low": 21.05, "close": 21.05, "amount_yi": 0.1377 }, { "time": "14:05", "open": 20.92, "high": 20.92, "low": 20.87, "close": 20.87, "amount_yi": 0.3307 }, { "time": "14:06", "open": 20.83, "high": 20.87, "low": 20.83, "close": 20.87, "amount_yi": 0.1932 }, { "time": "14:07", "open": 20.88, "high": 20.88, "low": 20.87, "close": 20.87, "amount_yi": 0.1496 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.87, "ts": "2026-06-29T14:07:49", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.87, "ask1": 20.88, "bid_qty1": 145, "ask_qty1": 71 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM", "symbol": "SHSE.688082", "name": "盛美上海", "side": "BUY", "priority": "W90", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 427.99, "exec_low": 434.41, "exec_high": 434.41, "invalid_price": 415.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 4.3169, "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": 0.2937, "prev_amount_yi": 0.4312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 441.99, "high": 441.99, "low": 440.14, "close": 440.14, "amount_yi": 0.0519 }, { "time": "14:03", "open": 442.0, "high": 442.0, "low": 442.0, "close": 442.0, "amount_yi": 0.0452 }, { "time": "14:05", "open": 438.56, "high": 438.56, "low": 437.0, "close": 437.0, "amount_yi": 0.0907 }, { "time": "14:06", "open": 435.89, "high": 435.89, "low": 435.01, "close": 435.01, "amount_yi": 0.0325 }, { "time": "14:07", "open": 433.92, "high": 433.92, "low": 433.88, "close": 433.88, "amount_yi": 0.0734 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "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": 433.88, "ts": "2026-06-29T14:07:50", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 433.78, "ask1": 433.88, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 18.07, "exec_low": 18.34, "exec_high": 18.34, "invalid_price": 17.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 17.9032, "price_vs_vwap_pct": 0.6524, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0852, "prev_amount_yi": 0.0434, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9631, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 18.05, "high": 18.05, "low": 18.05, "close": 18.05, "amount_yi": 0.0085 }, { "time": "14:03", "open": 18.04, "high": 18.04, "low": 18.03, "close": 18.03, "amount_yi": 0.0159 }, { "time": "14:05", "open": 18.03, "high": 18.03, "low": 18.02, "close": 18.02, "amount_yi": 0.0118 }, { "time": "14:06", "open": 18.02, "high": 18.02, "low": 18.02, "close": 18.02, "amount_yi": 0.0082 }, { "time": "14:07", "open": 18.01, "high": 18.02, "low": 18.01, "close": 18.02, "amount_yi": 0.0408 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.02, "ts": "2026-06-29T14:07:48", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.01, "ask1": 18.02, "bid_qty1": 236, "ask_qty1": 60 }, "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": "2026-06-29T14:07:52", "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": 5.8804, "price_vs_vwap_pct": 0.5034, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0534, "prev_amount_yi": 0.0464, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0088 }, { "time": "14:03", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0134 }, { "time": "14:05", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0166 }, { "time": "14:06", "open": 5.91, "high": 5.91, "low": 5.91, "close": 5.91, "amount_yi": 0.0089 }, { "time": "14:07", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 1010, "ask_qty1": 1766 }, "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": "2026-06-29T14:07:52", "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": 8.7621, "price_vs_vwap_pct": 0.7749, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1387, "prev_amount_yi": 0.1075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2902, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 8.84, "high": 8.85, "low": 8.84, "close": 8.85, "amount_yi": 0.0279 }, { "time": "14:03", "open": 8.85, "high": 8.85, "low": 8.85, "close": 8.85, "amount_yi": 0.01 }, { "time": "14:05", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0788 }, { "time": "14:06", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0119 }, { "time": "14:07", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.83, "ts": "2026-06-29T14:07:49", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.83, "ask1": 8.84, "bid_qty1": 433, "ask_qty1": 4855 }, "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": "2026-06-29T14:07:52", "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": 7.7971, "price_vs_vwap_pct": 0.1654, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0472, "prev_amount_yi": 0.0297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 7.81, "high": 7.82, "low": 7.81, "close": 7.82, "amount_yi": 0.0102 }, { "time": "14:03", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.006 }, { "time": "14:05", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0131 }, { "time": "14:06", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.011 }, { "time": "14:07", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.8, "ask1": 7.81, "bid_qty1": 1342, "ask_qty1": 25 }, "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": "2026-06-29T14:07:52", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 158.61, "max_chase_pct": 1.5, "base_exec_high": 156.3, "dynamic_exec_high": null, "entry_zone_low": 151.68, "entry_zone_high": 156.3, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3115, "prev_amount_yi": 0.3913, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 144.54, "high": 144.64, "low": 144.54, "close": 144.64, "amount_yi": 0.1359 }, { "time": "14:03", "open": 144.68, "high": 144.68, "low": 144.0, "close": 144.0, "amount_yi": 0.0468 }, { "time": "14:05", "open": 143.65, "high": 143.65, "low": 143.18, "close": 143.18, "amount_yi": 0.0535 }, { "time": "14:06", "open": 142.76, "high": 142.76, "low": 142.64, "close": 142.64, "amount_yi": 0.0435 }, { "time": "14:07", "open": 142.62, "high": 142.62, "low": 142.56, "close": 142.56, "amount_yi": 0.0318 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.56, "ts": "2026-06-29T14:07:50", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.53, "ask1": 142.55, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T14:07:52", "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": 52.9168, "price_vs_vwap_pct": -2.4506, "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": 0.9087, "prev_amount_yi": 1.8606, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 52.01, "high": 52.06, "low": 52.01, "close": 52.06, "amount_yi": 0.1151 }, { "time": "14:03", "open": 52.01, "high": 52.01, "low": 51.84, "close": 51.84, "amount_yi": 0.215 }, { "time": "14:05", "open": 51.91, "high": 51.91, "low": 51.87, "close": 51.87, "amount_yi": 0.2588 }, { "time": "14:06", "open": 51.8, "high": 51.8, "low": 51.74, "close": 51.74, "amount_yi": 0.1843 }, { "time": "14:07", "open": 51.62, "high": 51.62, "low": 51.62, "close": 51.62, "amount_yi": 0.1355 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.62, "ts": "2026-06-29T14:07:48", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.61, "ask1": 51.62, "bid_qty1": 2, "ask_qty1": 168 }, "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": "2026-06-29T14:07:52", "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": 9.7428, "price_vs_vwap_pct": 0.3818, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1931, "prev_amount_yi": 0.1353, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.0293 }, { "time": "14:03", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0312 }, { "time": "14:05", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0176 }, { "time": "14:06", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0266 }, { "time": "14:07", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0884 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.78, "ask1": 9.79, "bid_qty1": 2567, "ask_qty1": 2847 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002901:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002901:VWAP_RECLAIM", "symbol": "SZSE.002901", "name": "大博医疗", "side": "BUY", "priority": "W98", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.23, "max_chase_pct": 1.5, "base_exec_high": 43.58, "dynamic_exec_high": null, "entry_zone_low": 42.3, "entry_zone_high": 43.58, "entry_risk_pct": 3.3867, "intraday_vwap": 42.0973, "price_vs_vwap_pct": 2.4056, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0096, "prev_amount_yi": 0.0204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 43.12, "high": 43.12, "low": 43.05, "close": 43.05, "amount_yi": 0.0017 }, { "time": "14:03", "open": 43.05, "high": 43.05, "low": 43.04, "close": 43.04, "amount_yi": 0.0007 }, { "time": "14:05", "open": 43.03, "high": 43.05, "low": 43.03, "close": 43.05, "amount_yi": 0.0013 }, { "time": "14:06", "open": 43.03, "high": 43.03, "low": 43.0, "close": 43.0, "amount_yi": 0.0014 }, { "time": "14:07", "open": 43.03, "high": 43.11, "low": 43.03, "close": 43.11, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.11, "ts": "2026-06-29T14:07:48", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.1, "ask1": 43.11, "bid_qty1": 61, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600048:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600048:VWAP_RECLAIM", "symbol": "SHSE.600048", "name": "保利发展", "side": "BUY", "priority": "W99", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.89, "exec_low": 4.96, "exec_high": 4.96, "invalid_price": 4.