{ "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": 0.5564, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8068, "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": 34.8566444479892, "above_vwap": true, "amount": 3277111808.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.055299539170484, "last": 89.1, "vwap": 87.5803690372017, "above_vwap": true, "amount": 11109482232.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.752692164871892, "last": 60.19, "vwap": 56.40038677338344, "above_vwap": true, "amount": 2565752577.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.560527825588075, "last": 38.89, "vwap": 37.56236042736744, "above_vwap": true, "amount": 9657148618.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.06182050735449, "last": 516.3, "vwap": 495.0053927825217, "above_vwap": true, "amount": 2929672587.0 }, { "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": 18.598590939987787, "above_vwap": true, "amount": 322867819.0 }, { "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": 41.4954028152835, "above_vwap": true, "amount": 895856700.0 }, { "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": 202.43811401296784, "above_vwap": true, "amount": 8389217639.0 }, { "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": 160.29943368390997, "above_vwap": true, "amount": 1684186000.0 }, { "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": 57.45087791960661, "above_vwap": true, "amount": 13646421934.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.38236070273514, "above_vwap": true, "amount": 5155905742.0 }, { "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": 9.77351297898338, "above_vwap": true, "amount": 799073625.0 } ] }, "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": 0.5564, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8068, "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": 34.8566444479892, "above_vwap": true, "amount": 3277111808.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.055299539170484, "last": 89.1, "vwap": 87.5803690372017, "above_vwap": true, "amount": 11109482232.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.752692164871892, "last": 60.19, "vwap": 56.40038677338344, "above_vwap": true, "amount": 2565752577.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.560527825588075, "last": 38.89, "vwap": 37.56236042736744, "above_vwap": true, "amount": 9657148618.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.06182050735449, "last": 516.3, "vwap": 495.0053927825217, "above_vwap": true, "amount": 2929672587.0 }, { "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": 18.598590939987787, "above_vwap": true, "amount": 322867819.0 }, { "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": 41.4954028152835, "above_vwap": true, "amount": 895856700.0 }, { "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": 202.43811401296784, "above_vwap": true, "amount": 8389217639.0 }, { "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": 160.29943368390997, "above_vwap": true, "amount": 1684186000.0 }, { "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": 57.45087791960661, "above_vwap": true, "amount": 13646421934.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.38236070273514, "above_vwap": true, "amount": 5155905742.0 }, { "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": 9.77351297898338, "above_vwap": true, "amount": 799073625.0 } ] }, "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": 0.5564, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8068, "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": 34.8566444479892, "above_vwap": true, "amount": 3277111808.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.055299539170484, "last": 89.1, "vwap": 87.5803690372017, "above_vwap": true, "amount": 11109482232.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.752692164871892, "last": 60.19, "vwap": 56.40038677338344, "above_vwap": true, "amount": 2565752577.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.560527825588075, "last": 38.89, "vwap": 37.56236042736744, "above_vwap": true, "amount": 9657148618.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.06182050735449, "last": 516.3, "vwap": 495.0053927825217, "above_vwap": true, "amount": 2929672587.0 }, { "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": 18.598590939987787, "above_vwap": true, "amount": 322867819.0 }, { "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": 41.4954028152835, "above_vwap": true, "amount": 895856700.0 }, { "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": 202.43811401296784, "above_vwap": true, "amount": 8389217639.0 }, { "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": 160.29943368390997, "above_vwap": true, "amount": 1684186000.0 }, { "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": 57.45087791960661, "above_vwap": true, "amount": 13646421934.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.38236070273514, "above_vwap": true, "amount": 5155905742.0 }, { "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": 9.77351297898338, "above_vwap": true, "amount": 799073625.0 } ] }, "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": 0.5564, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "业务主题待核对", "dominant_theme_share": 0.8068, "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": 34.8566444479892, "above_vwap": true, "amount": 3277111808.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.055299539170484, "last": 89.1, "vwap": 87.5803690372017, "above_vwap": true, "amount": 11109482232.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.752692164871892, "last": 60.19, "vwap": 56.40038677338344, "above_vwap": true, "amount": 2565752577.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.560527825588075, "last": 38.89, "vwap": 37.56236042736744, "above_vwap": true, "amount": 9657148618.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.06182050735449, "last": 516.3, "vwap": 495.0053927825217, "above_vwap": true, "amount": 2929672587.0 }, { "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": 18.598590939987787, "above_vwap": true, "amount": 322867819.0 }, { "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": 41.4954028152835, "above_vwap": true, "amount": 895856700.0 }, { "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": 202.43811401296784, "above_vwap": true, "amount": 8389217639.0 }, { "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": 160.29943368390997, "above_vwap": true, "amount": 1684186000.0 }, { "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": 57.45087791960661, "above_vwap": true, "amount": 13646421934.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.99650471862985, "last": 94.41, "vwap": 92.38236070273514, "above_vwap": true, "amount": 5155905742.0 }, { "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": 9.77351297898338, "above_vwap": true, "amount": 799073625.0 } ] }, "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": "2026-06-29T14:36:17", "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": "2026-06-29T14:36:17", "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": 0.0051, "prev_amount_yi": 0.0059, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0022 }, { "time": "14:35", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0017 }, { "time": "14:36", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.08, "ts": "2026-06-29T14:36:14", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 44061, "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": "2026-06-29T14:36:17", "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": 100.2982, "price_vs_vwap_pct": 1.5572, "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": 0.2691, "prev_amount_yi": 0.2656, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0132, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 102.08, "high": 102.08, "low": 101.96, "close": 101.96, "amount_yi": 0.1055 }, { "time": "14:35", "open": 101.9, "high": 101.9, "low": 101.88, "close": 101.88, "amount_yi": 0.1416 }, { "time": "14:36", "open": 101.86, "high": 101.86, "low": 101.86, "close": 101.86, "amount_yi": 0.022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.86, "ts": "2026-06-29T14:36:15", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 101.83, "ask1": 101.85, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-29T14:36:17", "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": 27.6341, "price_vs_vwap_pct": -2.0051, "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": 0.0221, "prev_amount_yi": 0.037, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 26.99, "high": 27.06, "low": 26.99, "close": 27.06, "amount_yi": 0.0099 }, { "time": "14:35", "open": 27.07, "high": 27.11, "low": 27.07, "close": 27.11, "amount_yi": 0.0084 }, { "time": "14:36", "open": 27.08, "high": 27.08, "low": 27.08, "close": 27.08, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.08, "ts": "2026-06-29T14:36:15", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.08, "ask1": 27.09, "bid_qty1": 7, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300088:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300088:BREAK_PREV_HIGH", "symbol": "SZSE.300088", "name": "长信科技", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 12.35, "exec_low": 12.35, "exec_high": 12.72, "invalid_price": 11.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "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": 11.3178, "price_vs_vwap_pct": -2.4545, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.333, "prev_amount_yi": 0.2768, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.203, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 11.02, "high": 11.02, "low": 11.02, "close": 11.02, "amount_yi": 0.1037 }, { "time": "14:35", "open": 11.03, "high": 11.06, "low": 11.03, "close": 11.06, "amount_yi": 0.1072 }, { "time": "14:36", "open": 11.04, "high": 11.04, "low": 11.04, "close": 11.04, "amount_yi": 0.1221 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.04, "ts": "2026-06-29T14:36:15", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 11.03, "ask1": 11.04, "bid_qty1": 391, "ask_qty1": 682 }, "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": "2026-06-29T14:36:17", "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": 5.8028, "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": 0.0432, "prev_amount_yi": 0.0835, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5174, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:34", "open": 214.4, "high": 214.4, "low": 214.4, "close": 214.4, "amount_yi": 0.0081 }, { "time": "14:35", "open": 214.4, "high": 214.43, "low": 214.4, "close": 214.43, "amount_yi": 0.0285 }, { "time": "14:36", "open": 214.5, "high": 214.5, "low": 214.5, "close": 214.5, "amount_yi": 0.0066 } ] }, "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": 214.5, "ts": "2026-06-29T14:36:14", "prev_close": 201.99, "open": 195.0, "high": 221.96, "low": 183.0, "bid1": 214.53, "ask1": 214.55, "bid_qty1": 0, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 14.38, "exec_low": 14.38, "exec_high": 14.81, "invalid_price": 13.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "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": 14.1007, "price_vs_vwap_pct": -1.4943, "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": 0.064, "prev_amount_yi": 0.1034, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 13.88, "high": 13.9, "low": 13.88, "close": 13.9, "amount_yi": 0.0249 }, { "time": "14:35", "open": 13.9, "high": 13.9, "low": 13.89, "close": 13.89, "amount_yi": 0.0202 }, { "time": "14:36", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.0189 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.89, "ts": "2026-06-29T14:36:16", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.88, "ask1": 13.89, "bid_qty1": 21, "ask_qty1": 93 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM", "symbol": "SZSE.002119", "name": "康强电子", "side": "BUY", "priority": "P6", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 37.02, "exec_low": 37.02, "exec_high": 38.13, "invalid_price": 35.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 38.13, "max_chase_pct": 3.0, "base_exec_high": 38.13, "dynamic_exec_high": null, "entry_zone_low": 36.46, "entry_zone_high": 37.58, "entry_risk_pct": null, "intraday_vwap": 35.8575, "price_vs_vwap_pct": 1.4293, "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": 0.2635, "prev_amount_yi": 0.443, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5948, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 36.3, "high": 36.45, "low": 36.3, "close": 36.45, "amount_yi": 0.0693 }, { "time": "14:35", "open": 36.42, "high": 36.42, "low": 36.42, "close": 36.42, "amount_yi": 0.134 }, { "time": "14:36", "open": 36.37, "high": 36.37, "low": 36.37, "close": 36.37, "amount_yi": 0.0602 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.37, "ts": "2026-06-29T14:36:15", "prev_close": 37.02, "open": 37.93, "high": 39.48, "low": 33.32, "bid1": 36.37, "ask1": 36.38, "bid_qty1": 37, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000823:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.000823:WATCH_CONFIRM", "symbol": "SZSE.000823", "name": "超声电子", "side": "BUY", "priority": "P7", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 28.46, "exec_low": 28.46, "exec_high": 29.31, "invalid_price": 27.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "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": 26.9243, "price_vs_vwap_pct": -4.8815, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0852, "prev_amount_yi": 0.0274, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0086 }, { "time": "14:35", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0583 }, { "time": "14:36", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.61, "ts": "2026-06-29T14:36:15", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 0.0, "ask1": 25.61, "bid_qty1": 0, "ask_qty1": 14175 }, "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": "2026-06-29T14:36:17", "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": 12.5611, "price_vs_vwap_pct": 2.8572, "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": 0.1775, "prev_amount_yi": 0.267, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 13.01, "high": 13.01, "low": 12.99, "close": 12.99, "amount_yi": 0.0822 }, { "time": "14:35", "open": 12.94, "high": 12.94, "low": 12.91, "close": 12.91, "amount_yi": 0.0705 }, { "time": "14:36", "open": 12.92, "high": 12.92, "low": 12.92, "close": 12.92, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.92, "ts": "2026-06-29T14:36:15", "prev_close": 12.31, "open": 12.5, "high": 13.54, "low": 11.88, "bid1": 12.91, "ask1": 12.92, "bid_qty1": 18, "ask_qty1": 25 }, "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": "2026-06-29T14:36:17", "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": 31.0245, "price_vs_vwap_pct": 1.1781, "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": 0.3525, "prev_amount_yi": 0.4125, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8545, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 31.45, "high": 31.45, "low": 31.23, "close": 31.23, "amount_yi": 0.143 }, { "time": "14:35", "open": 31.22, "high": 31.43, "low": 31.22, "close": 31.43, "amount_yi": 0.1548 }, { "time": "14:36", "open": 31.39, "high": 31.39, "low": 31.39, "close": 31.39, "amount_yi": 0.0547 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.39, "ts": "2026-06-29T14:36:16", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 31.39, "ask1": 31.41, "bid_qty1": 37, "ask_qty1": 13 }, "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": "2026-06-29T14:36:17", "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": 221.1888, "price_vs_vwap_pct": -1.4824, "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": 0.1416, "prev_amount_yi": 0.2535, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5586, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 217.71, "high": 217.71, "low": 217.6, "close": 217.6, "amount_yi": 0.0636 }, { "time": "14:35", "open": 217.8, "high": 218.48, "low": 217.8, "close": 218.48, "amount_yi": 0.0534 }, { "time": "14:36", "open": 217.91, "high": 217.91, "low": 217.91, "close": 217.91, "amount_yi": 0.0246 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 217.91, "ts": "2026-06-29T14:36:15", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 217.9, "ask1": 217.91, "bid_qty1": 7, "ask_qty1": 3 }, "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": "2026-06-29T14:36:17", "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": 