{ "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": "after_14:30_no_new_upgrade,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": 0.5489, "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": 0.8072, "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": 34.856020237117896, "above_vwap": true, "amount": 3276133341.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.776457482361693, "last": 61.28, "vwap": 56.22200633859812, "above_vwap": true, "amount": 2479992055.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.389656938044038, "last": 88.58, "vwap": 87.56855915392511, "above_vwap": true, "amount": 11014031853.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.876075731497426, "last": 39.0, "vwap": 37.54245696300445, "above_vwap": true, "amount": 9517579093.0 }, { "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": 18.597440228360533, "above_vwap": true, "amount": 322498211.0 }, { "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": 41.49520347692322, "above_vwap": true, "amount": 895561930.0 }, { "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": 202.43577411302317, "above_vwap": true, "amount": 8385213661.0 }, { "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": 160.2943953940225, "above_vwap": true, "amount": 1682994975.0 }, { "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": 57.44929041698996, "above_vwap": true, "amount": 13630688656.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.99360477510125, "last": 515.98, "vwap": 494.80057225407575, "above_vwap": true, "amount": 2898659020.0 }, { "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": 9.773426906675816, "above_vwap": true, "amount": 797589823.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.956942949407965, "last": 102.15, "vwap": 100.28394029931702, "above_vwap": true, "amount": 4437303620.0 } ] }, "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": 0.5489, "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": 0.8072, "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": 34.856020237117896, "above_vwap": true, "amount": 3276133341.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.776457482361693, "last": 61.28, "vwap": 56.22200633859812, "above_vwap": true, "amount": 2479992055.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.389656938044038, "last": 88.58, "vwap": 87.56855915392511, "above_vwap": true, "amount": 11014031853.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.876075731497426, "last": 39.0, "vwap": 37.54245696300445, "above_vwap": true, "amount": 9517579093.0 }, { "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": 18.597440228360533, "above_vwap": true, "amount": 322498211.0 }, { "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": 41.49520347692322, "above_vwap": true, "amount": 895561930.0 }, { "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": 202.43577411302317, "above_vwap": true, "amount": 8385213661.0 }, { "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": 160.2943953940225, "above_vwap": true, "amount": 1682994975.0 }, { "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": 57.44929041698996, "above_vwap": true, "amount": 13630688656.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.99360477510125, "last": 515.98, "vwap": 494.80057225407575, "above_vwap": true, "amount": 2898659020.0 }, { "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": 9.773426906675816, "above_vwap": true, "amount": 797589823.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.956942949407965, "last": 102.15, "vwap": 100.28394029931702, "above_vwap": true, "amount": 4437303620.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,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": 0.5489, "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": 0.8072, "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": 34.856020237117896, "above_vwap": true, "amount": 3276133341.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.776457482361693, "last": 61.28, "vwap": 56.22200633859812, "above_vwap": true, "amount": 2479992055.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.389656938044038, "last": 88.58, "vwap": 87.56855915392511, "above_vwap": true, "amount": 11014031853.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.876075731497426, "last": 39.0, "vwap": 37.54245696300445, "above_vwap": true, "amount": 9517579093.0 }, { "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": 18.597440228360533, "above_vwap": true, "amount": 322498211.0 }, { "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": 41.49520347692322, "above_vwap": true, "amount": 895561930.0 }, { "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": 202.43577411302317, "above_vwap": true, "amount": 8385213661.0 }, { "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": 160.2943953940225, "above_vwap": true, "amount": 1682994975.0 }, { "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": 57.44929041698996, "above_vwap": true, "amount": 13630688656.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.99360477510125, "last": 515.98, "vwap": 494.80057225407575, "above_vwap": true, "amount": 2898659020.0 }, { "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": 9.773426906675816, "above_vwap": true, "amount": 797589823.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.956942949407965, "last": 102.15, "vwap": 100.28394029931702, "above_vwap": true, "amount": 4437303620.0 } ] }, "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": 0.5489, "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": 0.8072, "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": 34.856020237117896, "above_vwap": true, "amount": 3276133341.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.776457482361693, "last": 61.28, "vwap": 56.22200633859812, "above_vwap": true, "amount": 2479992055.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.389656938044038, "last": 88.58, "vwap": 87.56855915392511, "above_vwap": true, "amount": 11014031853.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.876075731497426, "last": 39.0, "vwap": 37.54245696300445, "above_vwap": true, "amount": 9517579093.0 }, { "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": 18.597440228360533, "above_vwap": true, "amount": 322498211.0 }, { "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": 41.49520347692322, "above_vwap": true, "amount": 895561930.0 }, { "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": 202.43577411302317, "above_vwap": true, "amount": 8385213661.0 }, { "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": 160.2943953940225, "above_vwap": true, "amount": 1682994975.0 }, { "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": 57.44929041698996, "above_vwap": true, "amount": 13630688656.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.99360477510125, "last": 515.98, "vwap": 494.80057225407575, "above_vwap": true, "amount": 2898659020.0 }, { "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": 9.773426906675816, "above_vwap": true, "amount": 797589823.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.956942949407965, "last": 102.15, "vwap": 100.28394029931702, "above_vwap": true, "amount": 4437303620.0 } ] }, "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": "2026-06-29T14:32:05", "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": "2026-06-29T14:32:05", "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": 0.0175, "prev_amount_yi": 0.0059, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0163 }, { "time": "14:31", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0007 }, { "time": "14:32", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:02", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 43656, "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": "2026-06-29T14:32:05", "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": 100.2839, "price_vs_vwap_pct": 1.8608, "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": 0.2305, "prev_amount_yi": 0.2403, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9592, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:30", "open": 101.81, "high": 101.81, "low": 101.81, "close": 101.81, "amount_yi": 0.0691 }, { "time": "14:31", "open": 101.77, "high": 101.97, "low": 101.77, "close": 101.97, "amount_yi": 0.0744 }, { "time": "14:32", "open": 102.15, "high": 102.15, "low": 102.15, "close": 102.15, "amount_yi": 0.087 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.15, "ts": "2026-06-29T14:32:00", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.15, "ask1": 102.16, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH", "symbol": "SZSE.300749", "name": "顶固集创", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 28.42, "exec_low": 28.42, "exec_high": 29.27, "invalid_price": 27.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 27.6398, "price_vs_vwap_pct": -2.0253, "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": 0.032, "prev_amount_yi": 0.0472, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.678, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:30", "open": 27.18, "high": 27.18, "low": 27.18, "close": 27.18, "amount_yi": 0.0109 }, { "time": "14:31", "open": 27.15, "high": 27.15, "low": 27.11, "close": 27.11, "amount_yi": 0.0147 }, { "time": "14:32", "open": 27.08, "high": 27.08, "low": 27.08, "close": 27.08, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.08, "ts": "2026-06-29T14:32:00", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.07, "ask1": 27.12, "bid_qty1": 9, "ask_qty1": 4 }, "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": "2026-06-29T14:32:05", "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": 11.3207, "price_vs_vwap_pct": -2.8329, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2479, "prev_amount_yi": 0.1523, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:30", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.1197 }, { "time": "14:31", "open": 11.01, "high": 11.01, "low": 10.99, "close": 10.99, "amount_yi": 0.0851 }, { "time": "14:32", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.0431 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.0, "ts": "2026-06-29T14:32:00", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 10.99, "ask1": 11.0, "bid_qty1": 201, "ask_qty1": 153 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH", "symbol": "SHSE.688392", "name": "骄成超声", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 208.35, "exec_low": 208.35, "exec_high": 214.6, "invalid_price": 202.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": 5.6974, "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": 0.053, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9779, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:30", "open": 214.36, "high": 214.36, "low": 214.36, "close": 214.36, "amount_yi": 0.0162 }, { "time": "14:31", "open": 214.0, "high": 214.0, "low": 214.0, "close": 214.0, "amount_yi": 0.0114 }, { "time": "14:32", "open": 214.31, "high": 214.31, "low": 214.31, "close": 214.31, "amount_yi": 0.0254 } ] }, "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": 214.31, "ts": "2026-06-29T14:32:02", "prev_close": 201.99, "open": 195.0, "high": 221.96, "low": 183.0, "bid1": 214.25, "ask1": 214.31, "bid_qty1": 133, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 14.38, "exec_low": 14.38, "exec_high": 14.81, "invalid_price": 13.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 14.1022, "price_vs_vwap_pct": -1.292, "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": 0.0816, "prev_amount_yi": 0.0313, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.607, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 13.93, "high": 13.93, "low": 13.93, "close": 13.93, "amount_yi": 0.0175 }, { "time": "14:31", "open": 13.91, "high": 13.92, "low": 13.91, "close": 13.92, "amount_yi": 0.0515 }, { "time": "14:32", "open": 13.92, "high": 13.92, "low": 13.92, "close": 13.92, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.92, "ts": "2026-06-29T14:32:01", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.91, "ask1": 13.92, "bid_qty1": 130, "ask_qty1": 126 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM", "symbol": "SZSE.002119", "name": "康强电子", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 37.02, "exec_low": 37.02, "exec_high": 38.13, "invalid_price": 35.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 38.13, "max_chase_pct": 3.0, "base_exec_high": 38.13, "dynamic_exec_high": null, "entry_zone_low": 36.46, "entry_zone_high": 37.58, "entry_risk_pct": null, "intraday_vwap": 35.8531, "price_vs_vwap_pct": -0.6502, "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": 0.4387, "prev_amount_yi": 0.504, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 35.49, "high": 35.49, "low": 35.49, "close": 35.49, "amount_yi": 0.1871 }, { "time": "14:31", "open": 35.61, "high": 35.61, "low": 35.6, "close": 35.6, "amount_yi": 0.1803 }, { "time": "14:32", "open": 35.62, "high": 35.62, "low": 35.62, "close": 35.62, "amount_yi": 0.0713 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.62, "ts": "2026-06-29T14:32:00", "prev_close": 37.02, "open": 37.93, "high": 39.48, "low": 33.32, "bid1": 35.61, "ask1": 35.63, "bid_qty1": 401, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM", "symbol": "SZSE.000823", "name": "超声电子", "side": "BUY", "priority": "P7", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 28.46, "exec_low": 28.46, "exec_high": 29.31, "invalid_price": 27.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 26.928, "price_vs_vwap_pct": -4.8945, "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": 0.0184, "prev_amount_yi": 0.018, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0222, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.007 }, { "time": "14:31", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0076 }, { "time": "14:32", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:03", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 18842 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM", "symbol": "SZSE.002559", "name": "亚威股份", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 12.31, "exec_low": 12.31, "exec_high": 12.68, "invalid_price": 11.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 12.68, "max_chase_pct": 3.0, "base_exec_high": 12.68, "dynamic_exec_high": null, "entry_zone_low": 12.13, "entry_zone_high": 12.49, "entry_risk_pct": null, "intraday_vwap": 12.5542, "price_vs_vwap_pct": 4.6662, "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": 0.2308, "prev_amount_yi": 1.2709, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1816, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 13.11, "high": 13.11, "low": 13.11, "close": 13.11, "amount_yi": 0.1101 }, { "time": "14:31", "open": 13.12, "high": 13.12, "low": 13.12, "close": 13.12, "amount_yi": 0.0879 }, { "time": "14:32", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.0328 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.14, "ts": "2026-06-29T14:32:00", "prev_close": 12.31, "open": 12.5, "high": 13.54, "low": 11.88, "bid1": 13.12, "ask1": 13.14, "bid_qty1": 224, "ask_qty1": 751 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "P9", "status": "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": "2026-06-29T14:32:05", "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": 31.0212, "price_vs_vwap_pct": 1.8013, "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": 0.4531, "prev_amount_yi": 0.4968, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 31.34, "high": 31.34, "low": 31.34, "close": 31.34, "amount_yi": 0.306 }, { "time": "14:31", "open": 31.35, "high": 31.39, "low": 31.35, "close": 31.39, "amount_yi": 0.0988 }, { "time": "14:32", "open": 31.58, "high": 31.58, "low": 31.58, "close": 31.58, "amount_yi": 0.0483 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.58, "ts": "2026-06-29T14:32:01", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 31.55, "ask1": 31.59, "bid_qty1": 332, "ask_qty1": 45 }, "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": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 227.51, "max_chase_pct": 3.0, "base_exec_high": 227.51, "dynamic_exec_high": null, "entry_zone_low": 217.57, "entry_zone_high": 224.19, "entry_risk_pct": null, "intraday_vwap": 221.2084, "price_vs_vwap_pct": -1.3193, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2468, "prev_amount_yi": 0.1882, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3114, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 217.79, "high": 217.79, "low": 217.79, "close": 217.79, "amount_yi": 0.0817 }, { "time": "14:31", "open": 217.52, "high": 218.14, "low": 217.52, "close": 218.14, "amount_yi": 0.1372 }, { "time": "14:32", "open": 218.29, "high": 218.29, "low": 218.29, "close": 218.29, "amount_yi": 0.0279 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.29, "ts": "2026-06-29T14:32:00", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 218.29, "ask1": 218.37, "bid_qty1": 0, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": null, "intraday_vwap": 59.0221, "price_vs_vwap_pct": -4.6459, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2517, "prev_amount_yi": 0.234, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0756, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 56.16, "high": 56.16, "low": 56.16, "close": 56.16, "amount_yi": 0.1485 }, { "time": "14:31", "open": 56.16, "high": 56.27, "low": 56.16, "close": 56.27, "amount_yi": 0.0805 }, { "time": "14:32", "open": 56.28, "high": 56.28, "low": 56.28, "close": 56.28, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.28, "ts": "2026-06-29T14:32:00", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.28, "ask1": 56.29, "bid_qty1": 5, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 92.352, "price_vs_vwap_pct": 1.9144, "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": 0.3037, "prev_amount_yi": 0.4382, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6931, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:30", "open": 93.83, "high": 93.83, "low": 93.83, "close": 93.83, "amount_yi": 0.1701 }, { "time": "14:31", "open": 93.87, "high": 94.02, "low": 93.87, "close": 94.02, "amount_yi": 0.0911 }, { "time": "14:32", "open": 94.12, "high": 94.12, "low": 94.12, "close": 94.12, "amount_yi": 0.0425 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129826.