{ "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": 0.5639, "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": 0.8069, "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": 34.856949801244305, "above_vwap": true, "amount": 3277590659.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.741923505384324, "last": 61.8, "vwap": 56.45687238812662, "above_vwap": true, "amount": 2596896159.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.567332309267789, "last": 89.5, "vwap": 87.5873712074758, "above_vwap": true, "amount": 11155626845.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.044176706827313, "last": 38.71, "vwap": 37.56846074150087, "above_vwap": true, "amount": 9708922163.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.21104242165849, "last": 517.0, "vwap": 495.1460575881615, "above_vwap": true, "amount": 2949974745.0 }, { "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": 18.598597054130497, "above_vwap": true, "amount": 322869785.0 }, { "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": 41.49541989541406, "above_vwap": true, "amount": 895881966.0 }, { "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": 202.43928920208637, "above_vwap": true, "amount": 8391230001.0 }, { "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": 160.3016319811204, "above_vwap": true, "amount": 1684561760.0 }, { "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": 57.4522066974489, "above_vwap": true, "amount": 13659618346.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.984853780729352, "last": 94.4, "vwap": 92.39294677863161, "above_vwap": true, "amount": 5184426944.0 }, { "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": 9.773654578954236, "above_vwap": true, "amount": 801526661.0 } ] }, "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": 0.5639, "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": 0.8069, "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": 34.856949801244305, "above_vwap": true, "amount": 3277590659.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.741923505384324, "last": 61.8, "vwap": 56.45687238812662, "above_vwap": true, "amount": 2596896159.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.567332309267789, "last": 89.5, "vwap": 87.5873712074758, "above_vwap": true, "amount": 11155626845.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.044176706827313, "last": 38.71, "vwap": 37.56846074150087, "above_vwap": true, "amount": 9708922163.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.21104242165849, "last": 517.0, "vwap": 495.1460575881615, "above_vwap": true, "amount": 2949974745.0 }, { "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": 18.598597054130497, "above_vwap": true, "amount": 322869785.0 }, { "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": 41.49541989541406, "above_vwap": true, "amount": 895881966.0 }, { "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": 202.43928920208637, "above_vwap": true, "amount": 8391230001.0 }, { "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": 160.3016319811204, "above_vwap": true, "amount": 1684561760.0 }, { "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": 57.4522066974489, "above_vwap": true, "amount": 13659618346.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.984853780729352, "last": 94.4, "vwap": 92.39294677863161, "above_vwap": true, "amount": 5184426944.0 }, { "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": 9.773654578954236, "above_vwap": true, "amount": 801526661.0 } ] }, "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": 0.5639, "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": 0.8069, "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": 34.856949801244305, "above_vwap": true, "amount": 3277590659.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.741923505384324, "last": 61.8, "vwap": 56.45687238812662, "above_vwap": true, "amount": 2596896159.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.567332309267789, "last": 89.5, "vwap": 87.5873712074758, "above_vwap": true, "amount": 11155626845.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.044176706827313, "last": 38.71, "vwap": 37.56846074150087, "above_vwap": true, "amount": 9708922163.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.21104242165849, "last": 517.0, "vwap": 495.1460575881615, "above_vwap": true, "amount": 2949974745.0 }, { "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": 18.598597054130497, "above_vwap": true, "amount": 322869785.0 }, { "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": 41.49541989541406, "above_vwap": true, "amount": 895881966.0 }, { "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": 202.43928920208637, "above_vwap": true, "amount": 8391230001.0 }, { "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": 160.3016319811204, "above_vwap": true, "amount": 1684561760.0 }, { "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": 57.4522066974489, "above_vwap": true, "amount": 13659618346.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.984853780729352, "last": 94.4, "vwap": 92.39294677863161, "above_vwap": true, "amount": 5184426944.0 }, { "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": 9.773654578954236, "above_vwap": true, "amount": 801526661.0 } ] }, "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": 0.5639, "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": 0.8069, "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": 34.856949801244305, "above_vwap": true, "amount": 3277590659.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.741923505384324, "last": 61.8, "vwap": 56.45687238812662, "above_vwap": true, "amount": 2596896159.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.567332309267789, "last": 89.5, "vwap": 87.5873712074758, "above_vwap": true, "amount": 11155626845.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.044176706827313, "last": 38.71, "vwap": 37.56846074150087, "above_vwap": true, "amount": 9708922163.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.21104242165849, "last": 517.0, "vwap": 495.1460575881615, "above_vwap": true, "amount": 2949974745.0 }, { "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": 18.598597054130497, "above_vwap": true, "amount": 322869785.0 }, { "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": 41.49541989541406, "above_vwap": true, "amount": 895881966.0 }, { "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": 202.43928920208637, "above_vwap": true, "amount": 8391230001.0 }, { "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": 160.3016319811204, "above_vwap": true, "amount": 1684561760.0 }, { "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": 57.4522066974489, "above_vwap": true, "amount": 13659618346.0 }, { "symbol": "SHSE.603650", "name": "彤程新材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 12, "ret_pct": 9.984853780729352, "last": 94.4, "vwap": 92.39294677863161, "above_vwap": true, "amount": 5184426944.0 }, { "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": 9.773654578954236, "above_vwap": true, "amount": 801526661.0 } ] }, "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": "2026-06-29T14:38:24", "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": "2026-06-29T14:38:24", "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": 0.0059, "prev_amount_yi": 0.0083, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0012 }, { "time": "14:37", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0036 }, { "time": "14:38", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:20", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 44432, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 100.3021, "price_vs_vwap_pct": 1.7426, "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": 0.1348, "prev_amount_yi": 0.3159, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4267, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 101.86, "high": 101.86, "low": 101.78, "close": 101.78, "amount_yi": 0.0642 }, { "time": "14:37", "open": 101.88, "high": 101.88, "low": 101.88, "close": 101.88, "amount_yi": 0.0258 }, { "time": "14:38", "open": 102.05, "high": 102.05, "low": 102.05, "close": 102.05, "amount_yi": 0.0448 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.05, "ts": "2026-06-29T14:38:21", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.04, "ask1": 102.05, "bid_qty1": 3, "ask_qty1": 13 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 27.6322, "price_vs_vwap_pct": -1.9984, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0174, "prev_amount_yi": 0.029, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 27.08, "high": 27.08, "low": 27.06, "close": 27.06, "amount_yi": 0.0066 }, { "time": "14:37", "open": 27.06, "high": 27.06, "low": 27.06, "close": 27.06, "amount_yi": 0.0061 }, { "time": "14:38", "open": 27.08, "high": 27.08, "low": 27.08, "close": 27.08, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.06, "ask1": 27.1, "bid_qty1": 47, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 11.3168, "price_vs_vwap_pct": -2.1808, "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": 0.3154, "prev_amount_yi": 0.3278, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 11.04, "high": 11.04, "low": 11.03, "close": 11.03, "amount_yi": 0.1607 }, { "time": "14:37", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0406 }, { "time": "14:38", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.1141 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.07, "ts": "2026-06-29T14:38:21", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 11.07, "ask1": 11.08, "bid_qty1": 63, "ask_qty1": 2006 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH", "symbol": "SHSE.688392", "name": "骄成超声", "side": "BUY", "priority": "P4", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 208.35, "exec_low": 208.35, "exec_high": 214.6, "invalid_price": 202.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0778, "prev_amount_yi": 0.0713, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:36", "open": 214.5, "high": 214.99, "low": 214.5, "close": 214.99, "amount_yi": 0.0167 }, { "time": "14:37", "open": 215.2, "high": 215.2, "low": 215.2, "close": 215.2, "amount_yi": 0.0362 }, { "time": "14:38", "open": 218.0, "high": 218.0, "low": 218.0, "close": 218.0, "amount_yi": 0.0249 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.0, "ts": "2026-06-29T14:38:20", "prev_close": 201.99, "open": 195.0, "high": 221.96, "low": 183.0, "bid1": 217.91, "ask1": 218.0, "bid_qty1": 12, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 14.38, "exec_low": 14.38, "exec_high": 14.81, "invalid_price": 13.