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 4.6875, "price_vs_vwap_pct": 0.48, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0421, "prev_amount_yi": 0.0483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0039 }, { "time": "14:03", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0022 }, { "time": "14:05", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0296 }, { "time": "14:06", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0038 }, { "time": "14:07", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.71, "ts": "2026-06-29T14:07:51", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.71, "ask1": 4.72, "bid_qty1": 18719, "ask_qty1": 4088 }, "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": "2026-06-29T14:07:52", "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": 11.0071, "price_vs_vwap_pct": 0.4806, "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": 0.2984, "prev_amount_yi": 0.3721, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 11.07, "high": 11.08, "low": 11.07, "close": 11.08, "amount_yi": 0.103 }, { "time": "14:03", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.0444 }, { "time": "14:05", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0921 }, { "time": "14:06", "open": 11.08, "high": 11.08, "low": 11.07, "close": 11.07, "amount_yi": 0.0318 }, { "time": "14:07", "open": 11.07, "high": 11.07, "low": 11.06, "close": 11.06, "amount_yi": 0.0271 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.06, "ts": "2026-06-29T14:07:51", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.06, "ask1": 11.07, "bid_qty1": 1817, "ask_qty1": 3098 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.48, "exec_high": 43.68, "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": "2026-06-29T14:07:52", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 44.23, "max_chase_pct": 1.5, "base_exec_high": 43.58, "dynamic_exec_high": 43.68, "entry_zone_low": 42.3, "entry_zone_high": 43.58, "entry_risk_pct": 4.4725, "intraday_vwap": 43.4809, "price_vs_vwap_pct": 0.2739, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.088, "prev_amount_yi": 0.0744, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 43.71, "high": 43.71, "low": 43.63, "close": 43.63, "amount_yi": 0.0235 }, { "time": "14:03", "open": 43.65, "high": 43.67, "low": 43.65, "close": 43.67, "amount_yi": 0.0132 }, { "time": "14:05", "open": 43.64, "high": 43.66, "low": 43.64, "close": 43.66, "amount_yi": 0.0184 }, { "time": "14:06", "open": 43.59, "high": 43.6, "low": 43.59, "close": 43.6, "amount_yi": 0.019 }, { "time": "14:07", "open": 43.61, "high": 43.61, "low": 43.6, "close": 43.6, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.6, "ts": "2026-06-29T14:07:48", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.59, "ask1": 43.6, "bid_qty1": 7, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:07:52", "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": 6.2864, "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": 0.0332, "prev_amount_yi": 0.0616, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.539, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0045 }, { "time": "14:03", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.0124 }, { "time": "14:05", "open": 6.36, "high": 6.36, "low": 6.35, "close": 6.35, "amount_yi": 0.0064 }, { "time": "14:06", "open": 6.36, "high": 6.36, "low": 6.35, "close": 6.35, "amount_yi": 0.0034 }, { "time": "14:07", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.35, "ts": "2026-06-29T14:07:51", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.35, "ask1": 6.36, "bid_qty1": 2405, "ask_qty1": 1504 }, "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": "2026-06-29T14:07:52", "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": 