{ "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": 0.5188, "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": 0.8083, "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": 34.84888114180308, "above_vwap": true, "amount": 3264981568.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.888888888888884, "last": 88.97, "vwap": 87.53892857786553, "above_vwap": true, "amount": 10685264239.0 }, { "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": 18.59092380173249, "above_vwap": true, "amount": 320420149.0 }, { "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": 41.493612693133144, "above_vwap": true, "amount": 893216403.0 }, { "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": 202.40818656937424, "above_vwap": true, "amount": 8338286209.0 }, { "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": 160.2554247202198, "above_vwap": true, "amount": 1673980090.0 }, { "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": 57.43064799488921, "above_vwap": true, "amount": 13448626730.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.989594172736748, "last": 31.71, "vwap": 29.63863190759401, "above_vwap": true, "amount": 1757161859.0 }, { "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": 9.77324776463092, "above_vwap": true, "amount": 794519109.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.581181870338519, "last": 38.2, "vwap": 37.49501310288403, "above_vwap": true, "amount": 9059920391.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.375672766415487, "last": 101.61, "vwap": 100.21252369558891, "above_vwap": true, "amount": 4234450125.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.936269369684258, "last": 93.5, "vwap": 92.28548646419311, "above_vwap": true, "amount": 4844443555.0 } ] }, "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": 0.5188, "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": 0.8083, "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": 34.84888114180308, "above_vwap": true, "amount": 3264981568.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.888888888888884, "last": 88.97, "vwap": 87.53892857786553, "above_vwap": true, "amount": 10685264239.0 }, { "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": 18.59092380173249, "above_vwap": true, "amount": 320420149.0 }, { "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": 41.493612693133144, "above_vwap": true, "amount": 893216403.0 }, { "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": 202.40818656937424, "above_vwap": true, "amount": 8338286209.0 }, { "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": 160.2554247202198, "above_vwap": true, "amount": 1673980090.0 }, { "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": 57.43064799488921, "above_vwap": true, "amount": 13448626730.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.989594172736748, "last": 31.71, "vwap": 29.63863190759401, "above_vwap": true, "amount": 1757161859.0 }, { "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": 9.77324776463092, "above_vwap": true, "amount": 794519109.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.581181870338519, "last": 38.2, "vwap": 37.49501310288403, "above_vwap": true, "amount": 9059920391.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.375672766415487, "last": 101.61, "vwap": 100.21252369558891, "above_vwap": true, "amount": 4234450125.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.936269369684258, "last": 93.5, "vwap": 92.28548646419311, "above_vwap": true, "amount": 4844443555.0 } ] }, "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": 0.5188, "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": 0.8083, "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": 34.84888114180308, "above_vwap": true, "amount": 3264981568.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.888888888888884, "last": 88.97, "vwap": 87.53892857786553, "above_vwap": true, "amount": 10685264239.0 }, { "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": 18.59092380173249, "above_vwap": true, "amount": 320420149.0 }, { "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": 41.493612693133144, "above_vwap": true, "amount": 893216403.0 }, { "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": 202.40818656937424, "above_vwap": true, "amount": 8338286209.0 }, { "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": 160.2554247202198, "above_vwap": true, "amount": 1673980090.0 }, { "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": 57.43064799488921, "above_vwap": true, "amount": 13448626730.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.989594172736748, "last": 31.71, "vwap": 29.63863190759401, "above_vwap": true, "amount": 1757161859.0 }, { "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": 9.77324776463092, "above_vwap": true, "amount": 794519109.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.581181870338519, "last": 38.2, "vwap": 37.49501310288403, "above_vwap": true, "amount": 9059920391.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.375672766415487, "last": 101.61, "vwap": 100.21252369558891, "above_vwap": true, "amount": 4234450125.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.936269369684258, "last": 93.5, "vwap": 92.28548646419311, "above_vwap": true, "amount": 4844443555.0 } ] }, "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": 0.5188, "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": 0.8083, "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": 34.84888114180308, "above_vwap": true, "amount": 3264981568.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.888888888888884, "last": 88.97, "vwap": 87.53892857786553, "above_vwap": true, "amount": 10685264239.0 }, { "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": 18.59092380173249, "above_vwap": true, "amount": 320420149.0 }, { "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": 41.493612693133144, "above_vwap": true, "amount": 893216403.0 }, { "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": 202.40818656937424, "above_vwap": true, "amount": 8338286209.0 }, { "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": 160.2554247202198, "above_vwap": true, "amount": 1673980090.0 }, { "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": 57.43064799488921, "above_vwap": true, "amount": 13448626730.0 }, { "symbol": "SZSE.002674", "name": "兴业科技", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.989594172736748, "last": 31.71, "vwap": 29.63863190759401, "above_vwap": true, "amount": 1757161859.0 }, { "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": 9.77324776463092, "above_vwap": true, "amount": 794519109.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.581181870338519, "last": 38.2, "vwap": 37.49501310288403, "above_vwap": true, "amount": 9059920391.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.375672766415487, "last": 101.61, "vwap": 100.21252369558891, "above_vwap": true, "amount": 4234450125.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 8.936269369684258, "last": 93.5, "vwap": 92.28548646419311, "above_vwap": true, "amount": 4844443555.0 } ] }, "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": "2026-06-29T14:10:31", "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": "2026-06-29T14:10:31", "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": 0.0742, "prev_amount_yi": 0.0466, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.027 }, { "time": "14:09", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0454 }, { "time": "14:10", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:29", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 45707, "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": "2026-06-29T14:10:31", "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": 100.2125, "price_vs_vwap_pct": 1.3945, "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": 0.2921, "prev_amount_yi": 0.5719, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:08", "open": 100.9, "high": 101.52, "low": 100.9, "close": 101.52, "amount_yi": 0.1716 }, { "time": "14:09", "open": 101.74, "high": 101.74, "low": 101.71, "close": 101.71, "amount_yi": 0.0772 }, { "time": "14:10", "open": 101.61, "high": 101.61, "low": 101.61, "close": 101.61, "amount_yi": 0.0433 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.61, "ts": "2026-06-29T14:10:30", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 101.53, "ask1": 101.65, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-29T14:10:31", "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": 27.6936, "price_vs_vwap_pct": -2.8656, "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": 0.0136, "prev_amount_yi": 0.026, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:08", "open": 26.86, "high": 26.89, "low": 26.86, "close": 26.89, "amount_yi": 0.0067 }, { "time": "14:09", "open": 26.89, "high": 26.89, "low": 26.89, "close": 26.89, "amount_yi": 0.0027 }, { "time": "14:10", "open": 26.9, "high": 26.9, "low": 26.9, "close": 26.9, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.9, "ts": "2026-06-29T14:10:30", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 26.89, "ask1": 26.9, "bid_qty1": 50, "ask_qty1": 2 }, "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": "2026-06-29T14:10:31", "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": 11.3306, "price_vs_vwap_pct": -2.7412, "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": 0.1246, "prev_amount_yi": 0.3502, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:08", "open": 10.99, "high": 11.02, "low": 10.99, "close": 11.02, "amount_yi": 0.0447 }, { "time": "14:09", "open": 11.02, "high": 11.02, "low": 11.02, "close": 11.02, "amount_yi": 0.0506 }, { "time": "14:10", "open": 11.02, "high": 11.02, "low": 11.02, "close": 11.02, "amount_yi": 0.0293 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.02, "ts": "2026-06-29T14:10:30", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 11.02, "ask1": 11.03, "bid_qty1": 175, "ask_qty1": 190 }, "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": "TOUCHED", "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": "2026-06-29T14:10:31", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1108, "prev_amount_yi": 0.1453, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7626, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:08", "open": 213.48, "high": 213.48, "low": 213.43, "close": 213.43, "amount_yi": 0.0291 }, { "time": "14:09", "open": 213.79, "high": 215.0, "low": 213.79, "close": 215.0, "amount_yi": 0.063 }, { "time": "14:10", "open": 215.55, "high": 215.55, "low": 215.55, "close": 215.55, "amount_yi": 0.0187 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 215.55, "ts": "2026-06-29T14:10:29", "prev_close": 201.99, "open": 195.0, "high": 215.66, "low": 183.0, "bid1": 215.53, "ask1": 215.55, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T14:10:31", "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": 14.1093, "price_vs_vwap_pct": -1.696, "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": 0.0786, "prev_amount_yi": 0.1074, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 13.78, "high": 13.78, "low": 13.77, "close": 13.77, "amount_yi": 0.04 }, { "time": "14:09", "open": 13.81, "high": 13.83, "low": 13.81, "close": 13.83, "amount_yi": 0.0287 }, { "time": "14:10", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.87, "ts": "2026-06-29T14:10:28", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.86, "ask1": 13.87, "bid_qty1": 39, "ask_qty1": 28 }, "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": "2026-06-29T14:10:31", "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": 35.5735, "price_vs_vwap_pct": 2.7731, "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": 0.1315, "prev_amount_yi": 0.2685, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 36.16, "high": 36.2, "low": 36.16, "close": 36.2, "amount_yi": 0.0704 }, { "time": "14:09", "open": 36.25, "high": 36.41, "low": 36.25, "close": 36.41, "amount_yi": 0.031 }, { "time": "14:10", "open": 36.56, "high": 36.56, "low": 36.56, "close": 36.56, "amount_yi": 0.0301 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.56, "ts": "2026-06-29T14:10:30", "prev_close": 37.02, "open": 37.93, "high": 38.49, "low": 33.32, "bid1": 36.56, "ask1": 36.58, "bid_qty1": 4, "ask_qty1": 17 }, "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": "2026-06-29T14:10:31", "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": 26.9749, "price_vs_vwap_pct": -5.0599, "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": 0.2278, "prev_amount_yi": 1.0074, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2261, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0785 }, { "time": "14:09", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.1229 }, { "time": "14:10", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 422 }, "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": "2026-06-29T14:10:31", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.68, "max_chase_pct": 3.0, "base_exec_high": 12.68, "dynamic_exec_high": null, "entry_zone_low": 12.13, "entry_zone_high": 12.49, "entry_risk_pct": 5.2381, "intraday_vwap": 12.4712, "price_vs_vwap_pct": 1.0328, "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": 0.0737, "prev_amount_yi": 0.1138, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6476, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 12.54, "high": 