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "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": 14.1001, "price_vs_vwap_pct": -1.561, "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": 0.0662, "prev_amount_yi": 0.0769, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8609, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.0232 }, { "time": "14:37", "open": 13.91, "high": 13.91, "low": 13.91, "close": 13.91, "amount_yi": 0.0214 }, { "time": "14:38", "open": 13.88, "high": 13.88, "low": 13.88, "close": 13.88, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.88, "ts": "2026-06-29T14:38:22", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.87, "ask1": 13.89, "bid_qty1": 213, "ask_qty1": 709 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 35.8588, "price_vs_vwap_pct": 0.4495, "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": 0.2185, "prev_amount_yi": 0.3339, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6544, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 36.37, "high": 36.37, "low": 36.28, "close": 36.28, "amount_yi": 0.1113 }, { "time": "14:37", "open": 36.18, "high": 36.18, "low": 36.18, "close": 36.18, "amount_yi": 0.0285 }, { "time": "14:38", "open": 36.02, "high": 36.02, "low": 36.02, "close": 36.02, "amount_yi": 0.0787 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.02, "ts": "2026-06-29T14:38:21", "prev_close": 37.02, "open": 37.93, "high": 39.48, "low": 33.32, "bid1": 36.01, "ask1": 36.02, "bid_qty1": 4, "ask_qty1": 6 }, "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": "2026-06-29T14:38:24", "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": 26.8967, "price_vs_vwap_pct": -4.7839, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7994, "prev_amount_yi": 0.0772, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 10.3549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.0242 }, { "time": "14:37", "open": 25.77, "high": 25.77, "low": 25.77, "close": 25.77, "amount_yi": 0.6539 }, { "time": "14:38", "open": 25.61, "high": 25.61, "low": 25.61, "close": 25.61, "amount_yi": 0.1213 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 25.61, "ask1": 25.67, "bid_qty1": 815, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 12.5635, "price_vs_vwap_pct": 3.3948, "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": 0.1499, "prev_amount_yi": 0.2343, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6398, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 12.92, "high": 12.93, "low": 12.92, "close": 12.93, "amount_yi": 0.075 }, { "time": "14:37", "open": 12.96, "high": 12.96, "low": 12.96, "close": 12.96, "amount_yi": 0.0132 }, { "time": "14:38", "open": 12.99, "high": 12.99, "low": 12.99, "close": 12.99, "amount_yi": 0.0617 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.99, "ts": "2026-06-29T14:38:21", "prev_close": 12.31, "open": 12.5, "high": 13.54, "low": 11.88, "bid1": 12.98, "ask1": 12.99, "bid_qty1": 84, "ask_qty1": 339 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 31.0268, "price_vs_vwap_pct": 0.8161, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.6226, "prev_amount_yi": 0.4522, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3768, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 31.39, "high": 31.39, "low": 31.39, "close": 31.39, "amount_yi": 0.107 }, { "time": "14:37", "open": 31.37, "high": 31.37, "low": 31.37, "close": 31.37, "amount_yi": 0.0466 }, { "time": "14:38", "open": 31.28, "high": 31.28, "low": 31.28, "close": 31.28, "amount_yi": 0.469 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.28, "ts": "2026-06-29T14:38:22", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 31.25, "ask1": 31.28, "bid_qty1": 4, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 221.179, "price_vs_vwap_pct": -1.3604, "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": 0.1393, "prev_amount_yi": 0.1776, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7843, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 217.91, "high": 217.91, "low": 217.68, "close": 217.68, "amount_yi": 0.0419 }, { "time": "14:37", "open": 218.0, "high": 218.0, "low": 218.0, "close": 218.0, "amount_yi": 0.0479 }, { "time": "14:38", "open": 218.17, "high": 218.17, "low": 218.17, "close": 218.17, "amount_yi": 0.0495 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.17, "ts": "2026-06-29T14:38:21", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 218.13, "ask1": 218.17, "bid_qty1": 6, "ask_qty1": 4 }, "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": "2026-06-29T14:38:24", "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": 58.9873, "price_vs_vwap_pct": -4.4201, "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": 0.2368, "prev_amount_yi": 0.2551, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 56.23, "high": 56.23, "low": 56.2, "close": 56.2, "amount_yi": 0.0865 }, { "time": "14:37", "open": 56.38, "high": 56.38, "low": 56.38, "close": 56.38, "amount_yi": 0.0676 }, { "time": "14:38", "open": 56.38, "high": 56.38, "low": 56.38, "close": 56.38, "amount_yi": 0.0827 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.38, "ts": "2026-06-29T14:38:21", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.38, "ask1": 56.39, "bid_qty1": 2, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "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": 92.3929, "price_vs_vwap_pct": 2.1724, "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": 0.4935, "prev_amount_yi": 0.513, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:36", "open": 94.41, "high": 94.41, "low": 94.14, "close": 94.14, "amount_yi": 0.3509 }, { "time": "14:37", "open": 94.28, "high": 94.28, "low": 94.28, "close": 94.28, "amount_yi": 0.0304 }, { "time": "14:38", "open": 94.4, "high": 94.4, "low": 94.4, "close": 94.4, "amount_yi": 0.1122 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130100.76, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.4, "ts": "2026-06-29T14:38:22", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.4, "ask1": 94.41, "bid_qty1": 52, "ask_qty1": 3617 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.0017, "prev_amount_yi": 0.0051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:37", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0001 }, { "time": "14:38", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 32045, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 41.1346, "price_vs_vwap_pct": -2.9771, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.159, "prev_amount_yi": 0.2306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0306 }, { "time": "14:37", "open": 39.88, "high": 39.88, "low": 39.88, "close": 39.88, "amount_yi": 0.0205 }, { "time": "14:38", "open": 39.91, "high": 39.91, "low": 39.91, "close": 39.91, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.91, "ts": "2026-06-29T14:38:20", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 39.9, "ask1": 39.91, "bid_qty1": 22, "ask_qty1": 13 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 29.6885, "price_vs_vwap_pct": 6.5733, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0536, "prev_amount_yi": 0.0453, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1832, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0074 }, { "time": "14:37", "open": 31.65, "high": 31.65, "low": 31.65, "close": 31.65, "amount_yi": 0.0041 }, { "time": "14:38", "open": 31.64, "high": 31.64, "low": 31.64, "close": 31.64, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.64, "ask1": 31.65, "bid_qty1": 45, "ask_qty1": 7 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 26.8257, "price_vs_vwap_pct": 1.3953, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0791, "prev_amount_yi": 0.0901, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8779, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 27.2, "close": 27.2, "amount_yi": 0.0228 }, { "time": "14:37", "open": 27.18, "high": 27.18, "low": 27.18, "close": 27.18, "amount_yi": 0.0123 }, { "time": "14:38", "open": 27.2, "high": 27.2, "low": 27.2, "close": 27.2, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.2, "ts": "2026-06-29T14:38:19", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.2, "ask1": 27.23, "bid_qty1": 5, "ask_qty1": 174 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 3.2599, "price_vs_vwap_pct": -2.1442, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1913, "prev_amount_yi": 0.1788, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0699, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0559 }, { "time": "14:37", "open": 3.18, "high": 3.18, "low": 3.18, "close": 3.18, "amount_yi": 0.0043 }, { "time": "14:38", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0473 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.19, "ts": "2026-06-29T14:38:21", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.18, "ask1": 3.19, "bid_qty1": 11556, "ask_qty1": 15957 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 9.2501, "price_vs_vwap_pct": -2.3794, "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": 0.4939, "prev_amount_yi": 0.7003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0747 }, { "time": "14:37", "open": 9.02, "high": 9.02, "low": 9.02, "close": 9.02, "amount_yi": 0.0302 }, { "time": "14:38", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.1224 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.03, "ts": "2026-06-29T14:38:21", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.02, "ask1": 9.03, "bid_qty1": 940, "ask_qty1": 278 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 5.4421, "price_vs_vwap_pct": -4.8162, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0237, "prev_amount_yi": 0.0541, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0072 }, { "time": "14:37", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0032 }, { "time": "14:38", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 0.0, "ask1": 5.18, "bid_qty1": 0, "ask_qty1": 60700 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.1045, "prev_amount_yi": 0.1151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9079, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 190.9, "close": 190.9, "amount_yi": 0.0392 }, { "time": "14:37", "open": 190.85, "high": 190.85, "low": 190.85, "close": 190.85, "amount_yi": 0.0114 }, { "time": "14:38", "open": 190.98, "high": 190.98, "low": 190.98, "close": 190.98, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 190.98, "ts": "2026-06-29T14:38:20", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 190.86, "ask1": 190.98, "bid_qty1": 1, "ask_qty1": 6 }, "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": "2026-06-29T14:38:24", "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": 48.2288, "price_vs_vwap_pct": -0.9513, "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": 0.8958, "prev_amount_yi": 0.8569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0454, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 47.69, "close": 47.69, "amount_yi": 0.1931 }, { "time": "14:37", "open": 47.85, "high": 47.85, "low": 47.85, "close": 47.85, "amount_yi": 0.119 }, { "time": "14:38", "open": 47.77, "high": 47.77, "low": 47.77, "close": 47.77, "amount_yi": 0.2338 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.77, "ts": "2026-06-29T14:38:21", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.74, "ask1": 47.77, "bid_qty1": 39, "ask_qty1": 100 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 75.0944, "price_vs_vwap_pct": -0.6717, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3046, "prev_amount_yi": 0.2344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2995, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 74.41, "close": 74.41, "amount_yi": 0.0345 }, { "time": "14:37", "open": 74.44, "high": 74.44, "low": 74.44, "close": 74.44, "amount_yi": 0.0548 }, { "time": "14:38", "open": 74.59, "high": 74.59, "low": 74.59, "close": 74.59, "amount_yi": 0.0951 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.59, "ts": "2026-06-29T14:38:21", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 74.52, "ask1": 74.59, "bid_qty1": 1, "ask_qty1": 21 }, "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": "2026-06-29T14:38:24", "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": 20.4522, "price_vs_vwap_pct": -3.8245, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.008, "prev_amount_yi": 0.0097, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8247, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0011 }, { "time": "14:37", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0024 }, { "time": "14:38", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 42615 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 61.8033, "price_vs_vwap_pct": 5.4798, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9969, "prev_amount_yi": 0.9663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 65.91, "close": 65.91, "amount_yi": 0.7199 }, { "time": "14:37", "open": 65.64, "high": 65.64, "low": 65.64, "close": 65.64, "amount_yi": 0.2365 }, { "time": "14:38", "open": 65.19, "high": 65.19, "low": 65.19, "close": 65.19, "amount_yi": 0.3679 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.19, "ts": "2026-06-29T14:38:21", "prev_close": 60.76, "open": 58.98, "high": 65.99, "low": 57.6, "bid1": 65.18, "ask1": 