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.12, "ts": "2026-06-29T14:32:01", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.13, "ask1": 94.14, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601133:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.601133:WATCH_CONFIRM", "symbol": "SHSE.601133", "name": "柏诚股份", "side": "BUY", "priority": "W0", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 38.28, "exec_low": 38.28, "exec_high": 38.85, "invalid_price": 37.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 41.4952, "price_vs_vwap_pct": 1.4816, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0047, "prev_amount_yi": 0.005, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.94, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0011 }, { "time": "14:29", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0001 }, { "time": "14:30", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0013 }, { "time": "14:31", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0021 }, { "time": "14:32", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 32131, "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": "2026-06-29T14:32:05", "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": 41.1559, "price_vs_vwap_pct": -3.1245, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2145, "prev_amount_yi": 0.1125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9067, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 39.83, "high": 39.87, "low": 39.83, "close": 39.87, "amount_yi": 0.0757 }, { "time": "14:29", "open": 39.91, "high": 39.91, "low": 39.91, "close": 39.91, "amount_yi": 0.0251 }, { "time": "14:30", "open": 39.92, "high": 39.92, "low": 39.92, "close": 39.92, "amount_yi": 0.0473 }, { "time": "14:31", "open": 39.87, "high": 39.92, "low": 39.87, "close": 39.92, "amount_yi": 0.057 }, { "time": "14:32", "open": 39.87, "high": 39.87, "low": 39.87, "close": 39.87, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.87, "ts": "2026-06-29T14:32:02", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 39.86, "ask1": 39.87, "bid_qty1": 40, "ask_qty1": 7 }, "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": "2026-06-29T14:32:05", "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": 29.6811, "price_vs_vwap_pct": 6.3977, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0372, "prev_amount_yi": 0.1042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 31.37, "high": 31.48, "low": 31.37, "close": 31.48, "amount_yi": 0.0104 }, { "time": "14:29", "open": 31.48, "high": 31.48, "low": 31.48, "close": 31.48, "amount_yi": 0.0043 }, { "time": "14:30", "open": 31.47, "high": 31.47, "low": 31.47, "close": 31.47, "amount_yi": 0.0089 }, { "time": "14:31", "open": 31.49, "high": 31.5, "low": 31.49, "close": 31.5, "amount_yi": 0.0087 }, { "time": "14:32", "open": 31.58, "high": 31.58, "low": 31.58, "close": 31.58, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.58, "ts": "2026-06-29T14:32:00", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.55, "ask1": 31.58, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-29T14:32:05", "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": 26.8209, "price_vs_vwap_pct": 1.1897, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0926, "prev_amount_yi": 0.0446, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 27.35, "high": 27.35, "low": 27.29, "close": 27.29, "amount_yi": 0.0327 }, { "time": "14:29", "open": 27.28, "high": 27.28, "low": 27.28, "close": 27.28, "amount_yi": 0.0068 }, { "time": "14:30", "open": 27.29, "high": 27.29, "low": 27.29, "close": 27.29, "amount_yi": 0.0174 }, { "time": "14:31", "open": 27.29, "high": 27.3, "low": 27.29, "close": 27.3, "amount_yi": 0.011 }, { "time": "14:32", "open": 27.14, "high": 27.14, "low": 27.14, "close": 27.14, "amount_yi": 0.0247 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.14, "ts": "2026-06-29T14:32:01", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.13, "ask1": 27.14, "bid_qty1": 16, "ask_qty1": 6 }, "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": "2026-06-29T14:32:05", "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": 3.2607, "price_vs_vwap_pct": -2.1682, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1545, "prev_amount_yi": 0.178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.868, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 3.17, "high": 3.17, "low": 3.16, "close": 3.16, "amount_yi": 0.0098 }, { "time": "14:29", "open": 3.17, "high": 3.17, "low": 3.17, "close": 3.17, "amount_yi": 0.0225 }, { "time": "14:30", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0435 }, { "time": "14:31", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0716 }, { "time": "14:32", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.19, "ts": "2026-06-29T14:32:03", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.18, "ask1": 3.19, "bid_qty1": 12180, "ask_qty1": 5361 }, "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": "2026-06-29T14:32:05", "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": 9.2536, "price_vs_vwap_pct": -2.4164, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5697, "prev_amount_yi": 0.3251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7524, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 9.03, "high": 9.03, "low": 9.01, "close": 9.01, "amount_yi": 0.1402 }, { "time": "14:29", "open": 9.01, "high": 9.01, "low": 9.01, "close": 9.01, "amount_yi": 0.0544 }, { "time": "14:30", "open": 9.02, "high": 9.02, "low": 9.02, "close": 9.02, "amount_yi": 0.2475 }, { "time": "14:31", "open": 9.01, "high": 9.02, "low": 9.01, "close": 9.02, "amount_yi": 0.0895 }, { "time": "14:32", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0381 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.02, "ask1": 9.03, "bid_qty1": 8, "ask_qty1": 944 }, "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": "2026-06-29T14:32:05", "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": 5.4434, "price_vs_vwap_pct": -4.8389, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.032, "prev_amount_yi": 0.0654, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4893, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:28", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0036 }, { "time": "14:29", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.005 }, { "time": "14:30", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0066 }, { "time": "14:31", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0138 }, { "time": "14:32", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.18, "ts": "2026-06-29T14:32:03", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 0.0, "ask1": 5.18, "bid_qty1": 0, "ask_qty1": 64874 }, "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": "2026-06-29T14:32:05", "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": 0.0665, "prev_amount_yi": 0.1066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6238, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 190.01, "high": 190.02, "low": 190.01, "close": 190.02, "amount_yi": 0.0129 }, { "time": "14:29", "open": 190.02, "high": 190.02, "low": 190.02, "close": 190.02, "amount_yi": 0.0088 }, { "time": "14:30", "open": 190.2, "high": 190.2, "low": 190.2, "close": 190.2, "amount_yi": 0.0086 }, { "time": "14:31", "open": 190.18, "high": 191.0, "low": 190.18, "close": 191.0, "amount_yi": 0.0296 }, { "time": "14:32", "open": 191.23, "high": 191.23, "low": 191.23, "close": 191.23, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 191.23, "ts": "2026-06-29T14:32:02", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 191.09, "ask1": 191.24, "bid_qty1": 6, "ask_qty1": 23 }, "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": "2026-06-29T14:32:05", "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": 48.2351, "price_vs_vwap_pct": -1.213, "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": 0.6956, "prev_amount_yi": 1.2238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 47.36, "high": 47.37, "low": 47.36, "close": 47.37, "amount_yi": 0.1626 }, { "time": "14:29", "open": 47.4, "high": 47.4, "low": 47.4, "close": 47.4, "amount_yi": 0.0753 }, { "time": "14:30", "open": 47.49, "high": 47.49, "low": 47.49, "close": 47.49, "amount_yi": 0.1297 }, { "time": "14:31", "open": 47.51, "high": 47.61, "low": 47.51, "close": 47.61, "amount_yi": 0.2249 }, { "time": "14:32", "open": 47.65, "high": 47.65, "low": 47.65, "close": 47.65, "amount_yi": 0.1031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.65, "ts": "2026-06-29T14:32:00", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.64, "ask1": 47.65, "bid_qty1": 10, "ask_qty1": 53 }, "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": "OBSERVE", "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": "2026-06-29T14:32:05", "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": 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": 75.1008, "price_vs_vwap_pct": -0.8266, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1741, "prev_amount_yi": 0.2789, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 74.14, "high": 74.14, "low": 74.08, "close": 74.08, "amount_yi": 0.0411 }, { "time": "14:29", "open": 74.17, "high": 74.17, "low": 74.17, "close": 74.17, "amount_yi": 0.0213 }, { "time": "14:30", "open": 74.29, "high": 74.29, "low": 74.29, "close": 74.29, "amount_yi": 0.0319 }, { "time": "14:31", "open": 74.33, "high": 74.4, "low": 74.33, "close": 74.4, "amount_yi": 0.0468 }, { "time": "14:32", "open": 74.48, "high": 74.48, "low": 74.48, "close": 74.48, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.48, "ts": "2026-06-29T14:32:03", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 74.42, "ask1": 74.47, "bid_qty1": 37, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:32:05", "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": 20.4531, "price_vs_vwap_pct": -3.8288, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0082, "prev_amount_yi": 0.0044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8636, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0007 }, { "time": "14:29", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0042 }, { "time": "14:30", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0009 }, { "time": "14:31", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0019 }, { "time": "14:32", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:03", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 42263 }, "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": "2026-06-29T14:32:05", "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": 61.7046, "price_vs_vwap_pct": 5.3406, "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": 0.7061, "prev_amount_yi": 0.8793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.803, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 64.89, "high": 64.89, "low": 64.86, "close": 64.86, "amount_yi": 0.1573 }, { "time": "14:29", "open": 64.87, "high": 64.87, "low": 64.87, "close": 64.87, "amount_yi": 0.0922 }, { "time": "14:30", "open": 64.9, "high": 64.9, "low": 64.9, "close": 64.9, "amount_yi": 0.1493 }, { "time": "14:31", "open": 64.93, "high": 64.98, "low": 64.93, "close": 64.98, "amount_yi": 0.1377 }, { "time": "14:32", "open": 65.0, "high": 65.0, "low": 65.0, "close": 65.0, "amount_yi": 0.1696 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.0, "ts": "2026-06-29T14:32:00", "prev_close": 60.76, "open": 58.98, "high": 65.0, "low": 57.6, "bid1": 64.99, "ask1": 65.0, "bid_qty1": 329, "ask_qty1": 2392 }, "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": "2026-06-29T14:32:05", "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": 59.668, "price_vs_vwap_pct": 1.2268, "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": 0.4812, "prev_amount_yi": 0.6635, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7252, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 60.01, "high": 60.19, "low": 60.01, "close": 60.19, "amount_yi": 0.1349 }, { "time": "14:29", "open": 60.06, "high": 60.06, "low": 60.06, "close": 60.06, "amount_yi": 0.0478 }, { "time": "14:30", "open": 60.19, "high": 60.19, "low": 60.19, "close": 60.19, "amount_yi": 0.0869 }, { "time": "14:31", "open": 60.3, "high": 60.45, "low": 60.3, "close": 60.45, "amount_yi": 0.1341 }, { "time": "14:32", "open": 60.4, "high": 60.4, "low": 60.4, "close": 60.4, "amount_yi": 0.0775 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.4, "ts": "2026-06-29T14:32:00", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 60.4, "ask1": 60.43, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300717:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300717:BREAK_PREV_HIGH", "symbol": "SZSE.300717", "name": "华信新材", "side": "BUY", "priority": "W13", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.76, "exec_low": 22.76, "exec_high": 23.1, "invalid_price": 22.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 20.4478, "price_vs_vwap_pct": -0.9184, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0116, "prev_amount_yi": 0.0192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 20.28, "high": 20.31, "low": 20.28, "close": 20.31, "amount_yi": 0.0007 }, { "time": "14:29", "open": 20.32, "high": 20.32, "low": 20.32, "close": 20.32, "amount_yi": 0.0011 }, { "time": "14:30", "open": 20.29, "high": 20.29, "low": 20.29, "close": 20.29, "amount_yi": 0.0038 }, { "time": "14:31", "open": 20.27, "high": 20.31, "low": 20.27, "close": 20.31, "amount_yi": 0.0024 }, { "time": "14:32", "open": 20.26, "high": 20.26, "low": 20.26, "close": 20.26, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.26, "ts": "2026-06-29T14:32:00", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.26, "ask1": 20.31, "bid_qty1": 5, "ask_qty1": 6 }, "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": "2026-06-29T14:32:05", "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": 0.2688, "prev_amount_yi": 0.6158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4365, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 366.59, "high": 366.71, "low": 366.59, "close": 366.71, "amount_yi": 0.0563 }, { "time": "14:29", "open": 366.76, "high": 366.76, "low": 366.76, "close": 366.76, "amount_yi": 0.017 }, { "time": "14:30", "open": 369.01, "high": 369.01, "low": 369.01, "close": 369.01, "amount_yi": 0.0994 }, { "time": "14:31", "open": 369.78, "high": 369.91, "low": 369.78, "close": 369.91, "amount_yi": 0.0779 }, { "time": "14:32", "open": 369.99, "high": 369.99, "low": 369.99, "close": 369.99, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 369.99, "ts": "2026-06-29T14:32:00", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 369.99, "ask1": 370.03, "bid_qty1": 18, "ask_qty1": 18 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 366.65, "exec_low": 366.65, "exec_high": 372.15, "invalid_price": 355.