12.57, "low": 12.54, "close": 12.57, "amount_yi": 0.0232 }, { "time": "14:09", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0272 }, { "time": "14:10", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0233 } ] }, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.6, "ts": "2026-06-29T14:10:30", "prev_close": 12.31, "open": 12.5, "high": 13.05, "low": 11.88, "bid1": 12.59, "ask1": 12.6, "bid_qty1": 656, "ask_qty1": 11 }, "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": "2026-06-29T14:10:31", "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": 31.01, "price_vs_vwap_pct": -0.4192, "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": 0.2222, "prev_amount_yi": 0.8497, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2615, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 30.71, "high": 30.71, "low": 30.7, "close": 30.7, "amount_yi": 0.1023 }, { "time": "14:09", "open": 30.8, "high": 30.87, "low": 30.8, "close": 30.87, "amount_yi": 0.0743 }, { "time": "14:10", "open": 30.88, "high": 30.88, "low": 30.88, "close": 30.88, "amount_yi": 0.0456 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.88, "ts": "2026-06-29T14:10:28", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 30.87, "ask1": 30.88, "bid_qty1": 47, "ask_qty1": 8 }, "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": "2026-06-29T14:10:31", "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": 221.348, "price_vs_vwap_pct": -1.0111, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2343, "prev_amount_yi": 0.2034, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1519, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 219.08, "high": 219.08, "low": 219.05, "close": 219.05, "amount_yi": 0.1546 }, { "time": "14:09", "open": 219.45, "high": 219.45, "low": 219.45, "close": 219.45, "amount_yi": 0.0495 }, { "time": "14:10", "open": 219.11, "high": 219.11, "low": 219.11, "close": 219.11, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 219.11, "ts": "2026-06-29T14:10:30", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 219.01, "ask1": 219.15, "bid_qty1": 3, "ask_qty1": 9 }, "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": "2026-06-29T14:10:31", "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": 59.1141, "price_vs_vwap_pct": -4.0838, "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": 0.1382, "prev_amount_yi": 0.2644, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 56.48, "high": 56.6, "low": 56.48, "close": 56.6, "amount_yi": 0.0615 }, { "time": "14:09", "open": 56.76, "high": 56.84, "low": 56.76, "close": 56.84, "amount_yi": 0.0398 }, { "time": "14:10", "open": 56.7, "high": 56.7, "low": 56.7, "close": 56.7, "amount_yi": 0.0369 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.7, "ts": "2026-06-29T14:10:30", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.7, "ask1": 56.72, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 92.2855, "price_vs_vwap_pct": 1.316, "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": 0.2199, "prev_amount_yi": 1.1057, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1989, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:08", "open": 93.97, "high": 94.01, "low": 93.97, "close": 94.01, "amount_yi": 0.0887 }, { "time": "14:09", "open": 93.96, "high": 94.1, "low": 93.96, "close": 94.1, "amount_yi": 0.0482 }, { "time": "14:10", "open": 93.5, "high": 93.5, "low": 93.5, "close": 93.5, "amount_yi": 0.083 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129745.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.5, "ts": "2026-06-29T14:10:28", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 93.5, "ask1": 93.51, "bid_qty1": 3, "ask_qty1": 14 }, "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": "2026-06-29T14:10:31", "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": 41.4936, "price_vs_vwap_pct": 1.4855, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0062, "prev_amount_yi": 0.0053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0007 }, { "time": "14:09", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0027 }, { "time": "14:10", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 32314, "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": "2026-06-29T14:10:31", "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": 41.2304, "price_vs_vwap_pct": -2.6689, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1537, "prev_amount_yi": 0.164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9372, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 40.06, "high": 40.11, "low": 40.06, "close": 40.11, "amount_yi": 0.0213 }, { "time": "14:09", "open": 40.15, "high": 40.15, "low": 40.13, "close": 40.13, "amount_yi": 0.0364 }, { "time": "14:10", "open": 40.13, "high": 40.13, "low": 40.13, "close": 40.13, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.13, "ts": "2026-06-29T14:10:29", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.13, "ask1": 40.14, "bid_qty1": 28, "ask_qty1": 18 }, "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": "2026-06-29T14:10:31", "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": 29.6386, "price_vs_vwap_pct": 6.9889, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2067, "prev_amount_yi": 0.2611, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 31.71, "high": 31.71, "low": 31.71, "close": 31.71, "amount_yi": 0.0315 }, { "time": "14:09", "open": 31.71, "high": 31.71, "low": 31.71, "close": 31.71, "amount_yi": 0.0355 }, { "time": "14:10", "open": 31.71, "high": 31.71, "low": 31.71, "close": 31.71, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.71, "ts": "2026-06-29T14:10:30", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.7, "ask1": 31.71, "bid_qty1": 431, "ask_qty1": 1971 }, "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": "2026-06-29T14:10:31", "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": 26.8028, "price_vs_vwap_pct": 0.9223, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0679, "prev_amount_yi": 0.0753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 26.96, "high": 26.97, "low": 26.96, "close": 26.97, "amount_yi": 0.0196 }, { "time": "14:09", "open": 26.99, "high": 27.03, "low": 26.99, "close": 27.03, "amount_yi": 0.0147 }, { "time": "14:10", "open": 27.05, "high": 27.05, "low": 27.05, "close": 27.05, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.05, "ts": "2026-06-29T14:10:28", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.03, "ask1": 27.04, "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.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": "2026-06-29T14:10:31", "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": 3.263, "price_vs_vwap_pct": -2.5437, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1104, "prev_amount_yi": 0.1377, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 3.18, "high": 3.18, "low": 3.17, "close": 3.17, "amount_yi": 0.0145 }, { "time": "14:09", "open": 3.17, "high": 3.18, "low": 3.17, "close": 3.18, "amount_yi": 0.0238 }, { "time": "14:10", "open": 3.18, "high": 3.18, "low": 3.18, "close": 3.18, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.17, "ask1": 3.18, "bid_qty1": 11484, "ask_qty1": 3404 }, "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": "2026-06-29T14:10:31", "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": 9.2605, "price_vs_vwap_pct": -2.4891, "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": 0.2935, "prev_amount_yi": 0.3537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8298, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 9.06, "high": 9.07, "low": 9.06, "close": 9.07, "amount_yi": 0.0613 }, { "time": "14:09", "open": 9.07, "high": 9.07, "low": 9.06, "close": 9.06, "amount_yi": 0.0509 }, { "time": "14:10", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0517 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.03, "ts": "2026-06-29T14:10:30", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.02, "ask1": 9.03, "bid_qty1": 1478, "ask_qty1": 1177 }, "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": "2026-06-29T14:10:31", "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": 5.4527, "price_vs_vwap_pct": -4.6344, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0858, "prev_amount_yi": 0.0843, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:08", "open": 5.19, "high": 5.19, "low": 5.19, "close": 5.19, "amount_yi": 0.0124 }, { "time": "14:09", "open": 5.2, "high": 5.2, "low": 5.2, "close": 5.2, "amount_yi": 0.0146 }, { "time": "14:10", "open": 5.2, "high": 5.2, "low": 5.2, "close": 5.2, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 5.2, "ask1": 5.21, "bid_qty1": 242, "ask_qty1": 608 }, "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": "2026-06-29T14:10:31", "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": 0.0809, "prev_amount_yi": 0.3381, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2393, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 192.24, "high": 194.27, "low": 192.24, "close": 194.27, "amount_yi": 0.0507 }, { "time": "14:09", "open": 193.34, "high": 193.34, "low": 193.33, "close": 193.33, "amount_yi": 0.006 }, { "time": "14:10", "open": 192.99, "high": 192.99, "low": 192.99, "close": 192.99, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 192.99, "ts": "2026-06-29T14:10:29", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 192.6, "ask1": 192.99, "bid_qty1": 3, "ask_qty1": 43 }, "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": "2026-06-29T14:10:31", "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": 48.2603, "price_vs_vwap_pct": -1.1817, "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": 0.8891, "prev_amount_yi": 1.0195, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 47.58, "high": 47.58, "low": 47.56, "close": 47.56, "amount_yi": 0.104 }, { "time": "14:09", "open": 47.65, "high": 47.65, "low": 47.55, "close": 47.55, "amount_yi": 0.1947 }, { "time": "14:10", "open": 47.69, "high": 47.69, "low": 47.69, "close": 47.69, "amount_yi": 0.0965 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.69, "ts": "2026-06-29T14:10:30", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.7, "ask1": 47.74, "bid_qty1": 3, "ask_qty1": 84 }, "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": "2026-06-29T14:10:31", "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": 75.1304, "price_vs_vwap_pct": -1.6909, "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": 0.2663, "prev_amount_yi": 0.5174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 73.28, "high": 73.46, "low": 73.28, "close": 73.46, "amount_yi": 0.0593 }, { "time": "14:09", "open": 73.6, "high": 73.97, "low": 73.6, "close": 73.97, "amount_yi": 0.0498 }, { "time": "14:10", "open": 73.86, "high": 73.86, "low": 73.86, "close": 73.86, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.86, "ts": "2026-06-29T14:10:30", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 73.81, "ask1": 73.86, "bid_qty1": 20, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH", "symbol": "SHSE.603065", "name": "宿迁联盛", "side": "BUY", "priority": "W10", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.11, "exec_low": 22.11, "exec_high": 22.44, "invalid_price": 21.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 20.4574, "price_vs_vwap_pct": -3.849, "energy_floor_hint_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": 0.0126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0011 }, { "time": "14:09", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0058 }, { "time": "14:10", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 40714 }, "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": "2026-06-29T14:10:31", "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": 61.5555, "price_vs_vwap_pct": 3.9712, "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": 1.0234, "prev_amount_yi": 1.06, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9655, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 63.63, "high": 63.63, "low": 63.63, "close": 63.63, "amount_yi": 0.167 }, { "time": "14:09", "open": 63.97, "high": 63.97, "low": 63.93, "close": 63.93, "amount_yi": 0.3242 }, { "time": "14:10", "open": 64.0, "high": 64.0, "low": 64.0, "close": 64.0, "amount_yi": 0.3246 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.0, "ts": "2026-06-29T14:10:30", "prev_close": 60.76, "open": 58.98, "high": 64.65, "low": 57.6, "bid1": 63.99, "ask1": 64.0, "bid_qty1": 91, "ask_qty1": 531 }, "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": "2026-06-29T14:10:31", "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": 59.6468, "price_vs_vwap_pct": -1.1011, "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": 0.6049, "prev_amount_yi": 0.7069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8557, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 58.68, "high": 58.68, "low": 58.66, "close": 58.66, "amount_yi": 0.1337 }, { "time": "14:09", "open": 58.9, "high": 59.02, "low": 58.9, "close": 59.02, "amount_yi": 0.112 }, { "time": "14:10", "open": 58.99, "high": 58.99, "low": 58.99, "close": 58.99, "amount_yi": 0.0617 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.99, "ts": "2026-06-29T14:10:30", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 58.98, "ask1": 59.0, "bid_qty1": 3, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:10:31", "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": 