65.19, "bid_qty1": 17, "ask_qty1": 11 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 59.678, "price_vs_vwap_pct": 2.1985, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5845, "prev_amount_yi": 0.525, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 60.67, "low": 60.63, "close": 60.67, "amount_yi": 0.1001 }, { "time": "14:37", "open": 60.7, "high": 60.7, "low": 60.7, "close": 60.7, "amount_yi": 0.0658 }, { "time": "14:38", "open": 60.99, "high": 60.99, "low": 60.99, "close": 60.99, "amount_yi": 0.1424 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.99, "ts": "2026-06-29T14:38:21", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 60.99, "ask1": 61.0, "bid_qty1": 117, "ask_qty1": 531 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 20.4475, "price_vs_vwap_pct": 0.0611, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0215, "prev_amount_yi": 0.0151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4238, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 20.48, "low": 20.43, "close": 20.48, "amount_yi": 0.0059 }, { "time": "14:37", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0014 }, { "time": "14:38", "open": 20.46, "high": 20.46, "low": 20.46, "close": 20.46, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.46, "ts": "2026-06-29T14:38:21", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.46, "ask1": 20.47, "bid_qty1": 2, "ask_qty1": 11 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3695, "prev_amount_yi": 0.3085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1977, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 369.99, "close": 369.99, "amount_yi": 0.0509 }, { "time": "14:37", "open": 369.0, "high": 369.0, "low": 369.0, "close": 369.0, "amount_yi": 0.0572 }, { "time": "14:38", "open": 369.0, "high": 369.0, "low": 369.0, "close": 369.0, "amount_yi": 0.1097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 369.0, "ts": "2026-06-29T14:38:21", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 368.44, "ask1": 369.0, "bid_qty1": 11, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 367.0107, "price_vs_vwap_pct": 2.6673, "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": 0.9749, "prev_amount_yi": 1.331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7325, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 372.3, "close": 372.3, "amount_yi": 0.2331 }, { "time": "14:37", "open": 373.18, "high": 373.18, "low": 373.18, "close": 373.18, "amount_yi": 0.1056 }, { "time": "14:38", "open": 376.8, "high": 376.8, "low": 376.8, "close": 376.8, "amount_yi": 0.2054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 376.8, "ts": "2026-06-29T14:38:21", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 376.55, "ask1": 376.8, "bid_qty1": 9, "ask_qty1": 1 }, "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": "2026-06-29T14:38:24", "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": 67.0878, "price_vs_vwap_pct": -6.3466, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2342, "prev_amount_yi": 0.1154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0295, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 62.8, "close": 62.8, "amount_yi": 0.0476 }, { "time": "14:37", "open": 62.95, "high": 62.95, "low": 62.95, "close": 62.95, "amount_yi": 0.0479 }, { "time": "14:38", "open": 62.83, "high": 62.83, "low": 62.83, "close": 62.83, "amount_yi": 0.0242 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.83, "ts": "2026-06-29T14:38:21", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 62.83, "ask1": 62.85, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 15.2842, "price_vs_vwap_pct": -1.8594, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0383, "prev_amount_yi": 0.0208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8413, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0037 }, { "time": "14:37", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0034 }, { "time": "14:38", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 126361 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 271.2586, "price_vs_vwap_pct": -1.4593, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2604, "prev_amount_yi": 0.1728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0968 }, { "time": "14:37", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0286 }, { "time": "14:38", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0545 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:19", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 595 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.0944, "prev_amount_yi": 0.1373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 103.2, "close": 103.2, "amount_yi": 0.011 }, { "time": "14:37", "open": 103.46, "high": 103.46, "low": 103.46, "close": 103.46, "amount_yi": 0.0071 }, { "time": "14:38", "open": 103.65, "high": 103.65, "low": 103.65, "close": 103.65, "amount_yi": 0.0237 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.65, "ts": "2026-06-29T14:38:21", "prev_close": 99.0, "open": 100.44, "high": 104.75, "low": 93.0, "bid1": 103.51, "ask1": 103.68, "bid_qty1": 2, "ask_qty1": 39 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 15.3523, "price_vs_vwap_pct": 1.9391, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0857, "prev_amount_yi": 0.1017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 15.64, "close": 15.64, "amount_yi": 0.0113 }, { "time": "14:37", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0079 }, { "time": "14:38", "open": 15.65, "high": 15.65, "low": 15.65, "close": 15.65, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": "2026-06-29T14:38:19", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.64, "ask1": 15.65, "bid_qty1": 234, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH", "symbol": "SHSE.605376", "name": "博迁新材", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 275.82, "exec_high": 277.06, "invalid_price": 263.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": 277.06, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 4.7349, "intraday_vwap": 275.8198, "price_vs_vwap_pct": 0.1378, "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": 0.434, "prev_amount_yi": 0.4489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9668, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 275.53, "close": 275.53, "amount_yi": 0.1029 }, { "time": "14:37", "open": 275.86, "high": 275.86, "low": 275.86, "close": 275.86, "amount_yi": 0.0865 }, { "time": "14:38", "open": 276.2, "high": 276.2, "low": 276.2, "close": 276.2, "amount_yi": 0.1159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": 276.2, "ts": "2026-06-29T14:38:20", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 276.2, "ask1": 276.46, "bid_qty1": 1, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002579:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002579:BREAK_PREV_HIGH", "symbol": "SZSE.002579", "name": "中京电子", "side": "BUY", "priority": "W22", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 23.4, "exec_low": 23.4, "exec_high": 23.75, "invalid_price": 22.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "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": 21.2748, "price_vs_vwap_pct": -3.6419, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5568, "prev_amount_yi": 0.0879, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.3345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0231 }, { "time": "14:37", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0067 }, { "time": "14:38", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 3216 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 9.7737, "price_vs_vwap_pct": 0.4737, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0367, "prev_amount_yi": 0.0055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.6727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0021 }, { "time": "14:37", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.001 }, { "time": "14:38", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:19", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 294003, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 75.4532, "price_vs_vwap_pct": 3.5079, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8606, "prev_amount_yi": 1.7214, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 78.41, "close": 78.41, "amount_yi": 0.2772 }, { "time": "14:37", "open": 78.19, "high": 78.19, "low": 78.19, "close": 78.19, "amount_yi": 0.0893 }, { "time": "14:38", "open": 78.1, "high": 78.1, "low": 78.1, "close": 78.1, "amount_yi": 0.3535 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.1, "ts": "2026-06-29T14:38:21", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 78.1, "ask1": 78.11, "bid_qty1": 7, "ask_qty1": 91 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 52.8928, "price_vs_vwap_pct": 1.1669, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1595, "prev_amount_yi": 0.1376, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1592, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 53.73, "low": 53.6, "close": 53.73, "amount_yi": 0.0437 }, { "time": "14:37", "open": 53.65, "high": 53.65, "low": 53.65, "close": 53.65, "amount_yi": 0.0122 }, { "time": "14:38", "open": 53.51, "high": 53.51, "low": 53.51, "close": 53.51, "amount_yi": 0.025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.51, "ts": "2026-06-29T14:38:20", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.5, "ask1": 53.51, "bid_qty1": 47, "ask_qty1": 10 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 30.2888, "price_vs_vwap_pct": -0.8214, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0149, "prev_amount_yi": 0.0095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0023 }, { "time": "14:37", "open": 30.02, "high": 30.02, "low": 30.02, "close": 30.02, "amount_yi": 0.002 }, { "time": "14:38", "open": 30.04, "high": 30.04, "low": 30.04, "close": 30.04, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.04, "ts": "2026-06-29T14:38:18", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 30.04, "ask1": 30.05, "bid_qty1": 23, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 935.0405, "price_vs_vwap_pct": 2.7763, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6128, "prev_amount_yi": 1.259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 953.9, "close": 953.9, "amount_yi": 0.438 }, { "time": "14:37", "open": 955.04, "high": 955.04, "low": 955.04, "close": 955.04, "amount_yi": 0.1683 }, { "time": "14:38", "open": 961.0, "high": 961.0, "low": 961.0, "close": 961.0, "amount_yi": 0.507 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 961.0, "ts": "2026-06-29T14:38:21", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 960.9, "ask1": 961.0, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-06-29T14:38:24", "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": 27.7449, "price_vs_vwap_pct": 4.4156, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3721, "prev_amount_yi": 0.8525, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 28.87, "low": 28.85, "close": 28.87, "amount_yi": 0.2011 }, { "time": "14:37", "open": 28.97, "high": 28.97, "low": 28.97, "close": 28.97, "amount_yi": 0.145 }, { "time": "14:38", "open": 28.97, "high": 28.97, "low": 28.97, "close": 28.97, "amount_yi": 0.4255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.97, "ts": "2026-06-29T14:38:21", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.97, "ask1": 28.98, "bid_qty1": 35, "ask_qty1": 18 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 41.3467, "price_vs_vwap_pct": 0.395, "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": 0.2644, "prev_amount_yi": 0.5291, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 41.16, "low": 41.07, "close": 41.16, "amount_yi": 0.0551 }, { "time": "14:37", "open": 41.23, "high": 41.23, "low": 41.23, "close": 41.23, "amount_yi": 0.0531 }, { "time": "14:38", "open": 41.51, "high": 41.51, "low": 41.51, "close": 41.51, "amount_yi": 0.0555 