5.8922, "price_vs_vwap_pct": 0.4718, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0281, "prev_amount_yi": 0.0103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7282, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.0044 }, { "time": "14:03", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0059 }, { "time": "14:05", "open": 5.93, "high": 5.93, "low": 5.92, "close": 5.92, "amount_yi": 0.0113 }, { "time": "14:06", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0028 }, { "time": "14:07", "open": 5.93, "high": 5.93, "low": 5.92, "close": 5.92, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.92, "ask1": 5.93, "bid_qty1": 555, "ask_qty1": 189 }, "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": "2026-06-29T14:07:52", "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": 5.7381, "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": 0.3152, "prev_amount_yi": 0.2574, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2246, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0096 }, { "time": "14:03", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0914 }, { "time": "14:05", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.1102 }, { "time": "14:06", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0958 }, { "time": "14:07", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.79, "ts": "2026-06-29T14:07:49", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 2353, "ask_qty1": 26567 }, "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": "2026-06-29T14:07:52", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3373, "prev_amount_yi": 0.2673, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 118.3, "high": 118.3, "low": 118.11, "close": 118.11, "amount_yi": 0.0844 }, { "time": "14:03", "open": 118.46, "high": 118.46, "low": 118.43, "close": 118.43, "amount_yi": 0.0638 }, { "time": "14:05", "open": 117.7, "high": 117.7, "low": 117.6, "close": 117.6, "amount_yi": 0.106 }, { "time": "14:06", "open": 117.32, "high": 117.32, "low": 117.2, "close": 117.2, "amount_yi": 0.0312 }, { "time": "14:07", "open": 117.02, "high": 117.06, "low": 117.02, "close": 117.06, "amount_yi": 0.0519 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.06, "ts": "2026-06-29T14:07:51", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 117.05, "ask1": 117.06, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM", "symbol": "SHSE.601398", "name": "工商银行", "side": "BUY", "priority": "W106", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.25, "exec_low": 7.36, "exec_high": 7.36, "invalid_price": 7.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 7.1694, "price_vs_vwap_pct": 0.2873, "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": 0.2726, "prev_amount_yi": 0.4119, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 7.2, "high": 7.2, "low": 7.2, "close": 7.2, "amount_yi": 0.083 }, { "time": "14:03", "open": 7.2, "high": 7.2, "low": 7.19, "close": 7.19, "amount_yi": 0.0688 }, { "time": "14:05", "open": 7.19, "high": 7.2, "low": 7.19, "close": 7.2, "amount_yi": 0.0621 }, { "time": "14:06", "open": 7.2, "high": 7.2, "low": 7.19, "close": 7.19, "amount_yi": 0.0236 }, { "time": "14:07", "open": 7.19, "high": 7.19, "low": 7.19, "close": 7.19, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.19, "ts": "2026-06-29T14:07:50", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.19, "ask1": 7.2, "bid_qty1": 4781, "ask_qty1": 36759 }, "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": "2026-06-29T14:07:52", "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": 36.1582, "price_vs_vwap_pct": 0.6134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6614, "prev_amount_yi": 0.4387, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 36.36, "high": 36.39, "low": 36.36, "close": 36.39, "amount_yi": 0.0792 }, { "time": "14:03", "open": 36.39, "high": 36.39, "low": 36.35, "close": 36.35, "amount_yi": 0.1177 }, { "time": "14:05", "open": 36.4, "high": 36.4, "low": 36.4, "close": 36.4, "amount_yi": 0.286 }, { "time": "14:06", "open": 36.4, "high": 36.4, "low": 36.38, "close": 36.38, "amount_yi": 0.1269 }, { "time": "14:07", "open": 36.4, "high": 36.4, "low": 36.38, "close": 36.38, "amount_yi": 0.0516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.38, "ts": "2026-06-29T14:07:49", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.39, "ask1": 36.4, "bid_qty1": 