20.4541, "price_vs_vwap_pct": -0.5578, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.017, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7489, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 20.28, "high": 20.33, "low": 20.28, "close": 20.33, "amount_yi": 0.0057 }, { "time": "14:09", "open": 20.33, "high": 20.33, "low": 20.32, "close": 20.32, "amount_yi": 0.0045 }, { "time": "14:10", "open": 20.34, "high": 20.34, "low": 20.34, "close": 20.34, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.34, "ts": "2026-06-29T14:10:27", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.32, "ask1": 20.34, "bid_qty1": 26, "ask_qty1": 7 }, "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": "2026-06-29T14:10:31", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3745, "prev_amount_yi": 0.4084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 368.13, "high": 369.59, "low": 368.13, "close": 369.59, "amount_yi": 0.129 }, { "time": "14:09", "open": 368.95, "high": 369.1, "low": 368.95, "close": 369.1, "amount_yi": 0.056 }, { "time": "14:10", "open": 369.36, "high": 369.36, "low": 369.36, "close": 369.36, "amount_yi": 0.0272 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 369.36, "ts": "2026-06-29T14:10:30", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 369.29, "ask1": 369.36, "bid_qty1": 4, "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": "2026-06-29T14:10:31", "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": 366.6313, "price_vs_vwap_pct": 2.6426, "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": 0.9027, "prev_amount_yi": 1.3798, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6542, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 376.01, "high": 376.01, "low": 375.86, "close": 375.86, "amount_yi": 0.1678 }, { "time": "14:09", "open": 375.9, "high": 376.2, "low": 375.9, "close": 376.2, "amount_yi": 0.1711 }, { "time": "14:10", "open": 376.32, "high": 376.32, "low": 376.32, "close": 376.32, "amount_yi": 0.0598 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 376.32, "ts": "2026-06-29T14:10:30", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 376.31, "ask1": 376.32, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T14:10:31", "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": 67.2912, "price_vs_vwap_pct": -5.426, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1385, "prev_amount_yi": 0.1423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9733, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 63.01, "high": 63.42, "low": 63.01, "close": 63.42, "amount_yi": 0.0525 }, { "time": "14:09", "open": 63.55, "high": 63.55, "low": 63.49, "close": 63.49, "amount_yi": 0.0148 }, { "time": "14:10", "open": 63.64, "high": 63.64, "low": 63.64, "close": 63.64, "amount_yi": 0.0201 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.64, "ts": "2026-06-29T14:10:30", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 63.57, "ask1": 63.61, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-29T14:10:31", "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": 15.2897, "price_vs_vwap_pct": -1.8947, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.071, "prev_amount_yi": 0.0663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0709, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.005 }, { "time": "14:09", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0042 }, { "time": "14:10", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 143321 }, "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": "2026-06-29T14:10:31", "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": 271.3997, "price_vs_vwap_pct": -1.4958, "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": 1.3647, "prev_amount_yi": 1.939, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 267.64, "high": 267.64, "low": 267.62, "close": 267.62, "amount_yi": 0.2639 }, { "time": "14:09", "open": 267.31, "high": 267.31, "low": 267.31, "close": 267.31, "amount_yi": 0.4071 }, { "time": "14:10", "open": 267.34, "high": 267.34, "low": 267.34, "close": 267.34, "amount_yi": 0.0722 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.34, "ts": "2026-06-29T14:10:28", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 267.3, "ask1": 267.34, "bid_qty1": 101, "ask_qty1": 26 }, "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": "2026-06-29T14:10:31", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2838, "prev_amount_yi": 0.2176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 102.97, "high": 103.78, "low": 102.97, "close": 103.78, "amount_yi": 0.0476 }, { "time": "14:09", "open": 104.09, "high": 104.09, "low": 103.95, "close": 103.95, "amount_yi": 0.0804 }, { "time": "14:10", "open": 104.01, "high": 104.01, "low": 104.01, "close": 104.01, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.01, "ts": "2026-06-29T14:10:30", "prev_close": 99.0, "open": 100.44, "high": 104.4, "low": 93.0, "bid1": 103.8, "ask1": 103.99, "bid_qty1": 12, "ask_qty1": 2 }, "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": "2026-06-29T14:10:31", "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": 4.2011, "intraday_vwap": 15.3399, "price_vs_vwap_pct": 2.3475, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0662, "prev_amount_yi": 0.0896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 15.69, "high": 15.69, "low": 15.69, "close": 15.69, "amount_yi": 0.0095 }, { "time": "14:09", "open": 15.7, "high": 15.7, "low": 15.7, "close": 15.7, "amount_yi": 0.0127 }, { "time": "14:10", "open": 15.7, "high": 15.7, "low": 15.7, "close": 15.7, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 15.7, "ts": "2026-06-29T14:10:28", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.7, "ask1": 15.71, "bid_qty1": 67, "ask_qty1": 247 }, "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": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 271.52, "exec_high": 275.59, "invalid_price": 263.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": null, "intraday_vwap": 275.837, "price_vs_vwap_pct": -0.0424, "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": 0.391, "prev_amount_yi": 0.6416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 275.75, "high": 275.77, "low": 275.75, "close": 275.77, "amount_yi": 0.0683 }, { "time": "14:09", "open": 275.7, "high": 276.0, "low": 275.7, "close": 276.0, "amount_yi": 0.0593 }, { "time": "14:10", "open": 275.72, "high": 275.72, "low": 275.72, "close": 275.72, "amount_yi": 0.0378 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 275.72, "ts": "2026-06-29T14:10:29", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 275.26, "ask1": 275.34, "bid_qty1": 16, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-29T14:10:31", "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": 21.2988, "price_vs_vwap_pct": -3.7504, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0395, "prev_amount_yi": 0.1888, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0084 }, { "time": "14:09", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0073 }, { "time": "14:10", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 8328 }, "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": "2026-06-29T14:10:31", "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": 0.0894, "prev_amount_yi": 0.0155, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.7677, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0044 }, { "time": "14:09", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0013 }, { "time": "14:10", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:28", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 307527, "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": "OBSERVE", "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": "2026-06-29T14:10:31", "sim_reason": "waiting_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": 75.2401, "price_vs_vwap_pct": 0.4783, "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": 0.6966, "prev_amount_yi": 1.3751, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5066, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 75.94, "high": 75.94, "low": 75.84, "close": 75.84, "amount_yi": 0.1817 }, { "time": "14:09", "open": 75.86, "high": 75.86, "low": 75.82, "close": 75.82, "amount_yi": 0.1728 }, { "time": "14:10", "open": 75.6, "high": 75.6, "low": 75.6, "close": 75.6, "amount_yi": 0.0544 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.6, "ts": "2026-06-29T14:10:30", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 75.52, "ask1": 75.58, "bid_qty1": 4, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-06-29T14:10:31", "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": 52.7768, "price_vs_vwap_pct": 3.303, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.106, "prev_amount_yi": 0.1673, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6336, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 54.74, "high": 54.89, "low": 54.74, "close": 54.89, "amount_yi": 0.0205 }, { "time": "14:09", "open": 54.76, "high": 54.76, "low": 54.61, "close": 54.61, "amount_yi": 0.0335 }, { "time": "14:10", "open": 54.52, "high": 54.52, "low": 54.52, "close": 54.52, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.52, "ts": "2026-06-29T14:10:29", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 54.5, "ask1": 54.51, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:10:31", "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": 30.3167, "price_vs_vwap_pct": -1.7703, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0077, "prev_amount_yi": 0.0223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 29.7, "high": 29.7, "low": 29.7, "close": 29.7, "amount_yi": 0.0011 }, { "time": "14:09", "open": 29.71, "high": 29.74, "low": 29.71, "close": 29.74, "amount_yi": 0.0015 }, { "time": "14:10", "open": 29.78, "high": 29.78, "low": 29.78, "close": 29.78, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.78, "ts": "2026-06-29T14:10:30", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.78, "ask1": 29.79, "bid_qty1": 21, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W27", "status": "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": "2026-06-29T14:10:31", "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": 933.9706, "price_vs_vwap_pct": 2.2527, "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": 1.7666, "prev_amount_yi": 2.814, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 956.98, "high": 956.98, "low": 955.0, "close": 955.0, "amount_yi": 0.4507 }, { "time": "14:09", "open": 953.03, "high": 953.03, "low": 952.99, "close": 952.99, "amount_yi": 0.4062 }, { "time": "14:10", "open": 955.01, "high": 955.01, "low": 955.01, "close": 955.01, "amount_yi": 0.0924 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 955.01, "ts": "2026-06-29T14:10:30", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 955.0, "ask1": 955.01, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:10:31", "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": 27.6962, "price_vs_vwap_pct": 3.7326, "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": 1.3987, "prev_amount_yi": 2.6197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5339, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 28.73, "high": 28.82, "low": 28.73, "close": 28.82, "amount_yi": 0.3204 }, { "time": "14:09", "open": 28.78, "high": 28.88, "low": 28.78, "close": 28.88, "amount_yi": 0.1596 }, { "time": "14:10", "open": 28.73, "high": 28.73, "low": 28.73, "close": 28.73, "amount_yi": 0.2198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.73, "ts": "2026-06-29T14:10:30", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.71, "ask1": 28.75, "bid_qty1": 113, "ask_qty1": 3 }, "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": "2026-06-29T14:10:31", "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": 41.3789, "price_vs_vwap_pct": -2.3174, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1144, "prev_amount_yi": 0.1939, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.59, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 40.38, "high": 40.38, "low": 40.38, "close": 40.38, "amount_yi": 0.0094 }, { "time": "14:09", "open": 40.38, "high": 40.42, "low": 40.38, "close": 40.42, "amount_yi": 0.0329 }, { "time": "14:10", "open": 40.42, "high": 40.42, "low": 40.42, "close": 40.42, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.42, "ts": "2026-06-29T14:10:29", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 40.42, "ask1": 40.43, "bid_qty1": 31, "ask_qty1": 42 }, "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": "2026-06-29T14:10:31", "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": 0.0393, "prev_amount_yi": 0.0475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 95.44, "high": 95.86, "low": 95.44, "close": 95.86, "amount_yi": 0.0029 }, { "time": "14:09", "open": 95.85, "high": 95.97, "low": 95.85, "close": 95.97, "amount_yi": 0.0075 }, { "time": "14:10", "open": 96.5, "high": 96.5, "low": 96.5, "close": 96.5, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.5, "ts": "2026-06-29T14:10:30", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 96.49, "ask1": 96.5, "bid_qty1": 63, "ask_qty1": 93 }, "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": "2026-06-29T14:10:31", "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": 80.4271, "price_vs_vwap_pct": -1.6874, "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": 0.311, "prev_amount_yi": 