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.51, "ts": "2026-06-29T14:38:20", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 41.51, "ask1": 41.53, "bid_qty1": 64, "ask_qty1": 26 }, "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": "2026-06-29T14:38:24", "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": 0.1103, "prev_amount_yi": 0.1513, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.729, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 97.42, "low": 97.41, "close": 97.42, "amount_yi": 0.0125 }, { "time": "14:37", "open": 97.6, "high": 97.6, "low": 97.6, "close": 97.6, "amount_yi": 0.0357 }, { "time": "14:38", "open": 97.93, "high": 97.93, "low": 97.93, "close": 97.93, "amount_yi": 0.0238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 97.93, "ts": "2026-06-29T14:38:21", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 97.71, "ask1": 97.83, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 80.3599, "price_vs_vwap_pct": -0.9456, "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": 0.4475, "prev_amount_yi": 0.522, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 79.54, "low": 79.49, "close": 79.54, "amount_yi": 0.1878 }, { "time": "14:37", "open": 79.52, "high": 79.52, "low": 79.52, "close": 79.52, "amount_yi": 0.0859 }, { "time": "14:38", "open": 79.6, "high": 79.6, "low": 79.6, "close": 79.6, "amount_yi": 0.0746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.6, "ts": "2026-06-29T14:38:19", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.59, "ask1": 79.68, "bid_qty1": 5, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605006:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605006:BREAK_PREV_HIGH", "symbol": "SHSE.605006", "name": "山东玻纤", "side": "BUY", "priority": "W32", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 25.95, "exec_low": 25.95, "exec_high": 26.34, "invalid_price": 25.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "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": 22.947, "price_vs_vwap_pct": -2.1659, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0148, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7749, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0024 }, { "time": "14:37", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0018 }, { "time": "14:38", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 160427 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 25.0056, "price_vs_vwap_pct": -3.1017, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2133, "prev_amount_yi": 0.1973, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 24.2, "close": 24.2, "amount_yi": 0.0635 }, { "time": "14:37", "open": 24.2, "high": 24.2, "low": 24.2, "close": 24.2, "amount_yi": 0.0377 }, { "time": "14:38", "open": 24.23, "high": 24.23, "low": 24.23, "close": 24.23, "amount_yi": 0.0359 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:20", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.22, "ask1": 24.23, "bid_qty1": 39, "ask_qty1": 71 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 43.2297, "price_vs_vwap_pct": -0.5082, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2681, "prev_amount_yi": 0.1401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 42.86, "low": 42.83, "close": 42.86, "amount_yi": 0.1255 }, { "time": "14:37", "open": 42.89, "high": 42.89, "low": 42.89, "close": 42.89, "amount_yi": 0.0282 }, { "time": "14:38", "open": 43.01, "high": 43.01, "low": 43.01, "close": 43.01, "amount_yi": 0.0424 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.01, "ts": "2026-06-29T14:38:21", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.99, "ask1": 43.01, "bid_qty1": 17, "ask_qty1": 41 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 91.966, "price_vs_vwap_pct": -1.6811, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.12, "prev_amount_yi": 1.0283, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 90.02, "low": 89.97, "close": 90.02, "amount_yi": 0.3158 }, { "time": "14:37", "open": 90.34, "high": 90.34, "low": 90.34, "close": 90.34, "amount_yi": 0.1067 }, { "time": "14:38", "open": 90.42, "high": 90.42, "low": 90.42, "close": 90.42, "amount_yi": 0.2419 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.42, "ts": "2026-06-29T14:38:21", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.35, "ask1": 90.41, "bid_qty1": 37, "ask_qty1": 6 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 19.0695, "price_vs_vwap_pct": 1.3661, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0093, "prev_amount_yi": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "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": 0.0028 }, { "time": "14:37", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.0007 }, { "time": "14:38", "open": 19.33, "high": 19.33, "low": 19.33, "close": 19.33, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:22", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.32, "ask1": 19.34, "bid_qty1": 19, "ask_qty1": 73 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 69.9612, "price_vs_vwap_pct": 0.0555, "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": 1.4094, "prev_amount_yi": 1.6972, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 69.8, "close": 69.8, "amount_yi": 0.2686 }, { "time": "14:37", "open": 70.04, "high": 70.04, "low": 70.04, "close": 70.04, "amount_yi": 0.2335 }, { "time": "14:38", "open": 70.0, "high": 70.0, "low": 70.0, "close": 70.0, "amount_yi": 0.4065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.0, "ts": "2026-06-29T14:38:21", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 69.99, "ask1": 70.0, "bid_qty1": 182, "ask_qty1": 85 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2322, "prev_amount_yi": 1.7975, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 38.81, "close": 38.81, "amount_yi": 0.2059 }, { "time": "14:37", "open": 38.7, "high": 38.7, "low": 38.7, "close": 38.7, "amount_yi": 0.1621 }, { "time": "14:38", "open": 38.71, "high": 38.71, "low": 38.71, "close": 38.71, "amount_yi": 0.2671 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.71, "ts": "2026-06-29T14:38:20", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.71, "ask1": 38.75, "bid_qty1": 213, "ask_qty1": 13 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 50.5818, "price_vs_vwap_pct": -3.3249, "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": 0.4843, "prev_amount_yi": 0.4661, "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": "VWAP_RECLAIM", "bars": [ { "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": 48.41, "close": 48.41, "amount_yi": 0.0726 }, { "time": "14:37", "open": 48.55, "high": 48.55, "low": 48.55, "close": 48.55, "amount_yi": 0.1256 }, { "time": "14:38", "open": 48.9, "high": 48.9, "low": 48.9, "close": 48.9, "amount_yi": 0.1165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.9, "ts": "2026-06-29T14:38:19", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.9, "ask1": 48.91, "bid_qty1": 56, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 87.5874, "price_vs_vwap_pct": 2.1836, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0633, "prev_amount_yi": 0.7162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 89.18, "low": 89.1, "close": 89.18, "amount_yi": 0.1754 }, { "time": "14:37", "open": 89.3, "high": 89.3, "low": 89.3, "close": 89.3, "amount_yi": 0.128 }, { "time": "14:38", "open": 89.5, "high": 89.5, "low": 89.5, "close": 89.5, "amount_yi": 0.2544 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.5, "ts": "2026-06-29T14:38:21", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 89.49, "ask1": 89.5, "bid_qty1": 103, "ask_qty1": 337 }, "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": "2026-06-29T14:38:24", "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": 46.4157, "price_vs_vwap_pct": -4.0195, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2646, "prev_amount_yi": 0.2157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2267, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 44.32, "close": 44.32, "amount_yi": 0.0766 }, { "time": "14:37", "open": 44.45, "high": 44.45, "low": 44.45, "close": 44.45, "amount_yi": 0.0252 }, { "time": "14:38", "open": 44.55, "high": 44.55, "low": 44.55, "close": 44.55, "amount_yi": 0.0485 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.55, "ts": "2026-06-29T14:38:20", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.55, "ask1": 44.56, "bid_qty1": 1, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": 3.2468, "intraday_vwap": 107.1905, "price_vs_vwap_pct": -0.8681, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9742, "prev_amount_yi": 1.0485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 105.77, "close": 105.77, "amount_yi": 0.3355 }, { "time": "14:37", "open": 105.97, "high": 105.97, "low": 105.97, "close": 105.97, "amount_yi": 0.4823 }, { "time": "14:38", "open": 106.26, "high": 106.26, "low": 106.26, "close": 106.26, "amount_yi": 0.3855 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.26, "ts": "2026-06-29T14:38:21", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 106.16, "ask1": 106.26, "bid_qty1": 5, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "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": 0.7883, "prev_amount_yi": 1.1085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 60.46, "low": 60.19, "close": 60.46, "amount_yi": 0.1562 }, { "time": "14:37", "open": 62.0, "high": 62.0, "low": 62.0, "close": 62.0, "amount_yi": 0.0887 }, { "time": "14:38", "open": 61.8, "high": 61.8, "low": 61.8, "close": 61.8, "amount_yi": 0.1466 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.8, "ts": "2026-06-29T14:38:22", "prev_close": 53.86, "open": 55.0, "high": 62.89, "low": 51.51, "bid1": 61.46, "ask1": 61.8, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 1.9478, "prev_amount_yi": 1.7833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0922, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 504.26, "close": 504.26, "amount_yi": 0.3816 }, { "time": "14:37", "open": 505.03, "high": 505.03, "low": 505.03, "close": 505.03, "amount_yi": 0.1758 }, { "time": "14:38", "open": 508.0, "high": 508.0, "low": 508.0, "close": 508.0, "amount_yi": 0.6405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 508.0, "ts": "2026-06-29T14:38:20", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 507.9, "ask1": 508.0, "bid_qty1": 29, "ask_qty1": 238 }, "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": "2026-06-29T14:38:24", "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": 202.4393, "price_vs_vwap_pct": 2.4801, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0433, "prev_amount_yi": 0.1072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0141 }, { "time": "14:37", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0039 }, { "time": "14:38", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 23870, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 82.7424, "price_vs_vwap_pct": -2.7222, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0914, "prev_amount_yi": 0.0714, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 80.47, "close": 80.47, "amount_yi": 0.0474 }, { "time": "14:37", "open": 80.54, "high": 80.54, "low": 80.54, "close": 80.54, "amount_yi": 0.0027 }, { "time": "14:38", "open": 80.49, "high": 80.49, "low": 80.49, "close": 80.49, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.49, "ts": "2026-06-29T14:38:22", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.49, "ask1": 80.5, "bid_qty1": 3, "ask_qty1": 13 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 76.2149, "price_vs_vwap_pct": 3.3656, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2242, "prev_amount_yi": 0.36, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 78.97, "close": 78.97, "amount_yi": 0.0725 }, { "time": "14:37", "open": 78.92, "high": 78.92, "low": 78.92, "close": 78.92, "amount_yi": 0.0226 }, { "time": "14:38", "open": 78.78, "high": 78.78, "low": 78.78, "close": 78.78, "amount_yi": 0.0363 