58.9992, "price_vs_vwap_pct": -4.6936, "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": 0.2088, "prev_amount_yi": 0.2336, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 56.44, "high": 56.44, "low": 56.4, "close": 56.4, "amount_yi": 0.0726 }, { "time": "14:35", "open": 56.35, "high": 56.41, "low": 56.35, "close": 56.41, "amount_yi": 0.0756 }, { "time": "14:36", "open": 56.23, "high": 56.23, "low": 56.23, "close": 56.23, "amount_yi": 0.0606 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.23, "ts": "2026-06-29T14:36:15", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.21, "ask1": 56.23, "bid_qty1": 46, "ask_qty1": 5 }, "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": "2026-06-29T14:36:17", "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": 92.3824, "price_vs_vwap_pct": 2.1948, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4938, "prev_amount_yi": 0.4446, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1107, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:34", "open": 94.37, "high": 94.37, "low": 94.3, "close": 94.3, "amount_yi": 0.1874 }, { "time": "14:35", "open": 94.29, "high": 94.38, "low": 94.29, "close": 94.38, "amount_yi": 0.0981 }, { "time": "14:36", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.2083 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129846.6, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.41, "ts": "2026-06-29T14:36:16", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.4, "ask1": 94.41, "bid_qty1": 75, "ask_qty1": 3282 }, "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": "2026-06-29T14:36:17", "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": 41.4954, "price_vs_vwap_pct": 1.4811, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0031, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5536, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0005 }, { "time": "14:33", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0011 }, { "time": "14:34", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0006 }, { "time": "14:35", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0005 }, { "time": "14:36", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.11, "ts": "2026-06-29T14:36:15", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 32021, "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": "2026-06-29T14:36:17", "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": 41.1407, "price_vs_vwap_pct": -3.1373, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1856, "prev_amount_yi": 0.2243, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 39.87, "high": 39.87, "low": 39.84, "close": 39.84, "amount_yi": 0.0266 }, { "time": "14:33", "open": 39.83, "high": 39.83, "low": 39.76, "close": 39.76, "amount_yi": 0.0746 }, { "time": "14:34", "open": 39.8, "high": 39.82, "low": 39.8, "close": 39.82, "amount_yi": 0.0393 }, { "time": "14:35", "open": 39.83, "high": 39.87, "low": 39.83, "close": 39.87, "amount_yi": 0.0321 }, { "time": "14:36", "open": 39.85, "high": 39.85, "low": 39.85, "close": 39.85, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.85, "ts": "2026-06-29T14:36:14", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 39.83, "ask1": 39.85, "bid_qty1": 20, "ask_qty1": 25 }, "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": "2026-06-29T14:36:17", "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": 29.687, "price_vs_vwap_pct": 6.5786, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0622, "prev_amount_yi": 0.0646, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 31.58, "high": 31.68, "low": 31.58, "close": 31.68, "amount_yi": 0.0071 }, { "time": "14:33", "open": 31.67, "high": 31.67, "low": 31.67, "close": 31.67, "amount_yi": 0.0163 }, { "time": "14:34", "open": 31.67, "high": 31.67, "low": 31.66, "close": 31.66, "amount_yi": 0.0174 }, { "time": "14:35", "open": 31.66, "high": 31.66, "low": 31.64, "close": 31.64, "amount_yi": 0.0167 }, { "time": "14:36", "open": 31.64, "high": 31.64, "low": 31.64, "close": 31.64, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.64, "ts": "2026-06-29T14:36:15", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.64, "ask1": 31.65, "bid_qty1": 22, "ask_qty1": 134 }, "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": "2026-06-29T14:36:17", "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": 26.8238, "price_vs_vwap_pct": 1.5889, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.091, "prev_amount_yi": 0.0793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1475, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 27.14, "high": 27.16, "low": 27.14, "close": 27.16, "amount_yi": 0.0347 }, { "time": "14:33", "open": 27.16, "high": 27.18, "low": 27.16, "close": 27.18, "amount_yi": 0.0202 }, { "time": "14:34", "open": 27.17, "high": 27.17, "low": 27.15, "close": 27.15, "amount_yi": 0.0148 }, { "time": "14:35", "open": 27.2, "high": 27.22, "low": 27.2, "close": 27.22, "amount_yi": 0.0146 }, { "time": "14:36", "open": 27.25, "high": 27.25, "low": 27.25, "close": 27.25, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.25, "ts": "2026-06-29T14:36:13", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.24, "ask1": 27.25, "bid_qty1": 5, "ask_qty1": 10 }, "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": "2026-06-29T14:36:17", "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": 3.2601, "price_vs_vwap_pct": -2.457, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1739, "prev_amount_yi": 0.1652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0296 }, { "time": "14:33", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0116 }, { "time": "14:34", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0539 }, { "time": "14:35", "open": 3.18, "high": 3.19, "low": 3.18, "close": 3.19, "amount_yi": 0.0299 }, { "time": "14:36", "open": 3.18, "high": 3.18, "low": 3.18, "close": 3.18, "amount_yi": 0.0489 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.18, "ts": "2026-06-29T14:36:15", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.17, "ask1": 3.18, "bid_qty1": 5385, "ask_qty1": 6299 }, "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": "2026-06-29T14:36:17", "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": 9.2509, "price_vs_vwap_pct": -2.6041, "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": 0.6194, "prev_amount_yi": 0.6039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 9.03, "high": 9.03, "low": 9.02, "close": 9.02, "amount_yi": 0.0887 }, { "time": "14:33", "open": 9.02, "high": 9.02, "low": 8.98, "close": 8.98, "amount_yi": 0.2202 }, { "time": "14:34", "open": 8.99, "high": 9.0, "low": 8.99, "close": 9.0, "amount_yi": 0.1294 }, { "time": "14:35", "open": 9.02, "high": 9.03, "low": 9.02, "close": 9.03, "amount_yi": 0.1372 }, { "time": "14:36", "open": 9.01, "high": 9.01, "low": 9.01, "close": 9.01, "amount_yi": 0.0439 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.01, "ts": "2026-06-29T14:36:15", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.01, "ask1": 9.02, "bid_qty1": 242, "ask_qty1": 6 }, "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": "2026-06-29T14:36:17", "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": 5.4425, "price_vs_vwap_pct": -4.8232, "energy_floor_hint_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": 0.0327, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2141, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0228 }, { "time": "14:33", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0059 }, { "time": "14:34", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.005 }, { "time": "14:35", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0045 }, { "time": "14:36", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.18, "ts": "2026-06-29T14:36:15", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 0.0, "ask1": 5.18, "bid_qty1": 0, "ask_qty1": 60958 }, "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": "2026-06-29T14:36:17", "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": 0.1289, "prev_amount_yi": 0.0967, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 191.23, "high": 191.23, "low": 190.96, "close": 190.96, "amount_yi": 0.0138 }, { "time": "14:33", "open": 192.28, "high": 192.28, "low": 191.5, "close": 191.5, "amount_yi": 0.0543 }, { "time": "14:34", "open": 190.99, "high": 191.06, "low": 190.99, "close": 191.06, "amount_yi": 0.0126 }, { "time": "14:35", "open": 190.93, "high": 191.24, "low": 190.93, "close": 191.24, "amount_yi": 0.0277 }, { "time": "14:36", "open": 191.49, "high": 191.49, "low": 191.49, "close": 191.49, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 191.49, "ts": "2026-06-29T14:36:14", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 191.49, "ask1": 191.5, "bid_qty1": 58, "ask_qty1": 14 }, "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": "2026-06-29T14:36:17", "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": 48.2311, "price_vs_vwap_pct": -0.9768, "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": 0.8504, "prev_amount_yi": 0.8856, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9603, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 47.65, "high": 47.77, "low": 47.65, "close": 47.77, "amount_yi": 0.1848 }, { "time": "14:33", "open": 47.78, "high": 47.78, "low": 47.66, "close": 47.66, "amount_yi": 0.2422 }, { "time": "14:34", "open": 47.65, "high": 47.65, "low": 47.6, "close": 47.6, "amount_yi": 0.1805 }, { "time": "14:35", "open": 47.63, "high": 47.74, "low": 47.63, "close": 47.74, "amount_yi": 0.1694 }, { "time": "14:36", "open": 47.76, "high": 47.76, "low": 47.76, "close": 47.76, "amount_yi": 0.0735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.76, "ts": "2026-06-29T14:36:15", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.76, "ask1": 47.77, "bid_qty1": 14, "ask_qty1": 28 }, "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": "2026-06-29T14:36:17", "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": 75.0969, "price_vs_vwap_pct": -0.8481, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2753, "prev_amount_yi": 0.1923, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 74.48, "high": 74.65, "low": 74.48, "close": 74.65, "amount_yi": 0.0531 }, { "time": "14:33", "open": 74.68, "high": 74.68, "low": 74.46, "close": 74.46, "amount_yi": 0.0813 }, { "time": "14:34", "open": 74.49, "high": 74.56, "low": 74.49, "close": 74.56, "amount_yi": 0.0758 }, { "time": "14:35", "open": 74.54, "high": 74.6, "low": 74.54, "close": 74.6, "amount_yi": 0.0444 }, { "time": "14:36", "open": 74.46, "high": 74.46, "low": 74.46, "close": 74.46, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.46, "ts": "2026-06-29T14:36:15", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 74.46, "ask1": 74.49, "bid_qty1": 31, "ask_qty1": 18 }, "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": "2026-06-29T14:36:17", "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": 20.4526, "price_vs_vwap_pct": -3.8264, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0065, "prev_amount_yi": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0015 }, { "time": "14:33", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0012 }, { "time": "14:34", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0019 }, { "time": "14:35", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0012 }, { "time": "14:36", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.67, "ts": "2026-06-29T14:36:12", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 42552 }, "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": "2026-06-29T14:36:17", "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": 61.7626, "price_vs_vwap_pct": 6.7798, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6061, "prev_amount_yi": 0.7788, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 65.0, "high": 65.0, "low": 65.0, "close": 65.0, "amount_yi": 0.4128 }, { "time": "14:33", "open": 65.12, "high": 65.25, "low": 65.12, "close": 65.25, "amount_yi": 0.1743 }, { "time": "14:34", "open": 65.43, "high": 65.55, "low": 65.43, "close": 65.55, "amount_yi": 0.2631 }, { "time": "14:35", "open": 65.68, "high": 65.85, "low": 65.68, "close": 65.85, "amount_yi": 0.4095 }, { "time": "14:36", "open": 65.95, "high": 65.95, "low": 65.95, "close": 65.95, "amount_yi": 0.3464 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.95, "ts": "2026-06-29T14:36:15", "prev_close": 60.76, "open": 58.98, "high": 65.96, "low": 57.6, "bid1": 65.95, "ask1": 65.96, "bid_qty1": 156, "ask_qty1": 223 }, "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": "2026-06-29T14:36:17", "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": 59.6742, "price_vs_vwap_pct": 1.6017, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5855, "prev_amount_yi": 0.4996, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 60.4, "high": 60.45, "low": 60.4, "close": 60.45, "amount_yi": 0.1247 }, { "time": "14:33", "open": 60.7, "high": 60.7, "low": 60.63, "close": 60.63, "amount_yi": 0.1315 }, { "time": "14:34", "open": 60.6, "high": 60.6, "low": 60.53, "close": 60.53, "amount_yi": 0.1329 }, { "time": "14:35", "open": 60.53, "high": 60.53, "low": 60.53, "close": 60.53, "amount_yi": 0.1433 }, { "time": "14:36", "open": 60.63, "high": 60.63, "low": 60.63, "close": 60.63, "amount_yi": 0.0531 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.63, "ts": "2026-06-29T14:36:15", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 60.63, "ask1": 60.64, "bid_qty1": 66, "ask_qty1": 13 }, "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": "2026-06-29T14:36:17", "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": 20.4474, "price_vs_vwap_pct": -0.0851, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0217, "prev_amount_yi": 0.0163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3313, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 20.26, "high": 20.34, "low": 20.26, "close": 20.34, "amount_yi": 0.0047 }, { "time": "14:33", "open": 20.36, "high": 20.36, "low": 20.35, "close": 20.35, "amount_yi": 0.0031 }, { "time": "14:34", "open": 20.37, "high": 20.38, "low": 20.37, "close": 20.38, "amount_yi": 0.0051 }, { "time": "14:35", "open": 20.44, "high": 20.45, "low": 20.44, "close": 20.45, "amount_yi": 0.0047 }, { "time": "14:36", "open": 20.43, "high": 20.43, "low": 20.43, "close": 20.43, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.43, "ts": "2026-06-29T14:36:15", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.43, "ask1": 20.47, "bid_qty1": 2, "ask_qty1": 29 }, "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": "2026-06-29T14:36:17", "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": 0.2886, "prev_amount_yi": 0.3869, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7459, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 369.99, "high": 370.06, "low": 369.99, "close": 370.06, "amount_yi": 0.0529 }, { "time": "14:33", "open": 370.06, "high": 370.08, "low": 370.06, "close": 370.08, "amount_yi": 0.0613 }, { "time": "14:34", "open": 370.11, "high": 370.11, "low": 370.11, "close": 370.11, "amount_yi": 0.0671 }, { "time": "14:35", "open": 370.11, "high": 370.11, "low": 370.09, "close": 370.09, "amount_yi": 0.0846 }, { "time": "14:36", "open": 370.01, "high": 370.01, "low": 370.01, "close": 370.01, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 370.01, "ts": "2026-06-29T14:36:15", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 370.01, "ask1": 370.03, "bid_qty1": 0, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 366.65, "exec_low": 366.65, "exec_high": 372.15, "invalid_price": 355.