0.6323, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 78.96, "high": 78.96, "low": 78.96, "close": 78.96, "amount_yi": 0.0364 }, { "time": "14:09", "open": 79.01, "high": 79.01, "low": 78.99, "close": 78.99, "amount_yi": 0.0611 }, { "time": "14:10", "open": 79.07, "high": 79.07, "low": 79.07, "close": 79.07, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.07, "ts": "2026-06-29T14:10:29", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.07, "ask1": 79.08, "bid_qty1": 4, "ask_qty1": 33 }, "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": "2026-06-29T14:10:31", "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": 22.9589, "price_vs_vwap_pct": -2.2166, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0118, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0028 }, { "time": "14:09", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0022 }, { "time": "14:10", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 157211 }, "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": "2026-06-29T14:10:31", "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": 25.0363, "price_vs_vwap_pct": -3.3403, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.18, "prev_amount_yi": 0.2451, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 24.16, "high": 24.17, "low": 24.16, "close": 24.17, "amount_yi": 0.0195 }, { "time": "14:09", "open": 24.23, "high": 24.23, "low": 24.2, "close": 24.2, "amount_yi": 0.0492 }, { "time": "14:10", "open": 24.2, "high": 24.2, "low": 24.2, "close": 24.2, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:29", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.2, "ask1": 24.22, "bid_qty1": 20, "ask_qty1": 53 }, "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": "2026-06-29T14:10:31", "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": 43.2589, "price_vs_vwap_pct": -0.7834, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1037, "prev_amount_yi": 0.1006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 42.82, "high": 42.85, "low": 42.82, "close": 42.85, "amount_yi": 0.0227 }, { "time": "14:09", "open": 42.88, "high": 42.92, "low": 42.88, "close": 42.92, "amount_yi": 0.0231 }, { "time": "14:10", "open": 42.92, "high": 42.92, "low": 42.92, "close": 42.92, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.92, "ts": "2026-06-29T14:10:30", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.91, "ask1": 42.92, "bid_qty1": 21, "ask_qty1": 15 }, "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": "2026-06-29T14:10:31", "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": 92.0959, "price_vs_vwap_pct": -1.6243, "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": 0.6944, "prev_amount_yi": 1.0734, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 90.46, "high": 90.5, "low": 90.46, "close": 90.5, "amount_yi": 0.1931 }, { "time": "14:09", "open": 90.52, "high": 90.52, "low": 90.51, "close": 90.51, "amount_yi": 0.0904 }, { "time": "14:10", "open": 90.6, "high": 90.6, "low": 90.6, "close": 90.6, "amount_yi": 0.1103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.6, "ts": "2026-06-29T14:10:30", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.59, "ask1": 90.6, "bid_qty1": 37, "ask_qty1": 23 }, "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": "2026-06-29T14:10:31", "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": 19.0515, "price_vs_vwap_pct": 1.7768, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0216, "prev_amount_yi": 0.056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:08", "open": 19.4, "high": 19.4, "low": 19.39, "close": 19.39, "amount_yi": 0.0023 }, { "time": "14:09", "open": 19.37, "high": 19.37, "low": 19.37, "close": 19.37, "amount_yi": 0.0007 }, { "time": "14:10", "open": 19.39, "high": 19.39, "low": 19.39, "close": 19.39, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.39, "ts": "2026-06-29T14:10:31", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.38, "ask1": 19.39, "bid_qty1": 28, "ask_qty1": 1 }, "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": "2026-06-29T14:10:31", "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": 69.9636, "price_vs_vwap_pct": 0.0949, "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": 1.8908, "prev_amount_yi": 2.7139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6967, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 70.25, "high": 70.25, "low": 70.23, "close": 70.23, "amount_yi": 0.3167 }, { "time": "14:09", "open": 70.23, "high": 70.23, "low": 70.1, "close": 70.1, "amount_yi": 0.4046 }, { "time": "14:10", "open": 70.03, "high": 70.03, "low": 70.03, "close": 70.03, "amount_yi": 0.1986 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.03, "ts": "2026-06-29T14:10:30", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.03, "ask1": 70.04, "bid_qty1": 9, "ask_qty1": 64 }, "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": "2026-06-29T14:10:31", "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": 0.9179, "prev_amount_yi": 0.8524, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0768, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 37.88, "high": 38.1, "low": 37.88, "close": 38.1, "amount_yi": 0.2109 }, { "time": "14:09", "open": 38.23, "high": 38.23, "low": 38.11, "close": 38.11, "amount_yi": 0.1691 }, { "time": "14:10", "open": 38.2, "high": 38.2, "low": 38.2, "close": 38.2, "amount_yi": 0.1086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.2, "ts": "2026-06-29T14:10:29", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.19, "ask1": 38.2, "bid_qty1": 31, "ask_qty1": 103 }, "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": "2026-06-29T14:10:31", "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": 50.6558, "price_vs_vwap_pct": -3.8017, "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": 0.4401, "prev_amount_yi": 0.5035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 48.75, "high": 48.75, "low": 48.69, "close": 48.69, "amount_yi": 0.1189 }, { "time": "14:09", "open": 48.67, "high": 48.69, "low": 48.67, "close": 48.69, "amount_yi": 0.0921 }, { "time": "14:10", "open": 48.73, "high": 48.73, "low": 48.73, "close": 48.73, "amount_yi": 0.0259 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.73, "ts": "2026-06-29T14:10:28", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.73, "ask1": 48.74, "bid_qty1": 57, "ask_qty1": 57 }, "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": "2026-06-29T14:10:31", "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": 87.5389, "price_vs_vwap_pct": 1.6348, "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": 0.7622, "prev_amount_yi": 0.8443, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9028, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 88.45, "high": 88.49, "low": 88.45, "close": 88.49, "amount_yi": 0.2335 }, { "time": "14:09", "open": 88.65, "high": 88.88, "low": 88.65, "close": 88.88, "amount_yi": 0.1397 }, { "time": "14:10", "open": 88.97, "high": 88.97, "low": 88.97, "close": 88.97, "amount_yi": 0.0577 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.97, "ts": "2026-06-29T14:10:30", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 88.96, "ask1": 88.97, "bid_qty1": 15, "ask_qty1": 31 }, "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": "2026-06-29T14:10:31", "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": 46.5077, "price_vs_vwap_pct": -3.9514, "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": 0.259, "prev_amount_yi": 0.3027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 44.31, "high": 44.31, "low": 44.24, "close": 44.24, "amount_yi": 0.0492 }, { "time": "14:09", "open": 44.38, "high": 44.45, "low": 44.38, "close": 44.45, "amount_yi": 0.0774 }, { "time": "14:10", "open": 44.67, "high": 44.67, "low": 44.67, "close": 44.67, "amount_yi": 0.0421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.67, "ts": "2026-06-29T14:10:29", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.66, "ask1": 44.67, "bid_qty1": 4, "ask_qty1": 68 }, "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": "2026-06-29T14:10:31", "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": 4.3094, "intraday_vwap": 107.2275, "price_vs_vwap_pct": 0.1982, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2228, "prev_amount_yi": 1.1114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 106.84, "high": 106.84, "low": 106.84, "close": 106.84, "amount_yi": 0.2536 }, { "time": "14:09", "open": 107.14, "high": 107.14, "low": 107.04, "close": 107.04, "amount_yi": 0.2076 }, { "time": "14:10", "open": 107.44, "high": 107.44, "low": 107.44, "close": 107.44, "amount_yi": 0.1284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 107.44, "ts": "2026-06-29T14:10:30", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 107.4, "ask1": 107.44, "bid_qty1": 23, "ask_qty1": 11 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 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": 3.9455, "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": 0.2326, "prev_amount_yi": 0.1919, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 57.28, "high": 57.38, "low": 57.28, "close": 57.38, "amount_yi": 0.0576 }, { "time": "14:09", "open": 57.32, "high": 57.32, "low": 57.3, "close": 57.3, "amount_yi": 0.0306 }, { "time": "14:10", "open": 57.28, "high": 57.28, "low": 57.28, "close": 57.28, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 57.28, "ts": "2026-06-29T14:10:28", "prev_close": 53.86, "open": 55.0, "high": 59.0, "low": 51.51, "bid1": 57.16, "ask1": 57.28, "bid_qty1": 51, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM", "symbol": "SHSE.688525", "name": "佰维存储", "side": "BUY", "priority": "W44", "status": "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": "2026-06-29T14:10:31", "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": 1.8919, "prev_amount_yi": 4.2087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 504.0, "high": 504.1, "low": 504.0, "close": 504.1, "amount_yi": 0.5222 }, { "time": "14:09", "open": 505.92, "high": 506.31, "low": 505.92, "close": 506.31, "amount_yi": 0.3557 }, { "time": "14:10", "open": 507.73, "high": 507.73, "low": 507.73, "close": 507.73, "amount_yi": 0.1849 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 507.73, "ts": "2026-06-29T14:10:29", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 507.03, "ask1": 507.73, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-06-29T14:10:31", "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": 202.4082, "price_vs_vwap_pct": 2.4958, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3926, "prev_amount_yi": 0.1584, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4785, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.2757 }, { "time": "14:09", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0185 }, { "time": "14:10", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 24672, "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": "2026-06-29T14:10:31", "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": 82.8818, "price_vs_vwap_pct": -3.1633, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0573, "prev_amount_yi": 0.1264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4533, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 80.03, "high": 80.06, "low": 80.03, "close": 80.06, "amount_yi": 0.01 }, { "time": "14:09", "open": 80.11, "high": 80.2, "low": 80.11, "close": 80.2, "amount_yi": 0.0124 }, { "time": "14:10", "open": 80.26, "high": 80.26, "low": 80.26, "close": 80.26, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.26, "ts": "2026-06-29T14:10:28", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.23, "ask1": 80.25, "bid_qty1": 10, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 77.28, "exec_low": 78.44, "exec_high": 78.44, "invalid_price": 74.