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.78, "ts": "2026-06-29T14:38:21", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 78.7, "ask1": 78.75, "bid_qty1": 7, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 34.4116, "price_vs_vwap_pct": 0.8962, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1598, "prev_amount_yi": 0.3501, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 34.67, "close": 34.67, "amount_yi": 0.0384 }, { "time": "14:37", "open": 34.69, "high": 34.69, "low": 34.69, "close": 34.69, "amount_yi": 0.0202 }, { "time": "14:38", "open": 34.72, "high": 34.72, "low": 34.72, "close": 34.72, "amount_yi": 0.0406 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.72, "ts": "2026-06-29T14:38:22", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.71, "ask1": 34.72, "bid_qty1": 154, "ask_qty1": 72 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 16.9133, "price_vs_vwap_pct": -5.2816, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0337, "prev_amount_yi": 0.0634, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5315, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0043 }, { "time": "14:37", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0018 }, { "time": "14:38", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:22", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 13322 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 12.4712, "price_vs_vwap_pct": 0.8724, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.099, "prev_amount_yi": 0.1347, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:34", "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": 0.0128 }, { "time": "14:37", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0215 }, { "time": "14:38", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": "2026-06-29T14:38:21", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.58, "ask1": 12.59, "bid_qty1": 20, "ask_qty1": 559 }, "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": "2026-06-29T14:38:24", "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": 28.4252, "price_vs_vwap_pct": 0.6501, "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": 0.2607, "prev_amount_yi": 0.3348, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 28.63, "close": 28.63, "amount_yi": 0.0447 }, { "time": "14:37", "open": 28.62, "high": 28.62, "low": 28.62, "close": 28.62, "amount_yi": 0.0121 }, { "time": "14:38", "open": 28.61, "high": 28.61, "low": 28.61, "close": 28.61, "amount_yi": 0.0746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.61, "ts": "2026-06-29T14:38:21", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.6, "ask1": 28.61, "bid_qty1": 183, "ask_qty1": 14 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 84.7495, "price_vs_vwap_pct": -0.3652, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2159, "prev_amount_yi": 0.2404, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 84.23, "close": 84.23, "amount_yi": 0.0413 }, { "time": "14:37", "open": 84.29, "high": 84.29, "low": 84.29, "close": 84.29, "amount_yi": 0.0277 }, { "time": "14:38", "open": 84.44, "high": 84.44, "low": 84.44, "close": 84.44, "amount_yi": 0.0585 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.44, "ts": "2026-06-29T14:38:21", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 84.43, "ask1": 84.44, "bid_qty1": 3, "ask_qty1": 26 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 7.8209, "price_vs_vwap_pct": -1.2901, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7291, "prev_amount_yi": 2.3291, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 7.71, "close": 7.71, "amount_yi": 1.0322 }, { "time": "14:37", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.2706 }, { "time": "14:38", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.6717 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.71, "ask1": 7.72, "bid_qty1": 20766, "ask_qty1": 453 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 171.1649, "price_vs_vwap_pct": -3.6485, "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": 0.2872, "prev_amount_yi": 0.2767, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 165.47, "close": 165.47, "amount_yi": 0.0629 }, { "time": "14:37", "open": 165.36, "high": 165.36, "low": 165.36, "close": 165.36, "amount_yi": 0.0222 }, { "time": "14:38", "open": 164.92, "high": 164.92, "low": 164.92, "close": 164.92, "amount_yi": 0.0761 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 164.92, "ts": "2026-06-29T14:38:20", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 164.9, "ask1": 164.95, "bid_qty1": 8, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 3.8824, "intraday_vwap": 16.7223, "price_vs_vwap_pct": 1.6607, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0209, "prev_amount_yi": 0.0248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 17.01, "close": 17.01, "amount_yi": 0.0039 }, { "time": "14:37", "open": 17.01, "high": 17.01, "low": 17.01, "close": 17.01, "amount_yi": 0.0014 }, { "time": "14:38", "open": 17.0, "high": 17.0, "low": 17.0, "close": 17.0, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": 17.0, "ts": "2026-06-29T14:38:21", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 16.99, "ask1": 17.0, "bid_qty1": 412, "ask_qty1": 76 }, "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": "2026-06-29T14:38:24", "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": 20.2304, "price_vs_vwap_pct": -2.3746, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1121, "prev_amount_yi": 0.0635, "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": "VWAP_RECLAIM", "bars": [ { "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": 19.72, "close": 19.72, "amount_yi": 0.0471 }, { "time": "14:37", "open": 19.73, "high": 19.73, "low": 19.73, "close": 19.73, "amount_yi": 0.0188 }, { "time": "14:38", "open": 19.75, "high": 19.75, "low": 19.75, "close": 19.75, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.75, "ts": "2026-06-29T14:38:21", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.74, "ask1": 19.75, "bid_qty1": 168, "ask_qty1": 368 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.4233, "prev_amount_yi": 0.2881, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 517.0, "low": 516.3, "close": 517.0, "amount_yi": 0.0863 }, { "time": "14:37", "open": 515.82, "high": 515.82, "low": 515.82, "close": 515.82, "amount_yi": 0.0791 }, { "time": "14:38", "open": 517.0, "high": 517.0, "low": 517.0, "close": 517.0, "amount_yi": 0.0812 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 517.0, "ts": "2026-06-29T14:38:20", "prev_close": 469.1, "open": 470.5, "high": 517.9, "low": 470.5, "bid1": 515.9, "ask1": 517.0, "bid_qty1": 2, "ask_qty1": 140 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:17", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 32939, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 9.7034, "price_vs_vwap_pct": -0.7564, "energy_floor_hint_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": 0.0326, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8037, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0061 }, { "time": "14:37", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0041 }, { "time": "14:38", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.63, "ask1": 9.64, "bid_qty1": 167, "ask_qty1": 408 }, "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": "2026-06-29T14:38:24", "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": 47.8831, "price_vs_vwap_pct": -0.0065, "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": 0.6054, "prev_amount_yi": 0.6479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 47.61, "low": 47.59, "close": 47.61, "amount_yi": 0.1727 }, { "time": "14:37", "open": 47.65, "high": 47.65, "low": 47.65, "close": 47.65, "amount_yi": 0.0492 }, { "time": "14:38", "open": 47.88, "high": 47.88, "low": 47.88, "close": 47.88, "amount_yi": 0.1418 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.88, "ts": "2026-06-29T14:38:22", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 47.87, "ask1": 47.88, "bid_qty1": 622, "ask_qty1": 15 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 47.2239, "price_vs_vwap_pct": 3.3375, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1553, "prev_amount_yi": 0.1259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2335, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.58, "low": 48.56, "close": 48.58, "amount_yi": 0.0417 }, { "time": "14:37", "open": 48.64, "high": 48.64, "low": 48.64, "close": 48.64, "amount_yi": 0.0199 }, { "time": "14:38", "open": 48.8, "high": 48.8, "low": 48.8, "close": 48.8, "amount_yi": 0.022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.8, "ts": "2026-06-29T14:38:21", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.8, "ask1": 48.86, "bid_qty1": 48, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 50.7757, "price_vs_vwap_pct": -2.2958, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0062, "prev_amount_yi": 0.0053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0005 }, { "time": "14:37", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0007 }, { "time": "14:38", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 13002 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.1855, "prev_amount_yi": 0.2328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 137.8, "close": 137.8, "amount_yi": 0.0546 }, { "time": "14:37", "open": 138.47, "high": 138.47, "low": 138.47, "close": 138.47, "amount_yi": 0.0279 }, { "time": "14:38", "open": 138.13, "high": 138.13, "low": 138.13, "close": 138.13, "amount_yi": 0.028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.13, "ts": "2026-06-29T14:38:22", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 138.13, "ask1": 138.14, "bid_qty1": 77, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 29.7636, "price_vs_vwap_pct": -1.4904, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2339, "prev_amount_yi": 0.486, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 29.3, "close": 29.3, "amount_yi": 0.0616 }, { "time": "14:37", "open": 29.29, "high": 29.29, "low": 29.29, "close": 29.29, "amount_yi": 0.0195 }, { "time": "14:38", "open": 29.32, "high": 29.32, "low": 29.32, "close": 29.32, "amount_yi": 0.0512 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:22", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.32, "ask1": 29.33, "bid_qty1": 8, "ask_qty1": 108 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.264, "prev_amount_yi": 0.3409, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7744, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 699.64, "low": 698.87, "close": 699.64, "amount_yi": 0.0746 }, { "time": "14:37", "open": 703.0, "high": 703.0, "low": 703.0, "close": 703.0, "amount_yi": 0.0811 }, { "time": "14:38", "open": 703.72, "high": 703.72, "low": 703.72, "close": 703.72, "amount_yi": 0.0301 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 703.72, "ts": "2026-06-29T14:38:20", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 702.0, "ask1": 703.3, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 47.4351, "price_vs_vwap_pct": 1.9498, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1383, "prev_amount_yi": 0.2327, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5943, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.2, "close": 48.2, "amount_yi": 0.0201 }, { "time": "14:37", "open": 48.3, "high": 48.3, "low": 48.3, "close": 48.3, "amount_yi": 0.0129 }, { "time": "14:38", "open": 48.36, "high": 48.36, "low": 48.36, "close": 48.36, "amount_yi": 0.0424 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.36, "ts": "2026-06-29T14:38:20", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 48.36, "ask1": 48.38, "bid_qty1": 68, "ask_qty1": 64 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 22.4237, "price_vs_vwap_pct": -0.4179, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1407, "prev_amount_yi": 0.1854, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 22.23, "close": 22.23, "amount_yi": 0.0116 }, { "time": "14:37", "open": 