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 377.65, "max_chase_pct": 1.5, "base_exec_high": 372.15, "dynamic_exec_high": null, "entry_zone_low": 361.15, "entry_zone_high": 372.15, "entry_risk_pct": null, "intraday_vwap": 366.9842, "price_vs_vwap_pct": 1.454, "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": 0.9687, "prev_amount_yi": 1.7682, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 372.0, "high": 373.2, "low": 372.0, "close": 373.2, "amount_yi": 0.1707 }, { "time": "14:33", "open": 374.51, "high": 374.51, "low": 372.47, "close": 372.47, "amount_yi": 0.2377 }, { "time": "14:34", "open": 371.88, "high": 371.88, "low": 370.86, "close": 370.86, "amount_yi": 0.1971 }, { "time": "14:35", "open": 370.19, "high": 371.0, "low": 370.19, "close": 371.0, "amount_yi": 0.2337 }, { "time": "14:36", "open": 372.32, "high": 372.32, "low": 372.32, "close": 372.32, "amount_yi": 0.1295 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 372.32, "ts": "2026-06-29T14:36:15", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 372.32, "ask1": 372.86, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH", "symbol": "SZSE.301188", "name": "力诺药包", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 77.44, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "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": 67.1124, "price_vs_vwap_pct": -6.3362, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1785, "prev_amount_yi": 0.1195, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 63.26, "high": 63.27, "low": 63.26, "close": 63.27, "amount_yi": 0.0246 }, { "time": "14:33", "open": 63.19, "high": 63.19, "low": 63.07, "close": 63.07, "amount_yi": 0.0159 }, { "time": "14:34", "open": 63.03, "high": 63.03, "low": 63.02, "close": 63.02, "amount_yi": 0.0415 }, { "time": "14:35", "open": 62.77, "high": 62.9, "low": 62.77, "close": 62.9, "amount_yi": 0.073 }, { "time": "14:36", "open": 62.86, "high": 62.86, "low": 62.86, "close": 62.86, "amount_yi": 0.0235 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.86, "ts": "2026-06-29T14:36:15", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 62.86, "ask1": 62.88, "bid_qty1": 48, "ask_qty1": 12 }, "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": "2026-06-29T14:36:17", "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": 15.2844, "price_vs_vwap_pct": -1.8607, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0458, "prev_amount_yi": 0.0052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.8077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0029 }, { "time": "14:33", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.014 }, { "time": "14:34", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0051 }, { "time": "14:35", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0225 }, { "time": "14:36", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.0, "ts": "2026-06-29T14:36:15", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 124592 }, "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": "2026-06-29T14:36:17", "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": 271.2726, "price_vs_vwap_pct": -1.4644, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2118, "prev_amount_yi": 0.1634, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0281 }, { "time": "14:33", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0524 }, { "time": "14:34", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0361 }, { "time": "14:35", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0444 }, { "time": "14:36", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0508 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 267.3, "ts": "2026-06-29T14:36:16", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 878 }, "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": "2026-06-29T14:36:17", "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": 0.1134, "prev_amount_yi": 0.1383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.82, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 103.38, "high": 103.54, "low": 103.38, "close": 103.54, "amount_yi": 0.0184 }, { "time": "14:33", "open": 102.9, "high": 102.98, "low": 102.9, "close": 102.98, "amount_yi": 0.0338 }, { "time": "14:34", "open": 102.98, "high": 102.98, "low": 102.96, "close": 102.96, "amount_yi": 0.02 }, { "time": "14:35", "open": 103.0, "high": 103.6, "low": 103.0, "close": 103.6, "amount_yi": 0.0326 }, { "time": "14:36", "open": 103.66, "high": 103.66, "low": 103.66, "close": 103.66, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.66, "ts": "2026-06-29T14:36:15", "prev_close": 99.0, "open": 100.44, "high": 104.75, "low": 93.0, "bid1": 103.5, "ask1": 103.58, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH", "symbol": "SHSE.600619", "name": "海立股份", "side": "BUY", "priority": "W20", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 15.52, "exec_low": 15.52, "exec_high": 15.75, "invalid_price": 15.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.99, "max_chase_pct": 1.5, "base_exec_high": 15.75, "dynamic_exec_high": null, "entry_zone_low": 15.29, "entry_zone_high": 15.75, "entry_risk_pct": 3.8339, "intraday_vwap": 15.3511, "price_vs_vwap_pct": 1.9471, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0955, "prev_amount_yi": 0.0865, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 15.63, "high": 15.65, "low": 15.63, "close": 15.65, "amount_yi": 0.0239 }, { "time": "14:33", "open": 15.65, "high": 15.65, "low": 15.65, "close": 15.65, "amount_yi": 0.0216 }, { "time": "14:34", "open": 15.65, "high": 15.66, "low": 15.65, "close": 15.66, "amount_yi": 0.0126 }, { "time": "14:35", "open": 15.64, "high": 15.64, "low": 15.64, "close": 15.64, "amount_yi": 0.0326 }, { "time": "14:36", "open": 15.65, "high": 15.65, "low": 15.65, "close": 15.65, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.65, "ts": "2026-06-29T14:36:13", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.64, "ask1": 15.65, "bid_qty1": 208, "ask_qty1": 181 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH", "symbol": "SHSE.605376", "name": "博迁新材", "side": "BUY", "priority": "W21", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 271.52, "exec_high": 275.59, "invalid_price": 263.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": null, "intraday_vwap": 275.8202, "price_vs_vwap_pct": -0.0291, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4582, "prev_amount_yi": 0.3515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 275.93, "high": 275.93, "low": 275.85, "close": 275.85, "amount_yi": 0.1326 }, { "time": "14:33", "open": 275.94, "high": 275.94, "low": 275.21, "close": 275.21, "amount_yi": 0.1246 }, { "time": "14:34", "open": 275.34, "high": 275.78, "low": 275.34, "close": 275.78, "amount_yi": 0.0562 }, { "time": "14:35", "open": 275.64, "high": 275.92, "low": 275.64, "close": 275.92, "amount_yi": 0.0725 }, { "time": "14:36", "open": 275.74, "high": 275.74, "low": 275.74, "close": 275.74, "amount_yi": 0.0723 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 275.74, "ts": "2026-06-29T14:36:14", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 275.69, "ask1": 275.74, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W22", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.4, "exec_low": 23.4, "exec_high": 23.75, "invalid_price": 22.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:36:17", "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": 21.2763, "price_vs_vwap_pct": -3.6487, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5814, "prev_amount_yi": 0.0209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 27.8182, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0027 }, { "time": "14:33", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0717 }, { "time": "14:34", "open": 20.5, "high": 20.51, "low": 20.5, "close": 20.51, "amount_yi": 0.4067 }, { "time": "14:35", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0842 }, { "time": "14:36", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.5, "ts": "2026-06-29T14:36:15", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 2721 }, "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": "2026-06-29T14:36:17", "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": 9.7735, "price_vs_vwap_pct": 0.4758, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0151, "prev_amount_yi": 0.0057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0015 }, { "time": "14:33", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0014 }, { "time": "14:34", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0104 }, { "time": "14:35", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0005 }, { "time": "14:36", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.82, "ts": "2026-06-29T14:36:13", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 298268, "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": "2026-06-29T14:36:17", "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": 75.4372, "price_vs_vwap_pct": 4.0336, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.4484, "prev_amount_yi": 1.4224, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7213, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 77.99, "high": 77.99, "low": 77.84, "close": 77.84, "amount_yi": 0.387 }, { "time": "14:33", "open": 78.12, "high": 78.5, "low": 78.12, "close": 78.5, "amount_yi": 0.7545 }, { "time": "14:34", "open": 78.86, "high": 78.9, "low": 78.86, "close": 78.9, "amount_yi": 0.6527 }, { "time": "14:35", "open": 78.75, "high": 78.75, "low": 78.63, "close": 78.63, "amount_yi": 0.4879 }, { "time": "14:36", "open": 78.48, "high": 78.48, "low": 78.48, "close": 78.48, "amount_yi": 0.1663 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.48, "ts": "2026-06-29T14:36:15", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 78.47, "ask1": 78.48, "bid_qty1": 7, "ask_qty1": 80 }, "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": "2026-06-29T14:36:17", "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": 52.8855, "price_vs_vwap_pct": 1.351, "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": 0.0678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6091, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 54.36, "high": 54.39, "low": 54.36, "close": 54.39, "amount_yi": 0.0098 }, { "time": "14:33", "open": 54.31, "high": 54.31, "low": 54.22, "close": 54.22, "amount_yi": 0.0772 }, { "time": "14:34", "open": 53.96, "high": 53.96, "low": 53.91, "close": 53.91, "amount_yi": 0.0284 }, { "time": "14:35", "open": 53.67, "high": 53.67, "low": 53.65, "close": 53.65, "amount_yi": 0.0502 }, { "time": "14:36", "open": 53.6, "high": 53.6, "low": 53.6, "close": 53.6, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.6, "ts": "2026-06-29T14:36:14", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.55, "ask1": 53.6, "bid_qty1": 2, "ask_qty1": 17 }, "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": "2026-06-29T14:36:17", "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": 30.29, "price_vs_vwap_pct": -0.9574, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0143, "prev_amount_yi": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 29.81, "high": 29.87, "low": 29.81, "close": 29.87, "amount_yi": 0.0026 }, { "time": "14:33", "open": 29.9, "high": 29.9, "low": 29.9, "close": 29.9, "amount_yi": 0.0025 }, { "time": "14:34", "open": 29.9, "high": 29.93, "low": 29.9, "close": 29.93, "amount_yi": 0.0053 }, { "time": "14:35", "open": 29.95, "high": 29.98, "low": 29.95, "close": 29.98, "amount_yi": 0.003 }, { "time": "14:36", "open": 30.0, "high": 30.0, "low": 30.0, "close": 30.0, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.0, "ts": "2026-06-29T14:36:15", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 30.0, "ask1": 30.01, "bid_qty1": 57, "ask_qty1": 2 }, "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": "2026-06-29T14:36:17", "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": 934.9167, "price_vs_vwap_pct": 2.0412, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3689, "prev_amount_yi": 1.0625, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 956.97, "high": 958.09, "low": 956.97, "close": 958.09, "amount_yi": 0.1579 }, { "time": "14:33", "open": 958.98, "high": 958.98, "low": 956.5, "close": 956.5, "amount_yi": 0.4348 }, { "time": "14:34", "open": 955.01, "high": 955.26, "low": 955.01, "close": 955.26, "amount_yi": 0.2397 }, { "time": "14:35", "open": 955.31, "high": 955.31, "low": 955.05, "close": 955.05, "amount_yi": 0.2598 }, { "time": "14:36", "open": 954.0, "high": 954.0, "low": 954.0, "close": 954.0, "amount_yi": 0.2767 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 954.0, "ts": "2026-06-29T14:36:15", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 954.0, "ask1": 955.0, "bid_qty1": 18, "ask_qty1": 60 }, "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": "2026-06-29T14:36:17", "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": 27.7388, "price_vs_vwap_pct": 4.0059, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0709, "prev_amount_yi": 0.8008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 28.87, "high": 28.97, "low": 28.87, "close": 28.97, "amount_yi": 0.2062 }, { "time": "14:33", "open": 28.92, "high": 28.92, "low": 28.89, "close": 28.89, "amount_yi": 0.198 }, { "time": "14:34", "open": 28.85, "high": 28.85, "low": 28.78, "close": 28.78, "amount_yi": 0.2704 }, { "time": "14:35", "open": 28.76, "high": 28.78, "low": 28.76, "close": 28.78, "amount_yi": 0.3301 }, { "time": "14:36", "open": 28.85, "high": 28.85, "low": 28.85, "close": 28.85, "amount_yi": 0.0662 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.85, "ts": "2026-06-29T14:36:15", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.85, "ask1": 28.86, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-06-29T14:36:17", "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": 41.3472, "price_vs_vwap_pct": -0.6704, "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": 0.386, "prev_amount_yi": 0.3926, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 41.22, "high": 41.3, "low": 41.22, "close": 41.3, "amount_yi": 0.1407 }, { "time": "14:33", "open": 41.25, "high": 41.25, "low": 41.18, "close": 41.18, "amount_yi": 0.1081 }, { "time": "14:34", "open": 41.13, "high": 41.13, "low": 41.05, "close": 41.05, "amount_yi": 0.0648 }, { "time": "14:35", "open": 41.01, "high": 41.05, "low": 41.01, "close": 41.05, "amount_yi": 0.0359 }, { "time": "14:36", "open": 41.07, "high": 41.07, "low": 41.07, "close": 41.07, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.07, "ts": "2026-06-29T14:36:14", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 41.06, "ask1": 41.07, "bid_qty1": 14, "ask_qty1": 20 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "sim_reason": "near_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": 0.1054, "prev_amount_yi": 0.1194, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 96.9, "high": 97.15, "low": 96.9, "close": 97.15, "amount_yi": 0.0283 }, { "time": "14:33", "open": 97.43, "high": 97.43, "low": 97.29, "close": 97.29, "amount_yi": 0.0325 }, { "time": "14:34", "open": 97.5, "high": 97.5, "low": 97.45, "close": 97.45, "amount_yi": 0.023 }, { "time": "14:35", "open": 97.28, "high": 97.43, "low": 97.28, "close": 97.43, "amount_yi": 0.0153 }, { "time": "14:36", "open": 97.41, "high": 97.41, "low": 97.41, "close": 97.41, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 97.41, "ts": "2026-06-29T14:36:15", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 97.31, "ask1": 97.41, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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": 80.3656, "price_vs_vwap_pct": -1.0895, "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": 0.3921, "prev_amount_yi": 0.4768, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8224, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 79.56, "high": 79.8, "low": 79.56, "close": 79.8, "amount_yi": 0.0652 }, { "time": "14:33", "open": 79.66, "high": 79.68, "low": 79.66, "close": 79.68, "amount_yi": 0.0958 }, { "time": "14:34", "open": 79.6, "high": 79.6, "low": 79.56, "close": 79.56, "amount_yi": 0.0558 }, { "time": "14:35", "open": 79.56, "high": 79.7, "low": 79.56, "close": 79.7, "amount_yi": 0.0434 }, { "time": "14:36", "open": 79.49, "high": 79.49, "low": 79.49, "close": 79.49, "amount_yi": 0.1319 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.49, "ts": "2026-06-29T14:36:13", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.44, "ask1": 79.49, "bid_qty1": 20, "ask_qty1": 13 }, "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": "2026-06-29T14:36:17", "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": 22.948, "price_vs_vwap_pct": -2.1701, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0187, "prev_amount_yi": 0.016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.009 }, { "time": "14:33", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0022 }, { "time": "14:34", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0026 }, { "time": "14:35", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0037 }, { "time": "14:36", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.45, "ts": "2026-06-29T14:36:15", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 160460 }, "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": "2026-06-29T14:36:17", "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": 