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 3.8974, "intraday_vwap": 76.0487, "price_vs_vwap_pct": 2.5527, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1857, "prev_amount_yi": 0.2718, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 77.41, "high": 77.43, "low": 77.41, "close": 77.43, "amount_yi": 0.048 }, { "time": "14:09", "open": 77.77, "high": 77.92, "low": 77.77, "close": 77.92, "amount_yi": 0.0344 }, { "time": "14:10", "open": 77.99, "high": 77.99, "low": 77.99, "close": 77.99, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 77.99, "ts": "2026-06-29T14:10:30", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 77.94, "ask1": 78.0, "bid_qty1": 8, "ask_qty1": 22 }, "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": "2026-06-29T14:10:31", "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": 34.3969, "price_vs_vwap_pct": 0.8812, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1251, "prev_amount_yi": 0.1693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7389, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 34.67, "high": 34.67, "low": 34.67, "close": 34.67, "amount_yi": 0.0258 }, { "time": "14:09", "open": 34.74, "high": 34.76, "low": 34.74, "close": 34.76, "amount_yi": 0.025 }, { "time": "14:10", "open": 34.7, "high": 34.7, "low": 34.7, "close": 34.7, "amount_yi": 0.015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.7, "ts": "2026-06-29T14:10:28", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.7, "ask1": 34.72, "bid_qty1": 19, "ask_qty1": 19 }, "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": "2026-06-29T14:10:31", "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": 16.9274, "price_vs_vwap_pct": -5.3605, "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": 0.3065, "prev_amount_yi": 0.6088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 16.03, "high": 16.03, "low": 16.02, "close": 16.02, "amount_yi": 0.0639 }, { "time": "14:09", "open": 16.03, "high": 16.03, "low": 16.02, "close": 16.02, "amount_yi": 0.0407 }, { "time": "14:10", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:31", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 16.02, "ask1": 16.03, "bid_qty1": 6, "ask_qty1": 2200 }, "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": "2026-06-29T14:10:31", "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": 3.2721, "intraday_vwap": 12.4664, "price_vs_vwap_pct": 0.43, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0558, "prev_amount_yi": 0.0882, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 12.52, "high": 12.53, "low": 12.52, "close": 12.53, "amount_yi": 0.0107 }, { "time": "14:09", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.0163 }, { "time": "14:10", "open": 12.52, "high": 12.52, "low": 12.52, "close": 12.52, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.52, "ts": "2026-06-29T14:10:30", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.52, "ask1": 12.53, "bid_qty1": 1369, "ask_qty1": 629 }, "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": "2026-06-29T14:10:31", "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": 28.4187, "price_vs_vwap_pct": 0.5324, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1426, "prev_amount_yi": 0.2123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 28.57, "high": 28.57, "low": 28.57, "close": 28.57, "amount_yi": 0.0167 }, { "time": "14:09", "open": 28.58, "high": 28.59, "low": 28.58, "close": 28.59, "amount_yi": 0.0352 }, { "time": "14:10", "open": 28.57, "high": 28.57, "low": 28.57, "close": 28.57, "amount_yi": 0.0252 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.57, "ts": "2026-06-29T14:10:30", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.56, "ask1": 28.57, "bid_qty1": 175, "ask_qty1": 5 }, "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": "2026-06-29T14:10:31", "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": 84.7913, "price_vs_vwap_pct": -0.6974, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1925, "prev_amount_yi": 0.3335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5772, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 84.32, "high": 84.32, "low": 84.31, "close": 84.31, "amount_yi": 0.0388 }, { "time": "14:09", "open": 84.34, "high": 84.34, "low": 84.29, "close": 84.29, "amount_yi": 0.0499 }, { "time": "14:10", "open": 84.2, "high": 84.2, "low": 84.2, "close": 84.2, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.2, "ts": "2026-06-29T14:10:30", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 84.18, "ask1": 84.2, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-29T14:10:31", "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": 7.8253, "price_vs_vwap_pct": -1.0901, "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": 1.6697, "prev_amount_yi": 2.6433, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6317, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 7.73, "high": 7.73, "low": 7.73, "close": 7.73, "amount_yi": 0.3367 }, { "time": "14:09", "open": 7.75, "high": 7.75, "low": 7.75, "close": 7.75, "amount_yi": 0.3826 }, { "time": "14:10", "open": 7.74, "high": 7.74, "low": 7.74, "close": 7.74, "amount_yi": 0.2186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.74, "ts": "2026-06-29T14:10:30", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.73, "ask1": 7.74, "bid_qty1": 3406, "ask_qty1": 3362 }, "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": "2026-06-29T14:10:31", "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": 171.3535, "price_vs_vwap_pct": -2.564, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2364, "prev_amount_yi": 0.2988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 165.3, "high": 165.77, "low": 165.3, "close": 165.77, "amount_yi": 0.0256 }, { "time": "14:09", "open": 166.16, "high": 166.91, "low": 166.16, "close": 166.91, "amount_yi": 0.0592 }, { "time": "14:10", "open": 166.96, "high": 166.96, "low": 166.96, "close": 166.96, "amount_yi": 0.0306 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 166.96, "ts": "2026-06-29T14:10:29", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 166.96, "ask1": 166.99, "bid_qty1": 4, "ask_qty1": 41 }, "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": "2026-06-29T14:10:31", "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": 4.108, "intraday_vwap": 16.7077, "price_vs_vwap_pct": 1.9291, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0174, "prev_amount_yi": 0.0189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 17.03, "high": 17.03, "low": 17.03, "close": 17.03, "amount_yi": 0.0106 }, { "time": "14:09", "open": 17.03, "high": 17.03, "low": 17.02, "close": 17.02, "amount_yi": 0.0022 }, { "time": "14:10", "open": 17.03, "high": 17.03, "low": 17.03, "close": 17.03, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 17.03, "ts": "2026-06-29T14:10:30", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.03, "ask1": 17.04, "bid_qty1": 3, "ask_qty1": 7 }, "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": "2026-06-29T14:10:31", "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": 20.261, "price_vs_vwap_pct": -2.226, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0518, "prev_amount_yi": 0.0889, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 19.73, "high": 19.76, "low": 19.73, "close": 19.76, "amount_yi": 0.0083 }, { "time": "14:09", "open": 19.8, "high": 19.81, "low": 19.8, "close": 19.81, "amount_yi": 0.0164 }, { "time": "14:10", "open": 19.81, "high": 19.81, "low": 19.81, "close": 19.81, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.81, "ts": "2026-06-29T14:10:30", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.8, "ask1": 19.81, "bid_qty1": 119, "ask_qty1": 35 }, "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": "2026-06-29T14:10:31", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2465, "prev_amount_yi": 0.2517, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 507.99, "high": 508.05, "low": 507.99, "close": 508.05, "amount_yi": 0.078 }, { "time": "14:09", "open": 508.05, "high": 508.05, "low": 506.66, "close": 506.66, "amount_yi": 0.0544 }, { "time": "14:10", "open": 509.5, "high": 509.5, "low": 509.5, "close": 509.5, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 509.5, "ts": "2026-06-29T14:10:29", "prev_close": 469.1, "open": 470.5, "high": 515.6, "low": 470.5, "bid1": 506.59, "ask1": 509.38, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:10:31", "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": 18.5909, "price_vs_vwap_pct": 5.7507, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0031, "prev_amount_yi": 0.0129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2403, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:09", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:26", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 34346, "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": "2026-06-29T14:10:31", "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": 9.7065, "price_vs_vwap_pct": -0.5821, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0746, "prev_amount_yi": 0.0585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 9.72, "high": 9.72, "low": 9.67, "close": 9.67, "amount_yi": 0.013 }, { "time": "14:09", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.0326 }, { "time": "14:10", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.65, "ts": "2026-06-29T14:10:30", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.65, "ask1": 9.66, "bid_qty1": 131, "ask_qty1": 172 }, "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": "2026-06-29T14:10:31", "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": 47.9202, "price_vs_vwap_pct": -1.962, "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": 0.3405, "prev_amount_yi": 0.7445, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4574, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 46.96, "high": 47.06, "low": 46.96, "close": 47.06, "amount_yi": 0.1133 }, { "time": "14:09", "open": 47.15, "high": 47.15, "low": 47.01, "close": 47.01, "amount_yi": 0.0595 }, { "time": "14:10", "open": 46.98, "high": 46.98, "low": 46.98, "close": 46.98, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.98, "ts": "2026-06-29T14:10:28", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 46.98, "ask1": 46.99, "bid_qty1": 3, "ask_qty1": 30 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W61", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 45.98, "exec_low": 46.67, "exec_high": 46.67, "invalid_price": 44.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 47.1749, "price_vs_vwap_pct": 2.7029, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.116, "prev_amount_yi": 0.1016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 48.26, "high": 48.31, "low": 48.26, "close": 48.31, "amount_yi": 0.0219 }, { "time": "14:09", "open": 48.4, "high": 48.4, "low": 48.4, "close": 48.4, "amount_yi": 0.0329 }, { "time": "14:10", "open": 48.45, "high": 48.45, "low": 48.45, "close": 48.45, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.45, "ts": "2026-06-29T14:10:30", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.44, "ask1": 48.45, "bid_qty1": 32, "ask_qty1": 32 }, "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": "2026-06-29T14:10:31", "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": 50.7839, "price_vs_vwap_pct": -2.3116, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0072, "prev_amount_yi": 0.0161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4472, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0011 }, { "time": "14:09", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0018 }, { "time": "14:10", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 11472 }, "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": "2026-06-29T14:10:31", "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": 0.2606, "prev_amount_yi": 0.3658, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 136.0, "high": 136.0, "low": 135.17, "close": 135.17, "amount_yi": 0.054 }, { "time": "14:09", "open": 135.55, "high": 135.71, "low": 135.55, "close": 135.71, "amount_yi": 0.0404 }, { "time": "14:10", "open": 135.54, "high": 135.54, "low": 135.54, "close": 135.54, "amount_yi": 0.0581 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 135.54, "ts": "2026-06-29T14:10:28", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 135.54, "ask1": 135.74, "bid_qty1": 9, "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": "2026-06-29T14:10:31", "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": 29.7969, "price_vs_vwap_pct": -1.7012, "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": 0.3054, "prev_amount_yi": 0.3307, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 29.29, "high": 29.3, "low": 29.29, "close": 29.3, "amount_yi": 0.0694 }, { "time": "14:09", "open": 29.3, "high": 29.3, "low": 29.3, "close": 29.3, "amount_yi": 0.0831 }, { "time": "14:10", "open": 29.29, "high": 29.29, "low": 29.29, "close": 29.29, "amount_yi": 0.0332 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.29, "ts": "2026-06-29T14:10:31", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.28, "ask1": 29.29, "bid_qty1": 317, "ask_qty1": 107 }, "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": "2026-06-29T14:10:31", "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": 0.4941, "prev_amount_yi": 0.4424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1169, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 688.0, "high": 689.0, "low": 688.0, "close": 689.0, "amount_yi": 0.1381 }, { "time": "14:09", "open": 689.35, "high": 693.1, "low": 689.35, "close": 693.1, "amount_yi": 0.0992 }, { "time": "14:10", "open": 696.89, "high": 696.89, "low": 696.89, "close": 696.89, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 696.89, "ts": "2026-06-29T14:10:29", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 694.0, "ask1": 696.89, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:10:31", "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": 47.3486, "price_vs_vwap_pct": 0.6577, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0699, "prev_amount_yi": 0.0461, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 47.51, "high": 47.58, "low": 47.51, "close": 47.58, "amount_yi": 0.0122 }, { "time": "14:09", "open": 47.65, "high": 47.65, "low": 47.64, "close": 47.64, "amount_yi": 0.0315 }, { "time": "14:10", "open": 47.66, "high": 47.66, "low": 47.66, "close": 47.66, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.66, "ts": "2026-06-29T14:10:29", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 47.65, "ask1": 47.66, "bid_qty1": 6, "ask_qty1": 9 }, "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": "2026-06-29T14:10:31", "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": 22.4403, "price_vs_vwap_pct": -1.2491, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1179, "prev_amount_yi": 0.1456, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8098, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 22.04, "high": 22.07, "low": 22.04, "close": 22.07, "amount_yi": 0.0444 }, { "time": "14:09", "open": 22.11, "high": 22.11, "low": 22.11, "close": 22.11, "amount_yi": 0.0302 }, { "time": "14:10", "open": 22.16, "high": 22.16, "low": 22.16, "close": 22.16, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.16, "ts": "2026-06-29T14:10:30", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.15, "ask1": 22.16, "bid_qty1": 6, "ask_qty1": 4 }, "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": "2026-06-29T14:10:31", "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": 12.8209, "price_vs_vwap_pct": -2.269, "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": 0.4217, "prev_amount_yi": 0.6841, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 12.5, "high": 12.52, "low": 12.5, "close": 12.52, "amount_yi": 0.1125 }, { "time": "14:09", "open": 12.55, "high": 12.57, "low": 12.55, "close": 12.57, "amount_yi": 0.0957 }, { "time": "14:10", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.0527 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.53, "ts": "2026-06-29T14:10:29", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.53, "ask1": 12.54, "bid_qty1": 349, "ask_qty1": 26 }, "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": "2026-06-29T14:10:31", "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": 160.2554, "price_vs_vwap_pct": 4.6767, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0258, "prev_amount_yi": 0.0245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0007 }, { "time": "14:09", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0012 }, { "time": "14:10", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:27", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 18833, "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": "2026-06-29T14:10:31", "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": 18.94, "price_vs_vwap_pct": -2.9039, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2057, "prev_amount_yi": 0.4302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "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 }, { "time": "14:08", "open": 18.36, "high": 18.36, "low": 18.36, "close": 18.36, "amount_yi": 0.0369 }, { "time": "14:09", "open": 18.38, "high": 18.4, "low": 18.38, "close": 18.4, "amount_yi": 0.06 }, { "time": "14:10", "open": 18.39, "high": 18.39, "low": 18.39, "close": 18.39, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.39, "ts": "2026-06-29T14:10:29", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.39, "ask1": 18.4, "bid_qty1": 276, "ask_qty1": 166 }, "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": "2026-06-29T14:10:31", "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": 129.2949, "price_vs_vwap_pct": -3.2135, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0455, "prev_amount_yi": 0.0536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8489, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 125.2, "high": 125.2, "low": 125.06, "close": 125.06, "amount_yi": 0.0163 }, { "time": "14:09", "open": 125.16, "high": 125.16, "low": 125.16, "close": 125.16, "amount_yi": 0.0085 }, { "time": "14:10", "open": 125.14, "high": 125.14, "low": 125.14, "close": 125.14, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.14, "ts": "2026-06-29T14:10:30", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 125.14, "ask1": 125.16, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:10:31", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2431, "prev_amount_yi": 0.2237, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 104.29, "high": 104.65, "low": 104.29, "close": 104.65, "amount_yi": 0.0312 }, { "time": "14:09", "open": 104.63, "high": 104.63, "low": 104.36, "close": 104.36, "amount_yi": 0.0329 }, { "time": "14:10", "open": 104.52, "high": 104.52, "low": 104.52, "close": 104.52, "amount_yi": 0.031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.52, "ts": "2026-06-29T14:10:28", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.51, "ask1": 104.52, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 53.1257, "price_vs_vwap_pct": -1.9307, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7893, "prev_amount_yi": 1.1552, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 52.21, "high": 52.23, "low": 52.21, "close": 52.23, "amount_yi": 0.0986 }, { "time": "14:09", "open": 52.25, "high": 52.27, "low": 52.25, "close": 52.27, "amount_yi": 0.2222 }, { "time": "14:10", "open": 52.1, "high": 52.1, "low": 52.1, "close": 52.1, "amount_yi": 0.1918 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.1, "ts": "2026-06-29T14:10:28", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.1, "ask1": 52.11, "bid_qty1": 202, "ask_qty1": 46 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:10:31", "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": 3.2757, "intraday_vwap": 10.8054, "price_vs_vwap_pct": 1.6159, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0319, "prev_amount_yi": 0.0434, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "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 }, { "time": "14:08", "open": 10.97, "high": 10.98, "low": 10.97, "close": 10.98, "amount_yi": 0.0049 }, { "time": "14:09", "open": 10.97, "high": 10.97, "low": 10.97, "close": 10.97, "amount_yi": 0.0048 }, { "time": "14:10", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": "2026-06-29T14:10:31", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.98, "ask1": 10.99, "bid_qty1": 170, "ask_qty1": 136 }, "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": "2026-06-29T14:10:31", "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": 3.7037, "intraday_vwap": 7.4806, "price_vs_vwap_pct": 0.9277, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0207, "prev_amount_yi": 0.0544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 7.54, "high": 7.55, "low": 7.54, "close": 7.55, "amount_yi": 0.0043 }, { "time": "14:09", "open": 7.56, "high": 7.56, "low": 7.56, "close": 7.56, "amount_yi": 0.0021 }, { "time": "14:10", "open": 7.55, "high": 7.55, "low": 7.55, "close": 7.55, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": "2026-06-29T14:10:29", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.55, "ask1": 7.56, "bid_qty1": 232, "ask_qty1": 595 }, "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": "2026-06-29T14:10:31", "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": 123.294, "price_vs_vwap_pct": 1.6189, "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": 0.8279, "prev_amount_yi": 1.03, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 125.34, "high": 125.38, "low": 125.34, "close": 125.38, "amount_yi": 0.2108 }, { "time": "14:09", "open": 125.36, "high": 125.4, "low": 125.36, "close": 125.4, "amount_yi": 0.1644 }, { "time": "14:10", "open": 125.29, "high": 125.29, "low": 125.29, "close": 125.29, "amount_yi": 0.1079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.29, "ts": "2026-06-29T14:10:28", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.29, "ask1": 125.31, "bid_qty1": 1, "ask_qty1": 2 }, "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": "2026-06-29T14:10:31", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 156.55, "max_chase_pct": 1.5, "base_exec_high": 154.27, "dynamic_exec_high": null, "entry_zone_low": 149.71, "entry_zone_high": 154.27, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2347, "prev_amount_yi": 0.2837, "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": "14:06", "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 }, { "time": "14:08", "open": 135.72, "high": 136.5, "low": 135.72, "close": 136.5, "amount_yi": 0.0442 }, { "time": "14:09", "open": 135.99, "high": 136.28, "low": 135.99, "close": 136.28, "amount_yi": 0.0231 }, { "time": "14:10", "open": 137.25, "high": 137.25, "low": 137.25, "close": 137.25, "amount_yi": 0.0548 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.25, "ts": "2026-06-29T14:10:30", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 137.0, "ask1": 137.25, "bid_qty1": 3, "ask_qty1": 4 }, "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": "2026-06-29T14:10:31", "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": 11.8646, "price_vs_vwap_pct": -3.4101, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2466, "prev_amount_yi": 0.4432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 11.45, "high": 11.47, "low": 11.45, "close": 11.47, "amount_yi": 0.0728 }, { "time": "14:09", "open": 11.47, "high": 11.47, "low": 11.46, "close": 11.46, "amount_yi": 0.0535 }, { "time": "14:10", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.46, "ts": "2026-06-29T14:10:28", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.46, "ask1": 11.47, "bid_qty1": 1009, "ask_qty1": 638 }, "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": "2026-06-29T14:10:31", "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": 21.9344, "price_vs_vwap_pct": -1.2054, "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": 1.1288, "prev_amount_yi": 2.0561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 21.56, "high": 21.56, "low": 21.54, "close": 21.54, "amount_yi": 0.2654 }, { "time": "14:09", "open": 21.62, "high": 21.75, "low": 21.62, "close": 21.75, "amount_yi": 0.2725 }, { "time": "14:10", "open": 21.67, "high": 21.67, "low": 21.67, "close": 21.67, "amount_yi": 0.1685 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.67, "ts": "2026-06-29T14:10:30", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.66, "ask1": 21.67, "bid_qty1": 221, "ask_qty1": 8 }, "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": "2026-06-29T14:10:31", "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": 0.0177, "prev_amount_yi": 0.023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 63.1, "high": 63.1, "low": 63.1, "close": 63.1, "amount_yi": 0.0017 }, { "time": "14:09", "open": 63.4, "high": 63.4, "low": 63.39, "close": 63.39, "amount_yi": 0.0032 }, { "time": "14:10", "open": 63.3, "high": 63.3, "low": 63.3, "close": 63.3, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.3, "ts": "2026-06-29T14:10:29", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 63.3, "ask1": 63.39, "bid_qty1": 2, "ask_qty1": 20 }, "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": "2026-06-29T14:10:31", "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": 57.4306, "price_vs_vwap_pct": 2.4889, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0384, "prev_amount_yi": 0.3887, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6715, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.2818 }, { "time": "14:09", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.4038 }, { "time": "14:10", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0534 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 190687, "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": "2026-06-29T14:10:31", "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": 26.6569, "price_vs_vwap_pct": 1.137, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.067, "prev_amount_yi": 0.1267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 26.92, "high": 26.93, "low": 26.92, "close": 26.93, "amount_yi": 0.0046 }, { "time": "14:09", "open": 26.93, "high": 26.93, "low": 26.93, "close": 26.93, "amount_yi": 0.0045 }, { "time": "14:10", "open": 26.96, "high": 26.96, "low": 26.96, "close": 26.96, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.96, "ts": "2026-06-29T14:10:30", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.95, "ask1": 26.96, "bid_qty1": 21, "ask_qty1": 6 }, "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": "2026-06-29T14:10:31", "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": 73.4902, "price_vs_vwap_pct": -0.6534, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0459, "prev_amount_yi": 0.095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 73.31, "high": 73.31, "low": 73.3, "close": 73.3, "amount_yi": 0.0075 }, { "time": "14:09", "open": 73.15, "high": 73.15, "low": 73.01, "close": 73.01, "amount_yi": 0.0094 }, { "time": "14:10", "open": 73.01, "high": 73.01, "low": 73.01, "close": 73.01, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.01, "ts": "2026-06-29T14:10:28", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 73.03, "ask1": 73.1, "bid_qty1": 1, "ask_qty1": 14 }, "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": "2026-06-29T14:10:31", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.02, "max_chase_pct": 1.5, "base_exec_high": 58.16, "dynamic_exec_high": null, "entry_zone_low": 56.44, "entry_zone_high": 58.16, "entry_risk_pct": 3.8907, "intraday_vwap": 57.0981, "price_vs_vwap_pct": 1.2818, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0126, "prev_amount_yi": 0.0607, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 57.87, "high": 57.88, "low": 57.87, "close": 57.88, "amount_yi": 0.0032 }, { "time": "14:09", "open": 57.88, "high": 57.88, "low": 57.83, "close": 57.83, "amount_yi": 0.0048 }, { "time": "14:10", "open": 57.83, "high": 57.83, "low": 57.83, "close": 57.83, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.83, "ts": "2026-06-29T14:10:29", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.82, "ask1": 57.83, "bid_qty1": 18, "ask_qty1": 6 }, "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": "2026-06-29T14:10:31", "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": 4.9089, "price_vs_vwap_pct": 0.8373, "energy_floor_hint_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": 