22.28, "high": 22.28, "low": 22.28, "close": 22.28, "amount_yi": 0.0197 }, { "time": "14:38", "open": 22.33, "high": 22.33, "low": 22.33, "close": 22.33, "amount_yi": 0.031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.33, "ts": "2026-06-29T14:38:21", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.33, "ask1": 22.34, "bid_qty1": 127, "ask_qty1": 101 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 12.8072, "price_vs_vwap_pct": -2.2425, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6975, "prev_amount_yi": 0.4522, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5425, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.1293 }, { "time": "14:37", "open": 12.51, "high": 12.51, "low": 12.51, "close": 12.51, "amount_yi": 0.0713 }, { "time": "14:38", "open": 12.52, "high": 12.52, "low": 12.52, "close": 12.52, "amount_yi": 0.0866 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.52, "ts": "2026-06-29T14:38:20", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.51, "ask1": 12.52, "bid_qty1": 818, "ask_qty1": 28 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 160.3016, "price_vs_vwap_pct": 4.6465, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0117, "prev_amount_yi": 0.0112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0029 }, { "time": "14:37", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0012 }, { "time": "14:38", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 18015, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 18.9171, "price_vs_vwap_pct": -2.6278, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3838, "prev_amount_yi": 0.1812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1181, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 18.42, "close": 18.42, "amount_yi": 0.1127 }, { "time": "14:37", "open": 18.45, "high": 18.45, "low": 18.45, "close": 18.45, "amount_yi": 0.0152 }, { "time": "14:38", "open": 18.42, "high": 18.42, "low": 18.42, "close": 18.42, "amount_yi": 0.1022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.42, "ts": "2026-06-29T14:38:20", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.41, "ask1": 18.42, "bid_qty1": 2, "ask_qty1": 515 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 129.0986, "price_vs_vwap_pct": -2.8494, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0372, "prev_amount_yi": 0.0546, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0104 }, { "time": "14:37", "open": 125.5, "high": 125.5, "low": 125.5, "close": 125.5, "amount_yi": 0.0084 }, { "time": "14:38", "open": 125.42, "high": 125.42, "low": 125.42, "close": 125.42, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.42, "ts": "2026-06-29T14:38:21", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 125.38, "ask1": 125.41, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2517, "prev_amount_yi": 0.1858, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3547, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 104.3, "close": 104.3, "amount_yi": 0.0675 }, { "time": "14:37", "open": 104.48, "high": 104.48, "low": 104.48, "close": 104.48, "amount_yi": 0.0155 }, { "time": "14:38", "open": 104.38, "high": 104.38, "low": 104.38, "close": 104.38, "amount_yi": 0.0788 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.38, "ts": "2026-06-29T14:38:22", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.38, "ask1": 104.48, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 53.0834, "price_vs_vwap_pct": -1.3628, "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": 0.8898, "prev_amount_yi": 0.9863, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9022, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 52.28, "close": 52.28, "amount_yi": 0.2446 }, { "time": "14:37", "open": 52.31, "high": 52.31, "low": 52.31, "close": 52.31, "amount_yi": 0.0855 }, { "time": "14:38", "open": 52.36, "high": 52.36, "low": 52.36, "close": 52.36, "amount_yi": 0.1335 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:22", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.35, "ask1": 52.36, "bid_qty1": 121, "ask_qty1": 21 }, "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": "2026-06-29T14:38:24", "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": 3.0994, "intraday_vwap": 10.818, "price_vs_vwap_pct": 1.4051, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1238, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9198, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 10.99, "close": 10.99, "amount_yi": 0.0809 }, { "time": "14:37", "open": 10.97, "high": 10.97, "low": 10.97, "close": 10.97, "amount_yi": 0.0113 }, { "time": "14:38", "open": 10.97, "high": 10.97, "low": 10.97, "close": 10.97, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.97, "ts": "2026-06-29T14:38:22", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.96, "ask1": 10.97, "bid_qty1": 219, "ask_qty1": 73 }, "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": "2026-06-29T14:38:24", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.74, "max_chase_pct": 1.5, "base_exec_high": 7.62, "dynamic_exec_high": null, "entry_zone_low": 7.4, "entry_zone_high": 7.62, "entry_risk_pct": 4.2105, "intraday_vwap": 7.4867, "price_vs_vwap_pct": 1.3798, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0354, "prev_amount_yi": 0.0302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1722, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0069 }, { "time": "14:37", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0056 }, { "time": "14:38", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": "2026-06-29T14:38:20", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.59, "ask1": 7.6, "bid_qty1": 738, "ask_qty1": 1475 }, "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": "2026-06-29T14:38:24", "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": 123.4278, "price_vs_vwap_pct": 2.0273, "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": 1.1745, "prev_amount_yi": 2.0092, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 125.98, "low": 125.82, "close": 125.98, "amount_yi": 0.2358 }, { "time": "14:37", "open": 125.96, "high": 125.96, "low": 125.96, "close": 125.96, "amount_yi": 0.1794 }, { "time": "14:38", "open": 125.93, "high": 125.93, "low": 125.93, "close": 125.93, "amount_yi": 0.307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.93, "ts": "2026-06-29T14:38:19", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.92, "ask1": 125.93, "bid_qty1": 9, "ask_qty1": 15 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.2316, "prev_amount_yi": 0.2527, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9165, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 137.0, "close": 137.0, "amount_yi": 0.05 }, { "time": "14:37", "open": 137.1, "high": 137.1, "low": 137.1, "close": 137.1, "amount_yi": 0.0338 }, { "time": "14:38", "open": 137.82, "high": 137.82, "low": 137.82, "close": 137.82, "amount_yi": 0.0613 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.82, "ts": "2026-06-29T14:38:21", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 137.47, "ask1": 137.82, "bid_qty1": 4, "ask_qty1": 17 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 11.8448, "price_vs_vwap_pct": -1.6446, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8004, "prev_amount_yi": 0.3998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.62, "low": 11.57, "close": 11.62, "amount_yi": 0.1183 }, { "time": "14:37", "open": 11.66, "high": 11.66, "low": 11.66, "close": 11.66, "amount_yi": 0.0909 }, { "time": "14:38", "open": 11.65, "high": 11.65, "low": 11.65, "close": 11.65, "amount_yi": 0.1233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.65, "ts": "2026-06-29T14:38:19", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.64, "ask1": 11.65, "bid_qty1": 99, "ask_qty1": 159 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 21.9251, "price_vs_vwap_pct": -1.1179, "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": 0.6975, "prev_amount_yi": 0.7305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.175 }, { "time": "14:37", "open": 21.66, "high": 21.66, "low": 21.66, "close": 21.66, "amount_yi": 0.0782 }, { "time": "14:38", "open": 21.68, "high": 21.68, "low": 21.68, "close": 21.68, "amount_yi": 0.1935 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.67, "ask1": 21.68, "bid_qty1": 899, "ask_qty1": 53 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.0139, "prev_amount_yi": 0.0259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 63.39, "close": 63.39, "amount_yi": 0.001 }, { "time": "14:37", "open": 63.4, "high": 63.4, "low": 63.4, "close": 63.4, "amount_yi": 0.0006 }, { "time": "14:38", "open": 63.35, "high": 63.35, "low": 63.35, "close": 63.35, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.35, "ts": "2026-06-29T14:38:17", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 63.35, "ask1": 63.36, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 57.4522, "price_vs_vwap_pct": 2.4504, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2371, "prev_amount_yi": 0.2356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0064, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0675 }, { "time": "14:37", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0137 }, { "time": "14:38", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0909 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 105750, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 26.6705, "price_vs_vwap_pct": 1.048, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.062, "prev_amount_yi": 0.0413, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5012, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 26.97, "close": 26.97, "amount_yi": 0.0136 }, { "time": "14:37", "open": 26.97, "high": 26.97, "low": 26.97, "close": 26.97, "amount_yi": 0.0027 }, { "time": "14:38", "open": 26.95, "high": 26.95, "low": 26.95, "close": 26.95, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.95, "ts": "2026-06-29T14:38:21", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.95, "ask1": 26.96, "bid_qty1": 123, "ask_qty1": 126 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 73.4643, "price_vs_vwap_pct": -0.7545, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.039, "prev_amount_yi": 0.041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 72.9, "close": 72.9, "amount_yi": 0.0011 }, { "time": "14:37", "open": 72.89, "high": 72.89, "low": 72.89, "close": 72.89, "amount_yi": 0.0036 }, { "time": "14:38", "open": 72.91, "high": 72.91, "low": 72.91, "close": 72.91, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.91, "ts": "2026-06-29T14:38:22", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.9, "ask1": 72.94, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 57.1242, "price_vs_vwap_pct": 0.9905, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0238, "prev_amount_yi": 0.0321, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 57.7, "low": 57.69, "close": 57.7, "amount_yi": 0.0028 }, { "time": "14:37", "open": 57.69, "high": 57.69, "low": 57.69, "close": 57.69, "amount_yi": 0.0024 }, { "time": "14:38", "open": 57.69, "high": 57.69, "low": 57.69, "close": 57.69, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": "2026-06-29T14:38:20", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.68, "ask1": 57.7, "bid_qty1": 12, "ask_qty1": 10 }, "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": "2026-06-29T14:38:24", "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": 4.9119, "price_vs_vwap_pct": 0.9793, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1039, "prev_amount_yi": 0.1829, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5681, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 4.96, "close": 4.96, "amount_yi": 0.0161 }, { "time": "14:37", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0053 }, { "time": "14:38", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.96, "ts": "2026-06-29T14:38:19", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 6047, "ask_qty1": 