25.0089, "price_vs_vwap_pct": -3.1145, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2045, "prev_amount_yi": 0.1965, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0407, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 24.27, "high": 24.27, "low": 24.26, "close": 24.26, "amount_yi": 0.0317 }, { "time": "14:33", "open": 24.27, "high": 24.27, "low": 24.27, "close": 24.27, "amount_yi": 0.0798 }, { "time": "14:34", "open": 24.23, "high": 24.23, "low": 24.22, "close": 24.22, "amount_yi": 0.0424 }, { "time": "14:35", "open": 24.24, "high": 24.24, "low": 24.24, "close": 24.24, "amount_yi": 0.0338 }, { "time": "14:36", "open": 24.23, "high": 24.23, "low": 24.23, "close": 24.23, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.23, "ts": "2026-06-29T14:36:14", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.22, "ask1": 24.23, "bid_qty1": 131, "ask_qty1": 42 }, "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": "2026-06-29T14:36:17", "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": 43.2353, "price_vs_vwap_pct": -0.9374, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1695, "prev_amount_yi": 0.1138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 42.79, "high": 42.81, "low": 42.79, "close": 42.81, "amount_yi": 0.0465 }, { "time": "14:33", "open": 42.79, "high": 42.79, "low": 42.77, "close": 42.77, "amount_yi": 0.0387 }, { "time": "14:34", "open": 42.76, "high": 42.78, "low": 42.76, "close": 42.78, "amount_yi": 0.0372 }, { "time": "14:35", "open": 42.78, "high": 42.84, "low": 42.78, "close": 42.84, "amount_yi": 0.0348 }, { "time": "14:36", "open": 42.83, "high": 42.83, "low": 42.83, "close": 42.83, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.83, "ts": "2026-06-29T14:36:15", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.82, "ask1": 42.83, "bid_qty1": 19, "ask_qty1": 22 }, "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": "2026-06-29T14:36:17", "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": 91.9797, "price_vs_vwap_pct": -2.1849, "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": 0.9694, "prev_amount_yi": 0.933, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 89.82, "high": 90.01, "low": 89.82, "close": 90.01, "amount_yi": 0.2232 }, { "time": "14:33", "open": 89.86, "high": 89.86, "low": 89.69, "close": 89.69, "amount_yi": 0.214 }, { "time": "14:34", "open": 89.7, "high": 89.8, "low": 89.7, "close": 89.8, "amount_yi": 0.2168 }, { "time": "14:35", "open": 89.76, "high": 89.87, "low": 89.76, "close": 89.87, "amount_yi": 0.2388 }, { "time": "14:36", "open": 89.97, "high": 89.97, "low": 89.97, "close": 89.97, "amount_yi": 0.0766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.97, "ts": "2026-06-29T14:36:15", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 89.97, "ask1": 90.0, "bid_qty1": 10, "ask_qty1": 13 }, "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": "2026-06-29T14:36:17", "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": 19.0685, "price_vs_vwap_pct": 1.3714, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.01, "prev_amount_yi": 0.0074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:32", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.0015 }, { "time": "14:33", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.0018 }, { "time": "14:34", "open": 19.3, "high": 19.31, "low": 19.3, "close": 19.31, "amount_yi": 0.0014 }, { "time": "14:35", "open": 19.32, "high": 19.33, "low": 19.32, "close": 19.33, "amount_yi": 0.0031 }, { "time": "14:36", "open": 19.33, "high": 19.33, "low": 19.33, "close": 19.33, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.33, "ts": "2026-06-29T14:36:16", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.33, "ask1": 19.34, "bid_qty1": 3, "ask_qty1": 71 }, "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": "2026-06-29T14:36:17", "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": 69.9613, "price_vs_vwap_pct": -0.0876, "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": 1.3113, "prev_amount_yi": 1.5188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 70.25, "high": 70.4, "low": 70.25, "close": 70.4, "amount_yi": 0.3693 }, { "time": "14:33", "open": 70.27, "high": 70.27, "low": 70.12, "close": 70.12, "amount_yi": 0.3241 }, { "time": "14:34", "open": 70.09, "high": 70.09, "low": 70.03, "close": 70.03, "amount_yi": 0.2477 }, { "time": "14:35", "open": 69.94, "high": 69.94, "low": 69.89, "close": 69.89, "amount_yi": 0.2531 }, { "time": "14:36", "open": 69.9, "high": 69.9, "low": 69.9, "close": 69.9, "amount_yi": 0.1171 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.9, "ts": "2026-06-29T14:36:15", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 69.9, "ask1": 69.91, "bid_qty1": 82, "ask_qty1": 41 }, "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": "2026-06-29T14:36:17", "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": 1.6164, "prev_amount_yi": 1.3414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 39.0, "high": 39.0, "low": 38.98, "close": 38.98, "amount_yi": 0.5755 }, { "time": "14:33", "open": 38.97, "high": 38.99, "low": 38.97, "close": 38.99, "amount_yi": 0.3264 }, { "time": "14:34", "open": 38.99, "high": 39.0, "low": 38.99, "close": 39.0, "amount_yi": 0.3414 }, { "time": "14:35", "open": 38.97, "high": 38.97, "low": 38.9, "close": 38.9, "amount_yi": 0.2557 }, { "time": "14:36", "open": 38.89, "high": 38.89, "low": 38.89, "close": 38.89, "amount_yi": 0.1174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.89, "ts": "2026-06-29T14:36:14", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.88, "ask1": 38.89, "bid_qty1": 88, "ask_qty1": 110 }, "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": "2026-06-29T14:36:17", "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": 50.5901, "price_vs_vwap_pct": -4.2896, "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": 0.4113, "prev_amount_yi": 0.532, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 48.7, "high": 48.7, "low": 48.68, "close": 48.68, "amount_yi": 0.0939 }, { "time": "14:33", "open": 48.61, "high": 48.61, "low": 48.54, "close": 48.54, "amount_yi": 0.1062 }, { "time": "14:34", "open": 48.51, "high": 48.51, "low": 48.46, "close": 48.46, "amount_yi": 0.077 }, { "time": "14:35", "open": 48.36, "high": 48.38, "low": 48.36, "close": 48.38, "amount_yi": 0.0926 }, { "time": "14:36", "open": 48.42, "high": 48.42, "low": 48.42, "close": 48.42, "amount_yi": 0.0416 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.42, "ts": "2026-06-29T14:36:13", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.4, "ask1": 48.42, "bid_qty1": 26, "ask_qty1": 18 }, "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": "2026-06-29T14:36:17", "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": 87.5804, "price_vs_vwap_pct": 1.7351, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0187, "prev_amount_yi": 0.8067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 88.58, "high": 88.86, "low": 88.58, "close": 88.86, "amount_yi": 0.1079 }, { "time": "14:33", "open": 88.89, "high": 88.96, "low": 88.89, "close": 88.96, "amount_yi": 0.309 }, { "time": "14:34", "open": 88.95, "high": 89.0, "low": 88.95, "close": 89.0, "amount_yi": 0.2077 }, { "time": "14:35", "open": 89.12, "high": 89.12, "low": 89.03, "close": 89.03, "amount_yi": 0.2978 }, { "time": "14:36", "open": 89.1, "high": 89.1, "low": 89.1, "close": 89.1, "amount_yi": 0.0963 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.1, "ts": "2026-06-29T14:36:15", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 89.06, "ask1": 89.1, "bid_qty1": 29, "ask_qty1": 13 }, "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": "2026-06-29T14:36:17", "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": 46.4256, "price_vs_vwap_pct": -4.32, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2655, "prev_amount_yi": 0.1473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 44.51, "high": 44.59, "low": 44.51, "close": 44.59, "amount_yi": 0.0692 }, { "time": "14:33", "open": 44.48, "high": 44.48, "low": 44.41, "close": 44.41, "amount_yi": 0.0713 }, { "time": "14:34", "open": 44.5, "high": 44.5, "low": 44.35, "close": 44.35, "amount_yi": 0.0705 }, { "time": "14:35", "open": 44.43, "high": 44.45, "low": 44.43, "close": 44.45, "amount_yi": 0.0438 }, { "time": "14:36", "open": 44.42, "high": 44.42, "low": 44.42, "close": 44.42, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.42, "ts": "2026-06-29T14:36:14", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.4, "ask1": 44.42, "bid_qty1": 78, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": null, "intraday_vwap": 107.2005, "price_vs_vwap_pct": -1.1572, "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": 1.2931, "prev_amount_yi": 1.3019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9932, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 106.83, "high": 106.83, "low": 106.8, "close": 106.8, "amount_yi": 0.1607 }, { "time": "14:33", "open": 106.67, "high": 106.67, "low": 106.51, "close": 106.51, "amount_yi": 0.1948 }, { "time": "14:34", "open": 106.33, "high": 106.33, "low": 106.15, "close": 106.15, "amount_yi": 0.1336 }, { "time": "14:35", "open": 105.85, "high": 106.05, "low": 105.85, "close": 106.05, "amount_yi": 0.6373 }, { "time": "14:36", "open": 105.96, "high": 105.96, "low": 105.96, "close": 105.96, "amount_yi": 0.1667 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.96, "ts": "2026-06-29T14:36:15", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 105.89, "ask1": 105.92, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9857, "prev_amount_yi": 1.0704, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9209, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 61.28, "high": 61.93, "low": 61.28, "close": 61.93, "amount_yi": 0.2318 }, { "time": "14:33", "open": 62.33, "high": 62.81, "low": 62.33, "close": 62.81, "amount_yi": 0.2771 }, { "time": "14:34", "open": 62.68, "high": 62.68, "low": 62.38, "close": 62.38, "amount_yi": 0.2695 }, { "time": "14:35", "open": 61.79, "high": 61.79, "low": 60.59, "close": 60.59, "amount_yi": 0.1273 }, { "time": "14:36", "open": 60.19, "high": 60.19, "low": 60.19, "close": 60.19, "amount_yi": 0.08 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.19, "ts": "2026-06-29T14:36:16", "prev_close": 53.86, "open": 55.0, "high": 62.89, "low": 51.51, "bid1": 60.17, "ask1": 60.19, "bid_qty1": 20, "ask_qty1": 31 }, "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": "2026-06-29T14:36:17", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7866, "prev_amount_yi": 1.5874, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 506.99, "high": 507.05, "low": 506.99, "close": 507.05, "amount_yi": 0.3079 }, { "time": "14:33", "open": 506.9, "high": 506.9, "low": 506.69, "close": 506.69, "amount_yi": 0.5153 }, { "time": "14:34", "open": 505.97, "high": 505.97, "low": 505.97, "close": 505.97, "amount_yi": 0.4216 }, { "time": "14:35", "open": 505.38, "high": 505.6, "low": 505.38, "close": 505.6, "amount_yi": 0.3283 }, { "time": "14:36", "open": 505.1, "high": 505.1, "low": 505.1, "close": 505.1, "amount_yi": 0.2135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 505.1, "ts": "2026-06-29T14:36:14", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 505.05, "ask1": 505.1, "bid_qty1": 2, "ask_qty1": 243 }, "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": "2026-06-29T14:36:17", "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": 202.4381, "price_vs_vwap_pct": 2.4807, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0445, "prev_amount_yi": 0.1056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4214, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0118 }, { "time": "14:33", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0095 }, { "time": "14:34", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0062 }, { "time": "14:35", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0054 }, { "time": "14:36", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 207.46, "ts": "2026-06-29T14:36:15", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 23904, "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": "2026-06-29T14:36:17", "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": 82.754, "price_vs_vwap_pct": -2.7237, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0883, "prev_amount_yi": 0.0674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 80.78, "high": 80.81, "low": 80.78, "close": 80.81, "amount_yi": 0.022 }, { "time": "14:33", "open": 80.83, "high": 80.83, "low": 80.7, "close": 80.7, "amount_yi": 0.0204 }, { "time": "14:34", "open": 80.57, "high": 80.61, "low": 80.57, "close": 80.61, "amount_yi": 0.0106 }, { "time": "14:35", "open": 80.53, "high": 80.57, "low": 80.53, "close": 80.57, "amount_yi": 0.0148 }, { "time": "14:36", "open": 80.5, "high": 80.5, "low": 80.5, "close": 80.5, "amount_yi": 0.0205 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.5, "ts": "2026-06-29T14:36:16", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.46, "ask1": 80.5, "bid_qty1": 1, "ask_qty1": 4 }, "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": "2026-06-29T14:36:17", "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": 76.2018, "price_vs_vwap_pct": 3.659, "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": 0.3081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 78.98, "high": 78.98, "low": 78.76, "close": 78.76, "amount_yi": 0.071 }, { "time": "14:33", "open": 78.67, "high": 78.67, "low": 78.67, "close": 78.67, "amount_yi": 0.0506 }, { "time": "14:34", "open": 78.8, "high": 78.9, "low": 78.8, "close": 78.9, "amount_yi": 0.0317 }, { "time": "14:35", "open": 78.97, "high": 79.0, "low": 78.97, "close": 79.0, "amount_yi": 0.0611 }, { "time": "14:36", "open": 78.99, "high": 78.99, "low": 78.99, "close": 78.99, "amount_yi": 0.0544 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.99, "ts": "2026-06-29T14:36:15", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 78.97, "ask1": 78.98, "bid_qty1": 17, "ask_qty1": 6 }, "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": "2026-06-29T14:36:17", "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": 34.4105, "price_vs_vwap_pct": 0.7832, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1817, "prev_amount_yi": 0.3039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5979, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 34.72, "high": 34.72, "low": 34.72, "close": 34.72, "amount_yi": 0.0505 }, { "time": "14:33", "open": 34.73, "high": 34.73, "low": 34.67, "close": 34.67, "amount_yi": 0.0487 }, { "time": "14:34", "open": 34.7, "high": 34.7, "low": 34.68, "close": 34.68, "amount_yi": 0.0235 }, { "time": "14:35", "open": 34.69, "high": 34.7, "low": 34.69, "close": 34.7, "amount_yi": 0.0371 }, { "time": "14:36", "open": 34.68, "high": 34.68, "low": 34.68, "close": 34.68, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.68, "ts": "2026-06-29T14:36:16", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.68, "ask1": 34.7, "bid_qty1": 70, "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": "2026-06-29T14:36:17", "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": 16.914, "price_vs_vwap_pct": -5.2856, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0711, "prev_amount_yi": 0.0385, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8468, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0104 }, { "time": "14:33", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.041 }, { "time": "14:34", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0104 }, { "time": "14:35", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0067 }, { "time": "14:36", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.02, "ts": "2026-06-29T14:36:16", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 12309 }, "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": "2026-06-29T14:36:17", "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": 3.7331, "intraday_vwap": 12.4709, "price_vs_vwap_pct": 0.8748, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1302, "prev_amount_yi": 0.1177, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 12.61, "high": 12.61, "low": 12.6, "close": 12.6, "amount_yi": 0.0409 }, { "time": "14:33", "open": 12.61, "high": 12.61, "low": 12.59, "close": 12.59, "amount_yi": 0.0292 }, { "time": "14:34", "open": 12.59, "high": 12.6, "low": 12.59, "close": 12.6, "amount_yi": 0.0213 }, { "time": "14:35", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0316 }, { "time": "14:36", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.58, "ts": "2026-06-29T14:36:15", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.58, "ask1": 12.59, "bid_qty1": 28, "ask_qty1": 338 }, "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": "2026-06-29T14:36:17", "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": 28.4246, "price_vs_vwap_pct": 0.7578, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3322, "prev_amount_yi": 0.2106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5774, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 28.67, "high": 28.67, "low": 28.65, "close": 28.65, "amount_yi": 0.0872 }, { "time": "14:33", "open": 28.66, "high": 28.67, "low": 28.66, "close": 28.67, "amount_yi": 0.0917 }, { "time": "14:34", "open": 28.64, "high": 28.64, "low": 28.63, "close": 28.63, "amount_yi": 0.0695 }, { "time": "14:35", "open": 28.62, "high": 28.64, "low": 28.62, "close": 28.64, "amount_yi": 0.0598 }, { "time": "14:36", "open": 28.64, "high": 28.64, "low": 28.64, "close": 28.64, "amount_yi": 0.024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.64, "ts": "2026-06-29T14:36:15", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.63, "ask1": 28.64, "bid_qty1": 139, "ask_qty1": 1 }, "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": "2026-06-29T14:36:17", "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": 84.751, "price_vs_vwap_pct": -0.5321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2232, "prev_amount_yi": 0.1971, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 83.32, "high": 83.5, "low": 83.32, "close": 83.5, "amount_yi": 0.0629 }, { "time": "14:33", "open": 83.59, "high": 83.7, "low": 83.59, "close": 83.7, "amount_yi": 0.0457 }, { "time": "14:34", "open": 83.93, "high": 84.0, "low": 83.93, "close": 84.0, "amount_yi": 0.0459 }, { "time": "14:35", "open": 84.1, "high": 84.19, "low": 84.1, "close": 84.19, "amount_yi": 0.0425 }, { "time": "14:36", "open": 84.3, "high": 84.3, "low": 84.3, "close": 84.3, "amount_yi": 0.0262 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.3, "ts": "2026-06-29T14:36:15", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 84.3, "ask1": 84.31, "bid_qty1": 7, "ask_qty1": 2 }, "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": "2026-06-29T14:36:17", "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": 7.8215, "price_vs_vwap_pct": -1.2977, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6026, "prev_amount_yi": 1.7145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.518, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 7.75, "high": 7.76, "low": 7.75, "close": 7.76, "amount_yi": 0.4755 }, { "time": "14:33", "open": 7.75, "high": 7.75, "low": 7.72, "close": 7.72, "amount_yi": 0.9786 }, { "time": "14:34", "open": 7.73, "high": 7.73, "low": 7.72, "close": 7.72, "amount_yi": 0.3892 }, { "time": "14:35", "open": 7.72, "high": 7.73, "low": 7.72, "close": 7.73, "amount_yi": 0.3654 }, { "time": "14:36", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.3939 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.72, "ts": "2026-06-29T14:36:15", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.71, "ask1": 7.72, "bid_qty1": 45383, "ask_qty1": 1394 }, "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": "2026-06-29T14:36:17", "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": 171.1822, "price_vs_vwap_pct": -3.2785, "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": 0.2526, "prev_amount_yi": 0.3395, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.744, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 164.98, "high": 165.49, "low": 164.98, "close": 165.49, "amount_yi": 0.0468 }, { "time": "14:33", "open": 165.58, "high": 165.69, "low": 165.58, "close": 165.69, "amount_yi": 0.0483 }, { "time": "14:34", "open": 165.76, "high": 165.79, "low": 165.76, "close": 165.79, "amount_yi": 0.0552 }, { "time": "14:35", "open": 165.73, "high": 165.73, "low": 165.67, "close": 165.67, "amount_yi": 0.0708 }, { "time": "14:36", "open": 165.57, "high": 165.57, "low": 165.57, "close": 165.57, "amount_yi": 0.0315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 165.57, "ts": "2026-06-29T14:36:14", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 165.55, "ask1": 165.56, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-06-29T14:36:17", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.36, "max_chase_pct": 1.5, "base_exec_high": 17.1, "dynamic_exec_high": null, "entry_zone_low": 16.6, "entry_zone_high": 17.1, "entry_risk_pct": 3.9953, "intraday_vwap": 16.7211, "price_vs_vwap_pct": 1.7876, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0268, "prev_amount_yi": 0.0152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7632, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 17.05, "high": 17.05, "low": 17.03, "close": 17.03, "amount_yi": 0.0045 }, { "time": "14:33", "open": 17.03, "high": 17.06, "low": 17.03, "close": 17.06, "amount_yi": 0.0111 }, { "time": "14:34", "open": 17.06, "high": 17.06, "low": 17.03, "close": 17.03, "amount_yi": 0.0043 }, { "time": "14:35", "open": 17.01, "high": 17.01, "low": 17.01, "close": 17.01, "amount_yi": 0.0059 }, { "time": "14:36", "open": 17.02, "high": 17.02, "low": 17.02, "close": 17.02, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.02, "ts": "2026-06-29T14:36:15", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 17.01, "ask1": 17.02, "bid_qty1": 105, "ask_qty1": 119 }, "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": "2026-06-29T14:36:17", "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": 20.2352, "price_vs_vwap_pct": -2.4966, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.084, "prev_amount_yi": 0.0541, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 19.81, "high": 19.83, "low": 19.81, "close": 19.83, "amount_yi": 0.006 }, { "time": "14:33", "open": 19.83, "high": 19.83, "low": 19.81, "close": 19.81, "amount_yi": 0.0252 }, { "time": "14:34", "open": 19.78, "high": 19.78, "low": 19.77, "close": 19.77, "amount_yi": 0.0255 }, { "time": "14:35", "open": 19.77, "high": 19.77, "low": 19.76, "close": 19.76, "amount_yi": 0.0104 }, { "time": "14:36", "open": 19.73, "high": 19.73, "low": 19.73, "close": 19.73, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.73, "ts": "2026-06-29T14:36:15", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.73, "ask1": 19.74, "bid_qty1": 152, "ask_qty1": 100 }, "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": "2026-06-29T14:36:17", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3301, "prev_amount_yi": 0.3046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 515.98, "high": 515.98, "low": 515.0, "close": 515.0, "amount_yi": 0.0588 }, { "time": "14:33", "open": 513.7, "high": 514.99, "low": 513.7, "close": 514.99, "amount_yi": 0.051 }, { "time": "14:34", "open": 513.75, "high": 515.0, "low": 513.75, "close": 515.0, "amount_yi": 0.1356 }, { "time": "14:35", "open": 514.99, "high": 515.0, "low": 514.99, "close": 515.0, "amount_yi": 0.0411 }, { "time": "14:36", "open": 516.3, "high": 516.3, "low": 516.3, "close": 516.3, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 516.3, "ts": "2026-06-29T14:36:14", "prev_close": 469.1, "open": 470.5, "high": 517.9, "low": 470.5, "bid1": 515.79, "ask1": 516.3, "bid_qty1": 11, "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": "2026-06-29T14:36:17", "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": 18.5986, "price_vs_vwap_pct": 5.7069, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.004, "prev_amount_yi": 0.0146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:33", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0016 }, { "time": "14:34", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0011 }, { "time": "14:35", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.66, "ts": "2026-06-29T14:36:14", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 32964, "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": "2026-06-29T14:36:17", "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": 9.7036, "price_vs_vwap_pct": -0.7585, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0265, "prev_amount_yi": 0.0333, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7958, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 9.65, "high": 9.66, "low": 9.65, "close": 9.66, "amount_yi": 0.0053 }, { "time": "14:33", "open": 9.65, "high": 9.65, "low": 9.64, "close": 9.64, "amount_yi": 0.0065 }, { "time": "14:34", "open": 9.65, "high": 9.65, "low": 9.64, "close": 9.64, "amount_yi": 0.0051 }, { "time": "14:35", "open": 9.63, "high": 9.64, "low": 9.63, "close": 9.64, "amount_yi": 0.0055 }, { "time": "14:36", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.63, "ts": "2026-06-29T14:36:15", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.62, "ask1": 9.63, "bid_qty1": 311, "ask_qty1": 27 }, "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": "2026-06-29T14:36:17", "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": 47.8841, "price_vs_vwap_pct": -0.6142, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6868, "prev_amount_yi": 0.4928, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 47.57, "high": 47.57, "low": 47.57, "close": 47.57, "amount_yi": 0.1474 }, { "time": "14:33", "open": 47.55, "high": 47.55, "low": 47.5, "close": 47.5, "amount_yi": 0.2087 }, { "time": "14:34", "open": 47.4, "high": 47.4, "low": 47.38, "close": 47.38, "amount_yi": 0.0803 }, { "time": "14:35", "open": 47.37, "high": 47.5, "low": 47.37, "close": 47.5, "amount_yi": 0.1614 }, { "time": "14:36", "open": 47.59, "high": 47.59, "low": 47.59, "close": 47.59, "amount_yi": 0.089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.59, "ts": "2026-06-29T14:36:16", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 47.58, "ask1": 47.59, "bid_qty1": 18, "ask_qty1": 20 }, "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": "2026-06-29T14:36:17", "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": 47.2202, "price_vs_vwap_pct": 2.8373, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1722, "prev_amount_yi": 0.0903, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 48.46, "high": 48.46, "low": 48.41, "close": 48.41, "amount_yi": 0.0357 }, { "time": "14:33", "open": 48.38, "high": 48.44, "low": 48.38, "close": 48.44, "amount_yi": 0.0286 }, { "time": "14:34", "open": 48.36, "high": 48.36, "low": 48.32, "close": 48.32, "amount_yi": 0.0473 }, { "time": "14:35", "open": 48.47, "high": 48.6, "low": 48.47, "close": 48.6, "amount_yi": 0.0244 }, { "time": "14:36", "open": 48.56, "high": 48.56, "low": 48.56, "close": 48.56, "amount_yi": 0.0362 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.56, "ts": "2026-06-29T14:36:15", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.52, "ask1": 48.56, "bid_qty1": 12, "ask_qty1": 3 }, "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": "2026-06-29T14:36:17", "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": 50.7761, "price_vs_vwap_pct": -2.2966, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0061, "prev_amount_yi": 0.0065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0013 }, { "time": "14:33", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0009 }, { "time": "14:34", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0024 }, { "time": "14:35", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0013 }, { "time": "14:36", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.61, "ts": "2026-06-29T14:36:15", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 12851 }, "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": "2026-06-29T14:36:17", "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": 0.1942, "prev_amount_yi": 0.2648, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7334, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 138.22, "high": 138.22, "low": 138.17, "close": 138.17, "amount_yi": 0.0408 }, { "time": "14:33", "open": 137.97, "high": 137.97, "low": 137.72, "close": 137.72, "amount_yi": 0.0411 }, { "time": "14:34", "open": 137.86, "high": 137.86, "low": 137.64, "close": 137.64, "amount_yi": 0.028 }, { "time": "14:35", "open": 137.59, "high": 137.65, "low": 137.59, "close": 137.65, "amount_yi": 0.047 }, { "time": "14:36", "open": 138.07, "high": 138.07, "low": 138.07, "close": 138.07, "amount_yi": 0.0373 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.07, "ts": "2026-06-29T14:36:16", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 137.93, "ask1": 138.06, "bid_qty1": 2, "ask_qty1": 30 }, "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": "2026-06-29T14:36:17", "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": 29.7649, "price_vs_vwap_pct": -1.4947, "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": 0.3495, "prev_amount_yi": 0.4358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 29.3, "high": 29.3, "low": 29.3, "close": 29.3, "amount_yi": 0.1211 }, { "time": "14:33", "open": 29.29, "high": 29.31, "low": 29.29, "close": 29.31, "amount_yi": 0.0824 }, { "time": "14:34", "open": 29.29, "high": 29.3, "low": 29.29, "close": 29.3, "amount_yi": 0.0472 }, { "time": "14:35", "open": 29.32, "high": 29.34, "low": 29.32, "close": 29.34, "amount_yi": 0.0544 }, { "time": "14:36", "open": 29.32, "high": 29.32, "low": 29.32, "close": 29.32, "amount_yi": 0.0444 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.32, "ts": "2026-06-29T14:36:16", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.32, "ask1": 29.33, "bid_qty1": 106, "ask_qty1": 4 }, "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": "2026-06-29T14:36:17", "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": 0.3045, "prev_amount_yi": 0.3459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8803, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 698.84, "high": 699.54, "low": 698.84, "close": 699.54, "amount_yi": 0.0685 }, { "time": "14:33", "open": 698.84, "high": 698.84, "low": 698.42, "close": 698.42, "amount_yi": 0.1222 }, { "time": "14:34", "open": 698.07, "high": 698.83, "low": 698.07, "close": 698.83, "amount_yi": 0.0444 }, { "time": "14:35", "open": 698.84, "high": 698.84, "low": 698.84, "close": 698.84, "amount_yi": 0.0338 }, { "time": "14:36", "open": 698.87, "high": 698.87, "low": 698.87, "close": 698.87, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 698.87, "ts": "2026-06-29T14:36:14", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 698.87, "ask1": 699.0, "bid_qty1": 1, "ask_qty1": 16 }, "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": "2026-06-29T14:36:17", "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": 47.4258, "price_vs_vwap_pct": 1.7379, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.173, "prev_amount_yi": 0.1983, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 48.19, "high": 48.35, "low": 48.19, "close": 48.35, "amount_yi": 0.0435 }, { "time": "14:33", "open": 48.29, "high": 48.29, "low": 48.18, "close": 48.18, "amount_yi": 0.058 }, { "time": "14:34", "open": 48.28, "high": 48.33, "low": 48.28, "close": 48.33, "amount_yi": 0.0196 }, { "time": "14:35", "open": 48.29, "high": 48.33, "low": 48.29, "close": 48.33, "amount_yi": 0.0433 }, { "time": "14:36", "open": 48.25, "high": 48.25, "low": 48.25, "close": 48.25, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.25, "ts": "2026-06-29T14:36:14", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 48.22, "ask1": 48.25, "bid_qty1": 2, "ask_qty1": 64 }, "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": "2026-06-29T14:36:17", "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": 22.4243, "price_vs_vwap_pct": -0.6435, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2102, "prev_amount_yi": 0.0957, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1964, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 22.18, "high": 22.19, "low": 22.18, "close": 22.19, "amount_yi": 0.0461 }, { "time": "14:33", "open": 22.19, "high": 22.26, "low": 22.19, "close": 22.26, "amount_yi": 0.0811 }, { "time": "14:34", "open": 22.3, "high": 22.31, "low": 22.3, "close": 22.31, "amount_yi": 0.0592 }, { "time": "14:35", "open": 22.3, "high": 22.3, "low": 22.29, "close": 22.29, "amount_yi": 0.0192 }, { "time": "14:36", "open": 22.28, "high": 22.28, "low": 22.28, "close": 22.28, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.28, "ts": "2026-06-29T14:36:15", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.29, "ask1": 22.3, "bid_qty1": 1, "ask_qty1": 452 }, "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": "2026-06-29T14:36:17", "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": 