86, "ask_qty1": 328 }, "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": "2026-06-29T14:07:52", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1416, "prev_amount_yi": 0.1161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 112.75, "high": 112.75, "low": 112.5, "close": 112.5, "amount_yi": 0.0103 }, { "time": "14:03", "open": 112.98, "high": 112.98, "low": 112.89, "close": 112.89, "amount_yi": 0.0251 }, { "time": "14:05", "open": 112.82, "high": 112.82, "low": 112.7, "close": 112.7, "amount_yi": 0.0288 }, { "time": "14:06", "open": 112.77, "high": 112.93, "low": 112.77, "close": 112.93, "amount_yi": 0.05 }, { "time": "14:07", "open": 112.95, "high": 112.95, "low": 112.5, "close": 112.5, "amount_yi": 0.0274 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.5, "ts": "2026-06-29T14:07:50", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.5, "ask1": 112.8, "bid_qty1": 29, "ask_qty1": 0 }, "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": "2026-06-29T14:07:52", "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": 8.4771, "price_vs_vwap_pct": -3.2688, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0655, "prev_amount_yi": 0.0437, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4989, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 8.29, "high": 8.29, "low": 8.26, "close": 8.26, "amount_yi": 0.0124 }, { "time": "14:03", "open": 8.25, "high": 8.25, "low": 8.24, "close": 8.24, "amount_yi": 0.0094 }, { "time": "14:05", "open": 8.22, "high": 8.22, "low": 8.22, "close": 8.22, "amount_yi": 0.0257 }, { "time": "14:06", "open": 8.21, "high": 8.21, "low": 8.2, "close": 8.2, "amount_yi": 0.0098 }, { "time": "14:07", "open": 8.21, "high": 8.21, "low": 8.2, "close": 8.2, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.2, "ts": "2026-06-29T14:07:51", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.19, "ask1": 8.2, "bid_qty1": 1598, "ask_qty1": 45 }, "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": "2026-06-29T14:07:52", "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": 791.3169, "price_vs_vwap_pct": 2.4874, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.444, "prev_amount_yi": 4.539, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 818.04, "high": 818.87, "low": 818.04, "close": 818.87, "amount_yi": 1.3609 }, { "time": "14:03", "open": 819.0, "high": 819.0, "low": 818.76, "close": 818.76, "amount_yi": 1.9548 }, { "time": "14:05", "open": 814.55, "high": 814.55, "low": 812.0, "close": 812.0, "amount_yi": 1.4246 }, { "time": "14:06", "open": 810.0, "high": 815.08, "low": 810.0, "close": 815.08, "amount_yi": 1.1919 }, { "time": "14:07", "open": 813.95, "high": 813.95, "low": 811.0, "close": 811.0, "amount_yi": 0.5118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 811.0, "ts": "2026-06-29T14:07:50", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 810.88, "ask1": 811.0, "bid_qty1": 11, "ask_qty1": 2 }, "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": "OBSERVE", "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": "2026-06-29T14:07:52", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 5.2528, "intraday_vwap": 20.2785, "price_vs_vwap_pct": 0.4019, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1488, "prev_amount_yi": 0.1221, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0267 }, { "time": "14:03", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0137 }, { "time": "14:05", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0198 }, { "time": "14:06", "open": 20.4, "high": 20.4, "low": 20.38, "close": 20.38, "amount_yi": 0.0634 }, { "time": "14:07", "open": 20.37, "high": 20.37, "low": 20.36, "close": 20.36, "amount_yi": 0.0252 } ] }, "suggested_position_pct": 8.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.36, "ts": "2026-06-29T14:07:50", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.36, "ask1": 20.37, "bid_qty1": 51, "ask_qty1": 359 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:07:52", "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": 48.8541, "price_vs_vwap_pct": 0.9332, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0468, "prev_amount_yi": 0.0065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 7.2, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 49.89, "high": 49.89, "low": 49.56, "close": 49.56, "amount_yi": 0.0199 }, { "time": "14:03", "open": 49.64, "high": 49.7, "low": 49.64, "close": 