21799 }, "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": "2026-06-29T14:38:24", "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": 15.9719, "price_vs_vwap_pct": -0.1997, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0562, "prev_amount_yi": 0.0489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1493, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0182 }, { "time": "14:37", "open": 15.95, "high": 15.95, "low": 15.95, "close": 15.95, "amount_yi": 0.0151 }, { "time": "14:38", "open": 15.94, "high": 15.94, "low": 15.94, "close": 15.94, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.94, "ts": "2026-06-29T14:38:20", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.93, "ask1": 15.94, "bid_qty1": 24, "ask_qty1": 113 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 2.9325, "price_vs_vwap_pct": -1.1083, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0454, "prev_amount_yi": 0.0817, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5557, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0112 }, { "time": "14:37", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0046 }, { "time": "14:38", "open": 2.9, "high": 2.9, "low": 2.9, "close": 2.9, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.9, "ts": "2026-06-29T14:38:22", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.9, "ask1": 2.91, "bid_qty1": 68140, "ask_qty1": 5291 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 192.8108, "price_vs_vwap_pct": 1.8719, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1706, "prev_amount_yi": 0.121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 196.38, "low": 196.31, "close": 196.38, "amount_yi": 0.0414 }, { "time": "14:37", "open": 196.4, "high": 196.4, "low": 196.4, "close": 196.4, "amount_yi": 0.0146 }, { "time": "14:38", "open": 196.42, "high": 196.42, "low": 196.42, "close": 196.42, "amount_yi": 0.0637 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 196.42, "ts": "2026-06-29T14:38:21", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 196.41, "ask1": 196.42, "bid_qty1": 57, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 21.3566, "price_vs_vwap_pct": -1.9039, "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": 0.7432, "prev_amount_yi": 0.8021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9266, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 20.95, "close": 20.95, "amount_yi": 0.1667 }, { "time": "14:37", "open": 20.96, "high": 20.96, "low": 20.96, "close": 20.96, "amount_yi": 0.1044 }, { "time": "14:38", "open": 20.95, "high": 20.95, "low": 20.95, "close": 20.95, "amount_yi": 0.1767 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.95, "ts": "2026-06-29T14:38:22", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.95, "ask1": 20.96, "bid_qty1": 855, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0549, "prev_amount_yi": 1.11, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9504, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.1855 }, { "time": "14:37", "open": 443.48, "high": 443.48, "low": 443.48, "close": 443.48, "amount_yi": 0.3071 }, { "time": "14:38", "open": 443.9, "high": 443.9, "low": 443.9, "close": 443.9, "amount_yi": 0.2978 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 443.9, "ts": "2026-06-29T14:38:20", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 443.99, "ask1": 444.0, "bid_qty1": 3, "ask_qty1": 217 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 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": 3.042, "intraday_vwap": 17.9152, "price_vs_vwap_pct": 0.9199, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.068, "prev_amount_yi": 0.0702, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 18.07, "low": 18.06, "close": 18.07, "amount_yi": 0.0175 }, { "time": "14:37", "open": 18.07, "high": 18.07, "low": 18.07, "close": 18.07, "amount_yi": 0.0037 }, { "time": "14:38", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": 18.08, "ts": "2026-06-29T14:38:21", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.07, "ask1": 18.08, "bid_qty1": 327, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 5.8842, "price_vs_vwap_pct": 0.7784, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0341, "prev_amount_yi": 0.0691, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4935, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0051 }, { "time": "14:37", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0018 }, { "time": "14:38", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 2329, "ask_qty1": 4582 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 8.7763, "price_vs_vwap_pct": 1.1816, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2063, "prev_amount_yi": 0.0964, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.14, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 8.88, "close": 8.88, "amount_yi": 0.1073 }, { "time": "14:37", "open": 8.88, "high": 8.88, "low": 8.88, "close": 8.88, "amount_yi": 0.0143 }, { "time": "14:38", "open": 8.88, "high": 8.88, "low": 8.88, "close": 8.88, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.88, "ts": "2026-06-29T14:38:22", "prev_close": 8.89, "open": 8.89, "high": 8.91, "low": 8.61, "bid1": 8.88, "ask1": 8.89, "bid_qty1": 184, "ask_qty1": 105 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 7.7987, "price_vs_vwap_pct": 0.5296, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0219, "prev_amount_yi": 0.038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0061 }, { "time": "14:37", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0014 }, { "time": "14:38", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.84, "ts": "2026-06-29T14:38:21", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.84, "ask1": 7.85, "bid_qty1": 311, "ask_qty1": 876 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 0.1607, "prev_amount_yi": 0.2, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8035, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 142.07, "close": 142.07, "amount_yi": 0.0245 }, { "time": "14:37", "open": 142.53, "high": 142.53, "low": 142.53, "close": 142.53, "amount_yi": 0.0325 }, { "time": "14:38", "open": 142.62, "high": 142.62, "low": 142.62, "close": 142.62, "amount_yi": 0.0393 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.62, "ts": "2026-06-29T14:38:20", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.61, "ask1": 142.62, "bid_qty1": 1, "ask_qty1": 16 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 52.8406, "price_vs_vwap_pct": -2.2721, "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": 0.9182, "prev_amount_yi": 0.9024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0175, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 51.58, "low": 51.57, "close": 51.58, "amount_yi": 0.1633 }, { "time": "14:37", "open": 51.6, "high": 51.6, "low": 51.6, "close": 51.6, "amount_yi": 0.1448 }, { "time": "14:38", "open": 51.64, "high": 51.64, "low": 51.64, "close": 51.64, "amount_yi": 0.1626 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.64, "ts": "2026-06-29T14:38:21", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.64, "ask1": 51.65, "bid_qty1": 108, "ask_qty1": 163 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 9.7477, "price_vs_vwap_pct": 0.6391, "energy_floor_hint_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": 0.1316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 9.81, "close": 9.81, "amount_yi": 0.0305 }, { "time": "14:37", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0048 }, { "time": "14:38", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0279 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.81, "ts": "2026-06-29T14:38:21", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.81, "ask1": 9.82, "bid_qty1": 397, "ask_qty1": 1554 }, "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": "2026-06-29T14:38:24", "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": 3.2071, "intraday_vwap": 42.1811, "price_vs_vwap_pct": 2.0125, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0083, "prev_amount_yi": 0.0421, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 43.05, "close": 43.05, "amount_yi": 0.0018 }, { "time": "14:37", "open": 43.05, "high": 43.05, "low": 43.05, "close": 43.05, "amount_yi": 0.0005 }, { "time": "14:38", "open": 43.03, "high": 43.03, "low": 43.03, "close": 43.03, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": 43.03, "ts": "2026-06-29T14:38:12", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.02, "ask1": 43.03, "bid_qty1": 24, "ask_qty1": 14 }, "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": "2026-06-29T14:38:24", "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": 4.6886, "price_vs_vwap_pct": 1.0963, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0809, "prev_amount_yi": 0.0373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 4.74, "low": 4.72, "close": 4.74, "amount_yi": 0.0113 }, { "time": "14:37", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.003 }, { "time": "14:38", "open": 4.74, "high": 4.74, "low": 4.74, "close": 4.74, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.74, "ts": "2026-06-29T14:38:21", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.73, "ask1": 4.74, "bid_qty1": 15943, "ask_qty1": 6531 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM", "symbol": "SHSE.600919", "name": "江苏银行", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.25, "exec_low": 11.42, "exec_high": 11.42, "invalid_price": 10.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.59, "max_chase_pct": 1.5, "base_exec_high": 11.42, "dynamic_exec_high": null, "entry_zone_low": 11.08, "entry_zone_high": 11.42, "entry_risk_pct": null, "intraday_vwap": 11.017, "price_vs_vwap_pct": 1.0257, "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": 0.3205, "prev_amount_yi": 0.3754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8538, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0592 }, { "time": "14:37", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0462 }, { "time": "14:38", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.0513 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.13, "ts": "2026-06-29T14:38:21", "prev_close": 11.09, "open": 11.07, "high": 11.15, "low": 10.79, "bid1": 11.13, "ask1": 11.14, "bid_qty1": 2258, "ask_qty1": 854 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300832:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300832:VWAP_RECLAIM", "symbol": "SZSE.300832", "name": "新产业", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:38:24", "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": 43.4686, "price_vs_vwap_pct": -0.7559, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1351, "prev_amount_yi": 0.1175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 43.28, "low": 43.21, "close": 43.28, "amount_yi": 0.0223 }, { "time": "14:37", "open": 43.17, "high": 43.17, "low": 43.17, "close": 43.17, "amount_yi": 0.0189 }, { "time": "14:38", "open": 43.14, "high": 43.14, "low": 43.14, "close": 43.14, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": 43.14, "ts": "2026-06-29T14:38:21", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.15, "ask1": 43.21, "bid_qty1": 4, "ask_qty1": 2 }, "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": "2026-06-29T14:38:24", "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": 6.2921, "price_vs_vwap_pct": 1.397, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0402, "prev_amount_yi": 0.0852, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0029 }, { "time": "14:37", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0106 }, { "time": "14:38", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.38, "ts": "2026-06-29T14:38:21", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.37, "ask1": 6.38, "bid_qty1": 2935, "ask_qty1": 43 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 5.8953, "price_vs_vwap_pct": 0.7582, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0162, "prev_amount_yi": 