12.8084, "price_vs_vwap_pct": -2.4078, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7632, "prev_amount_yi": 0.3401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 12.54, "high": 12.55, "low": 12.54, "close": 12.55, "amount_yi": 0.1076 }, { "time": "14:33", "open": 12.57, "high": 12.57, "low": 12.53, "close": 12.53, "amount_yi": 0.1725 }, { "time": "14:34", "open": 12.52, "high": 12.52, "low": 12.5, "close": 12.5, "amount_yi": 0.2807 }, { "time": "14:35", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.1296 }, { "time": "14:36", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0728 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.5, "ts": "2026-06-29T14:36:14", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.5, "ask1": 12.51, "bid_qty1": 715, "ask_qty1": 297 }, "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": "2026-06-29T14:36:17", "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": 160.2994, "price_vs_vwap_pct": 4.6479, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.012, "prev_amount_yi": 0.0105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0017 }, { "time": "14:33", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0025 }, { "time": "14:34", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.005 }, { "time": "14:35", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0005 }, { "time": "14:36", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 167.75, "ts": "2026-06-29T14:36:09", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 17977, "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": "2026-06-29T14:36:17", "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": 18.92, "price_vs_vwap_pct": -2.2727, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2509, "prev_amount_yi": 0.1577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 18.39, "high": 18.42, "low": 18.39, "close": 18.42, "amount_yi": 0.0438 }, { "time": "14:33", "open": 18.4, "high": 18.41, "low": 18.4, "close": 18.41, "amount_yi": 0.0305 }, { "time": "14:34", "open": 18.39, "high": 18.39, "low": 18.36, "close": 18.36, "amount_yi": 0.055 }, { "time": "14:35", "open": 18.38, "high": 18.46, "low": 18.38, "close": 18.46, "amount_yi": 0.0987 }, { "time": "14:36", "open": 18.49, "high": 18.49, "low": 18.49, "close": 18.49, "amount_yi": 0.0229 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.49, "ts": "2026-06-29T14:36:14", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.48, "ask1": 18.49, "bid_qty1": 696, "ask_qty1": 76 }, "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": "2026-06-29T14:36:17", "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": 129.1076, "price_vs_vwap_pct": -2.802, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0406, "prev_amount_yi": 0.062, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 125.29, "high": 125.54, "low": 125.29, "close": 125.54, "amount_yi": 0.0158 }, { "time": "14:33", "open": 125.39, "high": 125.39, "low": 125.29, "close": 125.29, "amount_yi": 0.0064 }, { "time": "14:34", "open": 125.3, "high": 125.31, "low": 125.3, "close": 125.31, "amount_yi": 0.0078 }, { "time": "14:35", "open": 125.54, "high": 125.57, "low": 125.54, "close": 125.57, "amount_yi": 0.0058 }, { "time": "14:36", "open": 125.49, "high": 125.49, "low": 125.49, "close": 125.49, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.49, "ts": "2026-06-29T14:36:15", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 125.49, "ask1": 125.5, "bid_qty1": 19, "ask_qty1": 3 }, "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": "2026-06-29T14:36:17", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2246, "prev_amount_yi": 0.151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4874, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 104.03, "high": 104.41, "low": 104.03, "close": 104.41, "amount_yi": 0.0622 }, { "time": "14:33", "open": 104.38, "high": 104.49, "low": 104.38, "close": 104.49, "amount_yi": 0.0459 }, { "time": "14:34", "open": 104.24, "high": 104.57, "low": 104.24, "close": 104.57, "amount_yi": 0.0314 }, { "time": "14:35", "open": 104.31, "high": 104.31, "low": 104.28, "close": 104.28, "amount_yi": 0.0585 }, { "time": "14:36", "open": 104.32, "high": 104.32, "low": 104.32, "close": 104.32, "amount_yi": 0.0266 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.32, "ts": "2026-06-29T14:36:16", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.32, "ask1": 104.4, "bid_qty1": 80, "ask_qty1": 18 }, "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": "2026-06-29T14:36:17", "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": 53.0857, "price_vs_vwap_pct": -1.367, "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": 0.9702, "prev_amount_yi": 0.9424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0295, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 52.37, "high": 52.42, "low": 52.37, "close": 52.42, "amount_yi": 0.1888 }, { "time": "14:33", "open": 52.34, "high": 52.34, "low": 52.34, "close": 52.34, "amount_yi": 0.256 }, { "time": "14:34", "open": 52.31, "high": 52.31, "low": 52.29, "close": 52.29, "amount_yi": 0.2293 }, { "time": "14:35", "open": 52.37, "high": 52.37, "low": 52.37, "close": 52.37, "amount_yi": 0.1969 }, { "time": "14:36", "open": 52.36, "high": 52.36, "low": 52.36, "close": 52.36, "amount_yi": 0.0992 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.36, "ts": "2026-06-29T14:36:16", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.35, "ask1": 52.36, "bid_qty1": 149, "ask_qty1": 57 }, "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": "2026-06-29T14:36:17", "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": 3.4514, "intraday_vwap": 10.8145, "price_vs_vwap_pct": 1.7153, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0587, "prev_amount_yi": 0.0308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9058, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 10.98, "high": 10.99, "low": 10.98, "close": 10.99, "amount_yi": 0.0092 }, { "time": "14:33", "open": 10.99, "high": 10.99, "low": 10.99, "close": 10.99, "amount_yi": 0.0122 }, { "time": "14:34", "open": 10.99, "high": 10.99, "low": 10.99, "close": 10.99, "amount_yi": 0.0123 }, { "time": "14:35", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.0107 }, { "time": "14:36", "open": 11.0, "high": 11.0, "low": 11.0, "close": 11.0, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.0, "ts": "2026-06-29T14:36:16", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 11.0, "ask1": 11.01, "bid_qty1": 5561, "ask_qty1": 519 }, "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": "2026-06-29T14:36:17", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.74, "max_chase_pct": 1.5, "base_exec_high": 7.62, "dynamic_exec_high": null, "entry_zone_low": 7.4, "entry_zone_high": 7.62, "entry_risk_pct": 4.0843, "intraday_vwap": 7.4857, "price_vs_vwap_pct": 1.3933, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0247, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7917, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0027 }, { "time": "14:33", "open": 7.57, "high": 7.59, "low": 7.57, "close": 7.59, "amount_yi": 0.0065 }, { "time": "14:34", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0094 }, { "time": "14:35", "open": 7.58, "high": 7.59, "low": 7.58, "close": 7.59, "amount_yi": 0.0054 }, { "time": "14:36", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.59, "ts": "2026-06-29T14:36:14", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.58, "ask1": 7.59, "bid_qty1": 356, "ask_qty1": 913 }, "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": "2026-06-29T14:36:17", "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": 123.4143, "price_vs_vwap_pct": 1.9493, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6585, "prev_amount_yi": 1.311, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 126.09, "high": 126.17, "low": 126.09, "close": 126.17, "amount_yi": 0.6703 }, { "time": "14:33", "open": 126.07, "high": 126.07, "low": 125.97, "close": 125.97, "amount_yi": 0.455 }, { "time": "14:34", "open": 125.95, "high": 125.98, "low": 125.95, "close": 125.98, "amount_yi": 0.1806 }, { "time": "14:35", "open": 125.84, "high": 125.84, "low": 125.78, "close": 125.78, "amount_yi": 0.2717 }, { "time": "14:36", "open": 125.82, "high": 125.82, "low": 125.82, "close": 125.82, "amount_yi": 0.0809 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.82, "ts": "2026-06-29T14:36:13", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.82, "ask1": 125.83, "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": "2026-06-29T14:36:17", "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": 0.199, "prev_amount_yi": 0.2394, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8312, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 137.87, "high": 138.0, "low": 137.87, "close": 138.0, "amount_yi": 0.0423 }, { "time": "14:33", "open": 137.77, "high": 137.77, "low": 137.27, "close": 137.27, "amount_yi": 0.0512 }, { "time": "14:34", "open": 137.01, "high": 137.04, "low": 137.01, "close": 137.04, "amount_yi": 0.0544 }, { "time": "14:35", "open": 137.11, "high": 137.31, "low": 137.11, "close": 137.31, "amount_yi": 0.0321 }, { "time": "14:36", "open": 137.12, "high": 137.12, "low": 137.12, "close": 137.12, "amount_yi": 0.019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.12, "ts": "2026-06-29T14:36:15", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 136.94, "ask1": 137.12, "bid_qty1": 3, "ask_qty1": 31 }, "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": "2026-06-29T14:36:17", "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": 11.846, "price_vs_vwap_pct": -2.3299, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6471, "prev_amount_yi": 0.4219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 11.55, "high": 11.55, "low": 11.54, "close": 11.54, "amount_yi": 0.075 }, { "time": "14:33", "open": 11.56, "high": 11.56, "low": 11.55, "close": 11.55, "amount_yi": 0.0761 }, { "time": "14:34", "open": 11.55, "high": 11.58, "low": 11.55, "close": 11.58, "amount_yi": 0.2128 }, { "time": "14:35", "open": 11.55, "high": 11.58, "low": 11.55, "close": 11.58, "amount_yi": 0.2551 }, { "time": "14:36", "open": 11.57, "high": 11.57, "low": 11.57, "close": 11.57, "amount_yi": 0.0281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.57, "ts": "2026-06-29T14:36:16", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.56, "ask1": 11.57, "bid_qty1": 226, "ask_qty1": 301 }, "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": "2026-06-29T14:36:17", "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": 21.9259, "price_vs_vwap_pct": -1.1215, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7739, "prev_amount_yi": 0.5847, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 21.7, "high": 21.71, "low": 21.7, "close": 21.71, "amount_yi": 0.2044 }, { "time": "14:33", "open": 21.72, "high": 21.72, "low": 21.67, "close": 21.67, "amount_yi": 0.2363 }, { "time": "14:34", "open": 21.64, "high": 21.64, "low": 21.62, "close": 21.62, "amount_yi": 0.1269 }, { "time": "14:35", "open": 21.64, "high": 21.67, "low": 21.64, "close": 21.67, "amount_yi": 0.1239 }, { "time": "14:36", "open": 21.68, "high": 21.68, "low": 21.68, "close": 21.68, "amount_yi": 0.0824 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.68, "ts": "2026-06-29T14:36:15", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.67, "ask1": 21.68, "bid_qty1": 350, "ask_qty1": 552 }, "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": "2026-06-29T14:36:17", "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": 0.013, "prev_amount_yi": 0.0248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 63.0, "high": 63.11, "low": 63.0, "close": 63.11, "amount_yi": 0.0041 }, { "time": "14:33", "open": 63.29, "high": 63.35, "low": 63.29, "close": 63.35, "amount_yi": 0.0028 }, { "time": "14:34", "open": 63.4, "high": 63.4, "low": 63.35, "close": 63.35, "amount_yi": 0.0035 }, { "time": "14:35", "open": 63.43, "high": 63.43, "low": 63.43, "close": 63.43, "amount_yi": 0.0025 }, { "time": "14:36", "open": 63.44, "high": 63.44, "low": 63.44, "close": 63.44, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.44, "ts": "2026-06-29T14:36:14", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 63.39, "ask1": 63.44, "bid_qty1": 9, "ask_qty1": 58 }, "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": "2026-06-29T14:36:17", "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": 57.4509, "price_vs_vwap_pct": 2.4527, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.179, "prev_amount_yi": 0.2469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.725, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0549 }, { "time": "14:33", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.019 }, { "time": "14:34", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0413 }, { "time": "14:35", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0237 }, { "time": "14:36", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0401 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 58.86, "ts": "2026-06-29T14:36:15", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 109619, "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": "2026-06-29T14:36:17", "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": 26.6692, "price_vs_vwap_pct": 1.1654, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0564, "prev_amount_yi": 0.086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 26.96, "high": 26.96, "low": 26.95, "close": 26.95, "amount_yi": 0.0094 }, { "time": "14:33", "open": 26.95, "high": 26.95, "low": 26.95, "close": 26.95, "amount_yi": 0.0102 }, { "time": "14:34", "open": 26.94, "high": 26.94, "low": 26.94, "close": 26.94, "amount_yi": 0.0108 }, { "time": "14:35", "open": 26.96, "high": 26.98, "low": 26.96, "close": 26.98, "amount_yi": 0.0231 }, { "time": "14:36", "open": 26.98, "high": 26.98, "low": 26.98, "close": 26.98, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.98, "ts": "2026-06-29T14:36:15", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.97, "ask1": 26.98, "bid_qty1": 151, "ask_qty1": 499 }, "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": "2026-06-29T14:36:17", "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": 73.4665, "price_vs_vwap_pct": -0.703, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0456, "prev_amount_yi": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 72.86, "high": 72.96, "low": 72.86, "close": 72.96, "amount_yi": 0.0239 }, { "time": "14:33", "open": 72.94, "high": 72.94, "low": 72.94, "close": 72.94, "amount_yi": 0.0022 }, { "time": "14:34", "open": 72.95, "high": 72.95, "low": 72.91, "close": 72.91, "amount_yi": 0.013 }, { "time": "14:35", "open": 72.91, "high": 72.91, "low": 72.9, "close": 72.9, "amount_yi": 0.0061 }, { "time": "14:36", "open": 72.95, "high": 72.95, "low": 72.95, "close": 72.95, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.95, "ts": "2026-06-29T14:36:16", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.9, "ask1": 72.94, "bid_qty1": 2, "ask_qty1": 9 }, "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": "2026-06-29T14:36:17", "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": 3.6742, "intraday_vwap": 57.1231, "price_vs_vwap_pct": 0.9924, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0296, "prev_amount_yi": 0.0341, "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": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 57.71, "high": 57.75, "low": 57.71, "close": 57.75, "amount_yi": 0.0105 }, { "time": "14:33", "open": 57.75, "high": 57.75, "low": 57.73, "close": 57.73, "amount_yi": 0.0029 }, { "time": "14:34", "open": 57.74, "high": 57.79, "low": 57.74, "close": 57.79, "amount_yi": 0.0021 }, { "time": "14:35", "open": 57.77, "high": 57.77, "low": 57.65, "close": 57.65, "amount_yi": 0.0137 }, { "time": "14:36", "open": 57.69, "high": 57.69, "low": 57.69, "close": 57.69, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.69, "ts": "2026-06-29T14:36:11", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.69, "ask1": 57.7, "bid_qty1": 32, "ask_qty1": 32 }, "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": "2026-06-29T14:36:17", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.09, "max_chase_pct": 1.5, "base_exec_high": 5.01, "dynamic_exec_high": null, "entry_zone_low": 4.87, "entry_zone_high": 5.01, "entry_risk_pct": 3.6217, "intraday_vwap": 4.9118, "price_vs_vwap_pct": 1.1849, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.11, "prev_amount_yi": 