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 377.65, "max_chase_pct": 1.5, "base_exec_high": 372.15, "dynamic_exec_high": null, "entry_zone_low": 361.15, "entry_zone_high": 372.15, "entry_risk_pct": 4.3952, "intraday_vwap": 366.9415, "price_vs_vwap_pct": 1.3786, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4313, "prev_amount_yi": 1.0181, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 369.05, "high": 369.05, "low": 367.5, "close": 367.5, "amount_yi": 0.4209 }, { "time": "14:29", "open": 370.0, "high": 370.0, "low": 370.0, "close": 370.0, "amount_yi": 0.2826 }, { "time": "14:30", "open": 372.5, "high": 372.5, "low": 372.5, "close": 372.5, "amount_yi": 0.2809 }, { "time": "14:31", "open": 370.99, "high": 371.16, "low": 370.99, "close": 371.16, "amount_yi": 0.3591 }, { "time": "14:32", "open": 372.0, "high": 372.0, "low": 372.0, "close": 372.0, "amount_yi": 0.0878 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 372.0, "ts": "2026-06-29T14:32:00", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 371.99, "ask1": 372.0, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH", "symbol": "SZSE.301188", "name": "力诺药包", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 77.44, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 67.1534, "price_vs_vwap_pct": -5.7978, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1076, "prev_amount_yi": 0.2123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5068, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 62.9, "high": 62.9, "low": 62.89, "close": 62.89, "amount_yi": 0.0177 }, { "time": "14:29", "open": 63.03, "high": 63.03, "low": 63.03, "close": 63.03, "amount_yi": 0.0284 }, { "time": "14:30", "open": 63.2, "high": 63.2, "low": 63.2, "close": 63.2, "amount_yi": 0.0299 }, { "time": "14:31", "open": 63.22, "high": 63.23, "low": 63.22, "close": 63.23, "amount_yi": 0.0166 }, { "time": "14:32", "open": 63.26, "high": 63.26, "low": 63.26, "close": 63.26, "amount_yi": 0.015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.26, "ts": "2026-06-29T14:32:00", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 63.25, "ask1": 63.26, "bid_qty1": 8, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:32:05", "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": 15.2856, "price_vs_vwap_pct": -1.8684, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0064, "prev_amount_yi": 0.0103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6214, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0009 }, { "time": "14:29", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0002 }, { "time": "14:30", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0017 }, { "time": "14:31", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.002 }, { "time": "14:32", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:03", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 126111 }, "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": "2026-06-29T14:32:05", "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": 271.2947, "price_vs_vwap_pct": -1.4725, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1602, "prev_amount_yi": 0.0882, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0572 }, { "time": "14:29", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0078 }, { "time": "14:30", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0238 }, { "time": "14:31", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0607 }, { "time": "14:32", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.3, "ts": "2026-06-29T14:32:01", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 1094 }, "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": "2026-06-29T14:32:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1272, "prev_amount_yi": 0.1402, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 102.72, "high": 103.52, "low": 102.72, "close": 103.52, "amount_yi": 0.0311 }, { "time": "14:29", "open": 103.54, "high": 103.54, "low": 103.54, "close": 103.54, "amount_yi": 0.0129 }, { "time": "14:30", "open": 103.54, "high": 103.54, "low": 103.54, "close": 103.54, "amount_yi": 0.037 }, { "time": "14:31", "open": 102.9, "high": 103.5, "low": 102.9, "close": 103.5, "amount_yi": 0.0352 }, { "time": "14:32", "open": 103.38, "high": 103.38, "low": 103.38, "close": 103.38, "amount_yi": 0.011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.38, "ts": "2026-06-29T14:32:03", "prev_close": 99.0, "open": 100.44, "high": 104.75, "low": 93.0, "bid1": 103.21, "ask1": 103.36, "bid_qty1": 9, "ask_qty1": 3 }, "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": "2026-06-29T14:32:05", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.99, "max_chase_pct": 1.5, "base_exec_high": 15.75, "dynamic_exec_high": null, "entry_zone_low": 15.29, "entry_zone_high": 15.75, "entry_risk_pct": 3.7724, "intraday_vwap": 15.3483, "price_vs_vwap_pct": 1.8354, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.078, "prev_amount_yi": 0.0689, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1321, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 15.67, "high": 15.67, "low": 15.66, "close": 15.66, "amount_yi": 0.0104 }, { "time": "14:29", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0052 }, { "time": "14:30", "open": 15.67, "high": 15.67, "low": 15.67, "close": 15.67, "amount_yi": 0.0121 }, { "time": "14:31", "open": 15.68, "high": 15.68, "low": 15.63, "close": 15.63, "amount_yi": 0.0389 }, { "time": "14:32", "open": 15.63, "high": 15.63, "low": 15.63, "close": 15.63, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 15.63, "ts": "2026-06-29T14:32:01", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.63, "ask1": 15.64, "bid_qty1": 10, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH", "symbol": "SHSE.605376", "name": "博迁新材", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 275.82, "exec_high": 277.06, "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": "2026-06-29T14:32:05", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": 277.06, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 4.5519, "intraday_vwap": 275.8211, "price_vs_vwap_pct": 0.0395, "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": 0.3489, "prev_amount_yi": 0.385, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 273.72, "high": 273.72, "low": 272.53, "close": 272.53, "amount_yi": 0.0938 }, { "time": "14:29", "open": 273.17, "high": 273.17, "low": 273.17, "close": 273.17, "amount_yi": 0.0407 }, { "time": "14:30", "open": 274.98, "high": 274.98, "low": 274.98, "close": 274.98, "amount_yi": 0.066 }, { "time": "14:31", "open": 274.59, "high": 275.8, "low": 274.59, "close": 275.8, "amount_yi": 0.085 }, { "time": "14:32", "open": 275.93, "high": 275.93, "low": 275.93, "close": 275.93, "amount_yi": 0.0634 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 275.93, "ts": "2026-06-29T14:32:02", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 275.87, "ask1": 275.93, "bid_qty1": 4, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W22", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.4, "exec_low": 23.4, "exec_high": 23.75, "invalid_price": 22.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 21.2949, "price_vs_vwap_pct": -3.7328, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0196, "prev_amount_yi": 0.0293, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.005 }, { "time": "14:29", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0015 }, { "time": "14:30", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0027 }, { "time": "14:31", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0093 }, { "time": "14:32", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 26658 }, "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": "2026-06-29T14:32:05", "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": 9.7734, "price_vs_vwap_pct": 0.4768, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0044, "prev_amount_yi": 0.0045, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0015 }, { "time": "14:29", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0004 }, { "time": "14:30", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.001 }, { "time": "14:31", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0012 }, { "time": "14:32", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:01", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 299942, "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": "TOUCHED", "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": "2026-06-29T14:32:05", "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": 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": 75.3602, "price_vs_vwap_pct": 3.4896, "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": 1.172, "prev_amount_yi": 2.5537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 77.9, "high": 77.9, "low": 77.51, "close": 77.51, "amount_yi": 0.4886 }, { "time": "14:29", "open": 77.41, "high": 77.41, "low": 77.41, "close": 77.41, "amount_yi": 0.1225 }, { "time": "14:30", "open": 77.44, "high": 77.44, "low": 77.44, "close": 77.44, "amount_yi": 0.2278 }, { "time": "14:31", "open": 77.77, "high": 77.89, "low": 77.77, "close": 77.89, "amount_yi": 0.2296 }, { "time": "14:32", "open": 77.99, "high": 77.99, "low": 77.99, "close": 77.99, "amount_yi": 0.1035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.99, "ts": "2026-06-29T14:32:00", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 77.98, "ask1": 77.99, "bid_qty1": 82, "ask_qty1": 344 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T14:32:05", "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": 52.8573, "price_vs_vwap_pct": 2.8429, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0636, "prev_amount_yi": 0.0571, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 54.39, "high": 54.41, "low": 54.39, "close": 54.41, "amount_yi": 0.0094 }, { "time": "14:29", "open": 54.44, "high": 54.44, "low": 54.44, "close": 54.44, "amount_yi": 0.0037 }, { "time": "14:30", "open": 54.34, "high": 54.34, "low": 54.34, "close": 54.34, "amount_yi": 0.0126 }, { "time": "14:31", "open": 54.25, "high": 54.41, "low": 54.25, "close": 54.41, "amount_yi": 0.0343 }, { "time": "14:32", "open": 54.36, "high": 54.36, "low": 54.36, "close": 54.36, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.36, "ts": "2026-06-29T14:32:02", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 54.35, "ask1": 54.36, "bid_qty1": 1, "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": "2026-06-29T14:32:05", "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": 30.2939, "price_vs_vwap_pct": -1.5974, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0062, "prev_amount_yi": 0.0108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 29.82, "high": 29.84, "low": 29.82, "close": 29.84, "amount_yi": 0.0006 }, { "time": "14:29", "open": 29.85, "high": 29.85, "low": 29.85, "close": 29.85, "amount_yi": 0.0004 }, { "time": "14:30", "open": 29.86, "high": 29.86, "low": 29.86, "close": 29.86, "amount_yi": 0.0021 }, { "time": "14:31", "open": 29.82, "high": 29.82, "low": 29.81, "close": 29.81, "amount_yi": 0.0019 }, { "time": "14:32", "open": 29.81, "high": 29.81, "low": 29.81, "close": 29.81, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.81, "ts": "2026-06-29T14:32:00", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.8, "ask1": 29.81, "bid_qty1": 35, "ask_qty1": 15 }, "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": "2026-06-29T14:32:05", "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": 934.7316, "price_vs_vwap_pct": 2.3791, "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": 0.9859, "prev_amount_yi": 1.0779, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 951.0, "high": 951.4, "low": 951.0, "close": 951.4, "amount_yi": 0.2479 }, { "time": "14:29", "open": 951.42, "high": 951.42, "low": 951.42, "close": 951.42, "amount_yi": 0.0612 }, { "time": "14:30", "open": 954.0, "high": 954.0, "low": 954.0, "close": 954.0, "amount_yi": 0.1964 }, { "time": "14:31", "open": 955.07, "high": 956.11, "low": 955.07, "close": 956.11, "amount_yi": 0.4087 }, { "time": "14:32", "open": 956.97, "high": 956.97, "low": 956.97, "close": 956.97, "amount_yi": 0.0717 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 956.97, "ts": "2026-06-29T14:32:00", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 956.97, "ask1": 956.98, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-29T14:32:05", "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": 27.7309, "price_vs_vwap_pct": 4.1077, "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": 0.7708, "prev_amount_yi": 0.8958, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8605, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 28.84, "high": 28.84, "low": 28.78, "close": 28.78, "amount_yi": 0.2341 }, { "time": "14:29", "open": 28.83, "high": 28.83, "low": 28.83, "close": 28.83, "amount_yi": 0.0502 }, { "time": "14:30", "open": 28.82, "high": 28.82, "low": 28.82, "close": 28.82, "amount_yi": 0.1801 }, { "time": "14:31", "open": 28.74, "high": 28.82, "low": 28.74, "close": 28.82, "amount_yi": 0.218 }, { "time": "14:32", "open": 28.87, "high": 28.87, "low": 28.87, "close": 28.87, "amount_yi": 0.0884 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.87, "ts": "2026-06-29T14:32:03", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.86, "ask1": 28.87, "bid_qty1": 170, "ask_qty1": 244 }, "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": "OBSERVE", "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": "2026-06-29T14:32:05", "sim_reason": "waiting_trigger", "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": 41.3497, "price_vs_vwap_pct": -0.3137, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4705, "prev_amount_yi": 0.1498, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 40.8, "high": 40.99, "low": 40.8, "close": 40.99, "amount_yi": 0.0752 }, { "time": "14:29", "open": 40.95, "high": 40.95, "low": 40.95, "close": 40.95, "amount_yi": 0.0517 }, { "time": "14:30", "open": 41.28, "high": 41.28, "low": 41.28, "close": 41.28, "amount_yi": 0.0906 }, { "time": "14:31", "open": 41.2, "high": 41.29, "low": 41.2, "close": 41.29, "amount_yi": 0.138 }, { "time": "14:32", "open": 41.22, "high": 41.22, "low": 41.22, "close": 41.22, "amount_yi": 0.115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.22, "ts": "2026-06-29T14:32:02", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 41.22, "ask1": 41.28, "bid_qty1": 25, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:32:05", "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": 0.1101, "prev_amount_yi": 0.0505, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 96.76, "high": 96.76, "low": 96.73, "close": 96.73, "amount_yi": 0.0112 }, { "time": "14:29", "open": 96.57, "high": 96.57, "low": 96.57, "close": 96.57, "amount_yi": 0.0134 }, { "time": "14:30", "open": 96.8, "high": 96.8, "low": 96.8, "close": 96.8, "amount_yi": 0.0184 }, { "time": "14:31", "open": 97.15, "high": 97.15, "low": 96.99, "close": 96.99, "amount_yi": 0.0587 }, { "time": "14:32", "open": 96.9, "high": 96.9, "low": 96.9, "close": 96.9, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.9, "ts": "2026-06-29T14:32:03", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 96.9, "ask1": 96.91, "bid_qty1": 90, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 80.3738, "price_vs_vwap_pct": -1.0125, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4379, "prev_amount_yi": 0.3268, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.34, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 79.02, "high": 79.03, "low": 79.02, "close": 79.03, "amount_yi": 0.0463 }, { "time": "14:29", "open": 79.39, "high": 79.39, "low": 79.39, "close": 79.39, "amount_yi": 0.0827 }, { "time": "14:30", "open": 79.68, "high": 79.68, "low": 79.68, "close": 79.68, "amount_yi": 0.1831 }, { "time": "14:31", "open": 79.51, "high": 79.61, "low": 79.51, "close": 79.61, "amount_yi": 0.0952 }, { "time": "14:32", "open": 79.56, "high": 79.56, "low": 79.56, "close": 79.56, "amount_yi": 0.0306 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.56, "ts": "2026-06-29T14:32:01", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.56, "ask1": 79.57, "bid_qty1": 14, "ask_qty1": 17 }, "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": "2026-06-29T14:32:05", "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": 22.9503, "price_vs_vwap_pct": -2.1799, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0153, "prev_amount_yi": 0.0149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0039 }, { "time": "14:29", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0006 }, { "time": "14:30", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0053 }, { "time": "14:31", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.002 }, { "time": "14:32", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 160199 }, "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": "2026-06-29T14:32:05", "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": 25.0142, "price_vs_vwap_pct": -2.9751, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1323, "prev_amount_yi": 