49.7, "amount_yi": 0.0019 }, { "time": "14:05", "open": 49.56, "high": 49.56, "low": 49.5, "close": 49.5, "amount_yi": 0.0177 }, { "time": "14:06", "open": 49.31, "high": 49.48, "low": 49.31, "close": 49.48, "amount_yi": 0.0046 }, { "time": "14:07", "open": 49.5, "high": 49.5, "low": 49.31, "close": 49.31, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.31, "ts": "2026-06-29T14:07:49", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 49.31, "ask1": 49.49, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-29T14:07:52", "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": 3.3854, "intraday_vwap": 22.7275, "price_vs_vwap_pct": 1.375, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0136, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 23.04, "high": 23.04, "low": 23.02, "close": 23.02, "amount_yi": 0.0018 }, { "time": "14:03", "open": 23.0, "high": 23.0, "low": 23.0, "close": 23.0, "amount_yi": 0.0015 }, { "time": "14:05", "open": 23.03, "high": 23.03, "low": 23.02, "close": 23.02, "amount_yi": 0.0048 }, { "time": "14:06", "open": 23.03, "high": 23.04, "low": 23.03, "close": 23.04, "amount_yi": 0.0035 }, { "time": "14:07", "open": 23.05, "high": 23.05, "low": 23.04, "close": 23.04, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.04, "ts": "2026-06-29T14:07:50", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.03, "ask1": 23.04, "bid_qty1": 1, "ask_qty1": 29 }, "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": "2026-06-29T14:07:52", "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": 33.6166, "price_vs_vwap_pct": 1.4975, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.025, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2468, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 34.08, "high": 34.08, "low": 34.06, "close": 34.06, "amount_yi": 0.0016 }, { "time": "14:03", "open": 34.06, "high": 34.08, "low": 34.06, "close": 34.08, "amount_yi": 0.0006 }, { "time": "14:05", "open": 34.16, "high": 34.16, "low": 34.16, "close": 34.16, "amount_yi": 0.0194 }, { "time": "14:06", "open": 34.13, "high": 34.13, "low": 34.11, "close": 34.11, "amount_yi": 0.0009 }, { "time": "14:07", "open": 34.12, "high": 34.12, "low": 34.12, "close": 34.12, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.12, "ts": "2026-06-29T14:07:46", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.12, "ask1": 34.18, "bid_qty1": 29, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM", "symbol": "SHSE.601288", "name": "农业银行", "side": "BUY", "priority": "W115", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.31, "exec_low": 6.4, "exec_high": 6.4, "invalid_price": 6.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 6.1592, "price_vs_vwap_pct": 0.8248, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3393, "prev_amount_yi": 0.2075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6352, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 6.21, "high": 6.22, "low": 6.21, "close": 6.22, "amount_yi": 0.232 }, { "time": "14:03", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0318 }, { "time": "14:05", "open": 6.21, "high": 6.22, "low": 6.21, "close": 6.22, "amount_yi": 0.0345 }, { "time": "14:06", "open": 6.21, "high": 6.21, "low": 6.21, "close": 6.21, "amount_yi": 0.0163 }, { "time": "14:07", "open": 6.21, "high": 6.21, "low": 6.21, "close": 6.21, "amount_yi": 0.0247 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:51", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.21, "ask1": 6.22, "bid_qty1": 16973, "ask_qty1": 29041 }, "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": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 20.9, "exec_low": 21.21, "exec_high": 21.21, "invalid_price": 20.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.53, "max_chase_pct": 1.5, "base_exec_high": 21.21, "dynamic_exec_high": null, "entry_zone_low": 20.59, "entry_zone_high": 21.21, "entry_risk_pct": null, "intraday_vwap": 20.3815, "price_vs_vwap_pct": 1.5627, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0413, "prev_amount_yi": 0.