0.0493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0202 }, { "time": "14:09", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0081 }, { "time": "14:10", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": "2026-06-29T14:10:28", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 16214, "ask_qty1": 25842 }, "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": "2026-06-29T14:10:31", "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": 15.9745, "price_vs_vwap_pct": -0.7794, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0798, "prev_amount_yi": 0.0706, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 15.8, "high": 15.8, "low": 15.79, "close": 15.79, "amount_yi": 0.014 }, { "time": "14:09", "open": 15.83, "high": 15.83, "low": 15.81, "close": 15.81, "amount_yi": 0.0243 }, { "time": "14:10", "open": 15.85, "high": 15.85, "low": 15.85, "close": 15.85, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.85, "ts": "2026-06-29T14:10:29", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.85, "ask1": 15.86, "bid_qty1": 110, "ask_qty1": 86 }, "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": "2026-06-29T14:10:31", "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": 2.9345, "price_vs_vwap_pct": -0.4941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0438, "prev_amount_yi": 0.0688, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0037 }, { "time": "14:09", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.01 }, { "time": "14:10", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:28", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 33598, "ask_qty1": 251 }, "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": "2026-06-29T14:10:31", "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": 192.6371, "price_vs_vwap_pct": -0.9225, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0937, "prev_amount_yi": 0.1696, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 190.96, "high": 190.96, "low": 190.65, "close": 190.65, "amount_yi": 0.0282 }, { "time": "14:09", "open": 190.62, "high": 190.62, "low": 190.62, "close": 190.62, "amount_yi": 0.0137 }, { "time": "14:10", "open": 190.86, "high": 190.86, "low": 190.86, "close": 190.86, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 190.86, "ts": "2026-06-29T14:10:27", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 190.65, "ask1": 190.86, "bid_qty1": 41, "ask_qty1": 26 }, "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": "2026-06-29T14:10:31", "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": 21.3734, "price_vs_vwap_pct": -1.9342, "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": 0.6369, "prev_amount_yi": 0.8861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 20.88, "high": 20.89, "low": 20.88, "close": 20.89, "amount_yi": 0.1072 }, { "time": "14:09", "open": 20.94, "high": 20.94, "low": 20.94, "close": 20.94, "amount_yi": 0.1384 }, { "time": "14:10", "open": 20.96, "high": 20.96, "low": 20.96, "close": 20.96, "amount_yi": 0.0485 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.96, "ts": "2026-06-29T14:10:31", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.96, "ask1": 20.98, "bid_qty1": 85, "ask_qty1": 105 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM", "symbol": "SHSE.688082", "name": "盛美上海", "side": "BUY", "priority": "W90", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 427.99, "exec_low": 434.41, "exec_high": 434.41, "invalid_price": 415.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2859, "prev_amount_yi": 0.2758, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 433.35, "high": 433.77, "low": 433.35, "close": 433.77, "amount_yi": 0.087 }, { "time": "14:09", "open": 435.04, "high": 437.01, "low": 435.04, "close": 437.01, "amount_yi": 0.0737 }, { "time": "14:10", "open": 435.91, "high": 435.91, "low": 435.91, "close": 435.91, "amount_yi": 0.0193 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 435.91, "ts": "2026-06-29T14:10:29", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 435.92, "ask1": 437.01, "bid_qty1": 3, "ask_qty1": 7 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 18.07, "exec_low": 18.34, "exec_high": 18.34, "invalid_price": 17.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 17.9042, "price_vs_vwap_pct": 0.5909, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0762, "prev_amount_yi": 0.0472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6144, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 18.01, "high": 18.02, "low": 18.01, "close": 18.02, "amount_yi": 0.0154 }, { "time": "14:09", "open": 18.02, "high": 18.02, "low": 18.01, "close": 18.01, "amount_yi": 0.0077 }, { "time": "14:10", "open": 18.01, "high": 18.01, "low": 18.01, "close": 18.01, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.01, "ts": "2026-06-29T14:10:30", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.01, "ask1": 18.02, "bid_qty1": 484, "ask_qty1": 385 }, "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": "2026-06-29T14:10:31", "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": 5.8806, "price_vs_vwap_pct": 0.67, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0265, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0042 }, { "time": "14:09", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0047 }, { "time": "14:10", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.91, "ask1": 5.92, "bid_qty1": 1426, "ask_qty1": 3221 }, "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": "2026-06-29T14:10:31", "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": 8.7625, "price_vs_vwap_pct": 0.7703, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0481, "prev_amount_yi": 0.1241, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3876, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0092 }, { "time": "14:09", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0107 }, { "time": "14:10", "open": 8.83, "high": 8.83, "low": 8.83, "close": 8.83, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:28", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.83, "ask1": 8.84, "bid_qty1": 2041, "ask_qty1": 5625 }, "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": "2026-06-29T14:10:31", "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": 7.7972, "price_vs_vwap_pct": 0.0359, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0321, "prev_amount_yi": 0.0476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6744, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0043 }, { "time": "14:09", "open": 7.81, "high": 7.81, "low": 7.8, "close": 7.8, "amount_yi": 0.0085 }, { "time": "14:10", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.8, "ts": "2026-06-29T14:10:27", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.8, "ask1": 7.81, "bid_qty1": 1346, "ask_qty1": 1427 }, "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": "2026-06-29T14:10:31", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 158.61, "max_chase_pct": 1.5, "base_exec_high": 156.3, "dynamic_exec_high": null, "entry_zone_low": 151.68, "entry_zone_high": 156.3, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1492, "prev_amount_yi": 0.3387, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 142.19, "high": 142.35, "low": 142.19, "close": 142.35, "amount_yi": 0.0301 }, { "time": "14:09", "open": 142.55, "high": 142.55, "low": 142.53, "close": 142.53, "amount_yi": 0.0361 }, { "time": "14:10", "open": 142.72, "high": 142.72, "low": 142.72, "close": 142.72, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.72, "ts": "2026-06-29T14:10:29", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.65, "ask1": 142.72, "bid_qty1": 4, "ask_qty1": 69 }, "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": "2026-06-29T14:10:31", "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": 52.9113, "price_vs_vwap_pct": -2.3271, "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": 0.7101, "prev_amount_yi": 1.1483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6184, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 51.65, "high": 51.68, "low": 51.65, "close": 51.68, "amount_yi": 0.1768 }, { "time": "14:09", "open": 51.69, "high": 51.69, "low": 51.68, "close": 51.68, "amount_yi": 0.1409 }, { "time": "14:10", "open": 51.68, "high": 51.68, "low": 51.68, "close": 51.68, "amount_yi": 0.0726 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.68, "ts": "2026-06-29T14:10:30", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.68, "ask1": 51.69, "bid_qty1": 169, "ask_qty1": 232 }, "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": "2026-06-29T14:10:31", "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": 9.743, "price_vs_vwap_pct": 0.3798, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1752, "prev_amount_yi": 0.1156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0113 }, { "time": "14:09", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0298 }, { "time": "14:10", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.78, "ask1": 9.79, "bid_qty1": 1744, "ask_qty1": 4655 }, "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": "2026-06-29T14:10:31", "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": 42.1205, "price_vs_vwap_pct": 2.3492, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0331, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.6374, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 43.15, "high": 43.16, "low": 43.15, "close": 43.16, "amount_yi": 0.0177 }, { "time": "14:09", "open": 43.14, "high": 43.14, "low": 43.11, "close": 43.11, "amount_yi": 0.0082 }, { "time": "14:10", "open": 43.11, "high": 43.11, "low": 43.11, "close": 43.11, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": "2026-06-29T14:10:24", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.07, "ask1": 43.11, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-29T14:10:31", "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": 4.6876, "price_vs_vwap_pct": 0.4779, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0428, "prev_amount_yi": 0.0626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0105 }, { "time": "14:09", "open": 4.72, "high": 4.72, "low": 4.71, "close": 4.71, "amount_yi": 0.0213 }, { "time": "14:10", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.71, "ask1": 4.72, "bid_qty1": 15796, "ask_qty1": 350 }, "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": "2026-06-29T14:10:31", "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": 11.0077, "price_vs_vwap_pct": 0.3843, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1872, "prev_amount_yi": 0.3058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6122, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 11.07, "high": 11.07, "low": 11.06, "close": 11.06, "amount_yi": 0.0387 }, { "time": "14:09", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0638 }, { "time": "14:10", "open": 11.05, "high": 11.05, "low": 11.05, "close": 11.05, "amount_yi": 0.0258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.05, "ts": "2026-06-29T14:10:30", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.05, "ask1": 11.06, "bid_qty1": 1295, "ask_qty1": 3859 }, "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": 43.58, "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": "2026-06-29T14:10:31", "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": 4.4506, "intraday_vwap": 43.4821, "price_vs_vwap_pct": 0.1562, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0769, "prev_amount_yi": 0.071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 43.63, "high": 43.63, "low": 43.63, "close": 43.63, "amount_yi": 0.0135 }, { "time": "14:09", "open": 43.61, "high": 43.61, "low": 43.6, "close": 43.6, "amount_yi": 0.0124 }, { "time": "14:10", "open": 43.55, "high": 43.55, "low": 43.55, "close": 43.55, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 43.55, "ts": "2026-06-29T14:10:30", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.55, "ask1": 43.59, "bid_qty1": 9, "ask_qty1": 26 }, "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": "2026-06-29T14:10:31", "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": 6.2871, "price_vs_vwap_pct": 0.8414, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0499, "prev_amount_yi": 0.0401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0098 }, { "time": "14:09", "open": 6.34, "high": 6.34, "low": 6.34, "close": 6.34, "amount_yi": 0.0275 }, { "time": "14:10", "open": 6.34, "high": 6.34, "low": 6.34, "close": 6.34, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.34, "ts": "2026-06-29T14:10:30", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.34, "ask1": 6.35, "bid_qty1": 1290, "ask_qty1": 1566 }, "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": "2026-06-29T14:10:31", "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": 5.8923, "price_vs_vwap_pct": 0.4701, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0123, "prev_amount_yi": 0.0248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0027 }, { "time": "14:09", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.0019 }, { "time": "14:10", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:30", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.92, "ask1": 5.93, "bid_qty1": 764, "ask_qty1": 618 }, "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": "2026-06-29T14:10:31", "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": 5.7385, "price_vs_vwap_pct": 0.8974, "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": 