0.2937, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 24.37, "high": 24.37, "low": 24.3, "close": 24.3, "amount_yi": 0.0367 }, { "time": "14:29", "open": 24.29, "high": 24.29, "low": 24.29, "close": 24.29, "amount_yi": 0.01 }, { "time": "14:30", "open": 24.3, "high": 24.3, "low": 24.3, "close": 24.3, "amount_yi": 0.0314 }, { "time": "14:31", "open": 24.29, "high": 24.29, "low": 24.27, "close": 24.27, "amount_yi": 0.0444 }, { "time": "14:32", "open": 24.27, "high": 24.27, "low": 24.27, "close": 24.27, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.27, "ts": "2026-06-29T14:32:02", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.27, "ask1": 24.28, "bid_qty1": 16, "ask_qty1": 74 }, "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": "2026-06-29T14:32:05", "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": 43.2408, "price_vs_vwap_pct": -1.0425, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1137, "prev_amount_yi": 0.1317, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8633, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 42.75, "high": 42.78, "low": 42.75, "close": 42.78, "amount_yi": 0.0304 }, { "time": "14:29", "open": 42.76, "high": 42.76, "low": 42.76, "close": 42.76, "amount_yi": 0.003 }, { "time": "14:30", "open": 42.78, "high": 42.78, "low": 42.78, "close": 42.78, "amount_yi": 0.0299 }, { "time": "14:31", "open": 42.74, "high": 42.76, "low": 42.74, "close": 42.76, "amount_yi": 0.022 }, { "time": "14:32", "open": 42.79, "high": 42.79, "low": 42.79, "close": 42.79, "amount_yi": 0.0284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.79, "ts": "2026-06-29T14:32:00", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.78, "ask1": 42.79, "bid_qty1": 9, "ask_qty1": 4 }, "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": "2026-06-29T14:32:05", "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": 92.0033, "price_vs_vwap_pct": -2.3731, "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": 0.9147, "prev_amount_yi": 0.9094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0058, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 89.67, "high": 89.67, "low": 89.66, "close": 89.66, "amount_yi": 0.2168 }, { "time": "14:29", "open": 89.56, "high": 89.56, "low": 89.56, "close": 89.56, "amount_yi": 0.0931 }, { "time": "14:30", "open": 89.87, "high": 89.87, "low": 89.87, "close": 89.87, "amount_yi": 0.2029 }, { "time": "14:31", "open": 89.75, "high": 89.83, "low": 89.75, "close": 89.83, "amount_yi": 0.2951 }, { "time": "14:32", "open": 89.82, "high": 89.82, "low": 89.82, "close": 89.82, "amount_yi": 0.1068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.82, "ts": "2026-06-29T14:32:00", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 89.82, "ask1": 89.83, "bid_qty1": 25, "ask_qty1": 7 }, "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": "2026-06-29T14:32:05", "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": 19.0651, "price_vs_vwap_pct": 1.2321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0059, "prev_amount_yi": 0.0074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:28", "open": 19.29, "high": 19.3, "low": 19.29, "close": 19.3, "amount_yi": 0.0015 }, { "time": "14:29", "open": 19.31, "high": 19.31, "low": 19.31, "close": 19.31, "amount_yi": 0.001 }, { "time": "14:30", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.001 }, { "time": "14:31", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.001 }, { "time": "14:32", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.3, "ts": "2026-06-29T14:32:01", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.3, "ask1": 19.31, "bid_qty1": 39, "ask_qty1": 7 }, "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": "2026-06-29T14:32:05", "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": 69.9602, "price_vs_vwap_pct": 0.4142, "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": 1.5082, "prev_amount_yi": 1.7885, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 69.56, "high": 69.56, "low": 69.46, "close": 69.46, "amount_yi": 0.2873 }, { "time": "14:29", "open": 69.54, "high": 69.54, "low": 69.54, "close": 69.54, "amount_yi": 0.211 }, { "time": "14:30", "open": 69.98, "high": 69.98, "low": 69.98, "close": 69.98, "amount_yi": 0.291 }, { "time": "14:31", "open": 70.02, "high": 70.2, "low": 70.02, "close": 70.2, "amount_yi": 0.5018 }, { "time": "14:32", "open": 70.25, "high": 70.25, "low": 70.25, "close": 70.25, "amount_yi": 0.2171 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.25, "ts": "2026-06-29T14:32:03", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.25, "ask1": 70.26, "bid_qty1": 13, "ask_qty1": 3 }, "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": "2026-06-29T14:32:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4193, "prev_amount_yi": 0.794, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 38.44, "high": 38.57, "low": 38.44, "close": 38.57, "amount_yi": 0.3029 }, { "time": "14:29", "open": 38.54, "high": 38.54, "low": 38.54, "close": 38.54, "amount_yi": 0.113 }, { "time": "14:30", "open": 38.73, "high": 38.73, "low": 38.73, "close": 38.73, "amount_yi": 0.2393 }, { "time": "14:31", "open": 38.82, "high": 38.95, "low": 38.82, "close": 38.95, "amount_yi": 0.5433 }, { "time": "14:32", "open": 39.0, "high": 39.0, "low": 39.0, "close": 39.0, "amount_yi": 0.2208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.0, "ts": "2026-06-29T14:32:02", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.99, "ask1": 39.0, "bid_qty1": 132, "ask_qty1": 9001 }, "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": "2026-06-29T14:32:05", "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": 50.6018, "price_vs_vwap_pct": -3.7584, "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": 0.4065, "prev_amount_yi": 0.5554, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 47.82, "high": 47.82, "low": 47.72, "close": 47.72, "amount_yi": 0.1052 }, { "time": "14:29", "open": 47.87, "high": 47.87, "low": 47.87, "close": 47.87, "amount_yi": 0.0805 }, { "time": "14:30", "open": 48.33, "high": 48.33, "low": 48.33, "close": 48.33, "amount_yi": 0.0999 }, { "time": "14:31", "open": 48.51, "high": 48.61, "low": 48.51, "close": 48.61, "amount_yi": 0.0856 }, { "time": "14:32", "open": 48.7, "high": 48.7, "low": 48.7, "close": 48.7, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.7, "ts": "2026-06-29T14:32:01", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.69, "ask1": 48.7, "bid_qty1": 21, "ask_qty1": 5 }, "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": "2026-06-29T14:32:05", "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": 87.5686, "price_vs_vwap_pct": 1.155, "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": 0.6019, "prev_amount_yi": 0.8282, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 88.37, "high": 88.37, "low": 88.25, "close": 88.25, "amount_yi": 0.2384 }, { "time": "14:29", "open": 88.28, "high": 88.28, "low": 88.28, "close": 88.28, "amount_yi": 0.0316 }, { "time": "14:30", "open": 88.4, "high": 88.4, "low": 88.4, "close": 88.4, "amount_yi": 0.0996 }, { "time": "14:31", "open": 88.26, "high": 88.43, "low": 88.26, "close": 88.43, "amount_yi": 0.1681 }, { "time": "14:32", "open": 88.58, "high": 88.58, "low": 88.58, "close": 88.58, "amount_yi": 0.0642 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.58, "ts": "2026-06-29T14:32:00", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 88.55, "ask1": 88.59, "bid_qty1": 20, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603078:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603078:VWAP_RECLAIM", "symbol": "SHSE.603078", "name": "江化微", "side": "BUY", "priority": "W41", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 48.05, "exec_low": 48.77, "exec_high": 48.77, "invalid_price": 46.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 46.4413, "price_vs_vwap_pct": -4.1586, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1559, "prev_amount_yi": 0.1795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 44.39, "high": 44.44, "low": 44.39, "close": 44.44, "amount_yi": 0.0423 }, { "time": "14:29", "open": 44.54, "high": 44.54, "low": 44.54, "close": 44.54, "amount_yi": 0.0107 }, { "time": "14:30", "open": 44.56, "high": 44.56, "low": 44.56, "close": 44.56, "amount_yi": 0.0376 }, { "time": "14:31", "open": 44.55, "high": 44.6, "low": 44.55, "close": 44.6, "amount_yi": 0.0269 }, { "time": "14:32", "open": 44.51, "high": 44.51, "low": 44.51, "close": 44.51, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.51, "ts": "2026-06-29T14:32:02", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.48, "ask1": 44.5, "bid_qty1": 39, "ask_qty1": 1 }, "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": "2026-06-29T14:32:05", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": 3.781, "intraday_vwap": 107.2103, "price_vs_vwap_pct": -0.3547, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0853, "prev_amount_yi": 0.9256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 106.21, "high": 106.21, "low": 106.03, "close": 106.03, "amount_yi": 0.3284 }, { "time": "14:29", "open": 106.02, "high": 106.02, "low": 106.02, "close": 106.02, "amount_yi": 0.1602 }, { "time": "14:30", "open": 107.08, "high": 107.08, "low": 107.08, "close": 107.08, "amount_yi": 0.3218 }, { "time": "14:31", "open": 107.13, "high": 107.13, "low": 106.87, "close": 106.87, "amount_yi": 0.211 }, { "time": "14:32", "open": 106.83, "high": 106.83, "low": 106.83, "close": 106.83, "amount_yi": 0.0639 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.83, "ts": "2026-06-29T14:32:00", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 106.83, "ask1": 106.85, "bid_qty1": 10, "ask_qty1": 13 }, "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": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.42, "max_chase_pct": 1.5, "base_exec_high": 57.57, "dynamic_exec_high": null, "entry_zone_low": 55.87, "entry_zone_high": 57.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0531, "prev_amount_yi": 0.9303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.132, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 59.89, "high": 60.0, "low": 59.89, "close": 60.0, "amount_yi": 0.3255 }, { "time": "14:29", "open": 59.96, "high": 59.96, "low": 59.96, "close": 59.96, "amount_yi": 0.1862 }, { "time": "14:30", "open": 59.93, "high": 59.93, "low": 59.93, "close": 59.93, "amount_yi": 0.1807 }, { "time": "14:31", "open": 60.3, "high": 60.71, "low": 60.3, "close": 60.71, "amount_yi": 0.2327 }, { "time": "14:32", "open": 61.28, "high": 61.28, "low": 61.28, "close": 61.28, "amount_yi": 0.128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.28, "ts": "2026-06-29T14:32:01", "prev_close": 53.86, "open": 55.0, "high": 61.28, "low": 51.51, "bid1": 61.25, "ask1": 61.28, "bid_qty1": 84, "ask_qty1": 17 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM", "symbol": "SHSE.688525", "name": "佰维存储", "side": "BUY", "priority": "W44", "status": "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": "2026-06-29T14:32:05", "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": 1.362, "prev_amount_yi": 2.0318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 503.88, "high": 505.25, "low": 503.88, "close": 505.25, "amount_yi": 0.2566 }, { "time": "14:29", "open": 505.0, "high": 505.0, "low": 505.0, "close": 505.0, "amount_yi": 0.2004 }, { "time": "14:30", "open": 504.99, "high": 504.99, "low": 504.99, "close": 504.99, "amount_yi": 0.2879 }, { "time": "14:31", "open": 505.56, "high": 506.5, "low": 505.56, "close": 506.5, "amount_yi": 0.4718 }, { "time": "14:32", "open": 506.99, "high": 506.99, "low": 506.99, "close": 506.99, "amount_yi": 0.1453 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 506.99, "ts": "2026-06-29T14:32:02", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 506.99, "ask1": 507.0, "bid_qty1": 0, "ask_qty1": 50 }, "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": "2026-06-29T14:32:05", "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": 202.4358, "price_vs_vwap_pct": 2.4819, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1009, "prev_amount_yi": 0.0639, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0104 }, { "time": "14:29", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0098 }, { "time": "14:30", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0452 }, { "time": "14:31", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0309 }, { "time": "14:32", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 24063, "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": "2026-06-29T14:32:05", "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": 82.7735, "price_vs_vwap_pct": -2.4084, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0489, "prev_amount_yi": 0.1113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 80.38, "high": 80.39, "low": 80.38, "close": 80.39, "amount_yi": 0.0117 }, { "time": "14:29", "open": 80.39, "high": 80.39, "low": 80.39, "close": 80.39, "amount_yi": 0.0023 }, { "time": "14:30", "open": 80.57, "high": 80.57, "low": 80.57, "close": 80.57, "amount_yi": 0.0075 }, { "time": "14:31", "open": 80.51, "high": 80.73, "low": 80.51, "close": 80.73, "amount_yi": 0.0192 }, { "time": "14:32", "open": 80.78, "high": 80.78, "low": 80.78, "close": 80.78, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.78, "ts": "2026-06-29T14:32:01", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.77, "ask1": 80.78, "bid_qty1": 51, "ask_qty1": 10 }, "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": "TOUCHED", "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": "2026-06-29T14:32:05", "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": 79.6, "max_chase_pct": 1.5, "base_exec_high": 78.44, "dynamic_exec_high": null, "entry_zone_low": 76.12, "entry_zone_high": 78.44, "entry_risk_pct": null, "intraday_vwap": 76.1624, "price_vs_vwap_pct": 3.6995, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3032, "prev_amount_yi": 0.1914, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5841, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 77.91, "high": 77.91, "low": 77.9, "close": 77.9, "amount_yi": 0.0261 }, { "time": "14:29", "open": 77.87, "high": 77.87, "low": 77.87, "close": 77.87, "amount_yi": 0.0109 }, { "time": "14:30", "open": 78.75, "high": 78.75, "low": 78.75, "close": 78.75, "amount_yi": 0.1498 }, { "time": "14:31", "open": 78.92, "high": 79.0, "low": 78.92, "close": 79.0, "amount_yi": 0.0777 }, { "time": "14:32", "open": 78.98, "high": 78.98, "low": 78.98, "close": 78.98, "amount_yi": 0.0387 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.98, "ts": "2026-06-29T14:32:03", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 78.97, "ask1": 78.99, "bid_qty1": 40, "ask_qty1": 30 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-29T14:32:05", "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": 34.4081, "price_vs_vwap_pct": 0.9065, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2834, "prev_amount_yi": 0.1638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 34.71, "high": 34.71, "low": 34.7, "close": 34.7, "amount_yi": 0.0197 }, { "time": "14:29", "open": 34.71, "high": 34.71, "low": 34.71, "close": 34.71, "amount_yi": 0.021 }, { "time": "14:30", "open": 34.77, "high": 34.77, "low": 34.77, "close": 34.77, "amount_yi": 0.039 }, { "time": "14:31", "open": 34.79, "high": 34.79, "low": 34.75, "close": 34.75, "amount_yi": 0.1909 }, { "time": "14:32", "open": 34.72, "high": 34.72, "low": 34.72, "close": 34.72, "amount_yi": 0.0128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.72, "ts": "2026-06-29T14:32:01", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.72, "ask1": 34.73, "bid_qty1": 12, "ask_qty1": 89 }, "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": "2026-06-29T14:32:05", "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": 16.9169, "price_vs_vwap_pct": -5.3018, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0366, "prev_amount_yi": 0.0345, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0609, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0199 }, { "time": "14:29", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0024 }, { "time": "14:30", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0043 }, { "time": "14:31", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0053 }, { "time": "14:32", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:01", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 14157 }, "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": "2026-06-29T14:32:05", "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": 3.8858, "intraday_vwap": 12.4699, "price_vs_vwap_pct": 1.1235, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1268, "prev_amount_yi": 