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 9.8333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 20.66, "high": 20.66, "low": 20.66, "close": 20.66, "amount_yi": 0.0033 }, { "time": "14:03", "open": 20.68, "high": 20.69, "low": 20.68, "close": 20.69, "amount_yi": 0.0084 }, { "time": "14:05", "open": 20.7, "high": 20.71, "low": 20.7, "close": 20.71, "amount_yi": 0.0169 }, { "time": "14:06", "open": 20.71, "high": 20.71, "low": 20.69, "close": 20.69, "amount_yi": 0.0068 }, { "time": "14:07", "open": 20.7, "high": 20.7, "low": 20.7, "close": 20.7, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:49", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.7, "ask1": 20.71, "bid_qty1": 14, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM", "symbol": "SHSE.601166", "name": "兴业银行", "side": "BUY", "priority": "W117", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.07, "exec_low": 17.33, "exec_high": 17.33, "invalid_price": 16.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:07:52", "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": 16.6933, "price_vs_vwap_pct": 0.9387, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2262, "prev_amount_yi": 0.1725, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 16.83, "high": 16.84, "low": 16.83, "close": 16.84, "amount_yi": 0.0673 }, { "time": "14:03", "open": 16.83, "high": 16.83, "low": 16.83, "close": 16.83, "amount_yi": 0.0463 }, { "time": "14:05", "open": 16.84, "high": 16.85, "low": 16.84, "close": 16.85, "amount_yi": 0.0606 }, { "time": "14:06", "open": 16.84, "high": 16.85, "low": 16.84, "close": 16.85, "amount_yi": 0.0218 }, { "time": "14:07", "open": 16.84, "high": 16.85, "low": 16.84, "close": 16.85, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.85, "ts": "2026-06-29T14:07:48", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.84, "ask1": 16.85, "bid_qty1": 991, "ask_qty1": 4021 }, "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": "2026-06-29T14:07:52", "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": 4.9204, "price_vs_vwap_pct": 0.6016, "energy_floor_hint_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": 0.033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 4.95, "high": 4.95, "low": 4.94, "close": 4.94, "amount_yi": 0.0128 }, { "time": "14:03", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.005 }, { "time": "14:05", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0114 }, { "time": "14:06", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.0063 }, { "time": "14:07", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:07:47", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.94, "ask1": 4.95, "bid_qty1": 10305, "ask_qty1": 37461 }, "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": "2026-06-29T14:07:52", "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": 22.7531, "price_vs_vwap_pct": 0.9533, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.031, "prev_amount_yi": 0.0303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:02", "open": 23.01, "high": 23.01, "low": 23.0, "close": 23.0, "amount_yi": 0.0046 }, { "time": "14:03", "open": 23.0, "high": 23.0, "low": 23.0, "close": 23.0, "amount_yi": 0.0056 }, { "time": "14:05", "open": 22.97, "high": 22.98, "low": 22.97, "close": 22.98, "amount_yi": 0.0091 }, { "time": "14:06", "open": 22.97, "high": 22.97, "low": 22.97, "close": 22.97, "amount_yi": 0.0059 }, { "time": "14:07", "open": 22.96, "high": 22.97, "low": 22.96, "close": 22.97, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.16, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.97, "ts": "2026-06-29T14:07:50", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.96, "ask1": 22.97, "bid_qty1": 21, "ask_qty1": 21 }, "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": 535360.0, "total_value": 1079853.0, "unrealized_pnl": 88548.0, "unrealized_pnl_pct_of_initial": 8.854800000000001, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 79853.0, "total_pnl_pct": 7.985299999999995 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 99.69, "market_value": 239256.0, "unrealized_pnl": 46536.0, "unrealized_pnl_pct": 24.146948941469493, "updated_at": "2026-06-29T14:07:52", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.156349058621867 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.12, "market_value": 227016.0, "unrealized_pnl": 31643.999999999996, "unrealized_pnl_pct": 16.19679380873411, "updated_at": "2026-06-29T14:07:52", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.022861445030017 }, { "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": "2026-06-29T14:07:52", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.397907863385109 } ], "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 } }