0.2516, "prev_amount_yi": 0.302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0641 }, { "time": "14:09", "open": 5.79, "high": 5.79, "low": 5.78, "close": 5.78, "amount_yi": 0.0742 }, { "time": "14:10", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:29", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 14832, "ask_qty1": 31057 }, "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": "2026-06-29T14:10:31", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1995, "prev_amount_yi": 0.3469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 117.16, "high": 117.24, "low": 117.16, "close": 117.24, "amount_yi": 0.0312 }, { "time": "14:09", "open": 117.55, "high": 117.58, "low": 117.55, "close": 117.58, "amount_yi": 0.0756 }, { "time": "14:10", "open": 117.55, "high": 117.55, "low": 117.55, "close": 117.55, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.55, "ts": "2026-06-29T14:10:30", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 117.55, "ask1": 117.58, "bid_qty1": 10, "ask_qty1": 12 }, "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": "2026-06-29T14:10:31", "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": 7.1698, "price_vs_vwap_pct": 0.4212, "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": 0.4048, "prev_amount_yi": 0.4038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 7.19, "high": 7.19, "low": 7.19, "close": 7.19, "amount_yi": 0.0462 }, { "time": "14:09", "open": 7.2, "high": 7.2, "low": 7.19, "close": 7.19, "amount_yi": 0.0218 }, { "time": "14:10", "open": 7.2, "high": 7.2, "low": 7.2, "close": 7.2, "amount_yi": 0.2781 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.2, "ts": "2026-06-29T14:10:29", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.2, "ask1": 7.21, "bid_qty1": 954, "ask_qty1": 14370 }, "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": "2026-06-29T14:10:31", "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": 36.1599, "price_vs_vwap_pct": 0.5534, "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": 0.4472, "prev_amount_yi": 0.6715, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.666, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 36.41, "high": 36.41, "low": 36.4, "close": 36.4, "amount_yi": 0.1012 }, { "time": "14:09", "open": 36.36, "high": 36.36, "low": 36.36, "close": 36.36, "amount_yi": 0.1453 }, { "time": "14:10", "open": 36.36, "high": 36.36, "low": 36.36, "close": 36.36, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.36, "ts": "2026-06-29T14:10:28", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.36, "ask1": 36.37, "bid_qty1": 214, "ask_qty1": 196 }, "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": "2026-06-29T14:10:31", "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": 0.1712, "prev_amount_yi": 0.0818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 112.55, "high": 112.55, "low": 112.54, "close": 112.54, "amount_yi": 0.0272 }, { "time": "14:09", "open": 112.2, "high": 112.42, "low": 112.2, "close": 112.42, "amount_yi": 0.055 }, { "time": "14:10", "open": 112.42, "high": 112.42, "low": 112.42, "close": 112.42, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.42, "ts": "2026-06-29T14:10:29", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.42, "ask1": 112.48, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:10:31", "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": 8.4762, "price_vs_vwap_pct": -3.1406, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0342, "prev_amount_yi": 0.0636, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 8.19, "high": 8.2, "low": 8.19, "close": 8.2, "amount_yi": 0.0078 }, { "time": "14:09", "open": 8.2, "high": 8.21, "low": 8.2, "close": 8.21, "amount_yi": 0.0063 }, { "time": "14:10", "open": 8.21, "high": 8.21, "low": 8.21, "close": 8.21, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.21, "ts": "2026-06-29T14:10:30", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.2, "ask1": 8.21, "bid_qty1": 283, "ask_qty1": 7 }, "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": "2026-06-29T14:10:31", "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": 791.4346, "price_vs_vwap_pct": 2.4721, "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": 3.9504, "prev_amount_yi": 6.4825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 810.0, "high": 810.6, "low": 810.0, "close": 810.6, "amount_yi": 0.8872 }, { "time": "14:09", "open": 810.97, "high": 810.97, "low": 810.96, "close": 810.96, "amount_yi": 1.1073 }, { "time": "14:10", "open": 811.0, "high": 811.0, "low": 811.0, "close": 811.0, "amount_yi": 0.2522 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:10:29", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 810.96, "ask1": 811.0, "bid_qty1": 36, "ask_qty1": 14 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM", "symbol": "SHSE.600690", "name": "海尔智家", "side": "BUY", "priority": "W111", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 19.9, "exec_low": 20.2, "exec_high": 20.2, "invalid_price": 19.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 20.5, "max_chase_pct": 1.5, "base_exec_high": 20.2, "dynamic_exec_high": null, "entry_zone_low": 19.6, "entry_zone_high": 20.2, "entry_risk_pct": null, "intraday_vwap": 20.2791, "price_vs_vwap_pct": 0.6455, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1599, "prev_amount_yi": 0.095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 20.37, "high": 20.37, "low": 20.37, "close": 20.37, "amount_yi": 0.031 }, { "time": "14:09", "open": 20.38, "high": 20.38, "low": 20.38, "close": 20.38, "amount_yi": 0.0198 }, { "time": "14:10", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.41, "ts": "2026-06-29T14:10:29", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.4, "ask1": 20.41, "bid_qty1": 632, "ask_qty1": 56 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603226:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603226:VWAP_RECLAIM", "symbol": "SHSE.603226", "name": "菲林格尔", "side": "BUY", "priority": "W112", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 53.85, "exec_low": 54.66, "exec_high": 54.66, "invalid_price": 52.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 48.8553, "price_vs_vwap_pct": 0.6237, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0138, "prev_amount_yi": 0.042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 49.31, "high": 49.31, "low": 49.08, "close": 49.08, "amount_yi": 0.002 }, { "time": "14:09", "open": 49.47, "high": 49.47, "low": 49.42, "close": 49.42, "amount_yi": 0.0027 }, { "time": "14:10", "open": 49.16, "high": 49.16, "low": 49.16, "close": 49.16, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.16, "ts": "2026-06-29T14:10:28", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 49.15, "ask1": 49.16, "bid_qty1": 1, "ask_qty1": 31 }, "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": "2026-06-29T14:10:31", "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": 3.5946, "intraday_vwap": 22.7293, "price_vs_vwap_pct": 1.5869, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0103, "prev_amount_yi": 0.0137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7518, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0015 }, { "time": "14:09", "open": 23.07, "high": 23.08, "low": 23.07, "close": 23.08, "amount_yi": 0.0025 }, { "time": "14:10", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.48, "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": 23.09, "ts": "2026-06-29T14:10:26", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.08, "ask1": 23.09, "bid_qty1": 10, "ask_qty1": 3 }, "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": "2026-06-29T14:10:31", "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": 33.6242, "price_vs_vwap_pct": 1.1176, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0208, "prev_amount_yi": 0.0239, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 34.12, "high": 34.14, "low": 34.12, "close": 34.14, "amount_yi": 0.0025 }, { "time": "14:09", "open": 34.12, "high": 34.12, "low": 34.0, "close": 34.0, "amount_yi": 0.0137 }, { "time": "14:10", "open": 34.0, "high": 34.0, "low": 34.0, "close": 34.0, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.0, "ts": "2026-06-29T14:10:28", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.01, "ask1": 34.05, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM", "symbol": "SHSE.601288", "name": "农业银行", "side": "BUY", "priority": "W115", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.31, "exec_low": 6.4, "exec_high": 6.4, "invalid_price": 6.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:10:31", "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": 6.1594, "price_vs_vwap_pct": 0.9839, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1336, "prev_amount_yi": 0.4319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3093, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 6.22, "high": 6.22, "low": 6.21, "close": 6.21, "amount_yi": 0.0295 }, { "time": "14:09", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0316 }, { "time": "14:10", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.22, "ts": "2026-06-29T14:10:30", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.21, "ask1": 6.22, "bid_qty1": 20867, "ask_qty1": 32031 }, "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": "2026-06-29T14:10:31", "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": 20.3892, "price_vs_vwap_pct": 1.7205, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0368, "prev_amount_yi": 0.0297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 20.72, "high": 20.74, "low": 20.72, "close": 20.74, "amount_yi": 0.0182 }, { "time": "14:09", "open": 20.74, "high": 20.75, "low": 20.74, "close": 20.75, "amount_yi": 0.0053 }, { "time": "14:10", "open": 20.74, "high": 20.74, "low": 20.74, "close": 20.74, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.74, "ts": "2026-06-29T14:10:31", "prev_close": 20.68, "open": 20.47, "high": 20.78, "low": 19.85, "bid1": 20.74, "ask1": 20.75, "bid_qty1": 14, "ask_qty1": 16 }, "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": "2026-06-29T14:10:31", "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": 16.6951, "price_vs_vwap_pct": 0.808, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2296, "prev_amount_yi": 0.2327, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.1173 }, { "time": "14:09", "open": 16.84, "high": 16.84, "low": 16.83, "close": 16.83, "amount_yi": 0.0429 }, { "time": "14:10", "open": 16.83, "high": 16.83, "low": 16.83, "close": 16.83, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.83, "ts": "2026-06-29T14:10:30", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.83, "ask1": 16.84, "bid_qty1": 3216, "ask_qty1": 1898 }, "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": "2026-06-29T14:10:31", "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": 4.9205, "price_vs_vwap_pct": 0.3963, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0354, "prev_amount_yi": 0.0389, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.91, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:08", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0104 }, { "time": "14:09", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.01 }, { "time": "14:10", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.94, "ts": "2026-06-29T14:10:29", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.94, "ask1": 4.95, "bid_qty1": 10668, "ask_qty1": 39018 }, "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": "2026-06-29T14:10:31", "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": 22.7543, "price_vs_vwap_pct": 0.9919, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.023, "prev_amount_yi": 0.0278, "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": "14:06", "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 }, { "time": "14:08", "open": 22.98, "high": 22.99, "low": 22.98, "close": 22.99, "amount_yi": 0.0062 }, { "time": "14:09", "open": 22.99, "high": 22.99, "low": 22.98, "close": 22.98, "amount_yi": 0.0037 }, { "time": "14:10", "open": 22.98, "high": 22.98, "low": 22.98, "close": 22.98, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 864.97, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.98, "ts": "2026-06-29T14:10:29", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.97, "ask1": 22.98, "bid_qty1": 2, "ask_qty1": 35 }, "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": 536812.0, "total_value": 1081305.0, "unrealized_pnl": 89999.99999999997, "unrealized_pnl_pct_of_initial": 8.999999999999996, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 81305.0, "total_pnl_pct": 8.130499999999996 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 100.1, "market_value": 240240.0, "unrealized_pnl": 47519.99999999999, "unrealized_pnl_pct": 24.65753424657533, "updated_at": "2026-06-29T14:10:31", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.21759817997697 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.38, "market_value": 227484.0, "unrealized_pnl": 32111.99999999998, "unrealized_pnl_pct": 16.436336834346776, "updated_at": "2026-06-29T14:10:31", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.037912522368803 }, { "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": "2026-06-29T14:10:31", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.389316612796575 } ], "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 } }