0.1193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0629, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 12.55, "high": 12.55, "low": 12.55, "close": 12.55, "amount_yi": 0.036 }, { "time": "14:29", "open": 12.56, "high": 12.56, "low": 12.56, "close": 12.56, "amount_yi": 0.0046 }, { "time": "14:30", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0171 }, { "time": "14:31", "open": 12.59, "high": 12.6, "low": 12.59, "close": 12.6, "amount_yi": 0.0429 }, { "time": "14:32", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0262 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 12.61, "ts": "2026-06-29T14:32:00", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.6, "ask1": 12.61, "bid_qty1": 48, "ask_qty1": 470 }, "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": "2026-06-29T14:32:05", "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": 28.4225, "price_vs_vwap_pct": 0.8708, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2239, "prev_amount_yi": 0.263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 28.48, "high": 28.53, "low": 28.48, "close": 28.53, "amount_yi": 0.0227 }, { "time": "14:29", "open": 28.57, "high": 28.57, "low": 28.57, "close": 28.57, "amount_yi": 0.0081 }, { "time": "14:30", "open": 28.6, "high": 28.6, "low": 28.6, "close": 28.6, "amount_yi": 0.0521 }, { "time": "14:31", "open": 28.58, "high": 28.64, "low": 28.58, "close": 28.64, "amount_yi": 0.0957 }, { "time": "14:32", "open": 28.67, "high": 28.67, "low": 28.67, "close": 28.67, "amount_yi": 0.0453 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.67, "ts": "2026-06-29T14:32:00", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.66, "ask1": 28.67, "bid_qty1": 135, "ask_qty1": 33 }, "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": "2026-06-29T14:32:05", "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": 84.7583, "price_vs_vwap_pct": -1.6969, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1741, "prev_amount_yi": 0.2476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7032, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 83.77, "high": 83.77, "low": 83.7, "close": 83.7, "amount_yi": 0.0273 }, { "time": "14:29", "open": 83.67, "high": 83.67, "low": 83.67, "close": 83.67, "amount_yi": 0.0264 }, { "time": "14:30", "open": 83.6, "high": 83.6, "low": 83.6, "close": 83.6, "amount_yi": 0.0474 }, { "time": "14:31", "open": 83.5, "high": 83.5, "low": 83.33, "close": 83.33, "amount_yi": 0.058 }, { "time": "14:32", "open": 83.32, "high": 83.32, "low": 83.32, "close": 83.32, "amount_yi": 0.015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.32, "ts": "2026-06-29T14:32:00", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 83.31, "ask1": 83.32, "bid_qty1": 7, "ask_qty1": 5 }, "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": "2026-06-29T14:32:05", "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": 7.8222, "price_vs_vwap_pct": -0.923, "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": 1.6365, "prev_amount_yi": 2.7074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6045, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.4845 }, { "time": "14:29", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.1737 }, { "time": "14:30", "open": 7.75, "high": 7.75, "low": 7.75, "close": 7.75, "amount_yi": 0.3709 }, { "time": "14:31", "open": 7.74, "high": 7.75, "low": 7.74, "close": 7.75, "amount_yi": 0.3304 }, { "time": "14:32", "open": 7.75, "high": 7.75, "low": 7.75, "close": 7.75, "amount_yi": 0.277 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.75, "ts": "2026-06-29T14:32:03", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.74, "ask1": 7.75, "bid_qty1": 13406, "ask_qty1": 733 }, "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": "2026-06-29T14:32:05", "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": 171.2097, "price_vs_vwap_pct": -3.6386, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2804, "prev_amount_yi": 0.2512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 164.6, "high": 164.6, "low": 164.48, "close": 164.48, "amount_yi": 0.0635 }, { "time": "14:29", "open": 164.08, "high": 164.08, "low": 164.08, "close": 164.08, "amount_yi": 0.0463 }, { "time": "14:30", "open": 164.06, "high": 164.06, "low": 164.06, "close": 164.06, "amount_yi": 0.0983 }, { "time": "14:31", "open": 164.53, "high": 164.77, "low": 164.53, "close": 164.77, "amount_yi": 0.037 }, { "time": "14:32", "open": 164.98, "high": 164.98, "low": 164.98, "close": 164.98, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.98, "ts": "2026-06-29T14:32:02", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 164.81, "ask1": 164.98, "bid_qty1": 1, "ask_qty1": 4 }, "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": "2026-06-29T14:32:05", "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": 4.1642, "intraday_vwap": 16.7179, "price_vs_vwap_pct": 1.9865, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0149, "prev_amount_yi": 0.0254, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5866, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 17.01, "high": 17.01, "low": 17.01, "close": 17.01, "amount_yi": 0.0028 }, { "time": "14:29", "open": 17.01, "high": 17.01, "low": 17.01, "close": 17.01, "amount_yi": 0.0012 }, { "time": "14:30", "open": 17.03, "high": 17.03, "low": 17.03, "close": 17.03, "amount_yi": 0.0036 }, { "time": "14:31", "open": 17.04, "high": 17.07, "low": 17.04, "close": 17.07, "amount_yi": 0.0044 }, { "time": "14:32", "open": 17.05, "high": 17.05, "low": 17.05, "close": 17.05, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.05, "ts": "2026-06-29T14:32:00", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.04, "ask1": 17.05, "bid_qty1": 1, "ask_qty1": 66 }, "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": "2026-06-29T14:32:05", "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": 20.2411, "price_vs_vwap_pct": -2.1298, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0469, "prev_amount_yi": 0.0999, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 19.77, "high": 19.77, "low": 19.76, "close": 19.76, "amount_yi": 0.0113 }, { "time": "14:29", "open": 19.76, "high": 19.76, "low": 19.76, "close": 19.76, "amount_yi": 0.0017 }, { "time": "14:30", "open": 19.81, "high": 19.81, "low": 19.81, "close": 19.81, "amount_yi": 0.0137 }, { "time": "14:31", "open": 19.79, "high": 19.79, "low": 19.79, "close": 19.79, "amount_yi": 0.0169 }, { "time": "14:32", "open": 19.81, "high": 19.81, "low": 19.81, "close": 19.81, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.8, "ask1": 19.81, "bid_qty1": 112, "ask_qty1": 37 }, "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": "2026-06-29T14:32:05", "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": 0.2473, "prev_amount_yi": 0.2729, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 513.51, "high": 513.51, "low": 513.37, "close": 513.37, "amount_yi": 0.049 }, { "time": "14:29", "open": 513.5, "high": 513.5, "low": 513.5, "close": 513.5, "amount_yi": 0.0274 }, { "time": "14:30", "open": 515.0, "high": 515.0, "low": 515.0, "close": 515.0, "amount_yi": 0.0941 }, { "time": "14:31", "open": 514.33, "high": 515.0, "low": 514.33, "close": 515.0, "amount_yi": 0.0568 }, { "time": "14:32", "open": 515.98, "high": 515.98, "low": 515.98, "close": 515.98, "amount_yi": 0.02 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 515.98, "ts": "2026-06-29T14:32:02", "prev_close": 469.1, "open": 470.5, "high": 517.9, "low": 470.5, "bid1": 515.78, "ask1": 515.98, "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.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": "2026-06-29T14:32:05", "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": 18.5974, "price_vs_vwap_pct": 5.7137, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0115, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0536, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:29", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0002 }, { "time": "14:30", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0109 }, { "time": "14:31", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:32", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:31:59", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 33064, "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": "2026-06-29T14:32:05", "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": 9.704, "price_vs_vwap_pct": -0.5565, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0283, "prev_amount_yi": 0.0305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 9.62, "high": 9.64, "low": 9.62, "close": 9.64, "amount_yi": 0.0063 }, { "time": "14:29", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0052 }, { "time": "14:30", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0091 }, { "time": "14:31", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0065 }, { "time": "14:32", "open": 9.65, "high": 9.65, "low": 9.65, "close": 9.65, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.64, "ask1": 9.65, "bid_qty1": 311, "ask_qty1": 273 }, "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": "2026-06-29T14:32:05", "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": 47.8886, "price_vs_vwap_pct": -0.6653, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4481, "prev_amount_yi": 0.3812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 47.04, "high": 47.07, "low": 47.04, "close": 47.07, "amount_yi": 0.0688 }, { "time": "14:29", "open": 46.93, "high": 46.93, "low": 46.93, "close": 46.93, "amount_yi": 0.0997 }, { "time": "14:30", "open": 47.09, "high": 47.09, "low": 47.09, "close": 47.09, "amount_yi": 0.0393 }, { "time": "14:31", "open": 47.07, "high": 47.33, "low": 47.07, "close": 47.33, "amount_yi": 0.1528 }, { "time": "14:32", "open": 47.57, "high": 47.57, "low": 47.57, "close": 47.57, "amount_yi": 0.0875 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.57, "ts": "2026-06-29T14:32:01", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 47.51, "ask1": 47.57, "bid_qty1": 88, "ask_qty1": 6 }, "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": "2026-06-29T14:32:05", "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": 47.2103, "price_vs_vwap_pct": 2.6471, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0989, "prev_amount_yi": 0.0896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 48.6, "high": 48.6, "low": 48.6, "close": 48.6, "amount_yi": 0.0123 }, { "time": "14:29", "open": 48.6, "high": 48.6, "low": 48.6, "close": 48.6, "amount_yi": 0.0064 }, { "time": "14:30", "open": 48.59, "high": 48.59, "low": 48.59, "close": 48.59, "amount_yi": 0.03 }, { "time": "14:31", "open": 48.58, "high": 48.58, "low": 48.54, "close": 48.54, "amount_yi": 0.0252 }, { "time": "14:32", "open": 48.46, "high": 48.46, "low": 48.46, "close": 48.46, "amount_yi": 0.025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.46, "ts": "2026-06-29T14:32:00", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.45, "ask1": 48.46, "bid_qty1": 59, "ask_qty1": 23 }, "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": "2026-06-29T14:32:05", "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": 50.7771, "price_vs_vwap_pct": -2.2985, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0056, "prev_amount_yi": 0.0148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3784, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0017 }, { "time": "14:29", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0014 }, { "time": "14:30", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.001 }, { "time": "14:31", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0007 }, { "time": "14:32", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:03", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 12628 }, "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": "2026-06-29T14:32:05", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2205, "prev_amount_yi": 0.3166, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 137.55, "high": 137.57, "low": 137.55, "close": 137.57, "amount_yi": 0.0499 }, { "time": "14:29", "open": 137.54, "high": 137.54, "low": 137.54, "close": 137.54, "amount_yi": 0.0276 }, { "time": "14:30", "open": 137.81, "high": 137.81, "low": 137.81, "close": 137.81, "amount_yi": 0.0845 }, { "time": "14:31", "open": 137.89, "high": 137.89, "low": 137.89, "close": 137.89, "amount_yi": 0.0388 }, { "time": "14:32", "open": 138.22, "high": 138.22, "low": 138.22, "close": 138.22, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.22, "ts": "2026-06-29T14:32:01", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 137.97, "ask1": 138.22, "bid_qty1": 4, "ask_qty1": 4 }, "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": "2026-06-29T14:32:05", "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": 29.7698, "price_vs_vwap_pct": -1.5781, "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": 0.3616, "prev_amount_yi": 0.373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9694, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 29.19, "high": 29.19, "low": 29.19, "close": 29.19, "amount_yi": 0.0376 }, { "time": "14:29", "open": 29.19, "high": 29.19, "low": 29.19, "close": 29.19, "amount_yi": 0.1182 }, { "time": "14:30", "open": 29.28, "high": 29.28, "low": 29.28, "close": 29.28, "amount_yi": 0.0287 }, { "time": "14:31", "open": 29.3, "high": 29.3, "low": 29.29, "close": 29.29, "amount_yi": 0.1356 }, { "time": "14:32", "open": 29.3, "high": 29.3, "low": 29.3, "close": 29.3, "amount_yi": 0.0415 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.3, "ts": "2026-06-29T14:32:01", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.3, "ask1": 29.31, "bid_qty1": 290, "ask_qty1": 9 }, "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": "2026-06-29T14:32:05", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2846, "prev_amount_yi": 0.558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.51, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 698.0, "high": 698.0, "low": 695.01, "close": 695.01, "amount_yi": 0.1206 }, { "time": "14:29", "open": 699.54, "high": 699.54, "low": 699.54, "close": 699.54, "amount_yi": 0.0461 }, { "time": "14:30", "open": 698.0, "high": 698.0, "low": 698.0, "close": 698.0, "amount_yi": 0.071 }, { "time": "14:31", "open": 698.0, "high": 698.0, "low": 698.0, "close": 698.0, "amount_yi": 0.0331 }, { "time": "14:32", "open": 698.84, "high": 698.84, "low": 698.84, "close": 698.84, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 698.84, "ts": "2026-06-29T14:32:02", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 698.0, "ask1": 698.84, "bid_qty1": 10, "ask_qty1": 24 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:32:05", "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": 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": 47.4037, "price_vs_vwap_pct": 1.6587, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.196, "prev_amount_yi": 0.105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 48.12, "high": 48.12, "low": 48.12, "close": 48.12, "amount_yi": 0.046 }, { "time": "14:29", "open": 48.12, "high": 48.12, "low": 48.12, "close": 48.12, "amount_yi": 0.0319 }, { "time": "14:30", "open": 48.12, "high": 48.12, "low": 48.12, "close": 48.12, "amount_yi": 0.0266 }, { "time": "14:31", "open": 48.13, "high": 48.16, "low": 48.13, "close": 48.16, "amount_yi": 0.0727 }, { "time": "14:32", "open": 48.19, "high": 48.19, "low": 48.19, "close": 48.19, "amount_yi": 0.0188 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.19, "ts": "2026-06-29T14:32:02", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 48.19, "ask1": 48.2, "bid_qty1": 4, "ask_qty1": 113 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:32:05", "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": 22.4269, "price_vs_vwap_pct": -1.1009, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1053, "prev_amount_yi": 0.0997, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 22.08, "high": 22.08, "low": 22.07, "close": 22.07, "amount_yi": 0.0158 }, { "time": "14:29", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0153 }, { "time": "14:30", "open": 22.15, "high": 22.15, "low": 22.15, "close": 22.15, "amount_yi": 0.0268 }, { "time": "14:31", "open": 22.17, "high": 22.19, "low": 22.17, "close": 22.19, "amount_yi": 0.0161 }, { "time": "14:32", "open": 22.18, "high": 22.18, "low": 22.18, "close": 22.18, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.18, "ts": "2026-06-29T14:32:00", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.17, "ask1": 22.18, "bid_qty1": 20, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:32:05", "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": 12.8123, "price_vs_vwap_pct": -2.1253, "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": 0.3185, "prev_amount_yi": 