0.1806, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6091, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0123 }, { "time": "14:33", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0176 }, { "time": "14:34", "open": 4.95, "high": 4.97, "low": 4.95, "close": 4.97, "amount_yi": 0.0524 }, { "time": "14:35", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0154 }, { "time": "14:36", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.97, "ts": "2026-06-29T14:36:13", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 5949, "ask_qty1": 21759 }, "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": "2026-06-29T14:36:17", "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": 15.9722, "price_vs_vwap_pct": -0.452, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0477, "prev_amount_yi": 0.0451, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0576, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 15.92, "high": 15.92, "low": 15.92, "close": 15.92, "amount_yi": 0.0107 }, { "time": "14:33", "open": 15.91, "high": 15.91, "low": 15.89, "close": 15.89, "amount_yi": 0.0163 }, { "time": "14:34", "open": 15.88, "high": 15.89, "low": 15.88, "close": 15.89, "amount_yi": 0.0051 }, { "time": "14:35", "open": 15.89, "high": 15.91, "low": 15.89, "close": 15.91, "amount_yi": 0.0069 }, { "time": "14:36", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.9, "ts": "2026-06-29T14:36:14", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.89, "ask1": 15.9, "bid_qty1": 105, "ask_qty1": 192 }, "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": "2026-06-29T14:36:17", "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": 2.9326, "price_vs_vwap_pct": -0.7706, "energy_floor_hint_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": 0.0892, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.0218 }, { "time": "14:33", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.0171 }, { "time": "14:34", "open": 2.91, "high": 2.92, "low": 2.91, "close": 2.92, "amount_yi": 0.0092 }, { "time": "14:35", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.009 }, { "time": "14:36", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.91, "ts": "2026-06-29T14:36:16", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 1383, "ask_qty1": 25783 }, "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": "2026-06-29T14:36:17", "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": 192.7863, "price_vs_vwap_pct": 1.8278, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1204, "prev_amount_yi": 0.1208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9967, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 195.3, "high": 195.5, "low": 195.3, "close": 195.5, "amount_yi": 0.0242 }, { "time": "14:33", "open": 195.97, "high": 195.98, "low": 195.97, "close": 195.98, "amount_yi": 0.0169 }, { "time": "14:34", "open": 196.25, "high": 196.25, "low": 196.12, "close": 196.12, "amount_yi": 0.0233 }, { "time": "14:35", "open": 196.29, "high": 196.32, "low": 196.29, "close": 196.32, "amount_yi": 0.0276 }, { "time": "14:36", "open": 196.31, "high": 196.31, "low": 196.31, "close": 196.31, "amount_yi": 0.0284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 196.31, "ts": "2026-06-29T14:36:15", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 196.31, "ask1": 196.32, "bid_qty1": 5, "ask_qty1": 4 }, "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": "2026-06-29T14:36:17", "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": 21.358, "price_vs_vwap_pct": -1.7698, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.833, "prev_amount_yi": 0.6166, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.351, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 20.98, "high": 20.99, "low": 20.98, "close": 20.99, "amount_yi": 0.2004 }, { "time": "14:33", "open": 21.0, "high": 21.0, "low": 20.96, "close": 20.96, "amount_yi": 0.2564 }, { "time": "14:34", "open": 20.97, "high": 20.97, "low": 20.97, "close": 20.97, "amount_yi": 0.1567 }, { "time": "14:35", "open": 20.95, "high": 20.98, "low": 20.95, "close": 20.98, "amount_yi": 0.1387 }, { "time": "14:36", "open": 20.98, "high": 20.98, "low": 20.98, "close": 20.98, "amount_yi": 0.0808 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.98, "ts": "2026-06-29T14:36:16", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.98, "ask1": 20.99, "bid_qty1": 268, "ask_qty1": 25 }, "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": "2026-06-29T14:36:17", "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": 0.8537, "prev_amount_yi": 0.7181, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1888, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 441.0, "high": 441.92, "low": 441.0, "close": 441.92, "amount_yi": 0.1505 }, { "time": "14:33", "open": 441.95, "high": 442.5, "low": 441.95, "close": 442.5, "amount_yi": 0.3579 }, { "time": "14:34", "open": 442.95, "high": 442.95, "low": 442.91, "close": 442.91, "amount_yi": 0.0869 }, { "time": "14:35", "open": 442.7, "high": 442.7, "low": 442.7, "close": 442.7, "amount_yi": 0.1776 }, { "time": "14:36", "open": 442.99, "high": 442.99, "low": 442.99, "close": 442.99, "amount_yi": 0.0808 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 442.99, "ts": "2026-06-29T14:36:14", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 442.96, "ask1": 442.99, "bid_qty1": 8, "ask_qty1": 19 }, "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": "2026-06-29T14:36:17", "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": 17.9137, "price_vs_vwap_pct": 0.8167, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0628, "prev_amount_yi": 0.0619, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.0103 }, { "time": "14:33", "open": 18.05, "high": 18.08, "low": 18.05, "close": 18.08, "amount_yi": 0.016 }, { "time": "14:34", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.0212 }, { "time": "14:35", "open": 18.04, "high": 18.05, "low": 18.04, "close": 18.05, "amount_yi": 0.0095 }, { "time": "14:36", "open": 18.06, "high": 18.06, "low": 18.06, "close": 18.06, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.06, "ts": "2026-06-29T14:36:15", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.05, "ask1": 18.06, "bid_qty1": 92, "ask_qty1": 8 }, "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": "2026-06-29T14:36:17", "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": 5.884, "price_vs_vwap_pct": 0.7818, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0342, "prev_amount_yi": 0.0822, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4161, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0011 }, { "time": "14:33", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0086 }, { "time": "14:34", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0198 }, { "time": "14:35", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0033 }, { "time": "14:36", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.93, "ts": "2026-06-29T14:36:15", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 837, "ask_qty1": 4307 }, "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": "2026-06-29T14:36:17", "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": 8.7737, "price_vs_vwap_pct": 1.4395, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.112, "prev_amount_yi": 0.1146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9773, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 8.87, "high": 8.88, "low": 8.87, "close": 8.88, "amount_yi": 0.0122 }, { "time": "14:33", "open": 8.88, "high": 8.89, "low": 8.88, "close": 8.89, "amount_yi": 0.014 }, { "time": "14:34", "open": 8.89, "high": 8.9, "low": 8.89, "close": 8.9, "amount_yi": 0.0268 }, { "time": "14:35", "open": 8.9, "high": 8.9, "low": 8.9, "close": 8.9, "amount_yi": 0.0487 }, { "time": "14:36", "open": 8.9, "high": 8.9, "low": 8.9, "close": 8.9, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.9, "ts": "2026-06-29T14:36:16", "prev_close": 8.89, "open": 8.89, "high": 8.91, "low": 8.61, "bid1": 8.89, "ask1": 8.9, "bid_qty1": 630, "ask_qty1": 966 }, "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": "2026-06-29T14:36:17", "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": 7.7986, "price_vs_vwap_pct": 0.6591, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0307, "prev_amount_yi": 0.0388, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0052 }, { "time": "14:33", "open": 7.82, "high": 7.84, "low": 7.82, "close": 7.84, "amount_yi": 0.0107 }, { "time": "14:34", "open": 7.84, "high": 7.85, "low": 7.84, "close": 7.85, "amount_yi": 0.0046 }, { "time": "14:35", "open": 7.85, "high": 7.85, "low": 7.84, "close": 7.84, "amount_yi": 0.0059 }, { "time": "14:36", "open": 7.85, "high": 7.85, "low": 7.85, "close": 7.85, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.85, "ts": "2026-06-29T14:36:15", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.84, "ask1": 7.85, "bid_qty1": 239, "ask_qty1": 465 }, "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": "2026-06-29T14:36:17", "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": 0.161, "prev_amount_yi": 0.1584, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 142.7, "high": 142.7, "low": 142.67, "close": 142.67, "amount_yi": 0.0461 }, { "time": "14:33", "open": 142.49, "high": 142.49, "low": 142.17, "close": 142.17, "amount_yi": 0.0369 }, { "time": "14:34", "open": 141.78, "high": 141.89, "low": 141.78, "close": 141.89, "amount_yi": 0.0332 }, { "time": "14:35", "open": 141.99, "high": 142.19, "low": 141.99, "close": 142.19, "amount_yi": 0.0312 }, { "time": "14:36", "open": 142.25, "high": 142.25, "low": 142.25, "close": 142.25, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.25, "ts": "2026-06-29T14:36:14", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.17, "ask1": 142.25, "bid_qty1": 5, "ask_qty1": 16 }, "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": "2026-06-29T14:36:17", "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": 52.8459, "price_vs_vwap_pct": -2.4144, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9493, "prev_amount_yi": 0.7759, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 51.53, "high": 51.57, "low": 51.53, "close": 51.57, "amount_yi": 0.1641 }, { "time": "14:33", "open": 51.63, "high": 51.63, "low": 51.62, "close": 51.62, "amount_yi": 0.2583 }, { "time": "14:34", "open": 51.62, "high": 51.62, "low": 51.56, "close": 51.56, "amount_yi": 0.2667 }, { "time": "14:35", "open": 51.55, "high": 51.57, "low": 51.55, "close": 51.57, "amount_yi": 0.1808 }, { "time": "14:36", "open": 51.57, "high": 51.57, "low": 51.57, "close": 51.57, "amount_yi": 0.0794 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.57, "ts": "2026-06-29T14:36:15", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.57, "ask1": 51.58, "bid_qty1": 231, "ask_qty1": 162 }, "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": "2026-06-29T14:36:17", "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": 9.7474, "price_vs_vwap_pct": 0.7448, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1503, "prev_amount_yi": 0.1277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.177, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 9.81, "high": 9.81, "low": 9.8, "close": 9.8, "amount_yi": 0.0181 }, { "time": "14:33", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0429 }, { "time": "14:34", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.036 }, { "time": "14:35", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0297 }, { "time": "14:36", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.82, "ts": "2026-06-29T14:36:15", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.81, "ask1": 9.82, "bid_qty1": 1679, "ask_qty1": 865 }, "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": "2026-06-29T14:36:17", "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": 42.1763, "price_vs_vwap_pct": 2.119, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0295, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 43.07, "high": 43.07, "low": 43.06, "close": 43.06, "amount_yi": 0.027 }, { "time": "14:33", "open": 43.06, "high": 43.06, "low": 43.04, "close": 43.04, "amount_yi": 0.0013 }, { "time": "14:34", "open": 43.05, "high": 43.06, "low": 43.05, "close": 43.06, "amount_yi": 0.0005 }, { "time": "14:35", "open": 43.06, "high": 43.06, "low": 43.06, "close": 43.06, "amount_yi": 0.0004 }, { "time": "14:36", "open": 43.07, "high": 43.07, "low": 43.07, "close": 43.07, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.07, "ts": "2026-06-29T14:36:15", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.06, "ask1": 43.07, "bid_qty1": 11, "ask_qty1": 1 }, "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": "2026-06-29T14:36:17", "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": 4.6885, "price_vs_vwap_pct": 0.6719, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0808, "prev_amount_yi": 0.041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 4.72, "high": 4.73, "low": 4.72, "close": 4.73, "amount_yi": 0.0018 }, { "time": "14:33", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0081 }, { "time": "14:34", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0574 }, { "time": "14:35", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0059 }, { "time": "14:36", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.72, "ts": "2026-06-29T14:36:15", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 18547, "ask_qty1": 652 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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": 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": 11.0156, "price_vs_vwap_pct": 1.1293, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3216, "prev_amount_yi": 0.2861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1241, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 11.11, "high": 11.12, "low": 11.11, "close": 11.12, "amount_yi": 0.068 }, { "time": "14:33", "open": 11.11, "high": 11.13, "low": 11.11, "close": 11.13, "amount_yi": 0.0804 }, { "time": "14:34", "open": 11.12, "high": 11.14, "low": 11.12, "close": 11.14, "amount_yi": 0.0501 }, { "time": "14:35", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.1137 }, { "time": "14:36", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.14, "ts": "2026-06-29T14:36:15", "prev_close": 11.09, "open": 11.07, "high": 11.15, "low": 10.79, "bid1": 11.13, "ask1": 11.14, "bid_qty1": 2345, "ask_qty1": 700 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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": 3.6103, "intraday_vwap": 43.472, "price_vs_vwap_pct": -0.6027, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.137, "prev_amount_yi": 0.1264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 43.33, "high": 43.33, "low": 43.32, "close": 43.32, "amount_yi": 0.0282 }, { "time": "14:33", "open": 43.25, "high": 43.25, "low": 43.15, "close": 43.15, "amount_yi": 0.0318 }, { "time": "14:34", "open": 43.2, "high": 43.2, "low": 43.1, "close": 43.1, "amount_yi": 0.036 }, { "time": "14:35", "open": 43.04, "high": 43.16, "low": 43.04, "close": 43.16, "amount_yi": 0.0315 }, { "time": "14:36", "open": 43.21, "high": 43.21, "low": 43.21, "close": 43.21, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.21, "ts": "2026-06-29T14:36:15", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.2, "ask1": 43.21, "bid_qty1": 71, "ask_qty1": 52 }, "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": "2026-06-29T14:36:17", "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": 6.2915, "price_vs_vwap_pct": 1.2477, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0455, "prev_amount_yi": 0.0795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0059 }, { "time": "14:33", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.022 }, { "time": "14:34", "open": 6.36, "high": 6.37, "low": 6.36, "close": 6.37, "amount_yi": 0.0053 }, { "time": "14:35", "open": 6.36, "high": 6.38, "low": 6.36, "close": 6.38, "amount_yi": 0.0117 }, { "time": "14:36", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.37, "ts": "2026-06-29T14:36:15", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.37, "ask1": 6.38, "bid_qty1": 1995, "ask_qty1": 1630 }, "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": "2026-06-29T14:36:17", "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": 5.8951, "price_vs_vwap_pct": 0.7616, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0538, "prev_amount_yi": 0.0247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 5.95, "high": 5.95, "low": 5.94, "close": 5.94, "amount_yi": 0.0068 }, { "time": "14:33", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0382 }, { "time": "14:34", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0033 }, { "time": "14:35", "open": 5.95, "high": 5.95, "low": 5.94, "close": 5.94, "amount_yi": 0.0032 }, { "time": "14:36", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.94, "ts": "2026-06-29T14:36:15", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.94, "ask1": 5.95, "bid_qty1": 813, "ask_qty1": 238 }, "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": "2026-06-29T14:36:17", "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": 5.7431, "price_vs_vwap_pct": 0.6425, "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": 0.343, "prev_amount_yi": 0.5093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 5.79, "high": 5.79, "low": 5.78, "close": 5.78, "amount_yi": 0.0623 }, { "time": "14:33", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0884 }, { "time": "14:34", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0465 }, { "time": "14:35", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.1268 }, { "time": "14:36", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.78, "ts": "2026-06-29T14:36:13", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 15148, "ask_qty1": 2236 }, "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": "2026-06-29T14:36:17", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3348, "prev_amount_yi": 0.1948, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 117.73, "high": 117.73, "low": 117.69, "close": 117.69, "amount_yi": 0.0353 }, { "time": "14:33", "open": 117.6, "high": 117.6, "low": 117.4, "close": 117.4, "amount_yi": 0.0541 }, { "time": "14:34", "open": 117.9, "high": 117.99, "low": 117.9, "close": 117.99, "amount_yi": 0.1242 }, { "time": "14:35", "open": 117.98, "high": 118.09, "low": 117.98, "close": 118.09, "amount_yi": 0.0919 }, { "time": "14:36", "open": 117.97, "high": 117.97, "low": 117.97, "close": 117.97, "amount_yi": 0.0293 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.97, "ts": "2026-06-29T14:36:15", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 117.91, "ask1": 118.0, "bid_qty1": 4, "ask_qty1": 5 }, "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": "2026-06-29T14:36:17", "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": 7.1714, "price_vs_vwap_pct": 0.6777, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.292, "prev_amount_yi": 0.2399, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0319 }, { "time": "14:33", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.1677 }, { "time": "14:34", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0318 }, { "time": "14:35", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.034 }, { "time": "14:36", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.0266 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.22, "ts": "2026-06-29T14:36:14", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 6229, "ask_qty1": 7859 }, "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": "OBSERVE", "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": "2026-06-29T14:36:17", "sim_reason": "minute_energy_ratio_too_low", "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": 3.0154, "intraday_vwap": 36.1726, "price_vs_vwap_pct": 0.8222, "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": 0.3853, "prev_amount_yi": 0.5315, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7249, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 36.41, "high": 36.42, "low": 36.41, "close": 36.42, "amount_yi": 0.074 }, { "time": "14:33", "open": 36.41, "high": 36.45, "low": 36.41, "close": 36.45, "amount_yi": 0.1086 }, { "time": "14:34", "open": 36.47, "high": 36.47, "low": 36.47, "close": 36.47, "amount_yi": 0.0828 }, { "time": "14:35", "open": 36.49, "high": 36.49, "low": 36.48, "close": 36.48, "amount_yi": 0.0997 }, { "time": "14:36", "open": 36.47, "high": 36.47, "low": 36.47, "close": 36.47, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.47, "ts": "2026-06-29T14:36:16", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.47, "ask1": 36.48, "bid_qty1": 510, "ask_qty1": 252 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:36:17", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.153, "prev_amount_yi": 0.1162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3167, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 112.52, "high": 112.58, "low": 112.52, "close": 112.58, "amount_yi": 0.0347 }, { "time": "14:33", "open": 112.58, "high": 112.58, "low": 112.2, "close": 112.2, "amount_yi": 0.0442 }, { "time": "14:34", "open": 112.21, "high": 112.21, "low": 112.14, "close": 112.14, "amount_yi": 0.0344 }, { "time": "14:35", "open": 112.1, "high": 112.22, "low": 112.1, "close": 112.22, "amount_yi": 0.0261 }, { "time": "14:36", "open": 112.29, "high": 112.29, "low": 112.29, "close": 112.29, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.29, "ts": "2026-06-29T14:36:14", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.24, "ask1": 112.29, "bid_qty1": 2, "ask_qty1": 8 }, "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": "2026-06-29T14:36:17", "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": 8.4664, "price_vs_vwap_pct": -2.4379, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0345, "prev_amount_yi": 0.092, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 8.28, "high": 8.28, "low": 8.28, "close": 8.28, "amount_yi": 0.0094 }, { "time": "14:33", "open": 8.28, "high": 8.28, "low": 8.28, "close": 8.28, "amount_yi": 0.0073 }, { "time": "14:34", "open": 8.27, "high": 8.27, "low": 8.26, "close": 8.26, "amount_yi": 0.0081 }, { "time": "14:35", "open": 8.26, "high": 8.26, "low": 8.26, "close": 8.26, "amount_yi": 0.0062 }, { "time": "14:36", "open": 8.26, "high": 8.26, "low": 8.26, "close": 8.26, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.26, "ts": "2026-06-29T14:36:15", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.24, "ask1": 8.26, "bid_qty1": 61, "ask_qty1": 101 }, "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": "2026-06-29T14:36:17", "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": 792.6457, "price_vs_vwap_pct": 3.2454, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.6352, "prev_amount_yi": 3.8891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.449, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 818.8, "high": 819.08, "low": 818.8, "close": 819.08, "amount_yi": 1.7208 }, { "time": "14:33", "open": 819.67, "high": 819.79, "low": 819.67, "close": 819.79, "amount_yi": 1.6797 }, { "time": "14:34", "open": 819.01, "high": 819.01, "low": 818.9, "close": 818.9, "amount_yi": 1.0042 }, { "time": "14:35", "open": 818.02, "high": 818.08, "low": 818.02, "close": 818.08, "amount_yi": 0.8733 }, { "time": "14:36", "open": 818.37, "high": 818.37, "low": 818.37, "close": 818.37, "amount_yi": 0.3572 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 818.37, "ts": "2026-06-29T14:36:14", "prev_close": 770.0, "open": 779.0, "high": 820.0, "low": 750.0, "bid1": 818.37, "ask1": 818.42, "bid_qty1": 36, "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": "2026-06-29T14:36:17", "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": 20.2844, "price_vs_vwap_pct": 0.6192, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1111, "prev_amount_yi": 0.1655, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.029 }, { "time": "14:33", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.026 }, { "time": "14:34", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0182 }, { "time": "14:35", "open": 20.41, "high": 20.41, "low": 20.4, "close": 20.4, "amount_yi": 0.0138 }, { "time": "14:36", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.41, "ts": "2026-06-29T14:36:14", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.4, "ask1": 20.41, "bid_qty1": 729, "ask_qty1": 115 }, "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": "2026-06-29T14:36:17", "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": 48.8466, "price_vs_vwap_pct": -0.9552, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0349, "prev_amount_yi": 0.0196, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 48.62, "high": 48.67, "low": 48.62, "close": 48.67, "amount_yi": 0.003 }, { "time": "14:33", "open": 48.69, "high": 48.69, "low": 48.63, "close": 48.63, "amount_yi": 0.0039 }, { "time": "14:34", "open": 48.67, "high": 48.67, "low": 48.52, "close": 48.52, "amount_yi": 0.0128 }, { "time": "14:35", "open": 48.51, "high": 48.53, "low": 48.51, "close": 48.53, "amount_yi": 0.0043 }, { "time": "14:36", "open": 48.38, "high": 48.38, "low": 48.38, "close": 48.38, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.38, "ts": "2026-06-29T14:36:13", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.37, "ask1": 48.45, "bid_qty1": 6, "ask_qty1": 9 }, "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": "2026-06-29T14:36:17", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.64, "max_chase_pct": 1.5, "base_exec_high": 23.29, "dynamic_exec_high": null, "entry_zone_low": 22.61, "entry_zone_high": 23.29, "entry_risk_pct": 3.5946, "intraday_vwap": 22.7556, "price_vs_vwap_pct": 1.4695, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0189, "prev_amount_yi": 0.0153, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2353, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 23.1, "high": 23.1, "low": 23.09, "close": 23.09, "amount_yi": 0.0019 }, { "time": "14:33", "open": 23.08, "high": 23.08, "low": 23.06, "close": 23.06, "amount_yi": 0.0063 }, { "time": "14:34", "open": 23.07, "high": 23.07, "low": 23.04, "close": 23.04, "amount_yi": 0.0055 }, { "time": "14:35", "open": 23.07, "high": 23.08, "low": 23.07, "close": 23.08, "amount_yi": 0.0048 }, { "time": "14:36", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.09, "ts": "2026-06-29T14:36:14", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.08, "ask1": 23.09, "bid_qty1": 6, "ask_qty1": 6 }, "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": "2026-06-29T14:36:17", "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": 33.6417, "price_vs_vwap_pct": 1.1542, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0108, "prev_amount_yi": 0.0084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 34.04, "high": 34.04, "low": 34.04, "close": 34.04, "amount_yi": 0.0041 }, { "time": "14:33", "open": 34.05, "high": 34.05, "low": 34.05, "close": 34.05, "amount_yi": 0.0012 }, { "time": "14:34", "open": 34.02, "high": 34.03, "low": 34.02, "close": 34.03, "amount_yi": 0.0022 }, { "time": "14:35", "open": 34.03, "high": 34.03, "low": 34.01, "close": 34.01, "amount_yi": 0.0021 }, { "time": "14:36", "open": 34.03, "high": 34.03, "low": 34.03, "close": 34.03, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.03, "ts": "2026-06-29T14:36:16", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.02, "ask1": 34.03, "bid_qty1": 43, "ask_qty1": 20 }, "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": "2026-06-29T14:36:17", "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": 6.1634, "price_vs_vwap_pct": 1.2428, "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": 0.2959, "prev_amount_yi": 0.3009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 6.24, "high": 6.24, "low": 6.23, "close": 6.23, "amount_yi": 0.0225 }, { "time": "14:33", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.1708 }, { "time": "14:34", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0141 }, { "time": "14:35", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0403 }, { "time": "14:36", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0482 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.24, "ts": "2026-06-29T14:36:15", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 13577, "ask_qty1": 361 }, "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": "2026-06-29T14:36:17", "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": 3.568, "intraday_vwap": 20.4729, "price_vs_vwap_pct": 2.6723, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0242, "prev_amount_yi": 0.0752, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3218, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 20.99, "high": 20.99, "low": 20.99, "close": 20.99, "amount_yi": 0.0045 }, { "time": "14:33", "open": 21.03, "high": 21.03, "low": 21.02, "close": 21.02, "amount_yi": 0.0024 }, { "time": "14:34", "open": 21.04, "high": 21.04, "low": 21.04, "close": 21.04, "amount_yi": 0.0048 }, { "time": "14:35", "open": 21.01, "high": 21.03, "low": 21.01, "close": 21.03, "amount_yi": 0.0116 }, { "time": "14:36", "open": 21.02, "high": 21.02, "low": 21.02, "close": 21.02, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 432.82, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.02, "ts": "2026-06-29T14:36:13", "prev_close": 20.68, "open": 20.47, "high": 21.08, "low": 19.85, "bid1": 21.01, "ask1": 21.02, "bid_qty1": 17, "ask_qty1": 88 }, "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": "2026-06-29T14:36:17", "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": 16.706, "price_vs_vwap_pct": 0.9817, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.228, "prev_amount_yi": 0.2026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 16.87, "high": 16.87, "low": 16.86, "close": 16.86, "amount_yi": 0.0259 }, { "time": "14:33", "open": 16.85, "high": 16.87, "low": 16.85, "close": 16.87, "amount_yi": 0.0578 }, { "time": "14:34", "open": 16.87, "high": 16.87, "low": 16.86, "close": 16.86, "amount_yi": 0.0563 }, { "time": "14:35", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0711 }, { "time": "14:36", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.87, "ts": "2026-06-29T14:36:15", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.86, "ask1": 16.87, "bid_qty1": 185, "ask_qty1": 234 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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": 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": 4.9238, "price_vs_vwap_pct": 0.7352, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0952, "prev_amount_yi": 0.2024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0348 }, { "time": "14:33", "open": 4.96, "high": 4.97, "low": 4.96, "close": 4.97, "amount_yi": 0.0155 }, { "time": "14:34", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0093 }, { "time": "14:35", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0308 }, { "time": "14:36", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.96, "ts": "2026-06-29T14:36:14", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 5878, "ask_qty1": 27239 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-29T14:36:17", "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": 22.7675, "price_vs_vwap_pct": 1.0212, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0262, "prev_amount_yi": 0.0383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6841, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 23.01, "high": 23.01, "low": 23.0, "close": 23.0, "amount_yi": 0.0052 }, { "time": "14:33", "open": 22.99, "high": 22.99, "low": 22.99, "close": 22.99, "amount_yi": 0.0038 }, { "time": "14:34", "open": 23.0, "high": 23.01, "low": 23.0, "close": 23.01, "amount_yi": 0.0069 }, { "time": "14:35", "open": 22.97, "high": 23.02, "low": 22.97, "close": 23.02, "amount_yi": 0.0086 }, { "time": "14:36", "open": 23.0, "high": 23.0, "low": 23.0, "close": 23.0, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 865.64, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.0, "ts": "2026-06-29T14:36:14", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 23.0, "ask1": 23.01, "bid_qty1": 28, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 537610.0, "total_value": 1082103.0, "unrealized_pnl": 90798.0, "unrealized_pnl_pct_of_initial": 9.0798, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 82103.0, "total_pnl_pct": 8.210300000000004 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 100.02, "market_value": 240048.0, "unrealized_pnl": 47328.0, "unrealized_pnl_pct": 24.557907845579074, "updated_at": "2026-06-29T14:36:17", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.183470519904297 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.93, "market_value": 228474.0, "unrealized_pnl": 33102.0, "unrealized_pnl_pct": 16.94306246545052, "updated_at": "2026-06-29T14:36:17", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.11388657087172 }, { "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": "2026-06-29T14:36:17", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.384604792704576 } ], "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 } }