0.0652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2485, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 5.95, "low": 5.94, "close": 5.95, "amount_yi": 0.0052 }, { "time": "14:37", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.002 }, { "time": "14:38", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.94, "ask1": 5.95, "bid_qty1": 903, "ask_qty1": 421 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 5.7434, "price_vs_vwap_pct": 0.8114, "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": 0.3314, "prev_amount_yi": 0.5901, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5616, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0408 }, { "time": "14:37", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0546 }, { "time": "14:38", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0627 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.79, "ts": "2026-06-29T14:38:19", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 3484, "ask_qty1": 13333 }, "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": "2026-06-29T14:38:24", "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": 0.4636, "prev_amount_yi": 0.2178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 117.85, "close": 117.85, "amount_yi": 0.1073 }, { "time": "14:37", "open": 117.92, "high": 117.92, "low": 117.92, "close": 117.92, "amount_yi": 0.0559 }, { "time": "14:38", "open": 118.09, "high": 118.09, "low": 118.09, "close": 118.09, "amount_yi": 0.0843 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.09, "ts": "2026-06-29T14:38:21", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 118.08, "ask1": 118.09, "bid_qty1": 52, "ask_qty1": 10 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 7.1715, "price_vs_vwap_pct": 0.6763, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1829, "prev_amount_yi": 0.3317, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 7.21, "close": 7.21, "amount_yi": 0.0518 }, { "time": "14:37", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0247 }, { "time": "14:38", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.0406 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:20", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 14042, "ask_qty1": 4276 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 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": 36.1743, "price_vs_vwap_pct": 0.8174, "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": 0.4038, "prev_amount_yi": 0.4979, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 36.49, "low": 36.47, "close": 36.49, "amount_yi": 0.0784 }, { "time": "14:37", "open": 36.48, "high": 36.48, "low": 36.48, "close": 36.48, "amount_yi": 0.0943 }, { "time": "14:38", "open": 36.47, "high": 36.47, "low": 36.47, "close": 36.47, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": "2026-06-29T14:38:22", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.47, "ask1": 36.48, "bid_qty1": 446, "ask_qty1": 445 }, "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": "2026-06-29T14:38:24", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1187, "prev_amount_yi": 0.1609, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 112.11, "close": 112.11, "amount_yi": 0.0192 }, { "time": "14:37", "open": 112.46, "high": 112.46, "low": 112.46, "close": 112.46, "amount_yi": 0.0123 }, { "time": "14:38", "open": 112.34, "high": 112.34, "low": 112.34, "close": 112.34, "amount_yi": 0.0267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.34, "ts": "2026-06-29T14:38:20", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.34, "ask1": 112.35, "bid_qty1": 1, "ask_qty1": 29 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 8.4661, "price_vs_vwap_pct": -2.3163, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0249, "prev_amount_yi": 0.0918, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 8.25, "close": 8.25, "amount_yi": 0.0043 }, { "time": "14:37", "open": 8.25, "high": 8.25, "low": 8.25, "close": 8.25, "amount_yi": 0.0034 }, { "time": "14:38", "open": 8.27, "high": 8.27, "low": 8.27, "close": 8.27, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.27, "ts": "2026-06-29T14:38:21", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.27, "ask1": 8.28, "bid_qty1": 17, "ask_qty1": 165 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 793.1557, "price_vs_vwap_pct": 4.6251, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 9.2148, "prev_amount_yi": 6.0769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 819.28, "low": 818.37, "close": 819.28, "amount_yi": 1.0444 }, { "time": "14:37", "open": 825.0, "high": 825.0, "low": 825.0, "close": 825.0, "amount_yi": 4.6059 }, { "time": "14:38", "open": 829.84, "high": 829.84, "low": 829.84, "close": 829.84, "amount_yi": 1.687 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 829.84, "ts": "2026-06-29T14:38:20", "prev_close": 770.0, "open": 779.0, "high": 829.89, "low": 750.0, "bid1": 829.84, "ask1": 829.86, "bid_qty1": 19, "ask_qty1": 1 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 20.2849, "price_vs_vwap_pct": 0.6167, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1007, "prev_amount_yi": 0.1503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.67, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0361 }, { "time": "14:37", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0153 }, { "time": "14:38", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:20", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.41, "ask1": 20.42, "bid_qty1": 58, "ask_qty1": 1114 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 48.8391, "price_vs_vwap_pct": -0.9196, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0546, "prev_amount_yi": 0.0167, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.2695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.34, "close": 48.34, "amount_yi": 0.0128 }, { "time": "14:37", "open": 48.28, "high": 48.28, "low": 48.28, "close": 48.28, "amount_yi": 0.0071 }, { "time": "14:38", "open": 48.39, "high": 48.39, "low": 48.39, "close": 48.39, "amount_yi": 0.0176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.39, "ts": "2026-06-29T14:38:16", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.32, "ask1": 48.53, "bid_qty1": 12, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 22.7569, "price_vs_vwap_pct": 1.4637, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0147, "prev_amount_yi": 0.0186, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7903, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0009 }, { "time": "14:37", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0017 }, { "time": "14:38", "open": 23.09, "high": 23.09, "low": 23.09, "close": 23.09, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "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": "2026-06-29T14:38:20", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.08, "ask1": 23.09, "bid_qty1": 54, "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": "2026-06-29T14:38:24", "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": 33.6424, "price_vs_vwap_pct": 1.1818, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0077, "prev_amount_yi": 0.0085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0013 }, { "time": "14:37", "open": 34.03, "high": 34.03, "low": 34.03, "close": 34.03, "amount_yi": 0.0008 }, { "time": "14:38", "open": 34.04, "high": 34.04, "low": 34.04, "close": 34.04, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.04, "ts": "2026-06-29T14:38:22", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.03, "ask1": 34.05, "bid_qty1": 27, "ask_qty1": 25 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 6.1635, "price_vs_vwap_pct": 1.2412, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1576, "prev_amount_yi": 0.4207, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0707 }, { "time": "14:37", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0092 }, { "time": "14:38", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.24, "ask1": 6.25, "bid_qty1": 628, "ask_qty1": 17857 }, "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": "2026-06-29T14:38:24", "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": 3.3381, "intraday_vwap": 20.4787, "price_vs_vwap_pct": 2.3991, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0321, "prev_amount_yi": 0.0585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 21.01, "close": 21.01, "amount_yi": 0.0013 }, { "time": "14:37", "open": 21.01, "high": 21.01, "low": 21.01, "close": 21.01, "amount_yi": 0.0008 }, { "time": "14:38", "open": 20.97, "high": 20.97, "low": 20.97, "close": 20.97, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 433.67, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.97, "ts": "2026-06-29T14:38:22", "prev_close": 20.68, "open": 20.47, "high": 21.08, "low": 19.85, "bid1": 20.96, "ask1": 20.97, "bid_qty1": 17, "ask_qty1": 35 }, "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": "2026-06-29T14:38:24", "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": 16.7068, "price_vs_vwap_pct": 0.9768, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2255, "prev_amount_yi": 0.1858, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0399 }, { "time": "14:37", "open": 16.86, "high": 16.86, "low": 16.86, "close": 16.86, "amount_yi": 0.0179 }, { "time": "14:38", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0403 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:38:21", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.87, "ask1": 16.88, "bid_qty1": 511, "ask_qty1": 835 }, "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": "2026-06-29T14:38:24", "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": 4.9244, "price_vs_vwap_pct": 0.926, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1224, "prev_amount_yi": 0.2301, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 4.97, "low": 4.96, "close": 4.97, "amount_yi": 0.0706 }, { "time": "14:37", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0022 }, { "time": "14:38", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.97, "ts": "2026-06-29T14:38:20", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 3296, "ask_qty1": 22429 }, "previous_state": "OBSERVE", "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": "2026-06-29T14:38:24", "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": 22.7688, "price_vs_vwap_pct": 0.8837, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0312, "prev_amount_yi": 0.0366, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 22.99, "close": 22.99, "amount_yi": 0.0039 }, { "time": "14:37", "open": 22.98, "high": 22.98, "low": 22.98, "close": 22.98, "amount_yi": 0.0042 }, { "time": "14:38", "open": 22.97, "high": 22.97, "low": 22.97, "close": 22.97, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 867.34, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.97, "ts": "2026-06-29T14:38:20", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.96, "ask1": 22.97, "bid_qty1": 112, "ask_qty1": 8 }, "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": 540646.0, "total_value": 1085139.0, "unrealized_pnl": 93834.0, "unrealized_pnl_pct_of_initial": 9.3834, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 85139.0, "total_pnl_pct": 8.513900000000007 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 100.85, "market_value": 242040.0, "unrealized_pnl": 49319.99999999999, "unrealized_pnl_pct": 25.59153175591531, "updated_at": "2026-06-29T14:38:24", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.30497659746816 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 127.51, "market_value": 229518.0, "unrealized_pnl": 34146.0, "unrealized_pnl_pct": 17.477427676432654, "updated_at": "2026-06-29T14:38:24", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.151023048660125 }, { "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": "2026-06-29T14:38:24", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.3667419565604035 } ], "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 } }