0.3527, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.903, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 12.53, "high": 12.53, "low": 12.51, "close": 12.51, "amount_yi": 0.1044 }, { "time": "14:29", "open": 12.51, "high": 12.51, "low": 12.51, "close": 12.51, "amount_yi": 0.0247 }, { "time": "14:30", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.0717 }, { "time": "14:31", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.0757 }, { "time": "14:32", "open": 12.54, "high": 12.54, "low": 12.54, "close": 12.54, "amount_yi": 0.042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.54, "ts": "2026-06-29T14:32:02", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.53, "ask1": 12.54, "bid_qty1": 813, "ask_qty1": 32 }, "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": "2026-06-29T14:32:05", "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": 160.2944, "price_vs_vwap_pct": 4.6512, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0095, "prev_amount_yi": 0.0104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9135, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0023 }, { "time": "14:29", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0008 }, { "time": "14:30", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0052 }, { "time": "14:31", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.001 }, { "time": "14:32", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:31:57", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 18086, "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": "2026-06-29T14:32:05", "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": 18.9236, "price_vs_vwap_pct": -2.8198, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1499, "prev_amount_yi": 0.238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6298, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 18.4, "high": 18.4, "low": 18.4, "close": 18.4, "amount_yi": 0.0254 }, { "time": "14:29", "open": 18.43, "high": 18.43, "low": 18.43, "close": 18.43, "amount_yi": 0.0122 }, { "time": "14:30", "open": 18.43, "high": 18.43, "low": 18.43, "close": 18.43, "amount_yi": 0.0397 }, { "time": "14:31", "open": 18.38, "high": 18.41, "low": 18.38, "close": 18.41, "amount_yi": 0.055 }, { "time": "14:32", "open": 18.39, "high": 18.39, "low": 18.39, "close": 18.39, "amount_yi": 0.0176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:02", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.39, "ask1": 18.4, "bid_qty1": 9, "ask_qty1": 109 }, "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": "2026-06-29T14:32:05", "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": 129.123, "price_vs_vwap_pct": -2.9685, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0588, "prev_amount_yi": 0.082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 124.61, "high": 124.61, "low": 124.35, "close": 124.35, "amount_yi": 0.0173 }, { "time": "14:29", "open": 124.4, "high": 124.4, "low": 124.4, "close": 124.4, "amount_yi": 0.002 }, { "time": "14:30", "open": 124.98, "high": 124.98, "low": 124.98, "close": 124.98, "amount_yi": 0.0125 }, { "time": "14:31", "open": 125.0, "high": 125.26, "low": 125.0, "close": 125.26, "amount_yi": 0.0179 }, { "time": "14:32", "open": 125.29, "high": 125.29, "low": 125.29, "close": 125.29, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:00", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 125.28, "ask1": 125.29, "bid_qty1": 7, "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": "2026-06-29T14:32:05", "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": 0.1434, "prev_amount_yi": 0.1738, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8251, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 103.81, "high": 103.81, "low": 103.62, "close": 103.62, "amount_yi": 0.0304 }, { "time": "14:29", "open": 103.64, "high": 103.64, "low": 103.64, "close": 103.64, "amount_yi": 0.0108 }, { "time": "14:30", "open": 103.88, "high": 103.88, "low": 103.88, "close": 103.88, "amount_yi": 0.0346 }, { "time": "14:31", "open": 103.69, "high": 103.82, "low": 103.69, "close": 103.82, "amount_yi": 0.0323 }, { "time": "14:32", "open": 104.03, "high": 104.03, "low": 104.03, "close": 104.03, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.03, "ts": "2026-06-29T14:32:01", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 103.87, "ask1": 104.03, "bid_qty1": 37, "ask_qty1": 23 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.41, "max_chase_pct": 1.5, "base_exec_high": 54.61, "dynamic_exec_high": null, "entry_zone_low": 52.99, "entry_zone_high": 54.61, "entry_risk_pct": null, "intraday_vwap": 53.0908, "price_vs_vwap_pct": -1.3577, "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": 0.8426, "prev_amount_yi": 1.0712, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7866, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 52.18, "high": 52.18, "low": 52.14, "close": 52.14, "amount_yi": 0.1936 }, { "time": "14:29", "open": 52.19, "high": 52.19, "low": 52.19, "close": 52.19, "amount_yi": 0.0677 }, { "time": "14:30", "open": 52.27, "high": 52.27, "low": 52.27, "close": 52.27, "amount_yi": 0.1974 }, { "time": "14:31", "open": 52.14, "high": 52.3, "low": 52.14, "close": 52.3, "amount_yi": 0.2764 }, { "time": "14:32", "open": 52.37, "high": 52.37, "low": 52.37, "close": 52.37, "amount_yi": 0.1075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.37, "ts": "2026-06-29T14:32:01", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.37, "ask1": 52.38, "bid_qty1": 1, "ask_qty1": 165 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600598:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600598:VWAP_RECLAIM", "symbol": "SHSE.600598", "name": "北大荒", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.96, "exec_low": 11.12, "exec_high": 11.12, "invalid_price": 10.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.29, "max_chase_pct": 1.5, "base_exec_high": 11.12, "dynamic_exec_high": null, "entry_zone_low": 10.8, "entry_zone_high": 11.12, "entry_risk_pct": 3.1876, "intraday_vwap": 10.8123, "price_vs_vwap_pct": 1.551, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0337, "prev_amount_yi": 0.0588, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 10.95, "high": 10.96, "low": 10.95, "close": 10.96, "amount_yi": 0.0069 }, { "time": "14:29", "open": 10.95, "high": 10.95, "low": 10.95, "close": 10.95, "amount_yi": 0.0023 }, { "time": "14:30", "open": 10.97, "high": 10.97, "low": 10.97, "close": 10.97, "amount_yi": 0.0045 }, { "time": "14:31", "open": 10.97, "high": 10.99, "low": 10.97, "close": 10.99, "amount_yi": 0.0142 }, { "time": "14:32", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": "2026-06-29T14:32:01", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.97, "ask1": 10.98, "bid_qty1": 171, "ask_qty1": 13 }, "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": "2026-06-29T14:32:05", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.74, "max_chase_pct": 1.5, "base_exec_high": 7.62, "dynamic_exec_high": null, "entry_zone_low": 7.4, "entry_zone_high": 7.62, "entry_risk_pct": 3.9578, "intraday_vwap": 7.4846, "price_vs_vwap_pct": 1.2746, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0315, "prev_amount_yi": 0.0261, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 7.56, "high": 7.57, "low": 7.56, "close": 7.57, "amount_yi": 0.009 }, { "time": "14:29", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0025 }, { "time": "14:30", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0112 }, { "time": "14:31", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0073 }, { "time": "14:32", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 7.58, "ts": "2026-06-29T14:32:02", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.57, "ask1": 7.58, "bid_qty1": 826, "ask_qty1": 308 }, "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": "2026-06-29T14:32:05", "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": 123.3865, "price_vs_vwap_pct": 2.1911, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4996, "prev_amount_yi": 1.0095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 125.48, "high": 125.49, "low": 125.48, "close": 125.49, "amount_yi": 0.2072 }, { "time": "14:29", "open": 125.58, "high": 125.58, "low": 125.58, "close": 125.58, "amount_yi": 0.1132 }, { "time": "14:30", "open": 125.7, "high": 125.7, "low": 125.7, "close": 125.7, "amount_yi": 0.2923 }, { "time": "14:31", "open": 125.78, "high": 125.91, "low": 125.78, "close": 125.91, "amount_yi": 0.4784 }, { "time": "14:32", "open": 126.09, "high": 126.09, "low": 126.09, "close": 126.09, "amount_yi": 0.4085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.09, "ts": "2026-06-29T14:32:01", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 126.08, "ask1": 126.09, "bid_qty1": 20, "ask_qty1": 1 }, "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": "2026-06-29T14:32:05", "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": 0.2153, "prev_amount_yi": 0.2076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0371, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 136.88, "high": 136.96, "low": 136.88, "close": 136.96, "amount_yi": 0.0307 }, { "time": "14:29", "open": 136.89, "high": 136.89, "low": 136.89, "close": 136.89, "amount_yi": 0.0171 }, { "time": "14:30", "open": 137.82, "high": 137.82, "low": 137.82, "close": 137.82, "amount_yi": 0.0899 }, { "time": "14:31", "open": 137.52, "high": 137.68, "low": 137.52, "close": 137.68, "amount_yi": 0.0522 }, { "time": "14:32", "open": 137.87, "high": 137.87, "low": 137.87, "close": 137.87, "amount_yi": 0.0254 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.87, "ts": "2026-06-29T14:32:00", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 137.83, "ask1": 137.88, "bid_qty1": 4, "ask_qty1": 8 }, "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": "2026-06-29T14:32:05", "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": 11.8492, "price_vs_vwap_pct": -2.5251, "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": 0.3669, "prev_amount_yi": 0.5518, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6649, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 11.46, "high": 11.47, "low": 11.46, "close": 11.47, "amount_yi": 0.0763 }, { "time": "14:29", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0333 }, { "time": "14:30", "open": 11.5, "high": 11.5, "low": 11.5, "close": 11.5, "amount_yi": 0.1169 }, { "time": "14:31", "open": 11.49, "high": 11.53, "low": 11.49, "close": 11.53, "amount_yi": 0.0985 }, { "time": "14:32", "open": 11.55, "high": 11.55, "low": 11.55, "close": 11.55, "amount_yi": 0.0419 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.55, "ts": "2026-06-29T14:32:01", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.55, "ask1": 11.56, "bid_qty1": 169, "ask_qty1": 159 }, "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": "2026-06-29T14:32:05", "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": 21.9272, "price_vs_vwap_pct": -1.0362, "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": 0.5443, "prev_amount_yi": 0.7922, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 21.54, "high": 21.54, "low": 21.52, "close": 21.52, "amount_yi": 0.1335 }, { "time": "14:29", "open": 21.53, "high": 21.53, "low": 21.53, "close": 21.53, "amount_yi": 0.0486 }, { "time": "14:30", "open": 21.58, "high": 21.58, "low": 21.58, "close": 21.58, "amount_yi": 0.1157 }, { "time": "14:31", "open": 21.62, "high": 21.67, "low": 21.62, "close": 21.67, "amount_yi": 0.1255 }, { "time": "14:32", "open": 21.7, "high": 21.7, "low": 21.7, "close": 21.7, "amount_yi": 0.121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.7, "ts": "2026-06-29T14:32:03", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.69, "ask1": 21.7, "bid_qty1": 60, "ask_qty1": 140 }, "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": "2026-06-29T14:32:05", "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": 0.0231, "prev_amount_yi": 0.0457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5055, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 62.72, "high": 62.84, "low": 62.72, "close": 62.84, "amount_yi": 0.0007 }, { "time": "14:29", "open": 62.84, "high": 62.84, "low": 62.84, "close": 62.84, "amount_yi": 0.0014 }, { "time": "14:30", "open": 62.7, "high": 62.7, "low": 62.7, "close": 62.7, "amount_yi": 0.0098 }, { "time": "14:31", "open": 62.59, "high": 62.99, "low": 62.59, "close": 62.99, "amount_yi": 0.0078 }, { "time": "14:32", "open": 63.0, "high": 63.0, "low": 63.0, "close": 63.0, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.0, "ts": "2026-06-29T14:31:59", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 62.99, "ask1": 63.1, "bid_qty1": 35, "ask_qty1": 3 }, "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": "2026-06-29T14:32:05", "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": 57.4493, "price_vs_vwap_pct": 2.4556, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2221, "prev_amount_yi": 0.2567, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0388 }, { "time": "14:29", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0243 }, { "time": "14:30", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.07 }, { "time": "14:31", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0674 }, { "time": "14:32", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:03", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 115181, "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": "2026-06-29T14:32:05", "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": 26.667, "price_vs_vwap_pct": 1.0987, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0442, "prev_amount_yi": 0.0838, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 26.91, "high": 26.92, "low": 26.91, "close": 26.92, "amount_yi": 0.0145 }, { "time": "14:29", "open": 26.91, "high": 26.91, "low": 26.91, "close": 26.91, "amount_yi": 0.0012 }, { "time": "14:30", "open": 26.94, "high": 26.94, "low": 26.94, "close": 26.94, "amount_yi": 0.0077 }, { "time": "14:31", "open": 26.95, "high": 26.96, "low": 26.95, "close": 26.96, "amount_yi": 0.0128 }, { "time": "14:32", "open": 26.96, "high": 26.96, "low": 26.96, "close": 26.96, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:03", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.96, "ask1": 26.97, "bid_qty1": 1, "ask_qty1": 43 }, "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": "2026-06-29T14:32:05", "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": 73.4719, "price_vs_vwap_pct": -0.8328, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.022, "prev_amount_yi": 0.0398, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 72.78, "high": 72.83, "low": 72.78, "close": 72.83, "amount_yi": 0.0056 }, { "time": "14:29", "open": 72.83, "high": 72.83, "low": 72.83, "close": 72.83, "amount_yi": 0.0013 }, { "time": "14:30", "open": 72.85, "high": 72.85, "low": 72.85, "close": 72.85, "amount_yi": 0.0076 }, { "time": "14:31", "open": 72.82, "high": 72.85, "low": 72.82, "close": 72.85, "amount_yi": 0.006 }, { "time": "14:32", "open": 72.86, "high": 72.86, "low": 72.86, "close": 72.86, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.86, "ts": "2026-06-29T14:31:58", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.84, "ask1": 72.86, "bid_qty1": 13, "ask_qty1": 4 }, "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": "2026-06-29T14:32:05", "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": 3.7076, "intraday_vwap": 57.1187, "price_vs_vwap_pct": 1.0352, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0304, "prev_amount_yi": 0.027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 57.57, "high": 57.59, "low": 57.57, "close": 57.59, "amount_yi": 0.0085 }, { "time": "14:29", "open": 57.68, "high": 57.68, "low": 57.68, "close": 57.68, "amount_yi": 0.0089 }, { "time": "14:30", "open": 57.69, "high": 57.69, "low": 57.69, "close": 57.69, "amount_yi": 0.0029 }, { "time": "14:31", "open": 57.72, "high": 57.74, "low": 57.72, "close": 57.74, "amount_yi": 0.0069 }, { "time": "14:32", "open": 57.71, "high": 57.71, "low": 57.71, "close": 57.71, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 57.71, "ts": "2026-06-29T14:32:02", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.7, "ask1": 57.72, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-06-29T14:32:05", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.09, "max_chase_pct": 1.5, "base_exec_high": 5.01, "dynamic_exec_high": null, "entry_zone_low": 4.87, "entry_zone_high": 5.01, "entry_risk_pct": 3.4274, "intraday_vwap": 4.9112, "price_vs_vwap_pct": 0.9936, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1769, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.5737, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0176 }, { "time": "14:29", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0116 }, { "time": "14:30", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.1077 }, { "time": "14:31", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0337 }, { "time": "14:32", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.96, "ts": "2026-06-29T14:32:01", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 18897, "ask_qty1": 9686 }, "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": "2026-06-29T14:32:05", "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": 15.9726, "price_vs_vwap_pct": -0.3293, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0397, "prev_amount_yi": 0.049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8102, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 15.85, "high": 15.85, "low": 15.84, "close": 15.84, "amount_yi": 0.0141 }, { "time": "14:29", "open": 15.86, "high": 15.86, "low": 15.86, "close": 15.86, "amount_yi": 0.005 }, { "time": "14:30", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.0076 }, { "time": "14:31", "open": 15.89, "high": 15.91, "low": 15.89, "close": 15.91, "amount_yi": 0.0093 }, { "time": "14:32", "open": 15.92, "high": 15.92, "low": 15.92, "close": 15.92, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.92, "ts": "2026-06-29T14:32:02", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.92, "ask1": 15.93, "bid_qty1": 173, "ask_qty1": 109 }, "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": "2026-06-29T14:32:05", "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": 2.9329, "price_vs_vwap_pct": -0.4398, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0687, "prev_amount_yi": 0.1389, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.018 }, { "time": "14:29", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0139 }, { "time": "14:30", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0152 }, { "time": "14:31", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.0137 }, { "time": "14:32", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:01", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 4163, "ask_qty1": 24125 }, "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": "2026-06-29T14:32:05", "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": 192.7589, "price_vs_vwap_pct": 1.3183, "energy_floor_hint_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": 0.0869, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 194.81, "high": 194.81, "low": 194.8, "close": 194.8, "amount_yi": 0.0236 }, { "time": "14:29", "open": 194.88, "high": 194.88, "low": 194.88, "close": 194.88, "amount_yi": 0.0136 }, { "time": "14:30", "open": 195.01, "high": 195.01, "low": 195.01, "close": 195.01, "amount_yi": 0.0265 }, { "time": "14:31", "open": 195.21, "high": 195.25, "low": 195.21, "close": 195.25, "amount_yi": 0.0398 }, { "time": "14:32", "open": 195.3, "high": 195.3, "low": 195.3, "close": 195.3, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 195.3, "ts": "2026-06-29T14:32:00", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 195.27, "ask1": 195.35, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-06-29T14:32:05", "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": 21.3606, "price_vs_vwap_pct": -1.7818, "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": 0.6099, "prev_amount_yi": 0.7491, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 20.85, "high": 20.85, "low": 20.82, "close": 20.82, "amount_yi": 0.1552 }, { "time": "14:29", "open": 20.82, "high": 20.82, "low": 20.82, "close": 20.82, "amount_yi": 0.0852 }, { "time": "14:30", "open": 20.92, "high": 20.92, "low": 20.92, "close": 20.92, "amount_yi": 0.1239 }, { "time": "14:31", "open": 20.94, "high": 20.99, "low": 20.94, "close": 20.99, "amount_yi": 0.1362 }, { "time": "14:32", "open": 20.98, "high": 20.98, "low": 20.98, "close": 20.98, "amount_yi": 0.1094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.98, "ts": "2026-06-29T14:32:01", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.97, "ask1": 20.98, "bid_qty1": 374, "ask_qty1": 183 }, "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": "2026-06-29T14:32:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7089, "prev_amount_yi": 0.4001, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 439.89, "high": 439.89, "low": 437.97, "close": 437.97, "amount_yi": 0.057 }, { "time": "14:29", "open": 440.0, "high": 440.0, "low": 440.0, "close": 440.0, "amount_yi": 0.0277 }, { "time": "14:30", "open": 441.0, "high": 441.0, "low": 441.0, "close": 441.0, "amount_yi": 0.3845 }, { "time": "14:31", "open": 440.99, "high": 441.0, "low": 440.99, "close": 441.0, "amount_yi": 0.1894 }, { "time": "14:32", "open": 441.0, "high": 441.0, "low": 441.0, "close": 441.0, "amount_yi": 0.0503 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 441.0, "ts": "2026-06-29T14:32:02", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 440.1, "ask1": 441.0, "bid_qty1": 10, "ask_qty1": 158 }, "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": "2026-06-29T14:32:05", "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": 17.9113, "price_vs_vwap_pct": 0.7185, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0588, "prev_amount_yi": 0.0682, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 17.99, "high": 17.99, "low": 17.98, "close": 17.98, "amount_yi": 0.0102 }, { "time": "14:29", "open": 17.98, "high": 17.98, "low": 17.98, "close": 17.98, "amount_yi": 0.0046 }, { "time": "14:30", "open": 18.02, "high": 18.02, "low": 18.02, "close": 18.02, "amount_yi": 0.0259 }, { "time": "14:31", "open": 18.03, "high": 18.03, "low": 18.03, "close": 18.03, "amount_yi": 0.0134 }, { "time": "14:32", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.04, "ts": "2026-06-29T14:32:00", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.03, "ask1": 18.04, "bid_qty1": 277, "ask_qty1": 122 }, "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": "2026-06-29T14:32:05", "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": 5.8833, "price_vs_vwap_pct": 0.6238, "energy_floor_hint_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": 0.0339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0103 }, { "time": "14:29", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.005 }, { "time": "14:30", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0513 }, { "time": "14:31", "open": 5.93, "high": 5.93, "low": 5.92, "close": 5.92, "amount_yi": 0.0031 }, { "time": "14:32", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:31:57", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.92, "ask1": 5.93, "bid_qty1": 4583, "ask_qty1": 3776 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:32:05", "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": 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": 8.771, "price_vs_vwap_pct": 1.1287, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1079, "prev_amount_yi": 0.0998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0812, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 8.85, "high": 8.85, "low": 8.85, "close": 8.85, "amount_yi": 0.0327 }, { "time": "14:29", "open": 8.85, "high": 8.85, "low": 8.85, "close": 8.85, "amount_yi": 0.0022 }, { "time": "14:30", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.0569 }, { "time": "14:31", "open": 8.87, "high": 8.88, "low": 8.87, "close": 8.88, "amount_yi": 0.0111 }, { "time": "14:32", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.87, "ts": "2026-06-29T14:32:01", "prev_close": 8.89, "open": 8.89, "high": 8.9, "low": 8.61, "bid1": 8.87, "ask1": 8.88, "bid_qty1": 655, "ask_qty1": 694 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:32:05", "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": 7.798, "price_vs_vwap_pct": 0.2821, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0325, "prev_amount_yi": 0.0485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6701, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 7.8, "high": 7.81, "low": 7.8, "close": 7.81, "amount_yi": 0.0087 }, { "time": "14:29", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0017 }, { "time": "14:30", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0171 }, { "time": "14:31", "open": 7.83, "high": 7.83, "low": 7.82, "close": 7.82, "amount_yi": 0.0033 }, { "time": "14:32", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.82, "ts": "2026-06-29T14:32:00", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.82, "ask1": 7.83, "bid_qty1": 455, "ask_qty1": 478 }, "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": "2026-06-29T14:32:05", "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": 0.1716, "prev_amount_yi": 0.1605, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 141.89, "high": 141.89, "low": 141.86, "close": 141.86, "amount_yi": 0.0234 }, { "time": "14:29", "open": 141.82, "high": 141.82, "low": 141.82, "close": 141.82, "amount_yi": 0.0166 }, { "time": "14:30", "open": 142.41, "high": 142.41, "low": 142.41, "close": 142.41, "amount_yi": 0.0454 }, { "time": "14:31", "open": 142.22, "high": 142.4, "low": 142.22, "close": 142.4, "amount_yi": 0.055 }, { "time": "14:32", "open": 142.7, "high": 142.7, "low": 142.7, "close": 142.7, "amount_yi": 0.0312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.7, "ts": "2026-06-29T14:32:02", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.47, "ask1": 142.68, "bid_qty1": 2, "ask_qty1": 6 }, "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": "2026-06-29T14:32:05", "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": 52.8582, "price_vs_vwap_pct": -2.5128, "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": 0.6304, "prev_amount_yi": 1.0262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 51.45, "high": 51.45, "low": 51.45, "close": 51.45, "amount_yi": 0.0936 }, { "time": "14:29", "open": 51.42, "high": 51.42, "low": 51.42, "close": 51.42, "amount_yi": 0.0582 }, { "time": "14:30", "open": 51.52, "high": 51.52, "low": 51.52, "close": 51.52, "amount_yi": 0.177 }, { "time": "14:31", "open": 51.53, "high": 51.53, "low": 51.5, "close": 51.5, "amount_yi": 0.2448 }, { "time": "14:32", "open": 51.53, "high": 51.53, "low": 51.53, "close": 51.53, "amount_yi": 0.0568 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.53, "ts": "2026-06-29T14:32:00", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.52, "ask1": 51.53, "bid_qty1": 390, "ask_qty1": 54 }, "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": "2026-06-29T14:32:05", "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": 9.7463, "price_vs_vwap_pct": 0.6536, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1218, "prev_amount_yi": 0.1638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.0379 }, { "time": "14:29", "open": 9.79, "high": 9.79, "low": 9.79, "close": 9.79, "amount_yi": 0.0037 }, { "time": "14:30", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0454 }, { "time": "14:31", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0215 }, { "time": "14:32", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0133 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.81, "ts": "2026-06-29T14:32:00", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.8, "ask1": 9.81, "bid_qty1": 2874, "ask_qty1": 29 }, "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": "2026-06-29T14:32:05", "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": 3.297, "intraday_vwap": 42.1741, "price_vs_vwap_pct": 2.1243, "energy_floor_hint_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": 0.0082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.3415, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 43.04, "high": 43.05, "low": 43.04, "close": 43.05, "amount_yi": 0.0037 }, { "time": "14:29", "open": 43.05, "high": 43.05, "low": 43.05, "close": 43.05, "amount_yi": 0.0021 }, { "time": "14:30", "open": 43.1, "high": 43.1, "low": 43.1, "close": 43.1, "amount_yi": 0.0057 }, { "time": "14:31", "open": 43.1, "high": 43.14, "low": 43.1, "close": 43.14, "amount_yi": 0.006 }, { "time": "14:32", "open": 43.07, "high": 43.07, "low": 43.07, "close": 43.07, "amount_yi": 0.0263 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 43.07, "ts": "2026-06-29T14:32:00", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.06, "ask1": 43.07, "bid_qty1": 5, "ask_qty1": 3 }, "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": "2026-06-29T14:32:05", "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": 4.6881, "price_vs_vwap_pct": 0.6804, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.034, "prev_amount_yi": 0.0188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8085, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 4.71, "high": 4.72, "low": 4.71, "close": 4.72, "amount_yi": 0.0056 }, { "time": "14:29", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.006 }, { "time": "14:30", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0195 }, { "time": "14:31", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0019 }, { "time": "14:32", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.72, "ts": "2026-06-29T14:32:03", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 3308, "ask_qty1": 9858 }, "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": "2026-06-29T14:32:05", "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": 11.0131, "price_vs_vwap_pct": 0.8799, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3059, "prev_amount_yi": 0.2381, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2848, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 11.09, "high": 11.09, "low": 11.08, "close": 11.08, "amount_yi": 0.0239 }, { "time": "14:29", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0075 }, { "time": "14:30", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.1133 }, { "time": "14:31", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.1062 }, { "time": "14:32", "open": 11.11, "high": 11.11, "low": 11.11, "close": 11.11, "amount_yi": 0.055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.11, "ts": "2026-06-29T14:32:00", "prev_close": 11.09, "open": 11.07, "high": 11.14, "low": 10.79, "bid1": 11.11, "ask1": 11.12, "bid_qty1": 60, "ask_qty1": 1206 }, "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": "2026-06-29T14:32:05", "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": 3.8772, "intraday_vwap": 43.4801, "price_vs_vwap_pct": -0.3452, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1059, "prev_amount_yi": 0.0749, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4139, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 43.44, "high": 43.44, "low": 43.37, "close": 43.37, "amount_yi": 0.0411 }, { "time": "14:29", "open": 43.35, "high": 43.35, "low": 43.35, "close": 43.35, "amount_yi": 0.014 }, { "time": "14:30", "open": 43.33, "high": 43.33, "low": 43.33, "close": 43.33, "amount_yi": 0.0231 }, { "time": "14:31", "open": 43.3, "high": 43.3, "low": 43.29, "close": 43.29, "amount_yi": 0.0204 }, { "time": "14:32", "open": 43.33, "high": 43.33, "low": 43.33, "close": 43.33, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 43.33, "ts": "2026-06-29T14:32:00", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.32, "ask1": 43.33, "bid_qty1": 75, "ask_qty1": 73 }, "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": "2026-06-29T14:32:05", "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": 6.2906, "price_vs_vwap_pct": 1.2622, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0655, "prev_amount_yi": 0.0519, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.262, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 6.34, "high": 6.35, "low": 6.34, "close": 6.35, "amount_yi": 0.0049 }, { "time": "14:29", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.0028 }, { "time": "14:30", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0355 }, { "time": "14:31", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.019 }, { "time": "14:32", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.37, "ts": "2026-06-29T14:32:03", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.36, "ask1": 6.37, "bid_qty1": 1468, "ask_qty1": 243 }, "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": "2026-06-29T14:32:05", "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": 5.894, "price_vs_vwap_pct": 0.9501, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0269, "prev_amount_yi": 0.0189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4233, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0022 }, { "time": "14:29", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0014 }, { "time": "14:30", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0099 }, { "time": "14:31", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0089 }, { "time": "14:32", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.95, "ts": "2026-06-29T14:32:00", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.94, "ask1": 5.95, "bid_qty1": 1204, "ask_qty1": 558 }, "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": "2026-06-29T14:32:05", "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": 5.7422, "price_vs_vwap_pct": 0.8324, "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": 0.4789, "prev_amount_yi": 0.5721, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8371, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0252 }, { "time": "14:29", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0478 }, { "time": "14:30", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.2759 }, { "time": "14:31", "open": 5.8, "high": 5.8, "low": 5.79, "close": 5.79, "amount_yi": 0.1157 }, { "time": "14:32", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:32:01", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 14101, "ask_qty1": 1261 }, "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": "2026-06-29T14:32:05", "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": 0.1756, "prev_amount_yi": 0.2008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8745, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 117.01, "high": 117.01, "low": 117.0, "close": 117.0, "amount_yi": 0.0384 }, { "time": "14:29", "open": 116.97, "high": 116.97, "low": 116.97, "close": 116.97, "amount_yi": 0.0187 }, { "time": "14:30", "open": 117.5, "high": 117.5, "low": 117.5, "close": 117.5, "amount_yi": 0.0587 }, { "time": "14:31", "open": 117.51, "high": 117.78, "low": 117.51, "close": 117.78, "amount_yi": 0.051 }, { "time": "14:32", "open": 117.73, "high": 117.73, "low": 117.73, "close": 117.73, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.73, "ts": "2026-06-29T14:32:00", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 117.63, "ask1": 117.73, "bid_qty1": 0, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM", "symbol": "SHSE.601398", "name": "工商银行", "side": "BUY", "priority": "W106", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.25, "exec_low": 7.36, "exec_high": 7.36, "invalid_price": 7.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 7.171, "price_vs_vwap_pct": 0.5439, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2282, "prev_amount_yi": 0.4297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 7.19, "high": 7.19, "low": 7.19, "close": 7.19, "amount_yi": 0.0754 }, { "time": "14:29", "open": 7.19, "high": 7.19, "low": 7.19, "close": 7.19, "amount_yi": 0.0219 }, { "time": "14:30", "open": 7.2, "high": 7.2, "low": 7.2, "close": 7.2, "amount_yi": 0.0887 }, { "time": "14:31", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0215 }, { "time": "14:32", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.21, "ts": "2026-06-29T14:32:02", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.2, "ask1": 7.21, "bid_qty1": 15384, "ask_qty1": 9460 }, "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": "2026-06-29T14:32:05", "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": 36.17, "price_vs_vwap_pct": 0.6635, "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": 0.4789, "prev_amount_yi": 0.4906, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 36.38, "high": 36.38, "low": 36.38, "close": 36.38, "amount_yi": 0.1112 }, { "time": "14:29", "open": 36.4, "high": 36.4, "low": 36.4, "close": 36.4, "amount_yi": 0.0552 }, { "time": "14:30", "open": 36.4, "high": 36.4, "low": 36.4, "close": 36.4, "amount_yi": 0.159 }, { "time": "14:31", "open": 36.4, "high": 36.4, "low": 36.4, "close": 36.4, "amount_yi": 0.1011 }, { "time": "14:32", "open": 36.41, "high": 36.41, "low": 36.41, "close": 36.41, "amount_yi": 0.0524 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.41, "ts": "2026-06-29T14:32:01", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.41, "ask1": 36.42, "bid_qty1": 92, "ask_qty1": 257 }, "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": "2026-06-29T14:32:05", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1193, "prev_amount_yi": 0.1112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0728, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 112.06, "high": 112.06, "low": 111.99, "close": 111.99, "amount_yi": 0.019 }, { "time": "14:29", "open": 112.43, "high": 112.43, "low": 112.43, "close": 112.43, "amount_yi": 0.0169 }, { "time": "14:30", "open": 112.39, "high": 112.39, "low": 112.39, "close": 112.39, "amount_yi": 0.0283 }, { "time": "14:31", "open": 112.48, "high": 112.66, "low": 112.48, "close": 112.66, "amount_yi": 0.0368 }, { "time": "14:32", "open": 112.52, "high": 112.52, "low": 112.52, "close": 112.52, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.52, "ts": "2026-06-29T14:32:02", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.51, "ask1": 112.52, "bid_qty1": 8, "ask_qty1": 1 }, "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": "2026-06-29T14:32:05", "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": 8.4674, "price_vs_vwap_pct": -2.2132, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0939, "prev_amount_yi": 0.0305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 8.26, "high": 8.31, "low": 8.26, "close": 8.31, "amount_yi": 0.0115 }, { "time": "14:29", "open": 8.29, "high": 8.29, "low": 8.29, "close": 8.29, "amount_yi": 0.009 }, { "time": "14:30", "open": 8.31, "high": 8.31, "low": 8.31, "close": 8.31, "amount_yi": 0.0155 }, { "time": "14:31", "open": 8.29, "high": 8.31, "low": 8.29, "close": 8.31, "amount_yi": 0.0506 }, { "time": "14:32", "open": 8.28, "high": 8.28, "low": 8.28, "close": 8.28, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.28, "ts": "2026-06-29T14:32:03", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.27, "ask1": 8.28, "bid_qty1": 43, "ask_qty1": 38 }, "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": "2026-06-29T14:32:05", "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": 792.321, "price_vs_vwap_pct": 3.342, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.0618, "prev_amount_yi": 3.5933, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 814.0, "high": 814.0, "low": 811.01, "close": 811.01, "amount_yi": 0.5664 }, { "time": "14:29", "open": 813.01, "high": 813.01, "low": 813.01, "close": 813.01, "amount_yi": 0.4299 }, { "time": "14:30", "open": 815.0, "high": 815.0, "low": 815.0, "close": 815.0, "amount_yi": 0.7887 }, { "time": "14:31", "open": 815.28, "high": 817.99, "low": 815.28, "close": 817.99, "amount_yi": 1.4578 }, { "time": "14:32", "open": 818.8, "high": 818.8, "low": 818.8, "close": 818.8, "amount_yi": 0.819 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 818.8, "ts": "2026-06-29T14:32:02", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 818.78, "ask1": 818.8, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:32:05", "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": 20.2834, "price_vs_vwap_pct": 0.5749, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1547, "prev_amount_yi": 0.1228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 20.37, "high": 20.37, "low": 20.35, "close": 20.35, "amount_yi": 0.0483 }, { "time": "14:29", "open": 20.36, "high": 20.36, "low": 20.36, "close": 20.36, "amount_yi": 0.0288 }, { "time": "14:30", "open": 20.36, "high": 20.36, "low": 20.36, "close": 20.36, "amount_yi": 0.0329 }, { "time": "14:31", "open": 20.38, "high": 20.39, "low": 20.38, "close": 20.39, "amount_yi": 0.0336 }, { "time": "14:32", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.4, "ts": "2026-06-29T14:32:02", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.4, "ask1": 20.41, "bid_qty1": 1, "ask_qty1": 257 }, "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": "2026-06-29T14:32:05", "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": 48.8515, "price_vs_vwap_pct": -0.4739, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0159, "prev_amount_yi": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 48.67, "high": 48.77, "low": 48.67, "close": 48.77, "amount_yi": 0.0054 }, { "time": "14:29", "open": 48.65, "high": 48.65, "low": 48.65, "close": 48.65, "amount_yi": 0.002 }, { "time": "14:30", "open": 48.51, "high": 48.51, "low": 48.51, "close": 48.51, "amount_yi": 0.0046 }, { "time": "14:31", "open": 48.6, "high": 48.62, "low": 48.6, "close": 48.62, "amount_yi": 0.0032 }, { "time": "14:32", "open": 48.62, "high": 48.62, "low": 48.62, "close": 48.62, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.62, "ts": "2026-06-29T14:32:01", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.6, "ask1": 48.79, "bid_qty1": 52, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600750:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600750:VWAP_RECLAIM", "symbol": "SHSE.600750", "name": "华润江中", "side": "BUY", "priority": "W113", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.95, "exec_low": 23.29, "exec_high": 23.29, "invalid_price": 22.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 3.6364, "intraday_vwap": 22.75, "price_vs_vwap_pct": 1.5385, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0133, "prev_amount_yi": 0.0132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 23.06, "high": 23.07, "low": 23.06, "close": 23.07, "amount_yi": 0.0017 }, { "time": "14:29", "open": 23.08, "high": 23.08, "low": 23.08, "close": 23.08, "amount_yi": 0.0034 }, { "time": "14:30", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0051 }, { "time": "14:31", "open": 23.08, "high": 23.1, "low": 23.08, "close": 23.1, "amount_yi": 0.0019 }, { "time": "14:32", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 23.1, "ts": "2026-06-29T14:32:02", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.09, "ask1": 23.1, "bid_qty1": 7, "ask_qty1": 7 }, "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": "2026-06-29T14:32:05", "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": 33.6381, "price_vs_vwap_pct": 1.1948, "energy_floor_hint_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": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8611, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 34.0, "high": 34.0, "low": 33.99, "close": 33.99, "amount_yi": 0.002 }, { "time": "14:29", "open": 34.0, "high": 34.0, "low": 34.0, "close": 34.0, "amount_yi": 0.0005 }, { "time": "14:30", "open": 34.0, "high": 34.0, "low": 34.0, "close": 34.0, "amount_yi": 0.0012 }, { "time": "14:31", "open": 34.0, "high": 34.01, "low": 34.0, "close": 34.01, "amount_yi": 0.0015 }, { "time": "14:32", "open": 34.04, "high": 34.04, "low": 34.04, "close": 34.04, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.04, "ts": "2026-06-29T14:32:01", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.01, "ask1": 34.04, "bid_qty1": 8, "ask_qty1": 73 }, "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": "2026-06-29T14:32:05", "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": 6.1624, "price_vs_vwap_pct": 1.2592, "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": 0.2705, "prev_amount_yi": 0.349, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 6.22, "high": 6.23, "low": 6.22, "close": 6.23, "amount_yi": 0.034 }, { "time": "14:29", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0166 }, { "time": "14:30", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.1827 }, { "time": "14:31", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0281 }, { "time": "14:32", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.24, "ts": "2026-06-29T14:32:03", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 5361, "ask_qty1": 10065 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM", "symbol": "SHSE.603899", "name": "晨光股份", "side": "BUY", "priority": "W116", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 20.9, "exec_low": 21.21, "exec_high": 21.21, "invalid_price": 20.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 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": 3.4762, "intraday_vwap": 20.4635, "price_vs_vwap_pct": 2.5729, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0629, "prev_amount_yi": 0.0367, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7139, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 20.96, "high": 20.96, "low": 20.95, "close": 20.95, "amount_yi": 0.0104 }, { "time": "14:29", "open": 20.95, "high": 20.95, "low": 20.95, "close": 20.95, "amount_yi": 0.0006 }, { "time": "14:30", "open": 21.02, "high": 21.02, "low": 21.02, "close": 21.02, "amount_yi": 0.0257 }, { "time": "14:31", "open": 20.99, "high": 21.0, "low": 20.99, "close": 21.0, "amount_yi": 0.0253 }, { "time": "14:32", "open": 20.99, "high": 20.99, "low": 20.99, "close": 20.99, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.75, "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": 20.99, "ts": "2026-06-29T14:32:01", "prev_close": 20.68, "open": 20.47, "high": 21.08, "low": 19.85, "bid1": 20.99, "ask1": 21.0, "bid_qty1": 14, "ask_qty1": 54 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM", "symbol": "SHSE.601166", "name": "兴业银行", "side": "BUY", "priority": "W117", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.07, "exec_low": 17.33, "exec_high": 17.33, "invalid_price": 16.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:32:05", "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": 16.7038, "price_vs_vwap_pct": 0.995, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.153, "prev_amount_yi": 0.2806, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 16.84, "high": 16.84, "low": 16.84, "close": 16.84, "amount_yi": 0.0362 }, { "time": "14:29", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.0189 }, { "time": "14:30", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.0463 }, { "time": "14:31", "open": 16.84, "high": 16.86, "low": 16.84, "close": 16.86, "amount_yi": 0.0369 }, { "time": "14:32", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.87, "ts": "2026-06-29T14:32:00", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.86, "ask1": 16.87, "bid_qty1": 670, "ask_qty1": 445 }, "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": "2026-06-29T14:32:05", "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": 4.9232, "price_vs_vwap_pct": 0.5444, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2044, "prev_amount_yi": 0.1715, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.01 }, { "time": "14:29", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0017 }, { "time": "14:30", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.1034 }, { "time": "14:31", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0747 }, { "time": "14:32", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.95, "ts": "2026-06-29T14:32:02", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 36126, "ask_qty1": 4244 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-29T14:32:05", "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": 22.7654, "price_vs_vwap_pct": 1.0744, "energy_floor_hint_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": 0.0343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0321, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:28", "open": 22.96, "high": 22.97, "low": 22.96, "close": 22.97, "amount_yi": 0.004 }, { "time": "14:29", "open": 22.98, "high": 22.98, "low": 22.98, "close": 22.98, "amount_yi": 0.0084 }, { "time": "14:30", "open": 23.01, "high": 23.01, "low": 23.01, "close": 23.01, "amount_yi": 0.0075 }, { "time": "14:31", "open": 23.0, "high": 23.01, "low": 23.0, "close": 23.01, "amount_yi": 0.0117 }, { "time": "14:32", "open": 23.01, "high": 23.01, "low": 23.01, "close": 23.01, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.51, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.01, "ts": "2026-06-29T14:32:02", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 23.0, "ask1": 23.01, "bid_qty1": 2, "ask_qty1": 11 }, "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": 538252.0, "total_value": 1082745.0, "unrealized_pnl": 91440.0, "unrealized_pnl_pct_of_initial": 9.144, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 82745.0, "total_pnl_pct": 8.274500000000007 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 100.25, "market_value": 240600.0, "unrealized_pnl": 47880.00000000001, "unrealized_pnl_pct": 24.844333748443347, "updated_at": "2026-06-29T14:32:05", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.221298643724978 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.98, "market_value": 228564.0, "unrealized_pnl": 33191.99999999999, "unrealized_pnl_pct": 16.98912843191449, "updated_at": "2026-06-29T14:32:05", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.10967956444038 }, { "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": "2026-06-29T14:32:05", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.380819121769207 } ], "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": "after_14:30_no_new_upgrade,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 } }